MSDS Spring 2018

DATA 605 Fundamentals of Computational Mathematics

Jiadi Li

HW #3 - Problem Set 1: Rank

1.What is the rank of the matrix A?

library(pracma)
A <- matrix(c(1,2,3,4,-1,0,1,3,0,1,-2,1,5,4,-2,-3),byrow = TRUE,4,4)
A
##      [,1] [,2] [,3] [,4]
## [1,]    1    2    3    4
## [2,]   -1    0    1    3
## [3,]    0    1   -2    1
## [4,]    5    4   -2   -3
rref(A)#compute reduced row echelon form for matrix A, rank = # of non-zero rows
##      [,1] [,2] [,3] [,4]
## [1,]    1    0    0    0
## [2,]    0    1    0    0
## [3,]    0    0    1    0
## [4,]    0    0    0    1
qr(A)$rank#verify rank using rank function
## [1] 4

2.Given an mxn matrix where m>n, what can be the maximum rank? The minimum rank, assuming that the matrix is non-zero?
\(\because\) row rank of a matrix = column rank of the matrix,\(\therefore\) maximum rank of the matrix = min(m,n).
\(\because\) the matrix is non-zero, \(\therefore\) minimum rank of the matrix = 1.

3.What is the rank of matrix B?

B <- matrix(c(1,2,1,3,6,3,2,4,2),byrow = TRUE,3,3)
B
##      [,1] [,2] [,3]
## [1,]    1    2    1
## [2,]    3    6    3
## [3,]    2    4    2
rref(B)
##      [,1] [,2] [,3]
## [1,]    1    2    1
## [2,]    0    0    0
## [3,]    0    0    0
qr(B)$rank
## [1] 1

Through the observation of the matrix B, row 2 and 3 is 3 and 2 times of row 1 respectively, and would be eliminated through row operation. It’s obvious that rank(B)=1. (also verified through function used above)

HW #3 - Problem Set 2: Eigenvalues, Eigenvectors & Characteristic Polynomial

Compute the eigenvalues and eigenvectors of matrix A.

matrixA <- matrix(c(1,2,3,0,4,5,0,0,6),byrow = TRUE,3,3)
matrixA
##      [,1] [,2] [,3]
## [1,]    1    2    3
## [2,]    0    4    5
## [3,]    0    0    6

Compute characteristic polynomial and eigenvalues by hand

\(P_{A}\)(\(x\)) = \(det(\)A - \(x\) I\(_3\)) = \(det(\begin{bmatrix}1 & 2 & 3\\0 & 4 & 5\\0 & 0 & 6\end{bmatrix}\) - \(x\)\(\begin{bmatrix}1 & 0 & 0\\0 & 1 & 0\\0 & 0 & 1\end{bmatrix})\)

= \(det(\begin{bmatrix}1-x & 2 & 3\\0 & 4-x & 5\\0 & 0 & 6-x\end{bmatrix}\) = (1-\(x\)) \(det\begin{bmatrix}4-x & 5\\0 & 6-x\end{bmatrix}\) = (1-\(x\))(4-\(x\))(6-\(x\)) = -\(x^3\)+11\(x^2\)-34\(x\)+24

Eigenvalues: 1, 4, 6.

by built-in functions and function in Package pracma

-charpoly(matrixA,info = FALSE)
## [1]  -1  11 -34  24
eigen(matrixA)$values
## [1] 6 4 1

Compute eigenvectors of matrix A for each eigenvalues For \(\lambda\) = 1,

matrix1 <- cbind((matrixA - 1*diag(3)),c(0,0,0))
matrix1
##      [,1] [,2] [,3] [,4]
## [1,]    0    2    3    0
## [2,]    0    3    5    0
## [3,]    0    0    5    0
rref(matrix1)
##      [,1] [,2] [,3] [,4]
## [1,]    0    1    0    0
## [2,]    0    0    1    0
## [3,]    0    0    0    0

\(x_2\)=0, \(x_3\)=0 \(\to\) \(c_1\) = \(\begin{bmatrix}1\\0\\0\end{bmatrix}\)

For \(\lambda\) = 4,

matrix4 <- cbind((matrixA - 4*diag(3)),c(0,0,0))
matrix4
##      [,1] [,2] [,3] [,4]
## [1,]   -3    2    3    0
## [2,]    0    0    5    0
## [3,]    0    0    2    0
rref(matrix4)
##      [,1]       [,2] [,3] [,4]
## [1,]    1 -0.6666667    0    0
## [2,]    0  0.0000000    1    0
## [3,]    0  0.0000000    0    0

\(x_1\)-\(\frac{2}{3}x_2\)=0, \(x_2\)=0 \(\to\) \(c_4\) = \(\begin{bmatrix}\frac{2}{3}\\1\\0\end{bmatrix}\)

For \(\lambda\) = 6,

matrix6 <- cbind((matrixA - 6*diag(3)),c(0,0,0))
matrix6
##      [,1] [,2] [,3] [,4]
## [1,]   -5    2    3    0
## [2,]    0   -2    5    0
## [3,]    0    0    0    0
rref(matrix6)
##      [,1] [,2] [,3] [,4]
## [1,]    1    0 -1.6    0
## [2,]    0    1 -2.5    0
## [3,]    0    0  0.0    0

\(x_1\)-\(\frac{8}{5}x_3\)=0, \(x_2\)-\(\frac{5}{2}x_3\)=0 \(\to\) \(c_6\) = \(\begin{bmatrix}\frac{8}{5}\\\frac{5}{2}\\1\end{bmatrix}\)

c_1 <- c(1,0,0)
c_4 <- c(2/3,1,0)
c_6 <- c(8/5,5/2,1)
eigenvector <- cbind(c_6,c_4,c_1)
eigenvector
##      c_6       c_4 c_1
## [1,] 1.6 0.6666667   1
## [2,] 2.5 1.0000000   0
## [3,] 1.0 0.0000000   0
eigen(matrixA)$vectors #compute eigenvector with built-in function
##           [,1]      [,2] [,3]
## [1,] 0.5108407 0.5547002    1
## [2,] 0.7981886 0.8320503    0
## [3,] 0.3192754 0.0000000    0