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Instructor: Hamano

EE511 HW#1 Fall 2013, CSULB 2013 Fumio Hamano Page 1 of 6


EE511 Linear Systems Analysis, Homework Set #1, Fall 2013, CSULB
Instructor: Hamano

Vectors and Matrices:

Problem 1. (1) Let
1
0 1 0
0 0 1
A
(
=
(

,
2
4 1 1
3 2 0
1 1 0
A
(
(
=
(
(

, and
3
1 4 10
0 2 0
0 0 3
A
(
(
=
(
(

.
Calculate
1 2 3
( 2 ) A A A .
(2) Further, let
0
0
1
B
(
(
=
(
(

and | | 1 3 2 C = .
Determine
2
A BC + where
2
A is given in part (1).

Problem 2. For the matrices
2 1
4 1
M
(
=
(

,
0 1 0
1 2 1
2 1 1
N
(
(
=
(
(

, and
0 1 0 0
2 1 0 0
0 0 0 2
0 0 1 2
P
(
(
(
=
(
(

,
answer the following questions.
(1) Find det M and det N .
(2) Find det P in two ways: one by using Laplace expansion and two by using the
block structure of the matrix.
(3) Does the inverse exist for each of the matrices M, N, and P?
(4) Find
1
M

and
1
N

, i.e., determine the inverses of M and N.


(5) Determine
1
P

by taking advantage of the block structure of the matrix P.



Problem 3. Recall that a set of vectors { }
1 2
, , ,
n
e e e is said to be linearly
independent if the following holds:
1 1 2 2
0
n n
e e e o o o + + + = where '
k
s o are numbers
1 2
0
n
o o o = = = .
(Note: The statement A B means A implies B.)
Let
1
0
2
1
0
e
(
(
(
=
(
(

,
2
1
1
0
2
e
(
(
(
=
(
(

, and
3
1
1
2
2
e
(
(
(
=
(
(

.
Using the above definition, show that the set of vectors { }
1 2 3
, , e e e is linearly
independent.
Instructor: Hamano
EE511 HW#1 Fall 2013, CSULB 2013 Fumio Hamano Page 2 of 6

Problem 4. Consider the matrix
0 1 0 1
2 1 2 1
1 0 0 2
0 2 0 2
A
(
(
(
=
(
(

.
Answer the following questions.
(1) How many linearly independent rows are there in A?
(2) How many linearly independent columns are there in A?
(3) Determine det A by calculation (e.g, by using Laplace expansion).
(4) Determine rankA, i.e., the rank of A.
(5) Is A non-singular or singular?

Problem 5. Let A, B, C be respectively 3 4 , 4 4 , 2 4 matrices with full rank, i.e.,
rankA=3, rankB=4, and rankC=2. Also let v and w be respectively 4-dimensional column
and 3-dimensional row vectors, neither of which is a zero vector. Which of the statements
of (a)-(f) below are correct? If any of the statement is wrong, explain clearly why it is
wrong. (A good way of disproving is to give a counter example.)
(a) ABv is a 3-dimensional column vector
(b) CB is a 2 4 matrix
(c) CBA is a 2 4 matrix
(d) wAv is a non-zero scalar
(e) rankAB=3
(f) rank 2 AC' = .
Here, C' denotes the transpose of matrix C.

Problem 6. The matrix multiplication is not commutative. As a result the notation such
as
M
N
is not valid since you will not know whether this means
1
N M

or
1
MN

, which
are not equal. Demonstrate by calculation that
1 1
N M MN

= using the following:
2 1
0 1
M
(
=
(

and
1 0
3 2
N
(
=
(

.

Warning: In this class, it is a tradition that you will get 0 point for an exam, quiz, or
homework problem if you use the invalid notation such as
M
N
regardless of what work
you have done for the problem.

Problem 7. Let T and A be n n matrices and suppose T is non-singular. Show that
1 1
( )
k k
T AT T A T

= .
(Hint: For an n n matrix M,
k
M MM M = , i.e., the product of k Ms.)

Instructor: Hamano
EE511 HW#1 Fall 2013, CSULB 2013 Fumio Hamano Page 3 of 6
Problem 8. A square matrix M is said to be orthogonal if ' M M I = , i.e,
1
M M

' = .
Here, ' M is the transpose of M and I is an identity matrix of an appropriate size.
Answer the following questions.
(1) Show that det I =1.
(2) Show that, if matrix M is orthogonal, then det 1 M = . (Hint: Take the
determinant of the both sides of the equation ' M M I = .)

Problem 9. Let M, N, A, and W be n n nonsingular matrices. Also, let
n
I be an n n
identity matrix. Suppose | | | |
n n
MN A I I W = . Answer the following questions.
(1) Write 2 separate matrix equations from the above equation.
(2) Show that
1
W A

=
(3) Show that ( ) det 1 det det A M N = .

Problme10. Let
1
C ,
2
C ,
11
A ,
12
A ,
22
A , and
1
B be respectively
1
p n ,
2
p n ,
1 1
n n ,
1 2
n n ,
2 2
n n , and
1
n m matrices and let s be a scalar. Also, let I and 0 be identity and
null (or zero) matrices of appropriate dimensions, respectively. Show
| | ( )
1
1
11 12 1
1 2 1 11 1
22
0 0
sI A A B
C C C sI A B
sI A

( (
=
( (


.
Hint: Use
1
1 1 1
11 12 11 11 12 22
1
22 22
0 0
M M M M M M
M M

( (
=
( (

.

