Problem set 1

Q1

What is the rank of the matrix A?

\[ \begin{aligned} \begin{bmatrix} 1 & 2 & 3 & 4 \\ -1 & 0 & 1 & 3 \\ 0 & 1 & -2 & 1 \\ 5 & 4 & -2 & -3 \end{bmatrix} \end{aligned} \]

require(Matrix)
## Loading required package: Matrix
A <-  matrix(c(1,2,3,4,-1,0,1,3,0,1,-2,1,5,4,-2,-3), ncol = 4,byrow = T)
rankMatrix(A)
## [1] 4
## attr(,"method")
## [1] "tolNorm2"
## attr(,"useGrad")
## [1] FALSE
## attr(,"tol")
## [1] 8.881784e-16

The the rank of the matrix A is 4

Q2

Given an mxn matrix where m > n, what can be the maximum rank? The mini- mum rank, assuming that the matrix is non-zero?

  • let A be an mxn matrix. Then the row rank of A is equal to the maximum number of linear independent row vectors of A. Hence the row-rank of mxn matrix is at most m.

  • Similarly, the column-rank of A is the maximum number of linear independent columns of A. Hence the column-rank of A is at most n.

  • Since for any matrix A mxn over field F, the row-rank = column-rank. Therefore to be the common value of row-rank A and column-rank A, clearly rank A has to be equal or less of Min (m,n) for any mxn matrix

  • From the above, for any m x n matrix, if m is greater than n, then the maximum rank of the matrix is m. and if m is less than n, then the maximum rank of the matrix is n.

  • The rank of a matrix would be zero only if the matrix had no elements. However, If a matrix had even one element, its minimum rank would be one.

Q3

What is the rank of matrix B?

\[ \begin{aligned} \begin{bmatrix} 1 & 2 & 1 \\ 3 & 6 & 3 \\ 2 & 4 & 1 \end{bmatrix} \end{aligned} \]

B <-  matrix(c(1, 2, 1, 3, 6, 3, 2, 4, 2), ncol = 3, byrow = T)
rankMatrix(B)
## [1] 1
## attr(,"method")
## [1] "tolNorm2"
## attr(,"useGrad")
## [1] FALSE
## attr(,"tol")
## [1] 6.661338e-16

The the rank of the matrix B is 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.

\[ A = \begin{aligned} \begin{bmatrix} 1 & 2 & 3 \\ 0 & 4 & 5 \\ 0 & 0 & 6 \end{bmatrix} \end{aligned} \] \[ \text{ Definition: A scalar} \lambda \text{ is called an eigenvalue of the n × n matrix A is there is a nontrivial solution x of Ax =} \lambda x \\ \text{ . Such an x is called an eigenvector corresponding to the eigenvalue} \lambda.\\ \text{ A scalar} \lambda \text{ is an eigenvalue of an n×n matrix A if and only if} \lambda \text{ satisfies the characteristic equation.}\\ det( A-\lambda I) = 0 \] \[ \lambda I = \begin{aligned} \begin{bmatrix} \lambda & 0 & 0 \\ 0 & \lambda & 0 \\ 0 & 0 & \lambda \end{bmatrix} \end{aligned} \] \[ A-\lambda I = \begin{aligned} \begin{bmatrix} 1 & 2 & 3 \\ 0 & 4 & 5 \\ 0 & 0 & 6 \end{bmatrix} - \begin{bmatrix} \lambda & 0 & 0 \\ 0 & \lambda & 0 \\ 0 & 0 & \lambda \end{bmatrix} = \begin{bmatrix} 1-\lambda & 2 & 3 \\ 0 & 4-\lambda & 5 \\ 0 & 0 & 6 -\lambda \end{bmatrix} = 0 \end{aligned} \] * We can calculate the characteristic polymomial to be:

\[ \begin{aligned} Det(A-\lambda I) &= (\lambda -1)((\lambda -4)(\lambda -6) -0) + 2((0-0) -3(0-0)) = 0\\ & = \lambda^3 - 11\lambda^2 + 34\lambda - 24 \\ &= (\lambda -1)(\lambda -4)(\lambda-6)\\ & = 0 \end{aligned} \] \[ \text{Setting this equal to 0 and solving for} \lambda \text{ we get that } \lambda \text{ = 1, 4,6. These are the three eigenvalues of A.} \]

Calculate the eigenvectors of A using \(\lambda\)

Now, lets plug in each value of \(\lambda\) into the matrix:

\(\lambda = 1\)

\(( \lambda I_3 - A ) = \left[ {\begin{array}{ccc} 0 & -2 & -3\\ 0 & -3 & -5\\ 0 & 0 & -5\\ \end{array} } \right]\)

