University of Maryland, College Park Undergraduate Studies

Math401 Applications of Linear Algebra Section 0401 Fall 2013

Final Exam
12/21/2013
The test lasts 2 hours. No documents are allowed. The use of a calculator, cell phone or other
equivalent electronic device is not allowed. The tentative grading scale (total: 100) can be subject to
change.
Give proper justications or counter examples for each questions.
Exercise 1: LU decomposition (20 points)
We want to solve the system of equations Ax = b, with
A =
_
_
_
_
1 5 8 0
0 2 6 9
1 5 11 7
0 2 6 13
_
_
_
_
; x =
_
_
_
_
x
1
x
2
x
3
x
4
_
_
_
_
; b =
_
_
_
_
b
1
b
2
b
3
b
4
_
_
_
_
.
(1) Give the LU decomposition of the matrix A.
(2) Explain how we can solve the system Ax = b, using the LU decomposition of A.
(3) By using this method, compute the solutions x corresponding to the following vectors b:
b =
_
_
_
_
5
7
1
11
_
_
_
_
; b =
_
_
_
_
1
1
1
1
_
_
_
_
; b =
_
_
_
_
1
0
1
0
_
_
_
_
; b =
_
_
_
_
0
9
7
13
_
_
_
_
.
(4) Was it necessary to use this method for the third and fourth cases? Explain why.
Exercise 2: Easy inversion (15 points)
Let us set
A =
_
_
1 0 2
0 1 1
1 2 0
_
_
(1) Compute the characteristic polynomial of A.
(2) Show that
A
3
A+ 4 Id = 0
M
n
.
(3) Deduce from this equality that A is invertible.
(4) Bonus question. Could we have deduced the equality from (2) using (1) and a Theorem?
Exercise 3: Circular shift (10 points)
The circular shift of size n is the permutation that changes the sequence of indices (1, 2, . . . , n1, n)
into (2, 3, . . . , n, 1).
(1) Write the matrix P corresponding to the circular shift.
(2) Depending on n, compute its determinant.
1
2
Exercise 4: System of dierential equations (15 points)
Solve the following system
_

_
dU
dt
=
_
3 1
1 3
_
U(t), t > 0
U(0) = U
0
for respectively
U
0
=
_
1
0
_
and U
0
=
_
0
1
_
.
Exercise 5: Matrix exponential (20 points)
We want to solve the systems of dierential equations
(1)
_
_
_
dU
dt
= AU(t), t > 0
U(0) = U
0
for
A =
_
_
1 2 1
0 3 6
0 0 4
_
_
, U
0
=
_
_
1
0
1
_
_
and U(t) =
_
_
u
1
(t)
u
2
(t)
u
3
(t)
_
_
(1) Compute the eigenvalues of A and their associated eigenvectors.
(2) Can we write A = SDS
1
?
(3) Compute e
A
.
(4) Solve (1).
Exercise 6: Discrete Fourier Transform (20 points)
For a given integer n, let
n
= e
2i/n
be the n
th
root of unity.
(1) Draw the quantities 1,
8
,
2
8
, ,
7
8
in the complex plane.
(2) Write
8
in the form a +ib with a, b real numbers.
(3) Compute the sum
0
8
+
1
8
+ +
7
8
.
Tip: Very few computations are needed.
(4) Let X = (x
0
, , x
7
)
T
= (1, 0, 0, 0, 0, 0, 0, 0)
T
. For k {0, , 7}, compute the quantity
c
k
=
7

l=0
x
l

k l
n
.
(5) Without any computation (but with a proper justication), give the value of the quantity
y
k
=
1
8
7

l=0
c
l

k l
n
.