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ELL701 Assignment 3

1) Find the limit of the matrix An as n approaches infinity. 2) For a linear map T, determine the dimension n, the dimension of the eigenspace for eigenvalue -2, and the nullity of T. 3) Determine when the least squares solution to Ax=b is unique and compute the best approximation of a vector from a plane.

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103 views

ELL701 Assignment 3

1) Find the limit of the matrix An as n approaches infinity. 2) For a linear map T, determine the dimension n, the dimension of the eigenspace for eigenvalue -2, and the nullity of T. 3) Determine when the least squares solution to Ax=b is unique and compute the best approximation of a vector from a plane.

Uploaded by

Ashwin KM
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Marks: 100 ELL 701: Assignment 3

(1)  
1 0 0
A = 0.5 0.5 0 
0 0 0.5
Find limn→∞ An . (10 marks)

(2) A linear map T : Rn → Rn is diagonalizable with the following characteristic polynomial


p(λ) = λ2 (λ − 3)(λ + 2)3 (λ − 4)3
(a) Find n.
(b) Find the dimension of W−2 , the eigenspace of T corresponding to λ = −2.
(c) Find the nullity of T.
(10 marks)

(3) (a) When is the least squares solution to Ax = b unique?


 
1
(b) Compute the best approximation of the vector 1 from among the vectors in the

0
plane x + y − z = 0.
(10 marks)

(4) Let S ∈ Rn×n be a symmetric matrix.


(a) For any u, v ∈ Rn , prove using the standard inner product on Rn that
⟨Su, v⟩ = ⟨u, Sv⟩
(b) Prove that eigenvectors of S corresponding to distinct eigenvalues are orthogonal.
(Hint: Consider λ and µ (λ ̸= µ) as two eigenvalues of S corresponding to eigen-
vectors u and v, respectively. Then use (a) to prove that ⟨u, v⟩ = 0)
(c) Show that S is orthogonal diagonalizable, i.e. S can always be decomposed as
S = QΛQT
where Q is an orthogonal matrix and Λ is a diagonal matrix. (Hint: use the fact
that a symmetric matrix is always diagonalizable along with the result in (b))
(d) Orthogonally diagonalize (i.e. express as S = QΛQT )
 
1 −2 2
S = −2 4 −4 .
2 −4 4
(15 marks)

(5) (a) Prove that for symmetric positive definite matrices, the eigenvalues and singular
values are the same.
(b) Determine the SVD of the following matrix
 
2 2 0
A= .
−1 1 0
(10 marks)
R1
(6) Let V = P(R) with inner product < f, g >= −1 f (t)g(t)dt. Consider P2 (R) with a
standard ordered basis B = {1, x, x2 }.
(a) Use Gram-Schmidt to generate an orthonormal set that spans P2 (R).
FACT : These polynomials are called as Legendre polynomials (normalized).
(b) Express f (x) = 1 + 2x + 3x2 as a linear combination of orthonormal basis vectors
obtained in (a).
(c) Compute the orthogonal projection of g(x) = x3 on P2 (R).
(15 marks)

(7)
   
1 0 −1 1
1 2 1 1
A= , b= 
1 1 −3 1
0 1 1 1
(a) Determine the QR factorization of A.
(b) Use QR factors from (a) to determine the least-squares solution of Ax = b.
(10 marks)

(8) Given 5 data points in R2 , (x, y) : (−2, 0); (−1, 0); (0, 1); (1, 0); (2, 0). Fit the “best” (in
least-square sense) parabola y = a + bx + cx2 . (5 marks)

(9) A matrix P is said to be positive definite if xT P x > 0 ∀x ̸= 0. Show that if H ∈ Rm×n


is a m × n matrix with full rank and P is a symmetric positive definite matrix, then
H T P H is symmetric positive definite. (10 marks)

(10) Consider A ∈ Rm×n and B ∈ Rn×m . Prove that the non-zero eigenvalues of AB and BA
are equal. (5 marks)

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