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Algebra through practice

Book 4: Linear algebra


Algebra through practice
A collection of problems in algebra with solutions

Book 4
Linear algebra

T. S. BLYTH o E. F. ROBERTSON
University of St Andrews

- r.
The right f ,h,
University of Cambridge
to print and sell
all manner of books
as granted by
Henry Vlll in 1534.
The University has printed
and published continuously
since 1584.

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© Cambridge University Press 1985

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and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.

First published 1985


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ISBN 978-0-521-27289-6 paperback


Contents

Preface vi
Background reference material vii
1: Direct sums and Jordan forms 1
2: Duality and normal transformations 18
Solutions to Chapter 1 31
Solutions to Chapter 2 67
Test paper 1 96
Test paper 2 98
Test paper 3 100
Test paper 4 102

v
Preface

The aim of this series of problem-solvers is to provide a selection of


worked examples in algebra designed to supplement undergraduate
algebra courses. We have attempted, mainly with the average student
in mind, to produce a varied selection of exercises while incorporating
a few of a more challenging nature. Although complete solutions are
included, it is intended that these should be consulted by readers only
after they have attempted the questions. In this way, it is hoped that
the student will gain confidence in his or her approach to the art of
problem-solving which, after all, is what mathematics is all about.
The problems, although arranged in chapters, have not been
`graded' within each chapter so that, if readers cannot do problem n
this should not discourage them from attempting problem n+ 1. A
great many of the ideas involved in these problems have been used in
examination papers of one sort or another. Some test papers (without
solutions) are included at the end of each book ; these contain questions
based on the topics covered.

TSB, EFR
St Andrews
Background reference material

Courses on abstract algebra can be very different in style and content.


Likewise, textbooks recommended for these courses can vary enorm-
ously, not only in notation and exposition but also in their level of
sophistication. Here is a list of some major texts that are widely used
and to which the reader may refer for background material. The
subject matter of these texts covers all six of the present volumes, and
in some cases a great deal more. For the convenience of the reader there
is given overleaf an indication of which parts of which of these texts
are most relevant to the appropriate sections of this volume.
[1] I. T. Adamson, Introduction to Field Theory, Cambridge
University Press, 1982.
[2] F. Ayres, Jr, Modern Algebra, Schaum's Outline Series,
McGraw-Hill, 1965.
[3] D. Burton, A first course in rings and ideals, Addison-Wesley,
1970.
[4] P. M. Cohn, Algebra Vol. I, Wiley, 1982.
[5] D. T. Finkbeiner II, Introduction to Matrices and Linear
Transformations, Freeman, 1978.
[6] R. Godement, Algebra, Kershaw, 1983.
[7] J. A. Green, Sets and Groups, Routledge and Kegan Paul,
1965.
[8] I. N. Herstein, Topics in Algebra, Wiley, 1977.
[9] K. Hoffman and R. Kunze, Linear Algebra, Prentice Hall,
1971.
[10] S. Lang, Introduction to Linear Algebra, Addison-Wesley, 1970.
[11] S. Lipschutz, Linear Algebra, Schaum's Outline Series,
McGraw-Hill, 1974.

vii
[12] I. D. Macdonald, The Theory of Groups, Oxford University
Press, 1968.
[13] S. MacLane and G. Birkhoff, Algebra, Macmillan, 1968.
[14] N. H. McCoy, Introduction to Modern Algebra, Allyn and
Bacon, 1975.
[15] J. J. Rotman, The Theory of Groups: An Introduction, Allyn
and Bacon, 1973.
[16] I. Stewart, Galois Theory, Chapman and Hall, 1975.
[17] I. Stewart and D. Tall, The Foundations of Mathematics,
Oxford University Press, 1977.

References useful for Book 4


1: Direct sums and Jordan forms [4, Sections 11.1-11.4],
[5, Chapter 7], [8, Sections 6.1-6.6], [9, Chapters 6, 7],
[11, Chapter 10].
2: Duality and normal transformations [4, Chapter 8,
Section 11.4], [5, Chapter 9], [8, Sections 4.3, 6.8, 6.10],
[9, Chapters 8, 9], [11, Chapters 11, 12].
In [4] and [6] some ring theory is assumed, and some
elementary results are proved for modules. In [5] the author
uses `characteristic value' where we use `eigenvalue'.

