Problem Set 1

January 7, 2014
1. (a) Prove that for rectangular matrices B, D, and invertible matrices A, C A(A + BCD)1 = I B(C1 + DA1 B)1 DA1 . (b) Using the above result, prove that (A1 + BT C1 B)1 BT C1 = ABT (BABT + C)1 . (c) Find an expression for (A + xyT )1 in terms of A1 , x and y for invertible matrix A and (column) vectors x and y. 2. Let i (A) denote an eigenvalue of A (a) i (AB) = i (BA) where A, B are not necessarily square. (b) If A = AT , nd the following in terms of i (A) i. ii. iii. iv. Tr(Ap ). i (I + cA). i (A cI). i (A1 ).

3. The notation A 0 denotes the fact that A is positive denite. Prove the following results for A 0: (b) [A]ii 0 for all i, where [A]ii denotes the i-th diagonal entry of A. (c) For any B, rank(BABT ) = rank(B). (e) If A (d) If B is full row-rank, then BABT 0. (a) A1 0

0, then for any matrix X, XAXT = 0 AX = 0.

4. Prove the following for the operator norm (with a = b, and all vector norms are . a ). (a) I (b) A (c) A
a,a

=1 = sup = sup
x =1 x =0

a,a a,a

Ax
Ax x

.
2 2,2

(d) Let AT A (e) A

1,1

0, then A x
a,a

= maxi i (AT A)

= maxj
a,a

(g) AB

(f) Ax A
a,a

i |[A]i,j |

a,a

5. Consider X = {x Rn |Ax = b} for A Rmn and b Rm with b R(A). Prove that the following two statements are equivalent (i.e., (a) (b) and (b) (a)) (a) cT x = d for all x X

(b) There exists v Rm such that c = AT v and d = bT v. 6. Prove that (a) u + v

2 2

= u

2 2

+ v

2 2

if and only if uT v = 0.

(d) x

(b) 2 < a, b > +2 < x, y >=< a + x, b + y > + < a x, b y > (c) x 1 n x 2

1

7. Consider A Rmn where m n and rank of A is n. Suppose there exists B such that BA = I and that AB = BT AT . (a) Let X = AB. Show that i. X2 = X ii. Tr(X) = rank(X) (b) Find an expression for B in terms of A. (c) For any two vectors b Rn and c Rm , prove that Ab c ABc c 2 .
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