THE UNIVERSITY OF HONG KONG

MAY 2012 EXAMINATION

MATHEMATICS: PAPER MATH2303 MATRIX THEORY & ITS APPLICATIONS

(To be taken by BSc, BEcon&Fin & BEcon students)

25 May, 2012 9:30a.m. - 12:00noon

Only approved calculators as announced by the Examinations Secretary can be used

in this examination. It is candidates' responsibility to ensure that their calculators
operate satisfactorily, and a candidate must record the name and type of the calcu-
lator used on the front page of the examination script.

Answer ALL TEN questions

Note: You should always give precise and adequate explanations to support your
conclusions. Clarity of presentation of your argument counts. So think carefully
before you write.

1. (9 points)

Let A E M(n,n;lF). Prove that there exists some k 0 E {l, ... ,n} such that
rank(Ako+l) = rank(Ak0 ). Furthermore, for every positive integer m ;::: k 0 , we
have rank(Am) = rank(Ak0 ).

2. (5 points)

Let A E M(n, n; JF). Starting from the definition of the determinant, prove that
det(A) = det(Ar).
(Hint: You may want to use the fact that sgn(a) = sgn(a- 1 ) for every permu-
tation a.)

3. (4 points)

Give an example for A E M(n, n; JR) satisfying AAT =AT A but not diagonal-
izable over JR.

4. (6 points)

Let A, B E M(n, n; JF), where lF is either lR or IC. Show that A* A+ BB* is

positive semi-definite. Moreover, it is never positive definite if

rank(A) + rank(B) < n.

1
5. (8 points)

Let A E M(n, n; IC). Show that iftr(A* A) = 0, then A= 0. Hence or otherwise,

prove that A is normal if and only if tr((A* A) 2 ) = tr((A*) 2 A2 ).
(Hint: In the second part, you may try to show that A*A- AA*= 0)

6. (14 points)

1
LetA=J2
(Vs~
(a) Show that the singular values of A are 1 and 2.

(b) Find a singular value decomposition for A and the Moore-Penrose pseu-
doinverse of A.

(c) Find the orthogonal projection map on the subspace R(A) C lR 3 with
respect to the Euclidean inner product.

7. (16 points)

Let C[O, 21r] be the set of complex-valued continuous functions on [0, 21r]. It
2"
is given that (f, g) =
10
f(t)g(t)dt, where J, g
product on C[O, 21r]. Consider the subspace
E C[O, 21r], defines an inner

V= {acost+bsint: a,b E <C} C C[0,27r].

(a) Find an orthonormal basis for V.

(b) Define an operator A on V by Af = i dt. Show that A is Hermitian.

(c) Find the eigenvalues of A and an orthonormal basis for V consisting of
eigenvectors of A.

(d) Show that A is also unitary.

8. (12 points)

Let X E M(m, n; IC). Denote the Moore-Penrose pseudoinverse of X by x+.

(a) Show that Ker(X+) = Ker(X*) and R(X+) = R(X*).

(b) Hence or otherwise, show that for any A, B E M (m, n; IC), if A* B = 0 and
AB* = 0, then (A+ B)+ = A+ + B+

2
9. (12 points)

Let Q E M(n,n;JR.) satisfying Q2 =-I, where I is the identity matrix.

(a) Find the minimal polynomial of Q.

(b) Find the characteristic polynomial of Q and show that n is even.

(c) By (b), we can write n = 2m, where m E N. The matrix Q can be

regarded (in the natural way) as an endomorphism on JR.2 m. Show that
JR.2m is a vector space over IC with respect to the usual addition and the
following scalar multiplication: (a+ bi)v := av + bQv, where a, b E JR.,
i =A and V E lR2 m.

10. (14 points)

Let A, BE M(n, n; iC) be two Hermitian matrices satisfying AB= BA.

(a) Show that every eigenspace of A is an invariant subspace of B.

(b) Prove that A and B have a common eigenvector.

(c) Let v be a common eigenvector of A and B. Prove that vj_ (with respect
to the Euclidean inner product) is an invariant subspace of both A and B.

(d) Using the above results or otherwise, prove that A and B can be si-
multaneously unitarily diagonalized, i.e. there exists a unitary matrix
U E M(n, n; iC) such that both U* AU and U* BU are diagonal.

* * * * * * * End of Paper * * * * * * *