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 Willi-Hans Steeb
Yorick Hardy

PROBLEMS
AND
SOLUTIONS IN
INTRODUCTORY
AND
ADVANCED M ATRIX
CALCULUS
Second Edition —

World Scientific
PROBLEMS
AND
SOLUTIONS IN
INTRODUCTORY
AND
ADVANCED MATRIX
CALCULUS
— Second Edition —
This page intentionally left blank
 W illi-Hans Steeb
Yorick Hardy
University of Johannesburgf South Africa &
University of South Africa, South Africa

PROBLEMS
AND
SOLUTIONS IN
INTRODUCTORY
AND
ADVANCED MATRIX
CALCULUS
— Second Edition —

O World Scientific
NEW JERSEY • LONDON • SINGAPORE • BEIJING - SHANGHAI • HONGKONG • TAIPEI • CHENNAI* TOKYO
Published by

World Scientific Publishing Co. Pte. Ltd.

5 Toh Tuck Link, Singapore 596224
USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601
UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE

Library o f Congress Cataloging-in-Publication Data

Names: Steeb, W.-H. |Hardy, Yorick, 1976-
Title: Problems and solutions in introductory and advanced matrix calculus.
Description: Second edition / by Willi-Hans Steeb (University o f Johannesburg,
South Africa & University o f South Africa, South Africa),
Yorick Hardy (University o f Johannesburg, South Africa & University o f South Africa,
South Africa). |New Jersey : World Scientific, 2016. |
Includes bibliographical references and index.
Identifiers: LCCN 2016028706| ISBN 9789813143784 (hardcover : alk. paper) |
ISBN 9789813143791 (pbk. : alk. paper)
Subjects: LCSH: Matrices--Problems, exercises, etc. |Calculus. |Mathematical physics.
Classification: LCC QA188 .S664 2016 |DDC 512.9/434~dc23
LC record available at https://lccn.loc.gov/2016028706

British Library Cataloguing-in-Publication Data

A catalogue record for this book is available from the British Library.

Copyright © 2017 by World Scientific Publishing Co. Pte. Ltd.

All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means, electronic or
mechanical, including photocopying, recording or any information storage and retrieval system now known or to
be invented, without written permission from the publisher.

For photocopying o f material in this volume, please pay a copying fee through the Copyright Clearance Center,
Inc., 222 Rosewood Drive, Danvers, M A 01923, USA. In this case permission to photocopy is not required from
the publisher.

Printed in Singapore
Preface

The purpose of this book is to supply a collection of problems in introductory

and advanced matrix problems together with their detailed solutions which will
prove to be valuable to undergraduate and graduate students as well as to re­
search workers in these fields. Each chapter contains an introduction with the
essential definitions and explanations to tackle the problems in the chapter. If
necessary, other concepts are explained directly with the present problems. Thus
the material in the book is self-contained. The topics range in difficulty from
elementary to advanced. Students can learn important principles and strategies
required for problem solving. Lecturers will also find this text useful either as
a supplement or text, since important concepts and techniques are developed in
the problems.

A large number of problems are related to applications. Applications include

wavelets, linear integral equations, Kirchhoff’s laws, global positioning systems,
Floquet theory, octonians, random walks, entanglement, tensor decomposition,
hyperdeterminant, matrix-valued differential forms, Kronecker product and im­
ages. A number of problems useful in quantum physics and graph theory are
also provided. Advanced topics include groups and matrices, Lie groups and
matrices and Lie algebras and matrices. Exercises for matrix-valued differential
forms are also included.

In this second edition new problems for braid groups, mutually unbiased bases,
vec operator, spectral theorem, binary matrices, nonnormal matrices, wavelets,
fractals, matrices and integration are added. Each chapter also contains sup­
plementary problems. Furthermore a number of Maxima and Sym bolicC++
programs are added for solving problems. Applications in mathematical and
theoretical physics are emphasized.

The book can also be used as a text for linear and multilinear algebra or matrix
theory. The material was tested in the first author’s lectures given around the
world.

v
 Note to the Readers

The International School for Scientific Computing (ISSC) provides certificate

courses for this subject. Please contact the authors if you want to do this course
or other courses of the ISSC.

e-mail addresses of the first author:

