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= _
12
12
12
12
_
Next we use x
2
and x
3
to find vectors orthogonal to u
1
.
EE 571 Linear Systems Home Work 2 Page 5 / 28
y
2
= x
2
pruj
u
1
x
2
= x
2
(x
2
. u
1
)u
1
= _
1
4
4
1
_ __
1
4
4
1
_ _
12
12
12
12
___
12
12
12
12
_
= _
1
4
4
1
_ 4_
12
12
12
12
_ = _
S
2
2
1
_
y
3
= x
3
pruj
u
1
x
3
= x
3
(x
3
. u
1
)u
1
= _
4
2
2
u
_ __
4
2
2
u
_ _
12
12
12
12
___
12
12
12
12
_
= _
4
2
2
u
_ 2_
12
12
12
12
_ = _
S
S
1
1
_
Now y
2
and y
3
span a subspace of H
4
which is orthogonal to u
1
. We will repeat the above procedure on
the set {y
2
, y
3
]. First, we compute the norm of the vector y
2
:
y
2
= 2S4 + 2S4 + 2S4 + 2S4 =
1u
2
= S
Thus the second vector in the orthonormal basis is;
u
2
=
y
2
y
2
= _
12
12
12
12
_
Next we use y
3
to find a vector orthogonal to u
2
.
z
3
= y
3
pruj
u
2
y
3
= y
3
(y
3
. u
2
)u
2
= _
S
S
1
1
_ __
S
S
1
1
_ _
12
12
12
12
___
12
12
12
12
_
= _
S
S
1
1
_ 2_
12
12
12
12
_ = _
2
2
2
2
_
Finally, we need to compute the norm of z
3
:
z
3
= 4 +4 +4 +4 = 16 = 4
Thus the final vector in the orthonormal basis is;
EE 571 Linear Systems Home Work 2 Page 6 / 28
u
3
=
z
3
z
3
= _
12
12
12
12
_
Thus the orthonormal basis is;
__
12
12
12
12
_ , _
12
12
12
12
_ , _
12
12
12
12
__
Solution-part(iii): QR factorization:
S = Spon __
1
1
1
1
_ , _
1
4
4
1
_ , _
4
2
2
u
__
Q = _
12 12 12
12 12 12
12
12
12
12
12
12
_ _
u.S u.S u.S
u.S u.S u.S
u.S
u.S
u.S
u.S
u.S
u.S
_
R = Q
t
A = _
12 12 12 12
12 12 12 12
12 12 12 12
_ _
1 1
1 4
1 4
4
2
2
1 1 u
_
R = _
2 S 2
u S 2
u u 4
_
Solution-part(iv):QR factorization by MATLAB:
|Q, R] = qr(A) = _
2 S 2
u S 2
u u 4
_
Gives the same result just the signs are opposite with all the elements. R factorization of an m n
matrix A as the product of an m m matrix Q and m n matrix R = |r
|j
], where r
|j
= if | > j.
Question # 03 (Problem 3.8 on page 80 from Chens Book)
Find the general solution of
_
1 2
1
3 4
2 2
1
_ x = _
3
2
1
_
How many parameters do you have?
Solution:
Let
EE 571 Linear Systems Home Work 2 Page 7 / 28
A = _
1 2
u 1
u u
S 4
2 2
u 1
_ onJ y = _
S
2
1
_
Also let
A = _
1 2
u 1
u u
S 4
2 2
u 1
_ = |a
1
a
2
a
3
a
4
]
Since 2(a
2
) a
3
= a
1
so a
2
, a
3
and a
4
are linearly independent and rank(A) = 3.
Here : y = 2(a
2
) a
3
a
4
i.e; rank(|A, y]) = 3
So this y lies in the range space of A and a solution x exists in Ax = y.
Now we will find the solution, x as below by using Gaussian Elimination Method.
The augmented form is:
_
1 2 S
u 1 2
u u u
4 S
2 2
1 1
_ = _
1 2 S
u 1 2
u u u
4 S
2 2
1 1
_ , (1)R
2
= _
1 2 S
u 1 2
u u u
4 S
2 2
1 1
_ , R
1
2R
2
Now writing the linear combination gives the following equations;
x
1
x
3
+8x
4
= 7, x
2
+ 2x
3
2x
4
= 2, x
4
= 1
By backward substitution and letting x
3
= u , the values are found to be;
x
4
= 1, x
3
= u, x
2
= u, x
1
= 1
So
x
P
= |1, , , 1]
t
is the required solution.
