MTH5112 Linear Algebra I MTH5212 Applied Linear Algebra (2017/2018)

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1 MTH5112 Linear Algebra I MTH5212 Applied Linear Algebra (2017/2018) COURSEWORK 3 SOLUTIONS Exercise ( ) 1. (a) Write A = (a ij ) n n and B = (b ij ) n n. Since A and B are diagonal, we have a ij = 0 and b ij = 0 whenever i j. Now write AB = (c ij ) n n, i.e. let c ij denote the (i, j)-entry of AB. We are trying to show that AB is diagonal, so we must show that c ij = 0 whenever i j. The definition of matrix multiplication says that c ij = a ik b kj. Now, in this notation we have a ik = 0 whenever i k, and b kj = 0 whenever j k; so the only way that one of the terms a ik b kj in above sum can be non-zero is if both i and j are equal to k (because both a ik and b kj would have to be non-zero). In particular, i and j have to be equal to each other! If they are not, then c ij = 0, which is what we were trying to show. We also need to show that A and B commute. Write BA = (d ij ) n n. By the above proof, we know that BA is also diagonal (i.e. we could have just interchanged the roles of A and B in the above proof). Since both AB and BA are diagonal, we just need to show that their diagonal entries, i.e. those with i = j, are equal. That is, we must show that c ii = d ii for all i {1,..., n}. We have c ii = a ik b ki, and in order for a term a ik b ki in this sum to be non-zero, we need both a ik and b ki to be non-zero, so we need k = i. Therefore, c ii = a ii b ii. But if we swap the roles of A and B in this calculation, we find that d ii = b ii a ii = a ii b ii. Since this argument did not depend on the value of i, we have shown that c ii = d ii for all i, which is what we wanted. (b) Let s use the same notation A = (a ij ) n n, B = (b ij ) n n and AB = (c ij ) n n as in part (a). We are assuming that A and B are upper triangular, i.e. that a ij = 0 and b ij = 0 whenever i > j. We must show that AB is upper triangular, i.e. that c ij = 0 whenever i > j. From the definition of matrix multiplication, we can write j c ij = a ik b kj = a ik b kj + a ik b kj. k=j+1 Since A is upper triangular, we have a ik = 0 whenever i > k; but we are also assuming that i > j (because we are trying to show that c ij = 0 in this case), so in the sum j a ikb kj

2 above we have k j < i and hence all of the a ik in this sum are 0. Similarly, in the second sum n k=j+1 a ikb kj we have k < j (because k starts from j + 1 in this sum) and hence b kj = 0 because B is upper triangular. Combining these last two observations, we conclude that when i > j we have c ij = j a ik }{{} =0 b kj + k=j+1 a ik b }{{} kj = 0, =0 which means that AB = (c ij ) is indeed upper triangular. (c) Two upper triangular matrices will not necessarily commute. Here is a counterexample. If A = and B = , then AB = but BA = Exercise 2. (a) We are assuming that A is symmetric, i.e. that A T = A, and we must prove that BAB T is symmetric, i.e. that (BAB T ) T = BAB T. By Proposition 2.12(4) in the lecture notes (which says that (CD) T = D T C T for matrices C and D), we have (BAB T ) T = (B T ) T A T B T = BA T B T. Since A is symmetric, this equals BAB T, which is what we wanted. (b) In general, we have (AB) T = B T A T. If A and B are symmetric, it follows that (AB) T = BA. This equals AB if and only if A and B commute (by definition of commute ). (c) We are assuming that AB = I, and we are trying to prove that also BA = I. This means that B is invertible (with inverse A). By the Invertible Matrix Theorem, to prove that B is invertible, we can instead prove that that Bx = 0 has only the trivial solution. But if Bx = 0, then x = Ix = ABx = A0 = 0, so indeed the only solution of Bx = 0 is the trivial solution. Hence, B is invertible, but we still need to show that A is the inverse of B, i.e. that BA = I (we already know that AB = I, by assumption). Let C denote the inverse of B, so that BC = I = CB. Then, in particular, CB = AB (because both are equal to I) and so part (d) gives A = C, i.e. A is the inverse of B. (Alternatively, observe that BA = BAI = BA(BC) = B(AB)C = BIC = BC = I.) (d) Multiplying both sides of the equation AB = AC on the left by A 1 (which we are assuming exists) gives A 1 AB = A 1 AC, i.e. IB = IC, i.e. B = C as required. Exercise 3. Consider the following 4 4 elementary matrices: E 1 = , E 2 = , E 3 =