viii
1: Direct sums and Jordan forms

In this chapter we take as a central theme the notion of the direct sum
A ® B of subspaces A, B of a vector space V. Recall that V = A ® B
if and only if every x E V can be expressed uniquely in the form a + b
where a E A and b E B; equivalently, if V = A+B and AnB = {0}. For
every subspace A of V there is a subspace B of V such that V = A® B.
In the case where V is of finite dimension, this is easily seen; take a basis
{V1, - .. , vk} of A, extend it to a basis {vi,. .. , v,,} of V, then note that
spans a subspace B such that V = A ®B.
If f : V -* V is a linear transformation then a subspace W of V is
said to be f-invariant if f maps W into itself. If W is f-invariant then
there is an ordered basis of V with respect to which the matrix of V is
of the form

0 X
where M is of size dim W x dim W.
If f : V --+ V is such that f o f = f then f is called a projection.
For such a linear transformation we have V = Im f ® Ker f where the
subspace Imf is f-invariant (and the subspace Kerf is trivially so). A
vector space V is the direct sum of subspaces W1, .. . , Wk if and only if
there are non-zero projections p1, ... , Pk : V - V such that
k
Epi = idv and pi o pj= 0 for i # j.
i=1

In this case Wi = Im pi for each i, and relative to given ordered bases of


Book 4 Linear algebra
W1, ... , Wk the matrix of f is of the diagonal block form
M1
M2

Mk
Of particular importance is the situation where each Ms is of the form
A 1 0 ... 0 0
0 A 1 ... 0 0
0 0 A ... 0 0

0 0 0 ... A l
0 0 0 ... 0 A

in which case the diagonal block matrix is called a Jordan matrix.


The Cayley-Hamilton theorem says that a linear transformation f is
a zero of its characteristic polynomial. The minimum polynomial of f
is the monic polynomial of least degree of which f is a zero. When the
minimum polynomial of f factorises into a product of linear polynomials
then there is a basis of V with respect to which the matrix of f is a
Jordan matrix. This matrix is unique (up to the sequence of the diagonal
blocks), the diagonal entries A above are the eigenvalues of f, and the
number of M1 associated with a given A is the geometric multiplicity of
A. The corresponding basis is called a Jordan basis.
We mention here that, for space considerations in the solutions, we
shall often write an eigenvector
x1

X2

xn

as [x1, x2, ... , xn].

1.1 Which of the following statements are true? For those that are false,
give a counter-example.
(i) If {al, a2, a3} is a basis for IR3 and b is a non-zero vector in IR then
{b + a1, a2, a3} is also a basis for IR3.
2
1: Direct sums and Jordan forms
(ii) If A is a finite set of linearly independent vectors then the dimension
of the subspace spanned by A is equal to the number of vectors in
A.
(iii) The subspace {(x, x, x) x E IR} of IR3 has dimension 3.
I

(iv) If A is a linearly dependent set of vectors in IRn then there are more
than n vectors in A.
(v) If A is a linearly dependent subset of IRn then the dimension of the
subspace spanned by A is strictly less than the number of vectors
in A.
(vi) If A is a subset of IRn and the subspace spanned by A is IRn itself
then A contains exactly n vectors.
(vii) If A and B are subspaces of IRn then we can find a basis of IRn
which contains a basis of A and a basis of B.
(viii) An n-dimensional vector space contains only finitely many sub-
spaces.
(ix) If A is an n x n matrix over Q2 with A3 = I then A is non-singular.
(x) If A is an n x n matrix over Q with A3 = I then A is non-singular.
(xi) An isomorphism between two vector spaces can always be repre-
sented by a square singular matrix.
(xii) Any two n-dimensional vector spaces are isomorphic.
(xiii) If A is an n x n matrix such that A2 = I then A = I.
(xiv) If A, B and C are non-zero matrices such that AC = BC then
A=B.
(xv) The identity map on IRn is represented by the identity matrix with
respect to any basis of IRn.
(xvi) Given any two bases of IRn there is an isomorphism from IRn to
itself that maps one basis onto the other.
(xvii) If A and B represent linear transformations f, g : IRn -* IRn with
respect to the same basis then there is a non-singular matrix P such
that P-1 AP = B.
(xviii) There is a bijection between the set of linear transformations from
IRn to itself and the set of n x n matrices over IR.
(xix) The map t : IR2 --4 IR2 given by t(x, y) = (y, x+y) can be represented
by the matrix

with respect to some basis of IR2.