As we know that
Nu|||ty (A) = n R(A) = 4 3 = 1
Which means the dimension of the null space of A is 1, the number of parameters in the general solution
will be 1.
Now we will find basis of the null space of A, for this let;
u = _
1 2
u 1
u u
S 4
2 2
u 1
_
The Reduced Echelon form is found to be;
EE 571 Linear Systems Home Work 2 Page 8 / 28
= u = _
1 u
u 1
u u
1 8
2 2
u 1
_ , (1)R
2
& R
1
2R
2
= u = _
1 u
u 1
u u
1 u
2 u
u 1
_ , R
1
8R
3
& R
2
+2R
3
Here x
3
is a free variable and x
1
, x
2
onJ x
4
are basis variable.
By solving ux = with x
3
= 1;
_
1 u
u 1
u u
1 u
2 u
u 1
_ _
x
1
x
2
x
3
x
4
_ = _
u
u
u
_
x
1
x
3
= u , x
2
+ 2x
3
= u onJ x
4
= u
We get ;
x
4
= u, x
3
= 1, x
2
= 2 onJ x
1
= 1
So basis of the null space of A is;
F
1
= |1 2 1 ]
t
Thus the general soution of Ax = y can be expressed as;
x = x
P
+ uF
1
= _
1
1
_ + u_
1
2
1
_ , or ony rcol u
u is the only parameter.
Question # 04 (Problem 3.10 on page 80 from Chens Book)
Find the solution in the following that has the smallest Euclidean norm.
_
1 2
1
3 4
2 2
1
_ x = _
3
2
1
_
Solution:
x = x
P
+ uF
1
= _
1
1
_ +u_
1
2
1
Substituting u =
1
in (I) yields;
x = _
5
13
1
1
_
Has the smallest EucliJcon norm.
Question # 05
Let A
nn
have n distinct eigenvalues 2
|
with associated eigenvectors F
|
. Show that {F
|
]
|=1
n
is linearly
independent.
Solution-Proof: Suppose that that {F
|
]
|=1
n
is linearly independent. By reordering the F
|
s if necessary,
there exists some k such that 1 k n and coefficients o
1
, o
2
, o
k
such that;
= o
k
=1
(I)
And o
u i. Let z
F
|
k
=1
, rom (I)
= o
(A z
k
I)F
|
k
=1
, using Sum or k :olucs
= o
(AI
z
k
IF
|
)
k
=1
, rigt multiplicotion o F
|
= o
(AF
|
z
k
F
|
)
k
=1
, multiplicoti:c iJcntity
= o
(z
F
|
z
k
F
|
)
k
=1
, AF
|
= 2
|
F
|
= o
(z
z
k
)
k
=1
, toking F
|
common rom tc rigt
EE 571 Linear Systems Home Work 2 Page 10 / 28
= o
(z
z
k
)
k
=1
, sincc kt tcrm gi:cs u solution crc
For all i < k, z
z
k
u, since the F
|
s were pre-asumed to have distinct eigenvalues. Therefore
o
(z
z
k
) i < k
Now we have obtained a linear dependence relation
= o
(z
z
k
)F
|
k-1
=1
nvolving only the vectorsF
1
, F
2
, , F
k-1
where all the coefficients are nonzero. We can repeat this
process (the next step is to multiply the matrix A 2
k-1
I, etc.) until we arrive at an equation.
= o. F
1
, or somc o u
This implies F
1
= , which is a contradiction. Therefore F
1
, F
2
, , F
n
are linearly independent.
Question # 06
Let A
nn
= uu
T
where u and u are n hy 1 column vectors. Determine the followings:
(a) Eigenvalues of A
(b) Eigenvectors of A
(c) Rank of A
Solution (a & b)-Eigenvalues and Eigenvectors of A: Let
u = _
u
11
u
21
u
n1
_ onJ u = _
:
11
:
21
:
n1
_
A
nn
= uu
T
= __
u
11
u
21
u
n1
_ _
:
11
:
21
:
n1
_
t
_ = __
u
11
u
21
u
n1
_ |
:
11
:
21 :
n1
]_ = _
u
11
:
11
u
11
:
21 u
11
:
n1
u
21
:
11
u
21
:
21
u
21
:
n1
u
n1
:
11
u
n1
:
21 u
n1
:
n1
_
Let A
1,1
= u
11
:
11
, A
1,2
= u
11
:
21
etc.
