Category: Linear Algebra

Sequence Converges to the Largest Eigenvalue of a Matrix

Problem 403

Let $A$ be an $n\times n$ matrix. Suppose that $A$ has real eigenvalues $\lambda_1, \lambda_2, \dots, \lambda_n$ with corresponding eigenvectors $\mathbf{u}_1, \mathbf{u}_2, \dots, \mathbf{u}_n$.
Furthermore, suppose that
\[|\lambda_1| > |\lambda_2| \geq \cdots \geq |\lambda_n|.\] Let
\[\mathbf{x}_0=c_1\mathbf{u}_1+c_2\mathbf{u}_2+\cdots+c_n\mathbf{u}_n\] for some real numbers $c_1, c_2, \dots, c_n$ and $c_1\neq 0$.

Define
\[\mathbf{x}_{k+1}=A\mathbf{x}_k \text{ for } k=0, 1, 2,\dots\] and let
\[\beta_k=\frac{\mathbf{x}_k\cdot \mathbf{x}_{k+1}}{\mathbf{x}_k \cdot \mathbf{x}_k}=\frac{\mathbf{x}_k^{\trans} \mathbf{x}_{k+1}}{\mathbf{x}_k^{\trans} \mathbf{x}_k}.\]

Prove that
\[\lim_{k\to \infty} \beta_k=\lambda_1.\]

 
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Find All the Eigenvalues and Eigenvectors of the 6 by 6 Matrix

Problem 400

Find all the eigenvalues and eigenvectors of the matrix
\[A=\begin{bmatrix}
10001 & 3 & 5 & 7 &9 & 11 \\
1 & 10003 & 5 & 7 & 9 & 11 \\
1 & 3 & 10005 & 7 & 9 & 11 \\
1 & 3 & 5 & 10007 & 9 & 11 \\
1 &3 & 5 & 7 & 10009 & 11 \\
1 &3 & 5 & 7 & 9 & 10011
\end{bmatrix}.\]

(MIT, Linear Algebra Homework Problem)
 
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Positive definite Real Symmetric Matrix and its Eigenvalues

Problem 396

A real symmetric $n \times n$ matrix $A$ is called positive definite if
\[\mathbf{x}^{\trans}A\mathbf{x}>0\] for all nonzero vectors $\mathbf{x}$ in $\R^n$.

(a) Prove that the eigenvalues of a real symmetric positive-definite matrix $A$ are all positive.

(b) Prove that if eigenvalues of a real symmetric matrix $A$ are all positive, then $A$ is positive-definite.

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If Two Vectors Satisfy $A\mathbf{x}=0$ then Find Another Solution

Problem 395

Suppose that the vectors
\[\mathbf{v}_1=\begin{bmatrix}
-2 \\
1 \\
0 \\
0 \\
0
\end{bmatrix}, \qquad \mathbf{v}_2=\begin{bmatrix}
-4 \\
0 \\
-3 \\
-2 \\
1
\end{bmatrix}\] are a basis vectors for the null space of a $4\times 5$ matrix $A$. Find a vector $\mathbf{x}$ such that
\[\mathbf{x}\neq0, \quad \mathbf{x}\neq \mathbf{v}_1, \quad \mathbf{x}\neq \mathbf{v}_2,\] and
\[A\mathbf{x}=\mathbf{0}.\]

(Stanford University, Linear Algebra Exam Problem)
 
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If a Matrix is the Product of Two Matrices, is it Invertible?

Problem 393

(a) Let $A$ be a $6\times 6$ matrix and suppose that $A$ can be written as
\[A=BC,\] where $B$ is a $6\times 5$ matrix and $C$ is a $5\times 6$ matrix.

Prove that the matrix $A$ cannot be invertible.


(b) Let $A$ be a $2\times 2$ matrix and suppose that $A$ can be written as
\[A=BC,\] where $B$ is a $ 2\times 3$ matrix and $C$ is a $3\times 2$ matrix.

Can the matrix $A$ be invertible?

 
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Determine Whether Given Matrices are Similar

Problem 391

(a) Is the matrix $A=\begin{bmatrix}
1 & 2\\
0& 3
\end{bmatrix}$ similar to the matrix $B=\begin{bmatrix}
3 & 0\\
1& 2
\end{bmatrix}$?  

(b) Is the matrix $A=\begin{bmatrix}
0 & 1\\
5& 3
\end{bmatrix}$ similar to the matrix $B=\begin{bmatrix}
1 & 2\\
4& 3
\end{bmatrix}$? 

(c) Is the matrix $A=\begin{bmatrix}
-1 & 6\\
-2& 6
\end{bmatrix}$ similar to the matrix $B=\begin{bmatrix}
3 & 0\\
0& 2
\end{bmatrix}$? 

(d) Is the matrix $A=\begin{bmatrix}
-1 & 6\\
-2& 6
\end{bmatrix}$ similar to the matrix $B=\begin{bmatrix}
1 & 2\\
-1& 4
\end{bmatrix}$?

 
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Trace, Determinant, and Eigenvalue (Harvard University Exam Problem)

Problem 389

(a) A $2 \times 2$ matrix $A$ satisfies $\tr(A^2)=5$ and $\tr(A)=3$.
Find $\det(A)$.

(b) A $2 \times 2$ matrix has two parallel columns and $\tr(A)=5$. Find $\tr(A^2)$.

(c) A $2\times 2$ matrix $A$ has $\det(A)=5$ and positive integer eigenvalues. What is the trace of $A$?

(Harvard University, Linear Algebra Exam Problem)

 
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Quiz 13 (Part 1) Diagonalize a Matrix

Problem 385

Let
\[A=\begin{bmatrix}
2 & -1 & -1 \\
-1 &2 &-1 \\
-1 & -1 & 2
\end{bmatrix}.\] Determine whether the matrix $A$ is diagonalizable. If it is diagonalizable, then diagonalize $A$.
That is, find a nonsingular matrix $S$ and a diagonal matrix $D$ such that $S^{-1}AS=D$.

 
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Determine Dimensions of Eigenspaces From Characteristic Polynomial of Diagonalizable Matrix

Problem 384

Let $A$ be an $n\times n$ matrix with the characteristic polynomial
\[p(t)=t^3(t-1)^2(t-2)^5(t+2)^4.\] Assume that the matrix $A$ is diagonalizable.

(a) Find the size of the matrix $A$.

(b) Find the dimension of the eigenspace $E_2$ corresponding to the eigenvalue $\lambda=2$.

(c) Find the nullity of $A$.

(The Ohio State University, Linear Algebra Final Exam Problem)
 
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Common Eigenvector of Two Matrices $A, B$ is Eigenvector of $A+B$ and $AB$.

Problem 382

Let $\lambda$ be an eigenvalue of $n\times n$ matrices $A$ and $B$ corresponding to the same eigenvector $\mathbf{x}$.

(a) Show that $2\lambda$ is an eigenvalue of $A+B$ corresponding to $\mathbf{x}$.

(b) Show that $\lambda^2$ is an eigenvalue of $AB$ corresponding to $\mathbf{x}$.

(The Ohio State University, Linear Algebra Final Exam Problem)
 
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