MA 106 Assignment-1 Spring 2012

1. Solve the following system of linear Method. (i) 2x2 2x3 +x4 2x1 8x2 +14x3 5x4 x1 +3x2 +x4 equations in the unknowns x1 , . . . , x4 by the Gauss Elimination =2 =2 =8 (ii) 2x1 3x1 2x2 2x2 x2 +x3 +x3 +4x3 +x4 x4 2x4 =1 =2 = 2

2. (a) Prove that every invertible 2 2 matrix is a product of at most four elementary matrices. (b) Suppose that A3 A + I = 0 (where I is the identity matrix). Then show that A is invertible. (Find B satisfying AB = BA = I). (c) Let A and B be symmetric matrices of the same size. Show that AB is a symmetric matrix if and only if AB = BA. 3. The conjugate transpose (also called the Hermitian adjoint) A of a complex mn matrix A is dened as the transpose of its conjugate (or equivalently, the conjugate of its transpose). Prove that the properties of the conjugate transpose are analogous to that of the transpose: e.g., (A+B) = A +B and (AB) = B A . Note, however, that (A) = A for C. 4. A square complex matrix A is called Hermitian if A = A and skew-Hermitian if A = A. (a) Show that every square matrix can be uniquely expressed as the sum of a Hermitian and a skew-Hermitian matrix. (b) If A and B are Hermitian matrices and and are any real numbers, show that C = A + B is a Hermitian matrix. (c) Let A and B be skew-Hermitian matrices. For arbitrary complex scalars a and b, under what conditions is the matrix C = aA + bB skew-Hermitian? 5. The trace of a square matrix A = (aij ) is dened as the sum of its diagonal elements, that is, tr A := i aii . Prove that if A, B are square matrices of the same size and , are scalars then (a) tr (A + B) = tr (A) + tr (B). (b) tr(AB) = tr(BA). (c) If A is invertible, then tr (ABA1 ) = tr (B). 6. (a) Prove that the product of two n n Markov matrices is again Markov. (b) Observe that any 2 2 Markov matrix with positive entries can be written as M = I + A, where b a b A = a b for some numbers 0 < a, b < 1. Let v = ( a+b , a+b )t , show that M v = v a (c) Derive a formula for M n , and show that limn M n is the matrix with both columns v . Hence conclude that for every initial vector v0 = (x0 , y0 ) with x0 + y0 = 1, the sequence M n v0 converges to v . 7. We say that a function t A(t) is dierentiable if each entry Aij (t) is dierentiable. By the derivative d A we just mean the matrix with ij-th entry being dt [aij (t)] (a) Prove the product rule (AB) = AB + AB (b) Express d/dt(A2 ) in terms of A and A. 1

(c) Assuming A(t)1 exists for all t and that t A(t)1 is dierentiable, express d/dt(A(t)1 ) in terms of A 8. A square matrix is called nilpotent if some positive power of this matrix is the zero matrix. (a) Prove that a square matrix A with Aij = 0 for all i j, is nilpotent (try for n = 3 rst). (b) Prove that I N is invertible if N is nilpotent. (c) Let A and B be nilpotent matrices of the same size. (i) Show by an example that A + B need not be nilpotent. (ii) However, prove that this is the case if A and B commute with each other (that is, if AB = BA). 9. True of False for matrices A, B, C. (a) If A2 is dened then A is a square matrix. (b) If AB = B then A = I. (c) If AB and BA are dened, then A, B are square matrices. (d) If i-th and j-th columns of B are equal then so are i-th and j-th columns of AB. (e) If i-th and j-th rows of A are equal then so are i-th and j-th rows of ABC. 10. (a) The nth Hilbert matrix Hn is dened as the n n matrix whose (i, j)th entry is
1 H3 by applying elementary row operations on H3 and I3 simultaneously.

1 . Obtain i+j1

(b) Find the inverse of the following matrix using elementary row-operations: 1 3 2 2 5 7 . 0 1 4