S te e b w illiQ g m a il. com

steeb_wh@yahoo. com

e-mail address of the second author:

yorickhardyQ gm ail. com

Home page of the first author: h t t p : / / i s s c . uj . a c . za

Contents

Preface v

Notation ix

1 Basic Operations I

2 Linear Equations 47

3 Kronecker Product 71

4 Traces, Determinants and Hyperdeterminants 99

5 Eigenvalues and Eigenvectors 142

6 Spectral Theorem 205

7 Commutators and Anticommutators 217

8 Decomposition of Matrices 241

9 Functions of Matrices 260

10 Cayley-Hamilton Theorem 299

11 Hadamard Product 309

12 Norms and Scalar Products 318

13 vec Operator 340

14 Nonnormal Matrices 355

15 Binary Matrices 365

16 Star Product 371

17 Unitary Matrices 377

18 Groups, Lie Groups and Matrices 398

vii
viii Contents

19 Lie Algebras and Matrices 439

20 Braid Group 466

21 Graphs and Matrices 486

22 Hilbert Spaces and M utually Unbiased Bases 496

23 Linear Differential Equations 507

24 Differentiation and Matrices 520

25 Integration and Matrices 535

Bibliography 547

Index 551
Notation

is defined as
belongs to (a set)
i does not belong to (a set)
n intersection of sets
u union of sets
0 empty set
TcS subset T of set S
SnT the intersection of the sets S and T
SuT the union of the sets S and T
HS) image of set S under mapping /
f 09 composition of two mappings ( / o g)(x) = f(g (x ))
set of natural numbers
set of natural numbers including 0
set of integers
set of rational numbers
set of real numbers
K+ set of nonnegative real numbers
C set of complex numbers
Kn n-dimensional Euclidean space
space of column vectors with n real components
Cn n-dimensional complex linear space
space of column vectors with n complex components
H Hilbert space
Sn symmetric group on a set of n symbols

»(* ) real part of the complex number z

9 (* ) imaginary part of the complex number z
\z\ modulus of complex number z
\x + iy\ = (x2 + ?/2) 1/2, x , y € R
X column vector in Cn
XT transpose of x (row vector)
0 zero (column) vector
norm
x •y = x*y scalar product (inner product) in C n
x x y vector product in E 3

IX
x Notation

A, B, C m x n matrices
P n x n permutation matrix
U n x n projection matrix
U n x n unitary matrix
vec(A) vectorization of matrix A
det(A) determinant of a square matrix A
tr(A) trace of a square matrix A
Pf(A) Pfafiian of square matrix A
rank(A) rank of matrix A
At transpose of matrix A
A conjugate of matrix A
A* conjugate transpose of matrix A
A -1 inverse of square matrix A (if it exists)
In n x n unit matrix
I unit operator
On n x n zero matrix
AB matrix product o f m x n matrix A
and n x p matrix B
A »B Hadamard product (entry-wise product)
o f m x n matrices A and B
[A, B } := AB - BA commutator for square matrices A and B
[A, B ]+ := AB + BA anticommutator for square matrices A and B
A® B Kronecker product of matrices A and B
A® B Direct sum of matrices A and B
fijk Kronecker delta with Sjk = I for j = k
and Sjk = O for j ^ k
A eigenvalue
€ real parameter
t time variable
H Hamilton operator

The elementary matrices Ejk with j = I , . . . , m and k = I , . . . , n are del

I at entry (j, k ) and O otherwise.

The Pauli spin matrices are defined as

0
Gi := CT2 := 1
Chapter I

Basic Operations

Let F be a field, for example the set of real numbers R or the set of complex
numbers C. Let ra, n be two integers > I. An array A of numbers in F

/ an &12 «13 « ln ^
^21 «22 «23 «2 n
— (0>ij)

\ ®ml «m2 «m3 •• «mn J

is called an m x n matrix with entry in the z-th row and j -th column. A row
vector is a I x n matrix. A column vector is an n x I matrix. We have a zero
matrix, in which = 0 for all z, j. In denotes the n x n identity matrix with
the diagonal elements equal to I and 0 otherwise.

Let A = ( aij ) and B = (6^ ) be two m x n matrices. We define A + B to be the

m x n matrix whose entry in the z-th row and j - th column is aij + bij. Matrix
multiplication is only defined between two matrices if the number of columns of
the first matrix is the same as the number of rows of the second matrix. If A is
an m x n matrix and B is an n x p matrix, then the matrix product AB is an
m x p matrix defined by
n
(A B )iJ — air brj
r=l

for each pair z and j, where (AB)ij denotes the ( z ^ - t h entry in A B . Let
A = (a^ ) and B = ( b^-) be two m x n matrices with entries in some field. Then
their Hadamard product is the entry wise product of A and B , that is the m x n
matrix Am B whose (z, j)-th entry is

I
2 Problems and Solutions

Let V be a vector space and let

B = { v i , v 2, . . . , v n}

be a finite subset of V . The set B is a linearly independent set in V if

C i V i + C2 V 2 H----------- b Cn V n = 0

only admits the trivial solution

Ci — c2 — * — Cn — 0

for the scalars ci, C2, . . . , cn. We define the span of B by

span(B ) = { CiVi + C2V2 H------- b cnv n : for scalar Ci , c2, . . . , Cn }.

If span(B) = V, then B is said to span V (or B is a spanning set for V). If B is

both linearly independent and a spanning set for V then B is said to be a basis
for Vr, and we write dim (F) = |B|. In this case, the dimension dim (F) of V is
the number of elements |B| = n of B. A vector space which has no finite basis
is infinite dimensional. Every basis for a finite dimensional vector space has the
same number of elements.

