(a) Find all solutions of the linear dynamical system
\[\frac{\mathrm{d}\mathbf{x}}{\mathrm{d}t} =\begin{bmatrix}
1 & 0\\
0& 3
\end{bmatrix}\mathbf{x},\]
where $\mathbf{x}(t)=\mathbf{x}=\begin{bmatrix}
x_1 \\
x_2
\end{bmatrix}$ is a function of the variable $t$.

(b) Solve the linear dynamical system
\[\frac{\mathrm{d}\mathbf{x}}{\mathrm{d}t}=\begin{bmatrix}
2 & -1\\
-1& 2
\end{bmatrix}\mathbf{x}\]
with the initial value $\mathbf{x}(0)=\begin{bmatrix}
1 \\
3
\end{bmatrix}$.

Diagonalize the $2\times 2$ matrix $A=\begin{bmatrix}
2 & -1\\
-1& 2
\end{bmatrix}$ by finding a nonsingular matrix $S$ and a diagonal matrix $D$ such that $S^{-1}AS=D$.

We fix a nonzero vector $\mathbf{a}$ in $\R^3$ and define a map $T:\R^3\to \R^3$ by
\[T(\mathbf{v})=\mathbf{a}\times \mathbf{v}\]
for all $\mathbf{v}\in \R^3$.
Here the right-hand side is the cross product of $\mathbf{a}$ and $\mathbf{v}$.

(a) Prove that $T:\R^3\to \R^3$ is a linear transformation.

(b) Determine the eigenvalues and eigenvectors of $T$.

Consider the $2\times 2$ matrix
\[A=\begin{bmatrix}
\cos \theta & -\sin \theta\\
\sin \theta& \cos \theta \end{bmatrix},\]
where $\theta$ is a real number $0\leq \theta < 2\pi$.

(a) Find the characteristic polynomial of the matrix $A$.

(b) Find the eigenvalues of the matrix $A$.

(c) Determine the eigenvectors corresponding to each of the eigenvalues of $A$.

Consider the complex matrix
\[A=\begin{bmatrix}
\sqrt{2}\cos x & i \sin x & 0 \\
i \sin x &0 &-i \sin x \\
0 & -i \sin x & -\sqrt{2} \cos x
\end{bmatrix},\]
where $x$ is a real number between $0$ and $2\pi$.

Determine for which values of $x$ the matrix $A$ is diagonalizable.
When $A$ is diagonalizable, find a diagonal matrix $D$ so that $P^{-1}AP=D$ for some nonsingular matrix $P$.

A square matrix $A$ is called idempotent if $A^2=A$.

(a) Let $\mathbf{u}$ be a vector in $\R^n$ with length $1$.
Define the matrix $P$ to be $P=\mathbf{u}\mathbf{u}^{\trans}$.

Prove that $P$ is an idempotent matrix.

(b) Suppose that $\mathbf{u}$ and $\mathbf{v}$ be unit vectors in $\R^n$ such that $\mathbf{u}$ and $\mathbf{v}$ are orthogonal.
Let $Q=\mathbf{u}\mathbf{u}^{\trans}+\mathbf{v}\mathbf{v}^{\trans}$.

Prove that $Q$ is an idempotent matrix.

(c) Prove that each nonzero vector of the form $a\mathbf{u}+b\mathbf{v}$ for some $a, b\in \R$ is an eigenvector corresponding to the eigenvalue $1$ for the matrix $Q$ in part (b).

You may use the following information without proving it.
The eigenvalues of $A$ are $-1, 0, 1$. The eigenspaces are given by
\[E_{-1}=\Span\left\{\, \begin{bmatrix}
3 \\
-1 \\
-5
\end{bmatrix} \,\right\}, \quad E_{0}=\Span\left\{\, \begin{bmatrix}
-2 \\
1 \\
4
\end{bmatrix} \,\right\}, \quad E_{1}=\Span\left\{\, \begin{bmatrix}
-4 \\
2 \\
7
\end{bmatrix} \,\right\}.\]

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

Let $T:\R^2 \to \R^2$ be a linear transformation and let $A$ be the matrix representation of $T$ with respect to the standard basis of $\R^2$.

Prove that the following two statements are equivalent.

(a) There are exactly two distinct lines $L_1, L_2$ in $\R^2$ passing through the origin that are mapped onto themselves:
\[T(L_1)=L_1 \text{ and } T(L_2)=L_2.\]

(b) The matrix $A$ has two distinct nonzero real eigenvalues.

Let $A$ be a real symmetric $n\times n$ matrix with $0$ as a simple eigenvalue (that is, the algebraic multiplicity of the eigenvalue $0$ is $1$), and let us fix a vector $\mathbf{v}\in \R^n$.

(a) Prove that for sufficiently small positive real $\epsilon$, the equation
\[A\mathbf{x}+\epsilon\mathbf{x}=\mathbf{v}\]
has a unique solution $\mathbf{x}=\mathbf{x}(\epsilon) \in \R^n$.

(b) Evaluate
\[\lim_{\epsilon \to 0^+} \epsilon \mathbf{x}(\epsilon)\]
in terms of $\mathbf{v}$, the eigenvectors of $A$, and the inner product $\langle\, ,\,\rangle$ on $\R^n$.

(University of California, Berkeley, Linear Algebra Qualifying Exam)