Exercise Sheet 4 Solutions#

1.#

\[\begin{split} A = \begin{pmatrix} 3 & 2 \\ -2 & -1 \end{pmatrix} \end{split}\]

Characteristic Polynomial:

We compute the characteristic polynomial:

\[\begin{split} p(\lambda) = \det(A - \lambda I) = \det \begin{pmatrix} 3 - \lambda & 2 \\ -2 & -1 - \lambda \end{pmatrix} \end{split}\]
\[ = (3 - \lambda)(-1 - \lambda) - (-2)(2) = \lambda^2 - 2\lambda + 1 = (\lambda - 1)^2 \]

Eigenvalues:

Solving the characteristic polynomial:

\[ (\lambda - 1)^2 = 0 \Rightarrow \lambda_1 = \lambda_2 = 1 \]

Eigenvectors:

We solve:

\[\begin{split} (A - \lambda I)\vec{x} = 0 \Rightarrow \begin{pmatrix} 2 & 2 \\ -2 & -2 \end{pmatrix} \vec{x} = \vec{0} \end{split}\]

This reduces to:

\[\begin{split} x_1 + x_2 = 0 \Rightarrow \vec{x} = \alpha \begin{pmatrix} 1 \\ -1 \end{pmatrix} \end{split}\]

So, the eigenvector is any scalar multiple of:

\[\begin{split} \vec{x} = \begin{pmatrix} 1 \\ -1 \end{pmatrix} \end{split}\]

Now, we solve them for B:

\[\begin{split} B = \begin{pmatrix} 0 & 1 & 0 \\ 1 & 0 & 1 \\ 1 & 1 & 0 \end{pmatrix} \end{split}\]

Characteristic Polynomial:

We compute the characteristic polynomial:

\[\begin{split} p(\lambda) = \det(B - \lambda I) = \det \begin{pmatrix} -\lambda & 1 & 0 \\ 1 & -\lambda & 1 \\ 1 & 1 & -\lambda \end{pmatrix} \end{split}\]

Expanding along the first row:

\[\begin{split} = -\lambda \cdot \det \begin{pmatrix} -\lambda & 1 \\ 1 & -\lambda \end{pmatrix} - 1 \cdot \det \begin{pmatrix} 1 & 1 \\ 1 & -\lambda \end{pmatrix} + 0 \end{split}\]
\[ = -\lambda(\lambda^2 - 1) - (-\lambda - 1) = -\lambda^3 + \lambda + \lambda + 1 = -\lambda^3 + 2\lambda + 1 \]

So the characteristic polynomial is:

\[ p(\lambda) = -\lambda^3 + 2\lambda + 1 \]

Eigenvalues:

Solving the characteristic polynomial:

\[ -\lambda^3 + 2\lambda + 1 = 0 \]
\[ -\left( \lambda + 1 \right)\left( \lambda - \frac{1 + \sqrt{5}}{2} \right)\left( \lambda - \frac{1 - \sqrt{5}}{2} \right) = 0 \]

so:

\[ \lambda_1 \approx -0.62, \quad \lambda_2 = -1, \quad \lambda_3 \approx 1.62 \]

Eigenvectors:

To find the eigenvectors, we solve:

\[ (B - \lambda I)\vec{x} = 0 \]

For $\( \lambda_1 \approx -0.62 \)$:

\[\begin{split} \vec{v}_1 = \begin{pmatrix} 1 \\ -0.62 \\ -0.62 \end{pmatrix} \end{split}\]

For $\( \lambda_2 = -1 \)$:

\[\begin{split} \vec{v}_2 = \begin{pmatrix} -1 \\ 1 \\ 0 \end{pmatrix} \end{split}\]

For $\( \lambda_3 \approx 1.62 \)$:

\[\begin{split} \vec{v}_3 = \begin{pmatrix} 1 \\ 1.62 \\ 1.62 \end{pmatrix} \end{split}\]
\[\blacksquare\]

2.#

We start by expressing the trace of $\( ABC \)$:

\[ \mathrm{tr}(ABC) = \sum_{i=1}^{n} (ABC)_{ii} \]

Computing $\( (ABC)_{ii} \)$:

We want to compute the entry in the $\( i \)\(-th row and \)\( i \)\(-th column of the matrix product \)\( ABC \)$.

  1. First, compute the product $\( AB \)$, which gives:

\[ (AB)_{il} = \sum_{j=1}^{m} A_{ij} B_{jl} \]
  1. Then compute $\( ABC = (AB)C \)\(. The \)\( (i, i) \)\(-th element of \)\( ABC \)$ is:

\[ (ABC)_{ii} = \sum_{l=1}^{k} (AB)_{il} C_{li} \]
  1. Substitute the expression for $\( (AB)_{il} \)$:

\[ (ABC)_{ii} = \sum_{l=1}^{k} \left( \sum_{j=1}^{m} A_{ij} B_{jl} \right) C_{li} \]
  1. Rearranging the summation order:

\[ (ABC)_{ii} = \sum_{j=1}^{m} \sum_{l=1}^{k} A_{ij} B_{jl} C_{li} \]