The set o f m x n matrices forms an mn dimensional vector space, for example

the 2 x 2 matrices over C form vector space over C with standard basis

Another basis for the 2 x 2 matrices over C is given in terms of the Pauli spin
matrices

However, this is not a basis for the 2 x 2 matrices over R. For the 2 x 2 matrices
over E we have the same standard basis as for the 2 x 2 matrices over C. Another
basis for the 2 x 2 matrices over M is

For the vector space C 2 an orthonormal basis frequently used is the Hadamard
basis
 Basic Operations 3

P r o b le m I . Let e i, e 2, e 3 be the standard basis in E 3

'V
ei e2 e3

(i) Consider the normalized vectors

I
a — (ei + e 2 + e 3), b = ( - e i - e 2 + e3),

I
c = - = ( - e i + e2 - e3), d = - = ( e i - e2 - e3).
V3 V 3V
These vectors are the unit vectors giving the direction of the four bonds of an
atom in the diamond lattice. Show that the four vectors are linearly dependent,
(ii) Find the scalar products aTb, b Tc, c Td, d Ta. Discuss.

S olu tion I. (i) From Cia + c2b + c3c + C4d = 0 we find that c\ = C2 = C3 =
C4 = I is a nonzero solution. Thus the vectors are linearly dependent.
(ii) We find aTb = - 1 /3 , b Tc = - 1 /3 , c Td = - 1 /3 , d Ta = - 1 /3 .

P r o b le m 2 . (i) Consider the normalized vector v in E 3 and the permutation

matrix P , respectively

I\ /0 1 0
1 , P= 0 0 1
-I/ Vi 0 0

Are the three vectors v, P v , P 2V linearly independent?

(ii) Consider the 4 x 4 symmetric matrix A and the vector b in E 4

I 0 / 1V
( °1 0 I 0

Vo
0 I
0
0
I
I
0/
- ViIJ •
Are the vectors b, Ah, A2b, A 3b in E 4 linearly independent? Show that the
matrix A is invertible. Look at the column vectors of the matrix A

/° \ / 1V /° \
1 0 I 0
0 I 0 1
VoJ \oJ \ lj VoJ
Find the inverse of A.

S olu tion 2 . (i) Yes the three vectors

P 2V = - =
4 Problems and Solutions

are linearly independent, i.e. they form a basis in the vector space E 3.
(ii) We obtain the four vectors

( l\
2 [2\
3
[Z
5
\
b, Ab A2b Ai b
2 3 5
V i/ \ 2/ \3/

Thus the vectors b and A b are linearly independent. However A2b = A b + b,

A 3b = A2b + A b . Thus b, A b and A3b are linearly dependent. The column
vectors in A are linearly independent. Thus the inverse of A exists and is given
by
1 0
,4" 1 =
0I 0 0 "01V
0 0 0 I
V-I 0 1 0 J
Note that det(A) = I and thus det(A 1J = I.

P r o b le m 3. (i) Consider the Hilbert space M 2(E) of the 2 x 2 matrices over

E. Show that the matrices

VO °)
(1 oj ’ v( °1 M
oj ’ (1 Mj ’ (1
V1 o V1 M
lj
are linearly independent.
(ii) Use the Gram-Schmidt orthonormalization technique to find an orthonormal
basis for M 2(E ).

S o lu tio n 3. (i) From

a(o o)+6(o o)+c(i o)+d(i IH l D

we find that the only solution is a = 6 = c = d = 0.
(ii) We obtain the standard basis

/I 0\ /0 A (0 0\ /0 0\
VO oj ’ V0 °/ V1 °/ V0 1Z

P r o b le m 4. Consider the vector space of 2 x 2 matrices over E and the

matrices

D' * -(! !)■ * - ( ! ?)• * -(! 0)

(i) Are these four 2 x 2 matrices linearly independent?
(ii) An n x n matrix M is called normal if M M * = M *M . Which of the four
matrices Aj (j = 1 ,2,3,4 ) are normal matrices?
 Basic Operations 5

S olu tion 4. (i) No. We have

(o o) =(o l) +(l 0)-(1 1)'

(ii) None of these matrices is normal.

P r o b le m 5. Let 07, 02, 03 be the Pauli spin matrices

^ = ( ! 0 )’ a2 = ( 0i o‘ )* CT3=(o -1)
and (To = I2. Consider the vector space of 2 x 2 matrices over C.
(i) Show that the 2 x 2 matrices

Tf2' T f 1' T f 2' Tf z

are linearly independent.
(ii) Show that any 2 x 2 complex matrix has a unique representation of the form

00/2 + icL\(J\ + ia2<J2 + ^ 3(73

for some oq, 01, 02,03 € C.