A
nn
=
A
1,1
A
1,2
A
1,n
A
2,1
A
2,2
A
2,n
A
n,1
A
n,2
A
n,n
If we multiply A with n rows and n columns by a vector X, the result will be another vector w = AX, aslo
with n rows and one column. That is;
EE 571 Linear Systems Home Work 2 Page 11 / 28
_
x
1
x
2
x
n
_ is mapped to _
w
1
w
2
w
n
_ =
A
1,1
A
1,2
A
1,n
A
2,1
A
2,2
A
2,n
A
n,1
A
n,2
A
n,n
_
x
1
x
2
x
n
_
Where for each index i;
w
|
= A
|,1
x
1
+A
|,2
x
1
++A
|,n
x
n
= A
|,j
X
j
n
j=1
In general if X
j
are not all zero, the vectors X and AX will not be parallel. When they are parallel (i.e;
when there is some real number z such that AX = 2X) we say that X is an eigenvector of A. In that case,
the scale factor z is said to be the eigenvalue corresponding to that eigenvector.
Solution Part(c): Rank of matrix A:
Since here A is a n by n matrix. So we can find its rank by the statement below.
If A is an n n matrix, then rank(A) = n iff A is row equivalent to I
n
.
For the proof of this statement,
If rank(A) = n then A is row equivalent to a matrix B in reduced row echelon form, and rank(B) =
n.
Since rank(B) = n , we conclude that B has no zero rows. For this, as we know that;
If A be an n n matrix in reduced row echelon form and A I
n
,then A has a row consisting entirely
of zeros.
This statement implies that B = I
n
.
Hence A is row equivalent to I
n
.
Conversely, if A is row equivalent to I
n
, then
rank(A) = rank(I
n
) = n
Question # 07
Let A
nn
be a Hermitian-symmetric matrix (i.e. A
T
= A where represents complex conjugate
operation). Prove the following statements.
(a) All eigenvalues of matrix A are real.
(b) Eigenvectors corresponding to different eigenvalues are orthogonal. Then we can normalize the
length of all eigenvectors to unity in order to construct an orthonormal basis {F
|
]
|=1
n
.
(c) The model matrix of A, namely F = |u
1
, u
2
, , u
n
], is unitary (t. e. F
-1
= F
T
).
Solution-Proof (a) Let A be a Hermitian Matrix. Then by definition;
(A
)
t
= A (|)
EE 571 Linear Systems Home Work 2 Page 12 / 28
Let z be an eigenvalue of A.
Let u be an eigenvector corresponding to the eigenvalue z.
By definition of eigenvector;
Au = 2u
Pre-multiplying both sides by (u)
t
,
(u)
t
Au = (u)
t
2u
= (u)
t
Au = 2(u)
t
u (ii)
Firstly note that both (u)
t
Au and (u)
t
u are 1 1 matrices.
Now from (ii) , consider Left side and taking conjugate transpose, we get;
((u)
t
Au
)
t
= (u)
t
(A
)
t
((u)
t
)
t
(iii)
As A is Hermitian, and ((u)
t
)
t
= u, by double conjugate transpose is itself, it follows that;
(u)
t
(A
)
t
((u)
t
)
t
= (u)
t
Au
Substituting this result in (iii), we get;
((u)
t
Au
)
t
= (u)
t
Au
That is (u)
t
Au is also Hermitian. By product with conjugate transpose Matrix is Hermitian, (u)
t
u is
Hermitian.
So both (u)
t
Au and (u)
t
u are Hermitian1 1 matrices. Now suppose that we have for some o, b C
(u)
t
Au = |a]
(u)
t
u = |h]
Note that b u as a definition: eigenvector is non-zero.
By definition of a Hermtian matrix:
o = o onJ h = b
Where o denotes the complex conjugate of o.
By complex number equals conjugate iff wholly real, it follows that o, b H , that is, are real.
From equation (ii),
|o] = z|b]
= o = zb
= z =
o
b
, b u
EE 571 Linear Systems Home Work 2 Page 13 / 28
Hence z , being a quotient of real numbers, is real.
Solution-Proof (b) Suppose p is an eigenvalue of A with eigenvector u and z is an eigenvalue of A with
eigenvector :. Then
(u. u) = (u). u ossocioti:c propcrty
= (Au). u , sincc Au = u
= u. (A
)
t
u, sincc A = (A
)
t
= u. Au
= u. (2u), sincc Au = 2u
= 2
(u. u)
= 2(u. u), sincc 2
= 2
u. u = = 2,
So if the eigenvalues are different then u. u = .
Hence proved..!