So, the trace becomes:

\[ \mathrm{tr}(ABC) = \sum_{i=1}^{n} \sum_{j=1}^{m} \sum_{k=1}^{k} A_{ij} B_{jk} C_{ki} \]

Computing the trace of $\( BCA \)$:

\[ \mathrm{tr}(BCA) = \sum_{j=1}^{m} (BCA)_{jj} \]

Expand the product:

  1. First compute $\( BC \)$:

\[ (BC)_{ji} = \sum_{k=1}^{k} B_{jk} C_{ki} \]
  1. Then compute:

\[ (BCA)_{jj} = \sum_{i=1}^{n} (BC)_{ji} A_{ij} = \sum_{i=1}^{n} \sum_{k=1}^{k} B_{jk} C_{ki} A_{ij} \]
  1. So the trace is:

\[ \mathrm{tr}(BCA) = \sum_{j=1}^{m} \sum_{k=1}^{k} \sum_{i=1}^{n} B_{jk} C_{ki} A_{ij} \]

Final Step:

Since scalar multiplication is commutative:

\[ \sum_{i=1}^{n} \sum_{j=1}^{m} \sum_{k=1}^{k} A_{ij} B_{jk} C_{ki} = \sum_{j=1}^{m} \sum_{k=1}^{k} \sum_{i=1}^{n} B_{jk} C_{ki} A_{ij} \]

Therefore:

\[ \mathrm{tr}(ABC) = \mathrm{tr}(BCA) \]
\[\blacksquare\]

3.#

Eigenvalues are the same

Let $\( p(\lambda) \)\( be the characteristic polynomial of \)\( A \)$. By definition:

\[ p(\lambda) = \det(A - \lambda I) \]

Now consider the transpose:

\[ \det(A^\top - \lambda I) = \det((A - \lambda I)^\top) = \det(A - \lambda I) = p(\lambda) \]

So both $\( A \)\( and \)\( A^\top \)$ have the same characteristic polynomial, which means they have the same eigenvalues, including their algebraic multiplicities.

Eigenvectors may differ Although $\( A \)\( and \)\( A^\top \)$ have the same eigenvalues, their eigenvectors need not be the same.

To see this, consider a concrete example:

Let

\[\begin{split} A = \begin{pmatrix} 1 & 1 \\ 0 & 1 \end{pmatrix} \end{split}\]

Then:

\[\begin{split} A^\top = \begin{pmatrix} 1 & 0 \\ 1 & 1 \end{pmatrix} \end{split}\]

The characteristic polynomial of both is:

\[ \det(A - \lambda I) = (1 - \lambda)^2 \]

So they both have a repeated eigenvalue $\( \lambda = 1 \)$.

Now compute eigenvectors:

  • For $\( A \)$, we solve:

\[\begin{split} (A - I)\vec{x} = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} \vec{x} = 0 \Rightarrow x_2 = 0 \Rightarrow \vec{x} = \begin{pmatrix} 1 \\ 0 \end{pmatrix} \end{split}\]
  • For $\( A^\top \)$, we solve:

\[\begin{split} (A^\top - I)\vec{x} = \begin{pmatrix} 0 & 0 \\ 1 & 0 \end{pmatrix} \vec{x} = 0 \Rightarrow x_1 = 0 \Rightarrow \vec{x} = \begin{pmatrix} 0 \\ 1 \end{pmatrix} \end{split}\]

Thus, the eigenvectors are different, even though the eigenvalues are the same.

So:

  • \[ \begin{align}\begin{aligned} A $$ and $$ A^\top $$ always have the **same eigenvalues**, including multiplicities. - However, they may have **different eigenvectors**, especially when the matrix is **not symmetric**.\\$$\blacksquare\end{aligned}\end{align} \]

4.#

(a) The rank of $\( B \)$#

We observe that each row (and column) of $\( B \)$ is a linear combination of the others:

  • The second row is:

    \[ \text{Row}_2 = 2 \cdot \text{Row}_1 \]
  • The third row is:

    \[ \text{Row}_3 = 3 \cdot \text{Row}_1 \]

So all rows lie in the span of the first row.

Let’s do row reduction to confirm:

\[\begin{split} \begin{pmatrix} 1 & 2 & 3 \\ 2 & 4 & 6 \\ 3 & 6 & 9 \end{pmatrix} \rightarrow \begin{pmatrix} 1 & 2 & 3 \\ 0 & 0 & 0 \\ 0 & 0 & 0 \end{pmatrix} \end{split}\]

Only one non-zero row remains after Gaussian elimination.

Therefore, the rank of $\( B \)$ is:

\[ \mathrm{rank}(B) = 1 \]

(b) Are the columns of $\( B \)$ linearly independent?#

Recall that the number of linearly independent columns is equal to the rank of the matrix.

Since:

\[ \mathrm{rank}(B) = 1 < 3 \]

This means that the columns are linearly dependent.

In fact:

\[\begin{split} \text{Col}_2 = 2 \cdot \text{Col}_1 \\ \text{Col}_3 = 3 \cdot \text{Col}_1 \end{split}\]
\[\blacksquare\]