S olu tion 5. (i) From the condition

I — I I
co—
j= i2 + c i —^=07 c2^Tfcr2 03(73 — ^2

we find the four equations Co + C3 = 0, c\ — ¢2¾= 0, c\ + ¢2¾= 0, Co — C3 = 0

with the only solution Co = c\ = C2 = C3 = 0.
(ii) Since

j . . . ( ao + 203 ia\ + 02
Q>oh + iaiCTi + 202(72 + 203(73 = I . • I
\ 201 — O2 O o- 203 J

we obtain
00-^2 H- ^Oi(Ti + 202(72 + 2O3O3
-(; 2)
where a, )0,7 ,5 G C. Thus

a + J ft + 7 P -i a — J
oo -, Oi "j a2 = -, 0, 3 =
2i " 2i “ ’

P r o b le m 6 . Consider the normalized vector vo = ( I 0 0 ) T in M3. Find

three normalized vectors v i, V2, V3 such that

v J = °> v J v fc = - I u # *0-
J=O
6 Problems and Solutions

S olu tion 6. Owing to the form of Vo we have due to the second condition
that Vi^i = 7/2,1 = t/3,i = - 1 /3 . We obtain

/ -1 /3 \ I -1 /3 -1 /3 \
vi = I 2 -/2 /3 I , v2 = —/ 2 / 3 V3 -/2 /3 .
V 0 ) \ V 6/3 -/6 /3 /

P r o b le m 7. (i) Find four normalized vectors v i, V2, V3, V4 in R 3 such that

4, i f I for j = k
v j v fc = ^Sjk
3 _ \ - 1 / 3 for j ± k

(ii) Calculate the vector and the matrix, respectively

Ev;-
j =I
I Ev;+
J= I

S olu tion 7. (i) Such a quartet of vectors consists of the vectors pointing from
the center of a cube to nonadjacent corners. We may picture these four vectors
as the normal vectors for the faces of the tetrahedron that is defined by the
other four corners of the cube. Owing to the conditions the four vectors are
normalized. Thus

(ii) We have

E v; = 0- j E v ; v ;T = /3 -
J= I 3= I

P r o b le m 8. Find the set of all four (column) vectors Ui, U2, v i, V2 in M2

such that the following conditions are satisfied V fu 2 = 0, v ^ u i = 0, v f u i = I,
V^u2 = I.

S o lu tio n 8. We obtain the following four conditions

^11^21+^12^22 = 0? ^21^11+^22^12 = O5 ^11^11+^12^12 = I 5 ^21^21+^22^22 = I-

We have four equations with eight unknowns. We obtain three solutions. The
first one is
r*4 r3 r2 n
^ l l = --------------------, 7X12 = ------------------------ 5 ^21 = ------------------------5 u 22 = --------------------
T’iT’4 - r2r3 r ir 4 - r2r3 r\r± - r2r3 7*17*4 - r2r3
7 /1 1 = Tl, ^12=^2, ^21=7% 7/22=7*4
 Basic Operations I

where t*i , t*2, 7-3, 7-4 are arbitrary real constants with 7*17*4 —7*27*3 7^ 0. The second
solution is
Vll = r5, Vi2 = —1 , u2l = 1— , V22 = nU,
7*6 7*7
Vn = 0, V12 = r6, V2I = r7, V22 = - r 5r6r7
where 7*5, 7¾, r7 are arbitrary real constants with Tq 7^ 0 and t*7 7^ 0. The third
solution is
no I I n
Vn = ---------, Vi2 = — , v 2i = — , V22 = U,
7-37-9 7-8 7*9
Vll = 0, Vi2 = 7-8, V2I = 7*9, V22 = 7*10
where rs, 7-9, 7*10 are arbitrary real constants with rs 7^ 0 and 7-9 7^ 0.

P r o b le m 9. Consider the 2 x 2 matrices

a_ ( V11 Vi2 \ n _ ( 0 I\
W ail/’ V1 0J
where a n , a i2 G R. Can the expression A 3 + 3AC (A + C) + C 3 be simplified for
computation?

S o lu tio n 9. Yes. Since [A1C] = O2, i.e. AC = CA we have (A + C )3.

P r o b le m 10. Let A 1 B be 2 x 2 matrices. Let AB = O2 and BA = O2. Can

we conclude that at least one of the two matrices is the 2 x 2 zero matrix? Prove
or disprove.

S olu tion 10. Consider the matrices

Then AB = O2 and BA = O2 but both are not the zero matrix. Another example

Note that the rank of all these matrices is I.

P r o b le m 11. Let A 1 C be n x n matrices over R. Let x, y, b, d be column

vectors in R n. Write the system of equations ( A + iC )(x + iy) = (b + id) as a
2ti x 2n set of real equations.