3 Then E 1 and E 3 commute because E 1 E 3 = E 3 E 1 = , 0 but E 1 and E 2 do not commute because E 1 E 2 = while E 2E 1 = (Remark: think about the row operations that these matrices are performing. Can you convince yourself that E 1 and E 3 commute but E 1 and E 2 do not, without explicitly computing the various matrix products?) Exercise 4. (a) Using Gauss Jordan inversion, we find R 2 R 2 + 2R R 3 R 3 R R 1 R 1 3R R 1 R 1 + R Since the left-hand side of the final augmented matrix is the identity matrix, we conclude that A is invertible, and the inverse of A is the right-hand side of the final augmented matrix, i.e. A 1 = (b) The system can be written in the form Ax = b, where A = , x = x 1 x 2, and b = Therefore, by part (a), x = A 1 b = = 3 2, that is, the solution set of the system is {(3, 2, 1)}. Exercise (#) 5. (a) Using the Gauss Jordan algorithm, we find R 3 R 3 + 2R R 2 1R R 1 R 1 4R 2. x 3

4 (b) Part (a) shows that the matrix A is row equivalent to I 3 3, so it is invertible by the Invertible Matrix Theorem. The elementary matrices corresponding to the elementary row operations used to obtain I 3 3 from are E 1 = (apply R 3 R 3 + 2R 1 to I 3 3 ); E 2 = (apply R 2 1R 3 2 to I 3 3 ); E 3 = (apply R 1 R 1 4R 2 to I 3 3 ), and we have E 3 E 2 E 1 A = I. Therefore, the inverse of A can be written as and A itself can be written as A 1 = E 3 E 2 E 1, A = (A 1 ) 1 = (E 3 E 2 E 1 ) 1 = E1 1 E2 1 E3 1. Note that the inverses of the elementary matrices E i (i = 1, 2, 3) above are obtained by reversing the row operation that was used to obtain E i from I 3 3. That is, E1 1 = (apply R 3 R 3 2R 1 to I 3 3 ); E2 1 = (apply R 2 3R 2 to I 3 3 ); E3 1 = (apply R 1 R 1 + 4R 2 to I 3 3 ). Exercise (#) 6. (a) The first interpolation condition says that S(0) = y 1. Looking at the piecewise definition of S(x), we see that when x = 0, S(x) is defined by the formula a 1 x 3 + b 1 x 2 + c 1 x + d 1, and so in particular S(0) = d 1. Therefore, our first equation for the 16 coefficients of S(x) is d 1 = y 1. The second interpolation condition says that S(1) = y 2. The piecewise definition of S(x) says that when x = 1, S(x) is defined by the formula a 2 (x 1) 3 +b 2 (x 1) 2 +c 2 (x 1)+d 2, and this tells us that S(1) = d 2. Therefore, our second equation for the coefficients of S(x) is d 2 = y 2. Similarly, the conditions S(2) = y 3 and S(3) = y 4 give us the equations d 3 = y 3 and d 4 = y 4. The final interpolation condition, i.e. S(4) = y 5, gives us a slightly different looking equation. When x = 4, we have S(x) = a 4 (x 3) 3 + b 4 (x 3) 2 + c 4 (x 3) + d 4 according to the

