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21 Final
21 Final
1. In the actual dot product, the second vector must be complex conjugated, i.e. 1
−i
u · v = u1 v1∗ + u2 v2∗ + · · · + un vn∗ . When the vectors are real, this becomes u = 2 , v = 1 + i
u · v = u1 v1 + u2 v2 + · · · + un vn . Let u and v be at the right hand side. 3 2
1−λ 1
Characteristic = (1 − λ)2 + 1 Eigenvalues of
−1 1 − λ ⇒ λ1 = 1 + i , λ2 = 1 − i
polynomial of M1 the matrix M1
= λ2 − 2λ + 2
3−λ 2
Characteristic = (3 − λ)(4 − λ) − 2 Eigenvalues of
1 4−λ ⇒ λ1 = 2 , λ2 = 5
polynomial of M2 the matrix M2
= λ2 − 7λ + 10
Characteristic Eigenvalues of λ1 = 1 , λ2 = 2 ,
|M3 | = (1 − λ)(2 − λ)(3 − λ)(4 − λ) ⇒
polynomial of M3 the matrix M3 λ3 = 3 , λ4 = 4 .
Characteristic Eigenvalues of λ1 = 1 , λ2 = 2 ,
|M4 | = (1 − λ)(2 − λ)(3 − λ)(4 − λ) ⇒
polynomial of M4 the matrix M4 λ3 = 3 , λ4 = 4 .
1 1 1
4. Take the vectors v1 = 1 , v2 = –2 , v3 = 1 and obtain an orthogonalized set of vectors u1 , u2 , u3 .
–1 2 1
u1 · v2 u1 · v3 u2 · v3
Gram-Schmidt method: u1 = v1 , u2 = v2 − u1 , u3 = v3 − u1 − u2 .
u1 · u1 u1 · u1 u2 · u2
1
u1 = v1 = 1 1
–1 1 1 u1 = 1
1 · –2
u1 · v2
1
–1 2
1
1
1
2
–1
−3
u2 = v2 − u1 = –2 − 1 = –2 − 1 = –1
u1 · u1 2
1
1 –1 2 3 –1 1
1 · 1 2
–1 –1 u2 = –1
1
1
2
1
1
1 · 1 –1 · 1
1 –1 1 1 1 1 2 1 1 1 2 2 0
u3 = 1 − 1 − –1 = 1 − 1 − –1
1
1
1 –1
2
2 1 1 3 –1 6 1 u3 = 1
1 · 1 –1 · –1
–1 –1 1 1
1
5. The matrix A has the eigenvalue and eigenvector pairs λ1 = 1, v1 = −1
1
, λ2 = −1, v2 = −21 .
Hint: The matrix Q constructed by concatenating the −1 1 −2 −1
Q = [v1 | v2 ] = , Q−1 =
eigenvectors and its inverse Q−1 are given at the right. 1 −2 −1 −1
a. Find the matrix A b. Find the matrix A99
The matrix A has the eigen decomposition. Replace the matrix A with its eigen decomposition.
λ1 0 1 0 A A A
A=Q Q −1
= Q Q−1 z }| { z }| { z }| {
0 λ2 0 −1 A99 = Q λ01 λ02 Q−1 Q λ01 λ02 Q−1 Q λ01 λ02 Q−1 · · ·
99
−1 1 1 0 −2 −1 λ1 0
= =Q Q−1
1 −2 0 −1 −1 −1 0 λ2
" # " #
−1 1 −2 −1 3 2 99
3 2
= ⇒ A= 1 0
1 −2 1 1 =Q Q−1 ⇒ A99 =
−4 −3 0 (−1)99 −4 −3
3 1 −1 −6
4 3 −2 3
6. The matrix A =
6 3 −2 −15
has the eigenvalues λ1 = 2, λ2 = 4, λ3 = λ4 = 1.
0 0 0 4
a. Find the eigen vector for λ1 = 2. b. Find the eigen vector for λ2 = 4. c. Find the eigen vector for λ3 = 1.
1 1 −1 −6 −1 1 −1 −6 2 1 −1 −6
4 1 −2 3 4 −1 −2 3 4 2 −2 3
A − λ1 I = A − λ2 I = A − λ3 I =
6 3 −4 −15 6 3 −6 −15 6 3 −3 −15
0 0 0 2 0 0 0 0 0 0 0 3
1 1 −1 −6 −1 1 −1 −6 Gaussian 2 1 −1 −6
Gaussian
Gaussian
Eliminate
0 −3 2 27 0 3 −6 −21 0 0 0 15
Eliminate Eliminate 1st ,
1st
= 1st
= 2nd ,
=
0 −3 2 21 0 9 −12 −51 0 0 0 3
column column 3rd
columns
0 0 0 2 0 0 0 0 0 0 0 3
Gaussian 1 1 −1 −6 −1 1 −1 −6 2 1 −1 −6
Eliminate
Gaussian
Gaussian
0 −3 2 27 0 3 −6 −21 0 0 0 15
2nd , Eliminate Eliminate
3rd ,
= 2nd
= 4th
=
0 0 0 −6 0 0 6 12 0 0 0 0
4th columns column
columns
0 0 0 0 0 0 0 0 0 0 0 0
1 1 −1 −6 1 −1 1 6 1 1 /2 −1 /2 −3
0 1 −2 /3 −9 0 1 −2 −7 0 0 0 1
Scale Scale Scale
the pivots
= the pivots
= the pivots
=
0 0 0 1 0 0 1 2 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0
1 1 −1 0 1 −1 0 4 1 1 /2 −1 /2 0
Clean 0 1 −2 /3 0 Clean 0 1 0 −3 Clean 0 0 0 1
4th = 3rd = 4th =
0 0 0 1 0 0 1 2 0 0 0 0
column column column
0 0 0 0 0 0 0 0 0 0 0 0
1 0 −1 /3 0 1 0 0 1 −1/2
Clean 0 1 −2 /3 0 Clean 0 1 0 −3
=
=
1
2nd 2nd Eigen Vector v3 =
0 0 0 1 0 0 1 2
column column
0
0 0 0 0 0 0 0 0 0
1/3 −1 1/2
2/3 3 0
Eigen Vector v1 = Eigen Vector v2 = Eigen Vector v4 =
1
−2
1
0 0 0