Suppose u
1
is an eigenvector corresponding to the eigenvalue z
1
of A. Then
Au
1
= 2
1
u
1
So
Au
1
= 2
1
u
1
= |2
1
|u
1
(i) (using Norm Axioms)
But A preserves lengths because A is here constructing orthonormal set, so
Au
1
= u
1
(ii)
Substituting (ii) in (i), we get;
u
1
= |2
1
|u
1
1 = |2
1
|
Hence proved..!
Solution-Proof (c):
Here
I = | u
1
u
2
u
n]
Suppose that
Fu
1
Fu
2
= u
1
u
2
or c:cry u
1
, u
2
orc Herm|t|an
EE 571 Linear Systems Home Work 2 Page 14 / 28
Then
Iu
1
u
2
= u
1
u
2
= Fu
1
Fu
2
= (u
2
)
T
(F
)
T
Fu
1
= (F
)
T
Fu
1
u
2
By using if u
1
, u
2
are Hermitian then their dot product is given by;
u
1
u
2
= (u
2
)
T
u
1
So that;
((F
)
T
F I)u
1
u
2
=
In particular, this holds when;
u
2
= ((F
)
T
F I)u
1
So that;
((F
)
T
F I)u
1
((F
)
T
F I)u
1
=
When;
((F
)
T
F I)u
1
=
So,
((F
)
T
F I) =
= (F
)
T
F = I
(F
)
T
= F
-1
Hence proved..!
Question # 08 (Problem 3.13 on page 81 Chens Book)
Find Jordan-form representations of the following matrices:
A
1
= _
1 4 1
2
3
_ , A
2
= _
1
1
2 4 3
_ , A
3
= _
1 1
1
2
_ , A
4
= _
4 3
2 1
25 2
_
Note that all except A
4
can be diagonalized.
Solution:
(a) ]urdan Furm Reprexentat|un u A
1
:
A
1
= _
1 4 1u
u 2 u
u u S
_
The characteristic polynomial of A
1
is ;
EE 571 Linear Systems Home Work 2 Page 15 / 28
1
(z) = Jct(zI A
1
) = _
z 1 4 1u
u z 2 u
u u z S
_ = (z 1)(z 2)(z S)
Since
1
(z) is a diagonal matrix so the eigenvalues of A
1
are 1, 2, S. They all are distinct so the [orJon
Form rcprcscntotion of A
1
will be diagonal.
The cigcn:cctor associated wtih z = 1 is any non-zero solution of
(A
1
1I)q
1
= _
u 4 1u
u 1 u
u u 2
_ q
1
= u
= _
u 4 1u
u 1 u
u u 2
_ _
q
11
q
12
q
13
_ = _
u
u
u
_
Here we set q
11
= c, now the above system can be written as;
4q
12
+1uq
13
= u, q
12
= u, 2q
13
= u = q
13
= u, q
12
= u
Hence
q
1
= (
q
11
q
12
q
13)
t
= (c u u)
t
= c(1 u u)
t
Where c is any arbitrary number. We may also write as follows;
q
1
= (1 u u)
t
The cigcn:cctor associated wtih z = 2 is any non-zero solution of
(A
1
2I)q
2
= _
1 4 1u
u u u
u u 1
_ q
2
= u
= _
1 4 1u
u u u
u u 1
_ _
q
21
q
22
q
23
_ = _
u
u
u
_
Here we set q
22
= c, now the above system can be written as;
q
21
+4q
22
+ 1uq
23
= u, 2q
23
= u
= q
23
= u, q
22
= c, q
21
= 4c
Hence
q
2
= (
q
21
q
22
q
23)
t
= (4c c u)
t
= c(4 1 u)
t
Where c is any arbitrary number. We may also write as follows;