S o lu tio n 11. We have (A + iC)(x. + iy) = A x — C y + i(A y + C x). Thus we

can write

(c 7 ) 6 ) - ( 5)-
P r o b le m 12. Let A 1 B be n x n symmetric matrices over R, i.e. A t = A 1
B t = B. What is the condition on A 1 B such that AB is symmetric?
8 Problems and Solutions

Solution 12. We have ( A B )T = B t A t = BA. Thus the condition is that

AB = B A , i.e. [.A , B] = On.

Problem 13. (i) Compute the matrix product

(ii) Write the quadratic polynomial 3xf — 8x 1X2 + 2x| + 6x 1X3 — 3x§ in matrix
form.

Solution 13. (i) We obtain the polynomial 4xf — 2x 1X2 + 4x 1X3 + 2x 2X3.
(ii) We have

Problem 14. An n x n matrix M is called normal if M M * = M *M . Let A ,

B be normal n x n matrices. Assume that AB* = B*A , BA* = A*B. Show
that their sum A + B is normal. Show that their product AB is normal.

Solution 14. We have

(A + B)*(A + B ) = A* A + A* B + B*A + B*B = (A + B )(A + B)*

and

(AB)*(AB) = B*A*AB = (AB*)(BA*) = A(BB*)A* = (AB)(AB)*.

Problem 15. Let A be an n x n normal matrix. Show that ker(A) = ker(A*),

where ker denotes the kernel.

Solution 15. If A is normal and v G C n, then

(A v )*A v = v M M v = v M A * v = (A * v )M * v .

Thus A v = 0 if and only if A* v = 0.

Problem 16. (i) Let A be an n x n hermitian matrix. Show that A m is a

hermitian matrix for all m G N.
(ii) Let B be an n x n hermitian matrix. Is iB skew-hermitian?

Solution 16. (i) We have (Am)* = (A*)m.

(ii) Yes. Since i* = —i we have (iB)* = —iB* = —iB. Thus iB is skew-
hermitian. Can any skew-hermitian matrix be written in the form iB with B
hermitian?
 Basic Operations 9

P r o b le m 17. (i) Let A be an n x n matrix with A 2 = On. Is the matrix In + A

invertible?
(ii) Let B be an n x n matrix with B 3 = 0n. Show that In + B has an inverse.

Solution 17. (i) We have (In A) (In — A) = In + A — A — A2 = In. Thus

the matrix In + A is invertible and the inverse is given by In — A.
(ii) We have

(In + B)(In - B + B2) = In - B + B2 + B - B 2 + B3 = In.

Thus In —B + B 2 is the inverse of In + B .

Problem 18. Let A be an n x n matrix over R. Assume that A2 = 0n. Find

the inverse of In + iA.

Solution 18. We have (In + iA )(In — iA) = In + A2 = In. Thus In — iA is

the inverse of In + iA.

Problem 19. Let A, B be n x n matrices and c a constant. Assume that the

inverses of (A —cln) and (A + B —cln) exist. Show that

(A - cln) - xB (A + B - Cln) - 1 = ( A - Cln) - 1 - ( A + B - Cln) - 1.

Solution 19. Multiplying the identity from the right with (A + B —cln) yields

(A - Cln) - 1B = (A —cIn) - \ A + B - cln) - In.

Multiplying this identity from the left with (A —cln) yields B = B. Reversing
this process provides the identity.

Problem 20. (i) A 3 x 3 matrix M over R is orthogonal if and only if the

columns of M form an orthonormal basis in R 3. Show that the matrix

is orthogonal.
(ii) Represent the nonnormal 3 x 3 matrix

(relative to the natural basis)

relative to the orthonormal basis in R 3

10 Problems and Solutions

Solution 20. (i) The three normalized column vectors are

/ V 3 /3 \ / 0 \ / —n/6 /3 \
vi = \ /3 /3 , v2 = \/2/2 , v3 = -n/6 /6
V>/5/ 3 / V">/2 / 2 / V >/6 /6 /
The scalar products are v f v 2 = 0, v f v 3 = 0, v^V 3 = 0.
(ii) We form the orthogonal matrix

/1 A /2 0 l/y/2 \
O= O I 0
\ l/> /2 0 -1 A /2 /

from the orthonormal basis. Then O = O -1 = O t and

/0 0 0\
O A O -1 = I o 2 0 .
\2 0 0/

Note that A and O AO -1 are nonnormal and have the eigenvalues 0 (2 times)
and 2.

Problem 21. Consider the rotation matrix

t>(o\ _ ( cosW - sinW A

K ~ V sin(6>) cosW ) '

Let n be a positive integer. Calculate Rn(O).

