library(Matrix)

Problem Set 1

  1. What is the rank of the matrix \(A\)?

\[ A=\left[\begin{array}{cccc} 1 & 2 & 3 & 4 \\ -1 & 0 & 1 & 3 \\ 0 & 1 & -2 & 1 \\ 5 & 4 & -2 & -3 \end{array}\right] \] To find the rank of a matrix, we will transform that matrix into its echelon form. Then determine the rank by the number of non-zero rows.

We can apply the following elementary transformations:

\[ \mathrm{R}_2 \rightarrow \mathrm{R}_2+ \mathrm{R}_1\\ \mathrm{R}_4 \rightarrow \mathrm{R}_4-5 \mathrm{R}_1\\ \mathrm{R}_3 \rightarrow \mathrm{R}_3-\frac12 \mathrm{R}_2\\ \mathrm{R}_4 \rightarrow \mathrm{R}_4+3 \mathrm{R}_2\\ \mathrm{R}_4 \rightarrow \mathrm{R}_4-\frac54 \mathrm{R}_3\\ \]

Row echelon form is:

\[ A=\left[\begin{array}{cccc} 1 & 2 & 3 & 4 \\ 0 & 2 & 4 & 7 \\ 0 & 0 & -4 & -\frac52 \\ 0 & 0 & 0 & -\frac98 \end{array}\right] \]

Therefore the rank of matrix A = 4.

This is verified with the following rankMatrix() function from the Matrix package.

# define matrix A
A = matrix(c(1,-1,0,5,2,0,1,4,3,1,-2,-2,4,3,1,-3),nrow = 4)

# utilize rankMatrix function to obtain matrix rank
Matrix::rankMatrix(A)[1]
## [1] 4
  1. Given an \(m\)x\(n\) matrix where \(m > n\), what can be the maximum rank? The minimum rank, assuming that the matrix is non-zero?

The maximum rank of an must \(m\)x\(n\) matrix where \(m > n\) be \(n\), because the rank of this matrix is the maximum number of its linearly independent column vectors, which cannot exceed \(n\).

The minimum rank assuming a non-zero matrix is 1.

  1. What is the rank of matrix B?

\[ A=\left[\begin{array}{ccc} 1 & 2 & 1 \\ 3 & 6 & 3 \\ 2 & 4 & 2 \\ \end{array}\right] \]

Again, we will transform that matrix into its echelon form. Then determine the rank by the number of non-zero rows.

We can apply the following elementary transformations:

\[ \mathrm{R}_2 \rightarrow \mathrm{R}_2-3 \mathrm{R}_1\\ \mathrm{R}_3 \rightarrow \mathrm{R}_3-2 \mathrm{R}_1\\ \]

Row echelon form is:

\[ A=\left[\begin{array}{ccc} 1 & 2 & 1 \\ 0 & 0 & 0 \\ 0 & 0 & 0 \\ \end{array}\right] \]

Therefore the Rank of matrix B = 1.

Let’s verify:

# define 3x3
B <- matrix(c(1,3,2,2,6,4,1,3,2),nrow = 3)

#verify
Matrix::rankMatrix(B)[1]
## [1] 1

Problem Set 2

Compute the eigenvalues and eigenvectors of the matrix A. You’ll need to show your work. You’ll need to write out the characteristic polynomial and show your solution.

\[ A=\left[\begin{array}{ccc} 1 & 2 & 3 \\ 0 & 4 & 5 \\ 0 & 0 & 6 \\ \end{array}\right] \]

Left-hand side Matrix-vector multiplication, right-hand side Scalar multiplication.

\[A\vec{v}=λ\vec{v}\]

Find the values for \(\vec{v}\) and λ that make this equation true.

Convert scalar to matrix multiplication. Do this by creating a matrix with λ down the diagonal with zeros everywhere else as an identity matrix. Common way to annote this is by factoring the lambda out and writing it as identity times \(I\):

\[A\vec{v}=(λI)\vec{v}\]

With both sides looking like matrix vector multiplication, we can subtract out the right-hand side:

\[A\vec{v}-(λI)\vec{v}=\vec{0}\]

Factor out the \(\vec{v}\):

\[(A-λI)\vec{v}=\vec{0}\]

Looking for a matrix such that this new matrix times \(\vec{v}\) gives the \(\vec{0}\). This will always be true if \(\vec{v}\) itself is a \(\vec{0}\), but we want to find a nonzero solution for \(\vec{v}\).

Characteristic equation

\(det(A-λI)=0\)

To find if a value for λ is an eigenvalue, subtract it from the diagonals of the matrix, and compute the determinant.

First let’s construct the matrix

A = matrix(c(1,0,0,2,4,0,3,5,6), nrow = 3)

Write custom function to compute eigenvalues.

# write function to compute eigenvalues
comp_eig_val <- function(matrix) {
  
      # decompose square matrix with qr
      mat_qr <- qr(A)
      q <- qr.Q(mat_qr) # find Q
      r <- qr.R(mat_qr) # upper triangle
      A <- r %*% q # get matrix product
      
      # return results
      return(round(diag(A)))
    }

# apply function to matrix
(eig_val <- comp_eig_val(A))
## [1] 1 4 6

Using QR decomposition, we found the eigenvalues were 1, 4, and 6. Using this information, we can find the eigenvectors.

This is as far as I got.