12020062008

(1)

(2)
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ii

2008/10/27

iii

Chapter

Linear equations and

matrix algebra

1.

0 0 2
Let A = 1 2 6 . Is the matrix A nonsingular? Justify your answer. If A is
3 7 9
nonsingular, find A1 and express A as a product of elementary row matrices.
( 97)

!
()(

0 0 2
det( A) = 1 2 6 = 2
3 7 9

1 2
3 7

= 2 0 A

Gauss-Jordan A1
0 0 2 1 0 0 1

A I = 1 2 6 0 1 0
E1 0
3 7 9 0 0 1 3
1 2 6 0
1 0 1 0

E3 0 1 9 0 3 1
E4 0 1

0 0 2 1 0 0 0 0
1 0 24 0 7 2 1

E6 0 1 0 9 2 3
1
E7 0

0 0
1 1 2 0 0 0

2 6 0 1 0 1 2 6 0
1 0

0 2 1 0 0
E2 0 0 2 1 0 0
7 9 0 0 1 0 1 9 0 3 1
24 0 7 2 1 0 24 0 7 2

9 0 3
1
E5 0 1 9 0 3
1
2 1 0 0 0 0
11 2 0 0
0 0 12 7 2

1 0 9 2 3
1
0 1 1 2 0 0

12 7 2
1
A = 9 2 3
1 2 0 0
1

NCTU PRESS

E7 E1 A I = I E7 E1 = I A1

( )

A1 = E7 E1 A = A1

= ( E7 E1 ) = E11 E71

Ei Ei1

0
E1 = 1
0
1
E5 = 0
0

1 0
1

0 0 , E2 = 0
3
0 1
0
0
1

1
0 , E6 = 0
0
0 1 2

0
E = 1
0
1
1
E5 = 0
0

1 0
1

1
0 0 , E2 = 0
3
0 1
0 0
1

1
1 0 , E6 = 0
0
0 2

1
1

0 0
1

1 0 , E3 = 0
0
0 1
0 0
1

1 9 , E7 = 0
0
0 1

0 0
1 2 0

0 1 , E4 = 0
1 0 ,
0 0 1
1 0
0 24
1
0
0
1

0 0
1 0 0
1 2 0

1
1
1 0 , E3 = 0 0 1 , E4 = 0 1 0 ,
0 1 0
0 0 1
0 1
0 0
1 0 24

1
1 9 , E7 = 0 1 0
0 0
0
1
1

2.

1 0 3 x1 5
Consider the linear system Ax = b given by 2 1 5 x2 = 8 . If the
4 1 s x3 t
matrix A is not invertible, what is the value of s? Apply this value of s and find
the value of t that makes the linear system Ax = b have a solution.
( 97)

3
5 1 0
3
5
1 0 3 5 1 0
2 1 5 8 0 1

1
2 0 1
1
2

4 1 s t 0 1 s 12 t 20 0 0 s 11 t 18

NCTU PRESS

A 3 s = 11
t = 18 (zero row)

3.

1 2 3 1 b
Suppose the matrix 2 5 3 a 0 can be transformed to the reduced row
1 0 8 6 c
1 0 0 2 0
echelon form 0 1 0 d 1 . Which of the following equalities are
0 0 1 1 e
correct?
(a) a = 1.
(b) b = 3.
(c) c = 40 3.
(d) d = 1.
(e) e = 2.
( 97)

1
b
1 2 3 1 b 1 2 3
1 0 0 2 0
2 5 3 a 0 0 1 3 a 2 2b 0 1 0 d 1

1 0 8 6 c 1 0 8
0 0 1 1 e
6
c

1 2 3
1 1 2 3
b

2 5 3 x1 = a 2 5 3 x 2 = 0
1 0 8
6 1 0 8
c

NCTU PRESS

2
x1 = d
1
0
1 2 3 2 1

x 2 = 1 2 5 3 d = a d = 0 a = 1
e
1 0 8 1 6

 1 2 3 0 b
2 5 3 1 = 0 e = 5 b = 3 c = 40

3
3
1 0 8 e c
(b)(c)

4.

0 1 2
Find the PLDU factorization of a matrix A = 0 6 3 , and use the PLDU
7 5 4
6
factors of A to solve Ax = 8 .
3
( 95)

0 1 2 7 5 4
7 5 4
1 5 7 4 7
1

A = 0 6 3
P31 0 6 3 E32 ( ) 0 6 3 S
(1 7,1 6, 2 3) 0 1 1 2 = U
6

0 0 3 2
1
7 5 4 0 1 2
0 0
SE32 P31 A = U

0
0
0
0 0 1
1
1 7 0

P31 = 0 1 0 E32 = 0
1
0 S = 0 1 6 0
1 0 0
0 1 6 1
0
0 2 3

NCTU PRESS
A PLDU
A = P311 E321 S 1U = PLDU

0 0 1
1 0 0
7 0 0
1 5 7 4 7

P = 0 1 0 L = 0 1 0 D = 0 6 0 U = 0
1 1 2
1 0 0
0 1 6 1
0 0 3 2
0
0
1
PLDU PLDU

 A1 = U 1 D 1L1 P 1

6
6

1 1 1 1
x = A 8 = U D L P 8
3
3
1

6
3
3
37

1
1
1
x = U SE32 P31 8 = U SE32 8 = U S 8 = U 4 3
3
6
14 3
28 9
1

1 5 7 4 7
37

0 1 1 2 x = 4 3 U
0 0
28 9
1

x1 =

5.

