THE UNIVERSITY OF HONG KONG

DECEMBER 2007 EXAMINATION

MATHEMATICS: PAPER MATH2303 MATRIX THEORY & ITS APPLICATIONS

(To be taken by BSc & BSc( ActuarSc) students)

13 December, 2007 2:30p.m. - 5:00p.m.

Please circle your answers to Problem I here in the question paper and write your
solution to Problems II- VII in the answer book provided separately. Hand in BOTH
the question paper and the answer book at the end of the examination. Write down
your university number in the following box.

jUniversity Number:

Answer ALL SIX questions

This is a close book exam. You are not allowed to use books, notes or cal-
culators. There are six problems (total points =50) in this exam. Except in
the first problem, show all your steps. If you have two different solutions or
answers to any problem, you must cross out one; otherwise the one with the
lower grade will count. You will be graded both on the correctness of your
answer and the clarity of your explanation.

I. (10 points) In each of the questions below, only one answer is correct. Circle
the correct answer. You do not need to show the intermediate steps.

(a) LetS, T be linear subspaces of a (possibly infinite dimensional)

vector space with an inner product. Which of the following
statements is not always true?
A. Sj_ is a linear subspace of V;
B. s n sj_ = {O};
C. S = (Sj_ )j_;
D. (S + T)j_ = Sj_ n Tj_.
(b) If A is an m x n matrix, which of the following is not always
true?
A. rankA::::; m;
B. rankA::::; n;
C. dimN(A)::::; m;
D. dimN(A)::::; n.

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(c) Let A be a square matrix. Which of the following statements is
true?
A. If Ax = .Xx for some vector x, then). is an eigenvalue of A;
B. The eigenvalues of A are on its main diagonal;
C. If A is invertible, then all singular values of A are positive;
D. If x and y are linearly independent eigenvectors of A, then
they correspond to distinct eigenvalues.
(d) If a matrix A is similar to a diagonal matrix, then
A. any upper triangular matrix similar to A is diagonal;
B. A is a normal matrix;
C. A is row equivalent to the identity matrix;
D. for each eigenvalue, the algebraic and geometric multiplicities
are equal.
(e) If U E enxn, which of the following statement is not equivalent
to the other three?
A. The columns of U form an orthonormal basis of en;
B. The rows of U form an orthonormal basis of en;
C. UTU=UUT=J;
D. IIUxll = llxll for all X E en.
(f) Suppose the eigenvalues of a matrix A E lFnxn are Ai(A) (1 :::;
i :::; n), counting algebraic multiplicity. Which of the following
statements is not always true?
A. L:~= 1 .Xi(AB) = L:~= 1 .Xi(BA);
B. TI~ 1 Ai(AB- 1) = I1~= 1 ~;f~~ if B is invertible;
c. L:~=11.Xi(A +B) I :::; L:~1 (I.Xi(A)I + I.Xi(B)I);
D. L:~11.Xi(AB)I 2 :::; (L:~11.Xi(A)I 2 ) (L:~1 I.Xi(B)I 2 ).
(g) Suppose the singular values of a matrix A E lFnxn are a 1 (A) ~

a2(A) ~ ··· ~ an(A). Which of the following statements is not

always true?
A. a1(A +B):::; a1(A) + a1(B);
B. a2(A +B) :::; a2(A) + a2(B);
C. a1(AB) :::; a1(A)a1(B);
D. L:~= 1 ai(AB) 2 :::; (L:~= 1 ai(A) 2 ) (L:~= 1 ai(B) 2).
(h) The minimal polynomial of the n x n zero matrix is
A. _xn;
B . .X;
c. 1;
D. 0.

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 (i) Let A, BE cnxn. Suppose for any polynomial p(.A), p(A) = 0 if
and only if p(B) = 0. Then A and B have the same
A. characteristic polynomial;
B. minimal polynomial;
C. number of Jordan blocks in the Jordan normal form;
D. none of the above.
(j) If A, BE cnxn, then AB and BA have the same
A. characteristic polynomial;
B. minimal polynomial;
C. number of Jordan blocks in the Jordan normal form;
D. none of the above.

II. (6 points) Suppose A, p E rxn and p is positive definite. If there is X ¥= 0 in

IFn such that Ax = >..Px for some ).. E IF, we say that ).. is an eigenvalue of A
relative to P and that x is a relative eigenvector corresponding to ).. .
(a) Show that if A is Hermitian, then all eigenvalues of A relative to P are
real. Moreover, the relative eigenvectors form a basis of IFn.
(b) Find all eigenvalues and corresponding eigenvectors of A = (~ ~) relative

top= c:3 -;).

Ill. (9 points) Prove or disprove the following statements.

(a) If A Erxn, BE JFnXk, then IIABII ::; IIAIIIIBII, where the norm 11. 11 is

defined by IIAII 2 = tr (A* A).

(b) If A E cnxn is diagonalisable, then A has an orthonormal eigenbasis.

(c) If A, B E cnxn have the same characteristic polynomial and the same
minimal polynomial, then A and B are similar to each other.

IV. (8 points) Suppose A E lFmxm, BE rxn, C E lFnxm and DE IFnxn.

(a) If A is invertible, find matrices X E rxn and YE rxm so that

(CA DB) = (ImY In0) (A0 X )

D- CA- 1 B .

Show that
det(~ ~) =detA det(D-CK 1 B).

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 Similarly, if D is invertible, show that

det (~ ~) = detD det(A- BD- C).

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(b) Use (a) to find the characteristic polynomial of the matrix

0 1 1 1
1 0 1 1
Z= 1 1 0 1

1 1 1 0

(c) Find the minimal polynomial of Z.

V. (8 points) Let V be a finite dimensional vector space with an inner product

(·, ·) and let D: V ---+ V be a linear transformation on V satisfying D 2 = 0.
Define a linear transformation L\ =DD*+ D* D from V to itself.

(a) Prove that R(D) ..l R(D*).

(b) Prove that (L\x, x) = 11Dxll 2 + IID*xll 2 and use it to prove that N(L\) =

N(D) n N(D*).
(c) Prove that there is an orthogonal decomposition N(L\)J. = R(D)EBR(D*).
Deduce that V has an orthogonal decomposition V = N(L\) EB R(D) EB
R(D*).

VI. (9 points) Consider the 4 x 4 matrix A = e ~), where I = (~ ~) and

J = (~ ~) . Find

(a) the eigenvalues of A and their algebraic and geometric miltiplicities;

(b) the minimal polynomial of A;

(c) the Jordan normal form of A and an invertible matrix S such that s- 1 AS
is the Jordan normal form.

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