Solution 21. Since

( cos(a) —sin(o:) \ ( cos (P) —sin (P) \ _ ( cos(a + /3) —sin(o: + (3) \
Ysin(a) cos(a) J y sin(P) cos(/3) J ~ \ sin(o: + /3) cos(a + /3) J
we obtain
T)n(a\ - ( cos (n0) - s i n {n0)\
1 ~ V sin(n6>) 003(716') ) ’

Problem 22. (i) Consider the 2 x 2 matrix

A-(i ?)
where a, /5 G R. Find the condition on such that the inverse matrix exists.
Find the inverse in this case.
(ii) Let t ^ 0 and s G R. Find the inverse of the matrix

M =
 Basic Operations 11

S olu tion 22. (i) We have det(^l) = /3 — a. Thus the inverse exists if a / ft.
In this case the inverse is given by

A-i = _ j _ f P - aV
P —Ol V - I 1 J'

(ii) We find

- (V -?*)■
P r o b le m 23. Let
1 0 0 I
0 °\ ° °\
-1 0 0 0 0 0 0 I
A = , B =
0 0 0 1 -I 0 0 0
0 0 -1 0/ 0 -I 0 0/

Can one find a 4 x 4 permutation matrix such that A = P B P t I

S olu tion 23. We find the permutation matrix

/I 0 0 °0 \
P = Pt = P -1=
0 0 I
0 I 0 0
Vo 0 0 I/

P r o b le m 24. (i) Consider the 3 x 3 permutation matrix

Find all 3 x 3 matrices A such that P A P t = A.

(ii) Consider the 4 x 4 permutation matrix

/0 I 0 0\
0 0 i 0
0 0 0 1
Vl 0 0 0 /
Find all 4 x 4 matrices A such that P A P t = A.

S olu tion 24. (i) From the 9 conditions of P A P t = A we obtain

G n = Q>22 = « 3 3 , « 12 = «2 3 = « 3 1 , «13 = a 21 = a 32 .

Thus
« 11 «12 «13
A - I «1 3 an «12
«12 «1 3 an
12 Problems and Solutions

(ii) From the 16 conditions of P A P t = A we find a n = a22 = «33 = «44 and

ai2 = 023 = 034 = a n , ai3 = a24 = a3i = 042, ai4 = a2i = 032 = 043.

Thus
/ « ii « 12 «13 «14 \
ai4 an «12 «13
«13 an «n «12
V«12 «13 «14 «11 /

P r o b le m 25. (i) Let tt be a permutation on { 1 ,2 ,. . . , n } . The matrix P7r

for which pi* = e ^ )* is called the permutation matrix associated with 7r, where
Pi* is the i-th row of P7r and = I if i = j and 0 otherwise. Let n = 4 and
tt = (3 2 4 I). Find P7r.
(ii) Find the corresponding permutation matrix for the permutation

I 2 3
3 4 1 4)
3 2)

Solution 25. (i) Pn is obtained from the n x n identity matrix In by applying

7r to the rows of In. We find

/0 0 I 0\
0 1 0 0
Pn 0 0 0 1
Vi 0 0 0/
and pi* = es* ^7r(l)*5 P2* -- ^2* -- ^71-(2)*? TM* -- ^4* -- ^7r(3)*5 P4* — e \* —
^■n(4)**
(ii) We have two options: For ( I 23 4)P = (3 4 I 2 ) the permutation
matrix P is given by
/ 0 0 I 0\
0 0 0 1
1 0 0 0
\0 I 0 0 /

For

the permutation matrix Q is given by Q = P.

P r o b le m 26. (i) Find an invertible 2n x 2n matrix T such that

/ti - I I On ^n \ rp _ f On In |
1 -In OnJ 1 ~ \ ln On ;■
 Basic Operations 13

(ii) Show that the 2n x 2n matrix

is invertible. Find the inverse.

S olu tion 26. (i) We find

On In \
T = T ~1
In In J

(ii) Since R2 = / 2,1 we have R 1 = R .

P r o b le m 27. Let M be an 2n x 2n matrix with n > I. Then M can be

written in block form

where A, B ,C , D are n x n matrices. Assume that M 1 exists and that the n x n

matrix D is also nonsingular. Find M -1 using this condition.

S o lu tio n 27. We have

(A B\ ( E F \ _ ( In On \
M ilT 1
VC DJ \G H J - Von In J -

It follows that

A E A B G = I n, A F A B H = 0n, C E a DG = 0n, C F A DH = In.

Since D is nonsingular we obtain from the last two equations that

G = -D ~ lCE, H = D ~1 - D ~l CF.

It follows that (A — B D ~ 1C )E = In. Thus E and A — B D - 1C are invertible

and we obtain E = (A — B D - 1C ) - 1. For F we find

F = -E B D ~ 1 = - ( A - B D - 1C y 1B D - 1.

