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Advanced Linear Algebra Problem Set VI

This document contains 7 problems related to linear algebra concepts such as positive definite matrices, singular value decomposition, Jordan canonical form, and matrix diagonalization. Problem 1 asks to prove properties of positive definite matrices. Problem 2 gives matrices and asks whether they are positive definite. Problem 3 finds the singular values and SVD of matrices. Problem 4 provides matrix polynomials and asks to identify the curves and surfaces. Problems 5-7 deal with finding the Jordan canonical form and diagonalizing matrices.

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Anushka Vijay
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205 views1 page

Advanced Linear Algebra Problem Set VI

This document contains 7 problems related to linear algebra concepts such as positive definite matrices, singular value decomposition, Jordan canonical form, and matrix diagonalization. Problem 1 asks to prove properties of positive definite matrices. Problem 2 gives matrices and asks whether they are positive definite. Problem 3 finds the singular values and SVD of matrices. Problem 4 provides matrix polynomials and asks to identify the curves and surfaces. Problems 5-7 deal with finding the Jordan canonical form and diagonalizing matrices.

Uploaded by

Anushka Vijay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Problem Set- VI

1. Prove that

(a) Every positive definite matrix is invertible.


(b) The only positive definite projection matrix is identity matrix.

2. Prove that a positive definite matrix cannot have a zero (or a negative number) on its
diagonal.
     
2 −1 b b 2 2 1 2 4
(i) −1 2 −1 , (ii)  2 b 2 , (iii) 2 b 8 
b −1 2 2 2 b 4 8 7
3. Determine whether the following matrices are positive definite, positive semi definite,
negative definite, negative semi definite, or indefinite.
       
2 −1 0 −2 0 −1 −2 4 −1 2 1 −1
(i) −1 2 −1 , (ii) 0 −2 −1 , (iii) 4 −2 −1 , (iv)  1 4 −2 .
0 −1 2 −1 −1 −3 −1 −1 −2 −1 −2 −4
4. Identify the following curves and surfaces

(a) 16x2 − 24xy + 9y 2 − 104x − 172y + 44 = 0


(b) 3x2 + 2y 2 + 3z 2 − 2zx + 2x − 2 = 0

5. Find the singular values and singular value decomposition (SVD) of the following
matrices:
 
√0 1 1
   
3 2 2 1 0 1 0
(i) , (ii) 2 2 0 , (iii) .
2 3 −2 0 1 0 1
0 1 1
6. Find the Jordan canonical form of the matrix satisfying the given conditions:

(a) A is 3 × 3 with pA (λ) = (−2 − λ)3 and mA (λ) = (λ + 2)2 .


(b) A is 3 × 3 with pA (λ) = (2 − λ)3 and mA (λ) = (λ − 2)2 .
(c) A is 6×6 with pA (λ) = (5−λ)3 (4−λ)2 (3−λ) and mA (λ) = (λ−5)2 (λ−4)2 (λ−3).
The matrix A − 5I has rank 4.
(d) A is 6 × 6 with pA (λ) = (5 − λ)4 (−4 − λ)2 and mA (λ) = (λ − 5)2 (λ + 4)2 . The
matrix A − 5I has rank 3.

7. Find the Jordan canonical formJ of the following


  matrices 
and find a non-singular
1 1 0 1 0 1
matrix P with P −1AP = J: (i) 0 1
 0 , (ii) 1 1 2 .
1 −1 2 0 0 1

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