25
2
28
x2 = x3 =

21
9
9

1 2 3 1 0
Let 2 4 7 = l21 1
3 5 3 l31 l32

0 u11 u12
0 0 u22
1 0
0

u13
u23 . Which of the followings are
u33

correct?
(a) u11 = 1
(b) u12 = 2
(c) l21 = 2
(d) It is impossible to have the above equation, so no way to have u11 , u12 ,

NCTU PRESS

etc.
(e) u33 = 0

( 95)

5 3 3
5
3
1 2 3
3 5 3 3
2 4 7 , 3 2 4 7 0 2 3 5 0 2 3
5 = U

1 2 3 0 1 3 2 0
0 1 2
3 5 3

0 0
1

L = 2 3
1 0
1 3 1 2 1
0 0 3
5
3
0 0 1
1

PA = 0 1 0 A = LU = 2 3
1 0 0 2 3
5
1 0 0
1 3 1 2 1 0
0 1 2

LU
(d)

6.

Please determine the lower triangular matrix L which can decompose the
following symmetric matrix B according to B = LLT .
a c
d 0 d f
B=
= LLT =

c b
f e 0 e
( 97)

T = LD
1 2 D1 2 LT = ( LD
1 2 )( LD
1 2 )T
LU B B = LDL

D
0
0 a
1

c2

1 0 b

a 0

1
a c
B=
= c
c b
a

c
T
a = LDL

a
a

2
= LLT
c
2
c
b
b
a 0
a

a 0

= c

NCTU PRESS

7.

1
5
1
2

Given 3 3 matrix A and four vectors a = 1 , b = 3 , c = 3 , d = 2

0
2
1
3
satisfying Aa = b, Ab = c, Ac = d, find Ad.
( 96)

1 5 1 5 1 2
A 1 3 3 = 3 3 2
0 2 1 2 1 3
1

5 1 2 1 5 1
A = 3 3 2 1 3 3 A
2 1 3 0 2 1

d
Ad
1
1 5 1
2
5 1 2 1 5 1 2

Ad = 3 3 2 1 3 3 2 1 3 3 x = 2
2 1 3 0 2 1 3
0 2 1
3

5 1 2
2

Ad = 3 3 2 x x = 1
2 1 3
1
5 1 2 2 7
Ad = 3 3 2 1 = 5
2 1 3 1 2

NCTU PRESS

8.

What is the solution of

1 2 3 1 1 2 3 4 1 2 3 1 1 2 3 4
2 2 1 2 5 6 7 8 2 2
1 2 5 6 7 8

+
?
3 1 1 3 0 0 0 0 3
1 1 3 0 0 0 0

1 2 3 2 9 10 11 12 1 2 3 2 9 10 11 12
2 4 6 8
20 24 28 32

(a)
64 72 80 88

0 0 0 0
2 4 6 8
20 24 28 32

(b)
64 72 88 80

0 0 0 0
2 4 6 8
20 24 28 32

(c)
64 72 88 80

0 0 4 0
2 4 6 8
20 24 28 32

(d)
64 76 88 80

0 0 0 0
2 4 6 8
20 24 28 32

(e)
60 76 88 88

0 0 4 0
( 95)

NCTU PRESS

AB + CB ( A + C ) B

2 0 0
0 4 2

0 2 2

0 0 6

0 1 2 3 4
0 5 6 7 8

6 0 0 0 0

0 9 10 11 12
5 34


1 2 3 4

5 6 7 8

0 2 2 6 0 0 0 0 64 72 80 88

0 0 6 0 9 10 11 12 0 0 0 0
(a)

9.

The commutator of two n n matrices A and B is defined as [ A, B ] = AB BA.

Let 0 denote the n n zero matrix. For n n matrices A, B, and C, which of
the following statements is NOT correct?
(a) [ A, B ] = [ B, A].
(b) [ A, B + C ] = [ A, B ] + [ A, C ].
(c) [ A, BC ] = [ A, B ]C + B[ A, C ].
(d)

[ A,[ B, C ]] + [ B,[ A, C ]] + [C ,[ A, B]] = 0.

(e) If [ A, B ] = 0 and [ B, C ] = 0, then [ A, C ] = 0.