Problem 11. Let A, B, and C be respectively, n n , n m , and p n matrices. Calculate
the product
1
1
n
n
C
CA
B AB A B
CA

(
(
(
(

(
(

.
Note: The resulting matrix is called Hankel matrix.

Problem 12. Show
1 1 2 3 2
( ) sI A s I s A s A

= + + + .
Hint: Note the above equality holds iff
1 2 3 2
( )( ) I sI A s I s A s A

= + + + . Show that
this equation holds.

Problem 13. Let A, B, and F be n n , n m , and m n matrices, respectively, and let I
be an identity matrix of appropriate dimension. Also, let s be a scalar. Show that,
assuming all inverses are well-defined,
{ }
1
1 1
( ) ( ) I F sI A BF B I F sI A B


+ = .
Instructor: Hamano
EE511 HW#1 Fall 2013, CSULB 2013 Fumio Hamano Page 4 of 6
Hint: Show the above equality holds iff
{ }{ }
1 1
( ) ( ) I F sI A BF B I F sI A B I

+ = .
After you expand the left hand side of this equality, replace the term
1
( ) F sI A BF B


with its equivalent
1 1
( ) ( )( ) F sI A BF sI A sI A B

.

Derivative of Matrices:

Problem 14. Let , , and A B C be respectively , , and m m n n p matrices whos
elements are functions of t. Show that the following equalities hold:
(1) ( )
d
AB AB AB
dt
= +
In particular, if A is a constant matrix, then ( )
d
AB AB
dt
= , and if B is a constant matrix,
then ( )
d
AB AB
dt
= .
(2) ( )
d
ABC ABC ABC ABC
dt
= + + .

Gradient and Jacobian:

Problem 15. Let
1 1 1 2 1 1 2
( ) ( , ) f x f x x x x x = = +
2 2 1 2 2 1 2
( ) ( , ) f x f x x x x x = =
where | |
1 2
: x x x
'
= .
Answer the following questions.
(1) Find the gradient
1
( ) f x
x
c
c
of
1
( ) f x . (Represent it as a row vector.)
(2) Find the Jacobian
1
2
( )
( )
f x
f x x
( c
(
c

.

Eigen-Values and Eigen-Vectors:

Review:
Let A be an n n (real or complex) matrix and suppose
Av v =
for some C e and a non-zero
n
v C e . Then, is called an eigen-value of A and v is
called an eigen-vector of A corresponding to the eigen-value . From the equation above,
we must have
( ) det 0 I A = .
This equation can be used to determine the eigen-values of A.

Instructor: Hamano
EE511 HW#1 Fall 2013, CSULB 2013 Fumio Hamano Page 5 of 6
Fact. If A has n distinct eigen-values
1
, ,
n
, then the set of n eigen-vectors
corresponding to the above eigen-values is linearly independent.

Problem 16. Let A be a matrix given by
0 1 0
0 0 1
6 11 6
A
(
(
=
(
(

.

(Note: A matrix having 1s on the super-diagonal and possibly non-zero elements on the
bottom row, and otherwise having zeros all over is said to be in a companion form. A
form of matrix, which is the transpose of the above, is also called a companion form.)

Answer the following questions.
(1) Find the eigen-values
i
, i=1, 2, 3 and corresponding eigen-vectors
i
v , i=1, 2, 3
of A.
(2) If we define | |
1 2 3
: T v v v = , what is
1
T AT

equal to?
Note: An operation of the form
1
(.) T T

is called a similarity transformation and the


matrices A and A are said to be similar if there is a matrix T such that
1
A T AT

= .

Problem 17. Let A be a 2 2 real matrix, which has eigen-values j o e + and j o e
with 0 e = and
2
1 j = and the corresponding eigen-vectors
1
e and
2
e , respectively. Let
R
e and
Im
je be the real and imaginary parts of
1
e . Define
: M
o e
e o
(
=
(


and | |
Im
:
R
T e e =
and show
1
T AT M

= , or equivalently, AT TM =

Note: In linear algebraic terms, the above means that, with respect to the basis
{ }
Im
,
R
e e , the map A has its (matrix) representation
: M
o e
e o
(
=
(


.

Problem 18. Let A be an n n nonsingular matrix. Show that, if is an eigen-value of A,
then1 is an eigen-value of
1
A

.

Problem 19. Let A be an n n real matrix. Show that, if a complex number is an
eigen-value of A, then its complex conjugate * is also an eigen-value of A.
Furthermore, if v is an eigen-vector corresponding to the eigen-value , then its complex
conjugate * v is an eigen-vector corresponding to * .

Instructor: Hamano
EE511 HW#1 Fall 2013, CSULB 2013 Fumio Hamano Page 6 of 6
Problem 20. Let A be an n n matrix. Show that the set of eigen-values does not change
with similarity transformation of A, i.e., the eigen-values of A are identical to those of
1
: A T AT

= where T is an n n nonsingular matrix.