P r o b le m 28. (i) Let A be an m x n matrix with m > n. Assume that A has

rank n. Show that there exists an m x n matrix B such that the n x n matrix
B*A is nonsingular. The matrix B can be chosen such that B*A = In.
(ii) An n2 x n matrix J is called a selection matrix such that J t is the n x n 2
matrix
[Eu E22 •••Enn]
where Eii is the n x n matrix of zeros except for a I in the (z,z)-th position.
Find J for n = 2 and calculate J t J . Calculate Jt J for arbitrary n.
14 Problems and Solutions

S olu tion 28. (i) If m = n, the A is nonsingular and we choose B = (A *)- 1 .

If n < ra, then there exists an m x (m — n) matrix C such that the m x m
matrix Q = [A C\ is nonsingular. If we write (P * )_1 as [5 D], where B is m x n
and D is m x (m - n), then A = 7n, 7?*C = 0n.(m_ n), D M = 0m_ (n.n) and

(ii) We have

0 0 «\ . (0 °\
0
0 0 1) = J = 0 0
\0 1/
Therefore Jt J = 72. For the general case we find Jt J = In.

P r o b le m 29. Let A be an arbitrary n x n matrix over R. Can we conclude

that A2 is positive semidefinite?

S olu tion 29. No we cannot conclude in general that A2 is positive semidefinite.

For example
0 I 0
A = A2
- I 0 -(-O 1 - I )'

P r o b le m 30. An n x n matrix II is a projection matrix if II* = II, II2 = II.

(i) Let IIi and 1¾ be projection matrices. Is IIi + II2 a projection matrix?
(ii) Let IIi and 1¾ be projection matrices. Is IIi 1¾ a projection matrix?
(iii) Let II be a projection matrix. Is In — II a projection matrix? Calculate
U(In - U ) .
(iv) Is
I I I
I I I
I I I

a projection matrix?
(v) Let e G [0,1]. Show that the 2 x 2 matrix

y/e — e2
I —e )
is a projection matrix. What are the eigenvalues of !!(e )? Be clever.

S o lu tio n 30. (i) Obviously (Hi + II2)* = IIi + 1¾ = IIi + II2. We have

(Iii H- 1¾)2 = II2 + IIiII2 + II2IIi + II2 = IIi + IIiII2 + II2IIi + II2.

Thus IIi + II2 is a projection matrix only if IIiII2 = On, where we used that
from IliII2 = On we can conclude that II2IIi = 0n. From II i II2 = On it follows
that (IIiII2)* = II^IIi = II2IIi — On.
(ii) We have (H iII2)* = U%UJ = n 2n i and (H in 2)2 = HiH2HiH2. Thus we see
that n i n 2 is a projection matrix if and only if HiH2 = n 2n i.
 Basic Operations 15

(iii) We have (Jn - II)* = In - II* = In - U and (In - TL)2 = In - II. Thus Jn - I I
is a projection matrix. We have

TL(In - I I ) = I I - I I 2 = I I - I I = On.

(iv) We find II* = II and II2 = II. Thus II is a projection matrix.

(v) The matrix is symmetric over R. We have II2(e) = 11(e), IIt (e) = 11(e).
Thus 11(e) is a projection matrix. The eigenvalues are I and 0.

Problem 31. Let m > I and N > 2. Assume that N > m. Let X be an
N x m matrix over R such that X * X = Jm.
(i) We define II := X X * . Calculate II2, II* and tr(II).
(ii) Give an example for such a matrix X , where m = I and N = 2.

Solution 31. (i) We have

n2 = ( x x * ) ( x x * ) = x ( x * x ) x * = X irnX * = x x * = n
and n* = (X X * )* = X X * = II. Thus II is an N x N projection matrix. We
have tr(II) = m.
(ii) An example is

X I ) =►X X ' = - ( 1
2 \ I

Any normalized vector in R 2 can be used.

Problem 32. (i) A square matrix A is called idempotent if A2 = A. Find all

2 x 2 matrices A over the real numbers which are idempotent and ^ 0 for
h i = 1 , 2.
(ii) Let A , B be n x n idempotent matrices. Show that A + B are idempotent
if and only if AB = BA = 0n.

Solution 32. (i) From A2 = A we obtain

a l l + a 12a21 = Gllj ^12(^11+^22) = ai2, ^21(^11+022) = O21, 012021+^22 = a 22-

Since / 0 we obtain o n + a<i2 = I and (Z21 = (o n — CL21)/a12. Thus the

matrix is
A = ( 0/11 0,12 ^
V (aii — ai i ) / ai2 I —o n /
with a n arbitrary and a i2 arbitrary and nonzero.
(ii) We have

(A + B )2 = A2 + B 2 + AB + BA = A + B + AB + BA.

Thus (A + B )2 = A + B if AB + BA = On. Now suppose that AB + BA = On.

We have

AB + ABA = A2B + ABA = A(AB + BA) = On,

ABA + BA = ABA + BA2 = (AB + B A) A = On.
16 Problems and Solutions

This implies AB —BA = AB + ABA - (ABA + BA) = On. Thus AB = BA and

AB = ^ (AB + AB) = i ( + S + BA) = 0„.