q
2
= (4 1 u)
t
The cigcn:cctor associated wtih z = S is any non-zero solution of
(A
1
SI)q
3
= _
2 4 1u
u 1 u
u u u
_ q
3
= u
EE 571 Linear Systems Home Work 2 Page 16 / 28
= _
2 4 1u
u 1 u
u u u
_ _
q
31
q
32
q
33
_ = _
u
u
u
_
Here we set q
33
= c, now the above system can be written as;
2q
31
+ 4q
32
+ 1uq
33
= u, q
32
= u
= q
33
= c, q
32
= u, q
31
= Sc
Hence
q
3
= (
q
31
q
32
q
33)
t
= (Sc u c)
t
= c(S u 1)
t
Where c is any arbitrary number. We may also write as follows;
q
3
= (S u 1)
t
Now we have;
Q = |
q
1
q
2
q
3
] = _
1 4 S
u 1 u
u u 1
_
|| = _
1 4 S
u 1 u
u u 1
_ = 1
1 u
u 1
= 1
-1
=
AJ]()
||
=
1
1
1 u
u 1
u u
u 1
u 1
u u
4 S
u 1
1 S
u 1
1 4
u u
4 S
1 u
1 S
u u
1 4
u 1
t
= _
1 u u
4 1 u
S u 1
_
t
= _
1 4 S
u 1 u
u u 1
_
Thus the [orJon Form rcprcscntotion of A
1
with respect to {
q
1
q
2
q
3
] is;
A
`
1
=
-1
A
1
= _
1 4 S
u 1 u
u u 1
_ _
1 4 1u
u 2 u
u u S
_ _
1 4 S
u 1 u
u u 1
_ = _
1 4 S
u 1 u
u u 1
_ _
1 8 1S
u 2 u
u u S
_
= A
1
= Q
-1
A
1
Q = _
1
2
3
_
(b) ]urdan Furm Reprexentat|un u A
2
:
A
2
= _
u 1 u
u u 1
2 4 S
_
The characteristic polynomial of A
2
is ;
2
(z) = Jct(zI A
2
) = _
z 1 u
u z 1
2 4 z +S
_ = z
z 1
4 z +S
+
u 1
2 z +S
= z(z
2
+Sz +4) +(2)
EE 571 Linear Systems Home Work 2 Page 17 / 28
=
2
(z) = Jct(zI A
2
) = z
3
+Sz
2
+4z +2 = (z +1)(z
2
+ 2z +2)
=
2
(z) = Jct(zI A
2
) = (z +1)(z
2
+2z +1 +1) = (z +1)|(z + 1)
2
(1)]
=
2
(z) = Jct(zI A
2
) = (z +1)|(z +1)
2
]
2
] = (z + 1)(z + 1 ])(z + 1 +])
Thus the eigenvalues of A
2
are 1, 1 +], 1 ]. They all are distinct so the [orJon
Form rcprcscntotion of A
2
will be diagonal.
The cigcn:cctor associated wtih z = 1 is any non-zero solution of;
(A
2
+1I)q
1
= _
1 1 u
u 1 1
2 4 2
_ q
1
= u
= _
1 1 u
u 1 1
2 4 2
_ _
q
11
q
12
q
13
_ = _
u
u
u
_
Here we set q
13
= c, now the above system can be written as;
q
11
+q
12
= u, q
12
+q
13
= u, 2q
11
4q
12
2q
13
= u = q
13
= c, q
12
= c, q
11
= c
Hence
q
1
= (
q
11
q
12
q
13)
t
= (c c c)
t
= c(1 1 1)
t
Where c is any arbitrary number. We may also write as follows;
q
1
= (1 1 1)
t
The cigcn:cctor associated wtih z = 1 +] is any non-zero solution of;
(A
2
(1 + ])I)q
2
= _
1 ] 1 u
u 1 ] 1
2 4 2 ]
_ q
2
= u
= _
1 ] 1 u
u 1 ] 1
2 4 2 ]
_ _
q
21
q
22
q
23
_ = _
u
u
u
_
Here we set q
21
= c, now the above system can be written as;
(1 ])q
21
+ q
22
= u; (1 ])q
22
+q