( 97)

(a)

[ B, A] = ( BA AB ) = AB BA = [ A, B]

(b) [ A, B + C ] = A( B + C ) ( B + C ) A = ( AB BA) + ( AC CA) = [ A, B ] + [ A, C ]

(c) [ A, BC ] = ABC BCA = ABC BAC + BAC BCA
= ( AB BA)C + B ( AC CA) = [ A, B ]C + B[ A, C ]
(d)

[ A,[ B, C ]] + [ B,[ A, C ]] + [C,[ A, B]] 12 6 6

ABC 6

NCTU PRESS
[ A,[ B, C ]] = [ A, BC CB ] = ABC ACB ( BCA CBA)
[ B,[ A, C ]] = [ B, AC CA] = BAC BCA ( ACB CAB)
[C ,[ A, B]] = [C , AB BA] = CAB CBA ( ABC BAC )

[ A,[ B, C ]] + [ B,[ A, C ]] + [C,[ A, B]] = 2 [ B,[ A, C ]] 2 [[ A, C ], B] 0

[ B,[ A, C ]]
[ B,[C , A]]

(e) [ A, B ] = 0 = AB BA [ B, C ] = 0 = BC CB A B

B C A C
B = I [ A, B ] = [ A, I ] = AI IA = A A = 0 [ B, C ] = [ I , C ] = 0
[ A, C ] = 0
(d)(e)

10. Which of the followings are correct?

(a) If A, B R mk , then calculating A + B costs O ( mk ).
(b) If A R mk , B R k n , then calculating AB costs O ( nmk ).
(c) If A R mm is invertible, using Gaussian elimination to find A1 costs
O(m3 ).
(d) If A R mk , B R k m , u R m1 and k m, then calculating ( AB )u
costs less than A( Bu).
(e) If A R mk , B R k m , u R m1 and k m, then calculating ( AB )u
needs more storage than A( Bu).
( 95)

(a)
(b)

A + B mk O ( mk )
AB mn k ( k 1)

O ( nmk )

(c) A

m(m 1) + (m 1) ( m 2 ) + + 1
m

i(i 1) = i i = 6 m ( m + 1) (2m + 1) 2 m(m + 1) 3 m

2

i =1

i =1

i =1

NCTU PRESS
( m 1) + (m 2) + + 1 =

m(m 1) 1 2
m
2
2

O ( m3 )
(d) (b) ( AB )u O (km 2 + m 2 ) = O (km 2 ) A( Bu)
O ( km + km) = O (km) ( AB )u A( Bu )
(e)

k
( AB )u A R m
B R k mu R m1 AB R mm
mk + mk + m + m 2 = m 2 + 2mk + m k m O (m 2 ) A( Bu )
mk + mk + m + k = 2km + m + k O ( km )
( AB )u A( Bu)

(a)(b)(c)(e)

10

11. Let A R nn , U , V R nk . What is

(I +V

A1U

( A + UV )
T

? Assume A and

are invertible.

(a)

A1U I + V T A1U

V T A 1

(b)

A1 A1U I + V T A1U

(c)

A1 A1 I + V T A1U

(d)

A1 A1U I + V T A1U

(e)

A1 A1UV T I + V T A1U

V T A1

V T A 1
1

UV T A1

V T A 1

( 95)

B = A + UV T
A A1

BA1 = A + UV T A1 = I + UV T A1

BA1U = U + UV T A1U = U I + V T A1U

NCTU PRESS

(I +V

A1U I + V T A1U

BA1U ( I + V T A1U ) = U U
1

BA1 = I + UV T A1 UV T A1 = BA1 I V T A1

BA1U ( I + V T A1U ) V T A1 = UV T A1 = BA1 I

1

BA1 BA1U ( I + V T A1U ) V T A1 = I B

1

B 1 = A1 A1U ( I + V T A1U ) V T A1
1

11

(b)

1 0 0 0
1 0 0
2

0 1 0
3 0 0

, I =
12. Let matrices A =
0 4
0 0 1
5 0

0 0 6 7
0 0 0
1
B = ( I + A) ( I A), calculate the matrix ( I + B ) 1.
( 96)

0
0
and
0

A ( 0

B A
4 4
B ( I + A) ( I + A) 1
( I + A) B = B + AB = I A AB + A + B = I
( I + A)( I + B ) = 2 I
( I + B ) 1 ( I + B ) 1
( I + B ) 1 =

1
( I + A)
2
1 0 0 0
1 2 0 0

( I + B ) 1 =
0 2 3 0

0 0 3 4

NCTU PRESS

1
1

13. If u 1 , then ( I 5 + 2uuT )( I 5 + uuT ) 1 u = ?

1
1
( 97)

5 5 ( I 5 + uuT ) 1

12


( I 5 + uuT ) 1 ( I 5 + uuT ) 1

x = ( I 5 + uuT ) 1 u
( I 5 + uuT ) 1 ( I 5 + uuT )

( I 5 + uuT )x = x + u (uT x) = u( uT x )
2

x u x = ku k + k u = 1
1
2
u = uT u = 5 k = 1 6 x = u
6
1
1
11
( I 5 + 2uuT ) u = u + 2u(uT u) = u
6
6
6

NCTU PRESS

13