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EE590: Linear Algebra and Optimization

Quiz 2
Time: 90 minutes. 02-Nov 2021 Total: 60 marks

1. Find an orthonormal basis for ker(C), where


 
1 0 −1
C=
0 −1 0
Use standard definition of inner product in R3 .    
 1  1
Solution: ker(C) is one-dimensional and ker(C) = span 0 . Let v = 0. So an orthonormal
1 1
 
 
1
v
basis of ker(C) is kvk = √12 0.
1
Since there is just one basis vector, we do not have to check for orthogonality. For it to be orthonormal
however, the norm of the vector needs to be 1.
2. Let A ∈ L(Rn ) where Rn is a vector space over F. Let B be a basis of V and let f (s) be an arbitrary
polynomial in F[s]. Let  be the matrix representation of A in the basis B and [v]B be the co-ordinates
of a vector v ∈ V in the basis B. Then show that
[f (A)v]B = f (Â)[v]B (1)
Solution: Let f (s) = α0 + α1 s + α2 s2 + · · · αn sn be an arbitrary polynomial in F[s]. Therefore,
f (T ) ∈ L(Rn ). If v ∈ Rn is in the standard basis, then there exists a non-singular matrix P ∈ Rn×n
such that P [v]B = v. The commutative diagram here is:

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)

We next prove that P −1 An P = Ân using mathematical induction.


Base step: For k = 0 P −1 A0 P = I = Â0 .
Induction step: Let P −1 Ak P = Âk , we show that P −1 Ak+1 P = Âk+1 .
P −1 Ak+1 P = P −1 Ak P P −1 AP = Âk  = Âk+1
 
Thus, from equation (2) we have

Q = α0 I + α1 Â + α2 Â2 + · · · αn Ân = f (Â).

3. Is it possible to find a map T that satisfies both the following properties:


• Projects vectors from the plane x1 + x2 + x3 + x4 = 0 onto the column space of A:

 
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

So, clearly t1 and t3 are eigenvectors of Acorresponding


 to
 eigenvalues
 −1 and −3, respectively. Finding
1 0
out eigenvectors of A, we can take t1 = −1 and t3 = 0.
0 1
   
0 1 0 1
At2 = −t2 + t1 ⇒ −1 −2 0 t2 = −t2 + −1
0 0 −3 0
        
1 1 0 t21 1 t21 1
⇒ −1 −1 0 t22  = −1 ⇒ t22  = 0 .
0 0 −2 t23 0 t23 0
Therefore,
 
1 1 0
T = −1 0 0
0 0 1
 
x11
Define x(t) := x12  and x(t) =: T z(t). Using this in differential equation:
x13
 
−1 1 0
d d d
T z(t) = AT z(t) ⇒ z(t) = T −1 AT z(t) ⇒ z(t) =  0 −1 0 z(t).
dt dt dt
0 0 −3

Hence, solution of the differential equation is

z(t) = eJt z(0) ⇒ T −1 x(t) = eJt T −1 x(0) ⇒ x(t) = T eJt T −1 x(0).


   
−1 0 0 0 1 0
We need to find eJt . Note that J = D + N , where D :=  0 −1 0  and N := 0 0 0. Since
0 0 −3 0 0 0
N D = DN , we can write
 −t 
e
Jt (D+N )t N t Dt Nt 
e =e =e e =e e−t  (3)
e−3t

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

Thus, using in equation (3),

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

Thus the solution is


  −t −1
te−t
 
1 1 0 e 0 1 1 0
x(t) = −1 0 0  0 e−t 0  −1 0 0 x(0)
−3t
0 0 1 0 0 e 0 0 1
   −t −t
  
1 1 0 e te 0 0 −1 0 1
= −1 0 0  0 e−t 0  1 1 0 −1
0 0 1 0 0 e−3t 0 0 1 0
   −t −t
 
1 1 0 e te 0 1
= −1 0 0  0 e−t 0  0
0 0 1 0 0 e−3t 0
   −t   −t 
1 1 0 e e
= −1 0 0  0  = −e−t  .
0 0 1 0 0

– End of question paper –

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