23
= u; 2q
21
4q
22
+ (2 ])q
23
= u
= q
21
= c, q
22
= (1 +])c, q
23
= 2]c,
Hence
q
2
= (
q
21
q
22
q
23)
t
= (c (1 +])c 2]c)
t
= c(1 1 +] 2])
t
Where c is any arbitrary number. We may also write as follows;
q
2
= (1 1 +j 2j)
t
The cigcn:cctor associated wtih z = 1 ] is any non-zero solution of
EE 571 Linear Systems Home Work 2 Page 18 / 28
(A
2
(1 ])I)q
3
= _
1 + ] 1 u
u 1 +] 1
2 4 2 +]
_ q
3
= u
= _
1 +] 1 u
u 1 + ] 1
2 4 2 +]
_ _
q
31
q
32
q
33
_ = _
u
u
u
_
Here we set q
31
= c , now the above system can be written as;
(1 + ])q
31
+q
32
= u, (1 +])q
32
+ q
33
= u, 2q
31
4q
32
+(2 + ])q
33
= u
= q
31
= c , q
32
= (1 ])c, q
33
= 2]c
Hence
q
3
= (
q
31
q
32
q
33)
t
= (c (1 ])c 2]c)
t
= c(1 1 ] 2])
t
Where c is any arbitrary number. We may also write as follows;
q
3
= (1 1 j 2j)
t
Now we have;
Q = |
q
1
q
2
q
3
] = _
1 1 1
1 1 + j 1 j
1 2j 2j
_
|| = _
1 1 1
1 1 +] 1 ]
1 2] 2]
_ = 1_
1 +] 1 ]
2] 2]
_ +1_
1 1
2] 2]
_ + 1_
1 1
1 +] 1 ]
_ = 2]
-1
=
AJ]()
||
=
1
2]
_
1 + ] 1 ]
2] 2]
_ _
1 1 ]
1 2]
_ _
1 1 + ]
1 2]
_
_
1 1
2] 2]
_ _
1 1
1 2]
_ _
1 1
1 2]
_
_
1 1
1 + ] 1 ]
_ _
1 1
1 1 ]
_ _
1 1
1 1 + ]
_
t
=
1
2]
_
2] 2 2] +2 2] 1 ] 2] +1 ]
2] 2] 2] 1 2] +1
1 ] +1 ] 1 + ] 1 1 +] +1
_
t
=
1
2]
_
4] 1 + ] 1 +]
4] 2] 1 1 +2]
2] ] ]
_
t
=
-1
=
AJ]()
||
=
1
2]
_
4] 4] 2]
1 + ] 2] 1 ]
1 + ] 1 +2] ]
_ =
2 2 1
1
2
]
2
1
]
2
1
2
1
2
+
]
2
1 +
]
2
1
2
Thus the [orJon Form rcprcscntotion of A
1
with respect to {
q
1
q
2
q
3] is;
EE 571 Linear Systems Home Work 2 Page 19 / 28
A
`
2
=
-1
A
2
=
2 2 1
1
2
]
2
1
]
2
1
2
1
2
+
]
2
1 +
]
2
1
2
_
u 1 u
u u 1
2 4 S
_ _
1 1 1
1 1 +] 1 ]
1 2] 2]
_
= A
`
2
=
-1
A
2
=
2 2 1
1
2
]
2
1
]
2
1
2
1
2
+
]
2
1 +
]
2
1
2
_
1 1 +] 1 ]
1 2] 2]
1 2 + 2] 2 2]
_
= A
2
= Q
-1
A
2
Q = _
1
1 +j
1 j
_
(c) ]urdan Furm Reprexentat|un u A
3
:
A
3
= _
1 u 1
u 1 u
u u 2
_
The characteristic polynomial of A
3
is ;
3
(z) = Jct(zI A
3
) = _
z 1 u 1
u z 1 u
u u z 2
_ = (z 1)(z 1)(z 2) = (z 1)
2
(z 2)
Since
3
(z) is a diagonal matrix so the eigenvalues of A
3
are 1, 1, 2. The eigenvalue 1 has multiplicity 2,
and nullity (A
3
I) = S ronk(A
3
I) = S 1 = 2 .
The A
3
has two linearly independent cigcn:cctors associated wtih z = 1.
(A
3
1I)q
1
= _
u u 1
u u u
u u 1
_ q
1
= u
= _
u u 1
u u u
u u 1
_ _
q
11
q
12
q
13
_ = _
u
u
u
_
So,
q
1
= (1 )
t
Similarly,
q
2
= ( 1 )
t