Problem 33. Let A, B be n x n matrices over C. Assume that A + B is

invertible. Show that

(+ + B ) - 1A = In - ( A + B ^ 1B, A(A + B ) - 1 = In - B(A + B)~\

Solution 33. Since A + B is invertible we have

(A + B y 1A + (A + B y 1B = (+ + B y ^ A + B) = In.

Consequently (+ + B ) - 1 + = / „ — (+ + B y 1B. Analogously

+(+ + B y 1 + B(A + B) - 1 = (+ + B)(A + B y 1 = In.

Thus + ( + + S ) - 1 = I n - B(A + B ) - 1.

Problem 34. (i) Find 2 x 2 matrices + over C such that A2 = —I2, +* = —+•
(ii) Find 2 x 2 matrices C, D such that CD = O2 and DC ^ O2.

Solution 34. (i) Solutions are

Extend to 3 x 3 matrices,
(ii) An example is

P r o b le m 35. Find the 2 x 2 matrices F and F' from the two equations

Find the anticommutator of F and F\ i.e. [F, F ']+ = F F f + F fF .

Solution 35. Adding and subtracting the two equations yields

We obtain [F, F ']+ = O2.

 Basic Operations 17

Problem 36. (i) Find all 2 x 2 matrices X such that

*(! J) =(? J)x

(ii) Impose the additional conditions such that tr(X ) = 0 and d et(X ) = +1.

Solution 36. (i) We obtain x\\ = £22 and £12 = £21- Thus the matrix is

X = f Xn Xl2>\
\ £12 X 11 J
with £ 11 , £12 arbitrary.
(ii) The condition tr(X ) = 0 yields X 11 = 0. The condition d et(X ) = +1 yields
£12 = ±i.

Problem 37. Let v be a normalized (column) vector in C 71. Consider the

n x n matrix
A = vv* - I JB.

(i) Find A* and AA*.

(ii) Is the matrix A invertible?

Solution 37. (i) Since (vv*)* = vv* we have A = A*, i.e. the matrix is
hermitian. Since vv*vv* = vv* we obtain

A A * = \ ln.

(ii) Yes. We find T T 1 = 4vv* - 2In.

Problem 38. Find all 2 x 2 matrices

+ 0;1 «12 \
«22 )

over E with a\2 7^ 0 such that A2 = I2.

Solution 38. From ^42 = /2 we obtain the three conditions

«11 — I? «22 — I? «11«12 + «12«22 = 0

and the two possible solutions

A = ( q ^ 1 ) > A = ( Q1 ^ 2 ) > ai2 arbitrary.

Problem 39. Let z = x + iy with £, y G E and thus z = x —iy. Consider the

maps

X + iy ^ ( X
y x ) = A { X ' y)’ ( o )’ (l)'
18 Problems and Solutions

(i) Calculate z 2 and A2(x,y). Discuss.

(ii) Find the eigenvalues and normalized eigenvectors of A (x,y).
(iii) Calculate A (x,y) <g>A (x ,y ) and find the eigenvalues and normalized eigen­
vectors.

Solution 39. (i) We obtain z2 = x 2 —y2 -\- cIixy and

x 2 —y2 - 2 xy \
A2
cIxy x 2 - y 2) '

(ii) The eigenvalues depending on x, y are Ai = z = x + iy, \2 = z = x —iy with

the corresponding normalized eigenvectors

(
I
—i )
which are independent of x and y.
(iii) We have

/ X2 -x y -x y y2
xy X 2 - y 2 -x y
A (x ,y )® A (x ,y )
xy -y 2 X 2 -x y
\y2 xy xy X 2
with the eigenvalues z 2, zz, zz, zz. Note that zz = zz.

Problem 40. Let A G Cnxm with n > m and rank(A) = m.

(i) Show that the matrix m x m matrix A* A is invertible.
(ii) We set II = A (A * A)~ 1A. Show that II is a projection matrix, i.e. II2 = II
and II = IT .

Solution 40. (i) To show that A*A is invertible it suffices to show that
N(A*A) = {0}. From A* A v = 0 we obtain v*A *A v = 0. Thus (Av)*Av = 0
and therefore A v = 0. Hence v = 0.
(ii) We have

n2 = (A(AtA ) - 1A)(A(AtA ) - 1A) = A(At A ) - 1 = A(At A ) - 1At = II

and
IT = A(AtA ) - 1 = A((i4M)*)-1 = A(AtA ) - 1A = II.

Problem 41. Let A be an n x n hermitian matrix and n be an n x n projection

matrix. Then n A n is again a hermitian matrix. Is this still true if A is a normal
matrix, i.e. A A* = A* A?

Solution 41. This is not true in general. Consider

/ 0 0 1\ /0 0 0\
A= IO O , n= I 0 I 0 I
\0 1 0 / \0 0 I /
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