5 piecewise definition of S(x). Substituting in x = 4 and setting the result equal to y 5 gives the fifth equation a 4 + b 4 + c 4 + d 4 = y 5. (b) In order for S(x) to be continuous at x = 1, the formulae that define S(x) on the intervals [0, 1) and [1, 2) should agree at x = 1. In other words, if we substitute x = 1 into a 1 x 3 + b 1 x 2 + c 1 x + d 1 and a 2 (x 1) 3 + b 2 (x 1) 2 + c 2 (x 1) + d 2, then we should get the same answer. This gives the following equation for the coefficients of S(x): a 1 + b 1 + c 1 + d 1 = d 2. Similarly, for S(x) to be continuous at x = 2 we must have a 2 + b 2 + c 2 + d 2 = d 3, and for S(x) to be continuous at x = 3 we must have a 3 + b 3 + c 3 + d 3 = d 4. (c) We now need to write down conditions that will make S(x) differentiable at x = 1, 2 and 3. Let s therefore first write down the derivative of S(x) using its piecewise definition: 3a 1 x 2 + 2b 1 x + c 1 if 0 x < 1 S 3a 2 (x 1) 2 + 2b 2 (x 1) + c 2 if 1 x < 2 (x) = 3a 3 (x 2) 2 + 2b 3 (x 2) + c 3 if 2 x < 3 3a 4 (x 3) 2 + 2b 4 (x 3) + c 4 if 3 x 4. If S(x) is to be differentiable at x = 1, then the first two formulae above must agree at x = 1. That is, we should get the same answer when we put x = 1 into both 3a 1 x 2 +2b 1 x+c 1 and 3a 2 (x 1) 2 + 2b 2 (x 1) + c 2. This gives us the following equation for the coefficients of S(x): 3a 1 + 2b 1 + c 1 = c 2. Similarly, for S(x) to be differentiable at x = 2 we must have 3a 2 + 2b 2 + c 2 = c 3, and for S(x) to be differentiable at x = 3 we must have 3a 3 + 2b 3 + c 3 = c 4. (d) Finally, to make S(x) twice differentiable at x = 1, 2 and 3, let s consider the second derivative of S(x): 6a 1 x + 2b 1 if 0 x < 1 S 6a 2 (x 1) + 2b 2 if 1 x < 2 (x) = 6a 3 (x 2) + 2b 3 if 2 x < 3 6a 4 (x 3) + 2b 4 if 3 x 4. In order for S(x) to be twice differentiable at x = 1, the first two formulae above must agree at x = 1. That is, if we put x = 1 into both 6a 1 x + 2b 1 and 6a 2 (x 1) + 2b 2, then we should get the same answer. This means that we must have 6a 1 + 2b 1 = 2b 2. Similarly, for S(x) to be twice differentiable at x = 2 and x = 3, we must have (respectively) 6a 2 + 2b 2 = 2b 3 and 6a 3 + 2b 3 = 2b 4.

6 (e) If we try to use a cubic spline to interpolate n points instead of five points, then the interpolant S(x) will be built from n 1 cubic polynomials, each depending on four coefficients. Therefore, S(x) itself will depend on a total of 4(n 1) = 4n 4 coefficients. If we follow steps (a) (d), we will obtain (1) n equations for the coefficients of S(x) from step (a), one for each of the n interpolation conditions; (2) n 2 equations from step (b), by making S(x) continuous at the n 2 points where pairs of the n 1 cubics are pieced together; (3) n 2 equations from step (c), by making S(x) differentiable at these n 2 points; (4) n 2 equations from step (d), by making S(x) twice differentiable at these n 2 points. In total, this is n + 3(n 2) = 4n 6 equations for the 4n 4 coefficients. (In other words, there are always two free variables the linear system for the coefficients of S(x); the number of free variables does not increase as we increase the number n of data points that we are trying to interpolate.) Exercise (MATLAB) 7. Please see the separate MATLAB output file on QMPlus, which contains model code/output for this exercise.