The cigcn:cctor associated wtih z = 2 is any non-zero solution of
(A
3
2I)q
3
= _
1 u 1
u 1 u
u u u
_ q
3
= u
EE 571 Linear Systems Home Work 2 Page 20 / 28
= _
1 u 1
u 1 u
u u u
_ _
q
31
q
32
q
33
_ = _
u
u
u
_
So,
q
3
= (1 1)
t
Now we have;
Q = |
q
1
q
2
q
3
] = _
1 1
1
1
_
|| = _
1 u 1
u 1 u
u u 1
_ = 1
1 u
u 1
= 1
-1
=
AJ]()
||
=
1
1
1 u
u 1
u u
u 1
u 1
u u
u 1
u 1
1 1
u 1
1 u
u u
u 1
1 u
1 1
u u
1 u
u 1
t
= _
1 u u
u 1 u
1 u 1
_
t
= _
1 u 1
u 1 u
u u 1
_
Thus the [orJon Form rcprcscntotion of A
1
with respect to {
q
1
q
2
q
3
] is;
A
`
3
=
-1
A
3
= _
1 u 1
u 1 u
u u 1
_ _
1 u 1
u 1 u
u u 2
_ _
1 u 1
u 1 u
u u 1
_ = _
1 u 1
u 1 u
u u 1
_ _
1 u 2
u 1 u
u u 2
_
= A
3
= Q
-1
A
3
Q = _
1
1
2
_
(d) ]urdan Furm Reprexentat|un u A
4
:
A
4
= _
u 4 S
u 2u 16
u 2S 2u
_
The characteristic polynomial of A
4
is ;
4
(z) = Jct(zI A
4
) = _
z 4 S
u z 2u 16
u 2S z +2u
_ = z
3
Clearly A
4
has only one disctinct eigenvalue u with multiplicity 3,
Nullity (A
4
uI) = S 2 = 1
Thus A
4
has only one independent eigenvector associated with u ;
A
4
F
1
=
= _
u 4 S
u 2u 16
u 2S 2u
_ _
I
11
I
12
I
13
_ = _
u
u
u
_
EE 571 Linear Systems Home Work 2 Page 21 / 28
Here we set I
11
= 1, I
13
= u now the above system can be written as;
4I
12
+SI
13
= u = I
12
= u
Hence
F
1
= (F
11
F
12
F
13
)
t
= (1 )
t
We can compute generalized eigenvectors of A
4
from equations below;
A
4
F
2
= F
1
= _
u 4 S
u 2u 16
u 2S 2u
_ _
I
21
I
22
I
23
_ = _
1
u
u
_
4I
22
+ SI
23
= 1, 2uI
22
+ 16I
23
= u
Solving both of the above equations gives;
F
2
= ( 4 5)
t
Now,
A
4
F
3
= F
2
= _
u 4 S
u 2u 16
u 2S 2u
_ _
I
31
I
32
I
33
_ = _
u
4
S
_
4I
22
+ SI
23
= u, 2uI
22
+ 16I
23
= 4
Solving both of the above equations gives;
F
3
= ( 3 4)
t
Now we have;
Q = |F
1
F
2
F
3
] = _
1
4 3
5 4
_
|| = _
1 u u
u 4 S
u S 4
_ = 1
4 S
S 4
= 1
-1
=
AJ]()
||
=
1
1
4 S
S 4
u S
u 4
u 4
u S
u u
S 4
1 u
u 4
1 u
u S
u u
4 S
1 u
u S
1 u
u 4
t
= _
1 u u
u 4 S
u S 4
_
t
= _
1 u u
u 4 S
u S 4
_
Thus the represcntotion of A
4
with respect to the basis {F
1
F
2
F
3
] is ;
EE 571 Linear Systems Home Work 2 Page 22 / 28
A
`
4
=
-1
A
4
= _
1 u u
u 4 S
u S 4
_ _
u 4 S
u 2u 16
u 2S 2u
_ _
1 u u
u 4 S
u S 4
_ = _
1 u u
u 4 S
u S 4
_ _
u 1 u
u u 4
u u S
_
= A
4
= Q
-1
A
4
Q = _
1
1
_
Question # 09 (Problem 3.21 on page 82 from Chens Book)
Given
A = _
1 1 u
u u 1
u u 1
_
Find A
1
, A
13
and e
At
.