A1 <- matrix(c(0,0,0,-2,-3,0,-3,-5,-5),nrow=3)

# eliminate A1[2,3] by subtracting row 3 from row 2
# eliminate A1[1,3] by subtracting 3/5 * row 3 from row 

A1[2,] <- A1[2,] - A1[3,]

A1[1,] <- A1[1,] - (3/5)*A1[3,]

A1
##      [,1] [,2] [,3]
## [1,]    0   -2    0
## [2,]    0   -3    0
## [3,]    0    0   -5
# eliminate A1[1,2] by subtracting (2/3)*A1[2,]

A1[1,] <- A1[1,] - (2/3)*A1[2,]

A1
##      [,1] [,2] [,3]
## [1,]    0    0    0
## [2,]    0   -3    0
## [3,]    0    0   -5
# Get matrix into reduced row echelon form by making pivots = 1
# Then move the zero rows to the bottom

A1[2,] <- A1[2,]/-3
A1[3,] <- A1[3,]/-5

A1 <- A1[c(2,3,1),]

\(( \lambda I_3 - A )v = \left[ {\begin{array}{ccc} 0 & 1 & 0\\ 0 & 0 & 1\\ 0 & 0 & 0\\ \end{array} } \right] \left[ {\begin{array}{c} v_1\\ v_2\\ v_3\\ \end{array} } \right]\)

\(v_2 = 0 \\ v_3 = 0\)

Let \(v_1 = t\)

\(E_{\lambda = 1} = t \left[ {\begin{array}{c} 1\\ 0\\ 0\\ \end{array} } \right]\)

where \(t\) is real


\(\lambda = 4\)

\(( \lambda I_3 - A ) = \left[ {\begin{array}{ccc} 3 & -2 & -3\\ 0 & 0 & -5\\ 0 & 0 & -2\\ \end{array} } \right]\)

A4 <- matrix(c(3,0,0,-2,0,0,-3,-5,-2),nrow=3)

# Eliminate A4[2,3] by subtracting (5/2) * row 3 from row 2
# Eliminate A4[1,3] by subtracting (3/2) * row 3 from row 1

A4[2,] <- A4[2,] - (5/2)*A4[3,]
A4[1,] <- A4[1,] - (3/2)*A4[3,]

A4
##      [,1] [,2] [,3]
## [1,]    3   -2    0
## [2,]    0    0    0
## [3,]    0    0   -2
# Divide row 1 by 3 to make the pivot 1
# Divide row 3 by -2 to make the pivot 1
# Move the zero row to the bottom

A4[1,] <- A4[1,]/3
A4[3,] <- A4[3,]/-2

A4 <- A4[c(1,3,2),]

\(( \lambda I_3 - A )v = \left[ {\begin{array}{ccc} 1 & -\frac{2}{3} & 0\\ 0 & 0 & 1\\ 0 & 0 & 0\\ \end{array} } \right] \left[ {\begin{array}{c} v_1\\ v_2\\ v_3\\ \end{array} } \right]\)

\(v_1 -\frac{2}{3}v_2 = 0 \\ v_3 = 0\)

let \(v_2 = t\)

So: \(\frac{2}{3}t = v_1\\\)

\(E_{\lambda = 4} = t \left[ {\begin{array}{c} \frac{2}{3}\\ 1\\ 0\\ \end{array} } \right]\)

Where t is real


\(\lambda = 6\)

A6 <- matrix(c(5,0,0,-2,2,0,-3,-5,0),nrow=3)

# Eliminate A6[1,2] by subtracting -1 * row 2

A6[1,] <- A6[1,] + A6[2,]

# Divide Row 1 by 5 and row 2 by 2 to make the pivots 1

A6[1,] <- A6[1,]/5
A6[2,] <- A6[2,]/2

A6
##      [,1] [,2] [,3]
## [1,]    1    0 -1.6
## [2,]    0    1 -2.5
## [3,]    0    0  0.0

\(( \lambda I_3 - A )v = \left[ {\begin{array}{ccc} 1 & 0 & -1.6\\ 0 & 1 & -2.5\\ 0 & 0 & 0\\ \end{array} } \right] \left[ {\begin{array}{c} v_1\\ v_2\\ v_3\\ \end{array} } \right]\)

\(v_1 - 1.6v_3 = 0 \\ v_2 - 2.5v_3 = 0\)

let \(v_3 = t\)

So

\(V_1 = 1.6t \\ v_2 = 2.5t\)

\(E_{\lambda = 6} = t \left[ {\begin{array}{c} 1.6\\ 2.5\\ 1\\ \end{array} } \right]\)