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EE590: Linear Algebra and Optimization Quiz 2: Time: 90 Minutes. 02-Nov 2021 Total: 60 Marks
EE590: Linear Algebra and Optimization Quiz 2: Time: 90 Minutes. 02-Nov 2021 Total: 60 Marks
Quiz 2
Time: 90 minutes. 02-Nov 2021 Total: 60 marks
Let the question mark be Q ∈ Rn×n . Then from the commutative diagram note that
P Q[v]B = f (A)v ⇒ Q[v]B = P −1 f (A)v = [f (A)v]B .
Thus, we need to show that Q = f (Â).
From the commutative diagram it is clear that
Q = P −1 f (A)P = P −1 α0 + α1 A + α2 A2 + · · · αn An P
= α0 P −1 P + α1 P −1 AP + α2 P −1 A2 P + · · · αn P −1 An P (2)
1 −1 0 2
3 −4 1 6
A=
0 1 −1 0
0 3 −3 0
0
0
• The subspace W := span ⊆ R4 is an eigenspace of T corresponding to eigenvalue 2. In
0
1
other words, if v ∈ W, then T (v) = 2v.
If yes, find the map. If no, justify your answer.
1 0 0
−1 , , 0 .
1
Solution: The vectors in the plane x1 +x2 +x3 +x4 = 0 are from the subspace span 0 −1 1
0 0 −1
1 −1
3 −4
The column space of A is span , (Notice that third column of A is sum of first two
0 1
0 3
columns & the forth column is 2 times the first one; so those columns are dependent).
We define the map as follows (answer is not unique; depends on how you define the map):
1 1 0 −1 0 −1 0 0
−1 3 1 −4 0 −4 0 0
0 = 0 ,
T
−1 = 1 ,
T
1 = 1 ,
T
0 = 0 .
T
0 0 0 3 −1 3 1 2
Therefore,
1 0 0 0 1 −1 −1 0 −1 −2 −1 0
−1 1 0 0 3 −4 −4 0 −5 −8 −4 0
T = ⇒T =
0 −1 1 0 0 1 1 0 2 2 1 0
0 0 −1 1 0 3 3 2 8 8 5 2
0 −1 −1 0
−1 0 1 1
4. Given a matrix B =
2 −2 −3 −1, find its Jordan canonical
form.
0 0 0 −1
Solution: The characteristic polynomial of this matrix is
1 0 0 0 0 −1 −1 0 s 1 1 0
0 1 0 0 −1 0 1 1 1 s −1 −1
s 0 0 1 0 − 2 −2 −3 −1 = det −2
det
2 s+3 1
0 0 0 1 0 0 0 −1 0 0 0 s+1
s 1 1
= det 1 s −1 (s + 1)
−2 2 s+3
⇒ X (s) = (s3 + 3s2 + 3s + 1)(s + 1) = (s + 1)4
−1 is an eigenvalue of B with algebraic multiplicity na (−1) = 4. We find the geometric multiplicity
next.
−1 1 1 0
1 −1 −1 −1
dim ker (−I − A) = dim ker −2
= 2 = ng (−1).
2 2 1
0 0 0 0
There are two possible Jordan forms:
−1 1 0 0 −1 1 0 0
0 −1 1 0 0 −1 0 0
J1 = and J2 =
0 0 −1 0 0 0 −1 1
0 0 0 −1 0 0 0 −1
But there can be only one Jordan form corresponding to B. To decide on that we will need the minimal
polynomial for B. We use the standard basis of R4 to compute the minimal polynomial.
B 2 ei = −ei − 2Bei for i = 1, 2, 3, 4
Therefore minimal polynomial of B with respect to ei is s2 + 2s + 1 = (s + 1)2 . Therefore, minimal
polynomial of B is
µ(s) = LCM{µe1 (s), µe2 (s), µe3 (s), µe4 (s)} = (s + 1)2 .
J1 has minimal polynomial (s + 1)3 and J2 has minimal polynomial (s + 1)2 . Therefore, the Jordan
canonical form of B is
−1 1 0 0
0 −1 0 0
J =
0 0 −1 1
0 0 0 −1
5. Determine the solution for the differential equation (without using Laplace transform):
x1 (t) 0 1 0 x1 (t) x1 (0) 1
d
x2 (t) = −1 −2 0 x2 (t) , where x2 (0) = −1 .
dt
x3 (t) 0 0 −3 x3 (t) x3 (0) 0
0 1 0
Solution: Define A := −1 −2 0. Note that characteristic polynomial of A is X (s) = (s +
0 0 −3
1)2 (s + 3). Therefore, na (−1) = 2 and ng (−3) = 1.
Further, geometric multiplicities are: ng (−1) = 1 and ng (−3) = 1. Hence, the Jordan canonical form
of A is
−1 1 0
J = 0 −1 0 .
0 0 −3
We now find the transformation matrix T ∈ R3×3 such that T −1 AT = J ⇒ AT = T J. Let the columns
of T be t1 , t2 , t3 . Then we have
At1 = −t1
0 1 0 −1 1 0
−1 −2 0 t1 t2 t3 = t1 t2 t3 0 −1 0 ⇒ At2 = −t2 + t1
0 0 −3 0 0 −3
At3 = −3t3
Now
t2
eN t = I + N t + N 2 + ···
2
1 0 0 0 t 0 1 t 0
eN t = 0 1 0 + 0 0 0 = 0 1 0
0 0 1 0 0 0 0 0 1
0 e−t
−t
te−t
1 t e 0
eJt = 0 1 0 e−t = 0 e−t 0 .
0 0 1 e−3t 0 0 e−3t