Solution:
The characteristic polynomial of A is;
(2) = det(2I A) = _
2 1 1
2 1
2 1
_ = (2 1)
2 1
2 1
= (2) = det(2I A) = (2 1)(2)(2 1) = (2 1)(2
2
2) = 2(2 1)
2
Let
(z) = [
0
+ [
1
z +[
2
z
2
on the spectrum of A, we have
(i) Computation of A
1
:
(z) = (z)
(u) = (u) , (u)
10
= [
0
= [
0
= u
(1) = (1) , (1)
10
= [
0
+[
1
+[
2
= [
1
+[
2
= 1
i(1)
=
i(1)
, 1u(1)
10
= [
1
+2[
2
= [
1
+2[
2
= 1u
Solving above equations we have;
[
0
= u, [
1
= 8 onJ [
2
= 9
A
1
= 8A +9A
2
= 8 _
1 1 u
u u 1
u u 1
_ + 9_
1 1 1
u u 1
u u 1
_ = _
1 1 9
1
1
_
(ii) Computation of A
13
:
(z) = (z)
(u) = (u) , (u)
103
= [
0
= [
0
= u
EE 571 Linear Systems Home Work 2 Page 23 / 28
(1) = (1) , (1)
103
= [
0
+ [
1
+[
2
= [
1
+[
2
= 1
i(1)
=
i(1)
, 1uS(1)
102
= [
1
+2[
2
= [
1
+ 2[
2
= 1uS
Solving above equations we have;
[
0
= u, [
1
= 1u1 onJ [
2
= 1u2
A
13
= 1u1A +1u2A
2
= 1u1_
1 1 u
u u 1
u u 1
_ +1u2 _
1 1 1
u u 1
u u 1
_ = _
1 1 12
1
1
_
(iii) Computation of e
At
:
(z) = (z)
(u) = (u) , e
= [
0
= [
0
= 1
(1) = (1) , e
t
= [
0
+ [
1
+[
2
= [
1
+[
2
= e
t
1
i(1)
=
i(1)
, te
t
= [
1
+ 2[
2
= [
1
+ 2[
2
= te
t
Solving above equations we have;
[
0
= 1, [
1
= 2e
t
te
t
2 onJ [
2
= te
t
e
t
+ 1
e
At
= [
0
I +[
1
A +[
2
A
2
= e
At
= _
1 u u
u 1 u
u u 1
_ +(2e
t
te
t
2 ) _
1 1 u
u u 1
u u 1
_ +(te
t
e
t
+1 ) _
1 1 1
u u 1
u u 1
_
= e
At
= _
e
t
e
t
1 te
t
e
t
+1
1 e
t
1
e
t
_
Question # 10
(a) Show that L
p
norm of a vector x, x
p
= | |x
|
|
p n
|=1
]
1p
satisfies all the axioms of a norm for
p 1. (Hint: Use Minkowski Inequality when it is necessary)
(b) Show that L
p
norm of a vector x becomes x
= max
|=1,,n
|x
|
|when we set p = in the above
expression.
(c) Determine the L
1
, L
2
, Fruhen|uux and L
= max
|=1,,n
|x
|
|when we set p = in the above
expression.
Solution-Proof (b): Since
|x
k
| _|x
j
|
p
j=1
_
1
p
= x
p
k N , p 1
We have
x
x
p
Thus in particular;
x
ltm
p
|nx
p
(|)
On the other had, we know that
x
p
= _|x
j
|
p-q
j=1
|x
j
|
q
_
1
p
x
p-q
p
_|x
j
|
q
j=1
_
1
p
EE 571 Linear Systems Home Work 2 Page 26 / 28
x
1-
q
p
. x
q
q
p
q < p where we used |x
]
| x
p
] N.
Therefore we arrived at;
ltm
p
xupx
p
ltm
p
xup_x
1-
q
p
. x
q
q
p
_
= ltm
p
xupx
p
ltm
p
xup_x
1-
q
p
. x
q
q
p
_ = x
. 1 (||)
From (i) and (ii), we conclude that;
= ltm
p
xupx
p
x
ltm
p
|nx
p
= lim
p
x
p
exists and equals x
(c) Determine the L
1
, L
2
, Fruhen|uux and L
Nurm: A
= xupAx
= max
|
|a
|j
|
n
j=1
= max||argext Ruw Ahxu|ute Sum]
Solution - Computation of Norms (c-1):
A
1
= j
4 S
S 6
[
A
1
1
= max((|4| +|S|), (|S| +|6|)) = max(7,9) = 9
A
1
2
= z
mux
= tc moximum cigcn:oluc o (A
t
A) = 66.6228 = 8. 1 23
Fruhen|uux Norm:
_
|o
]
|
2
]
= 4
2
+ S
2
+S
2
+ 6
2
= 7u = 8. 3
Solution - Computation of Norms (c-2):
A
2
= j
1 2
3
[,
A
2
1
= max((|1| +|S|), (|2| +|u|)) = max(4,2) = 4
A
2
2
= z
mux
= tc moximum cigcn:oluc o (A
t
A) = 1u.6uS6 = 3. 25
Fruhen|uux Norm:
_
|o
]
|
2
]
= 1
2
+ 2
2
+S
2
+ u
2
= 14 = 3. 7 417
Solution - Computation of Norms (c-3):
A
3
= j
1 2
u 1
[
A
3
1
= max((|1| +|u|), (|2| +|1|)) = max(1,S) = 3
A
3
2
= z
mux
= tc moximum cigcn:oluc o (A
t
A) = S.8284 = 2. 4142
Fruhen|uux Norm:
_
|o
]
|
2
]
= 1
2
+ 2
2
+ u
2
+1
2
= 6 = 2. 4495