(xx) There is a non-singular matrix P such that P-1 AP is diagonal for
any non-singular matrix A.
3
Book 4 Linear algebra
1.2 Let t1i t2, t3, t4 E ,C(IR3, IR3) be given by

t1(a,b,c) = (a+b,b+c,c+a);
t2 (a, b, c) = (a - b, b - c, 0);
t3 (a, b, c) = (-b, a, c);
t4 (a, b, c) = (a, b, b).

Find Ker t1 and Im t; for i = 1, 2, 3, 4. Is it true that IR3 = Ker t1®Im t1


for any of i = 1, 2, 3, 4?
Is Im t2 t3-invariant? Is Ker t2 t3-invariant?
Find t3 o t4 and t4 o t3. Compute the images and kernels of these
composites.
1.3 Let V be a vector space of dimension 3 over a field F and let t E £ (V, V)
be represented by the matrix

3 -1 1

-1 5 -1
1 -1 3

with respect to some basis of V. Find dim Ker t and dim Im t when
(i) F = IR;
(ii) F = 12;
(iii) F = 73.
Is V = Ker t ® Im t in any of cases (i), (ii) or (iii)?
1.4 Let V be a finite-dimensional vector space and let s, t E .C (V, V) be such
that sot = idv. Prove that to s = W. Prove also that a subspace of V
is t-invariant if and only if it is s-invariant. Are these results true when
V is infinite-dimensional?
1.5 Let V,, be the vector space of polynomials of degree less than n over
the field IR. If D E £(V,,, V,,) is the differentiation map, find Im D and
Ker D. Prove that Im D _- V,,_ 1 and that Ker D = IR. Is it true that

V,y=ImDa) KerD?

Do the same results hold if the ground field IR is replaced by the field
Z2?
4
1: Direct sums and Jordan forms
1.6 Let V be a finite-dimensional vector space and let t E C (V, V) - Establish
the chains
V D Im t D Im t2 D ... D Im to D Im to+1 Q
{0} C Ker t C Ker t2 C ... C Ker to C Ker to+1 C ....
Show that there is a positive integer p such that ImtP = ImtP+1 and
deduce that

(Vk > 1) Imp = Im tP+k and Ker tP = Ker tP+k.

Show also that


V = Im tP ® Ker tP
and that the subspaces Imt' and KertP are t-invariant.
1.7 Let V be a vector space of dimension n over a field F and let f : V --+ V
be a non-zero linear transformation such that f o f = 0. Show that if
Im f is of dimension r then 2r < n. Suppose now that W is a subspace
of V.such that V = Ker f ® W. Show that W is of dimension r and
that if {wl,... , wr} is a basis of W then { f (wl ), ... , f (wr)} is a linearly
independent subset of Ker f. Deduce that n - 2r elements XI, ... , xn-2r
can be chosen in Ker f such that

('wl)...,wr,f(wl),..., f(wr),xl,...,xn-2r}
is a basis of V.
Hence show that a non-zero n x n matrix A over F is such that A2 = 0
if and only if A is similar to a matrix of the form

1.8 Let V be a vector space of dimension 4 over IR. Let a basis of V be


B = {bl, b2, b3i b4}. Writing each x E V as x = E l x;b;, let

VI = {x E V I x3 = x2 and x4 = XI),
V2 = {x E V I x3 = -x2 and x4 = -x1 }.

Show that
(1) V1 and V2 are subspaces of V;
5
Book 4 Linear algebra

(2) {b1 + b4, b2 + b3} is a basis of V1 and {b1 - b4, b2 - b3} is a basis
of V2i
(3) V = V1 ® V2;
(4) with respect to the basis B. and the basis

C = {bl + b4, b2 + b3, b2 - b3, bl - b4}

the matrix of idv is


i 0 0 1
2 2
i 1
0 2 2
0
i
0 2 -2
1
0
i 1
2 0 0 2-
A 4 x 4 matrix M over IR is said to be centro-symmetric if

mij = m5-i,5-j
for all i, j. If M is centro-symmetric, show that M is similar to a matrix
of the form
Q 0 0
ry S 0 0
0 0 E S

0 0 n tg

1.9 Let V be a vector space of dimension n over a field F. Suppose first


that F is not of characteristic 2 (i.e. that 1F + 1F 54 OF). If f : V --+ V
is a linear transformation such that f o f = idv prove that

V = Im(idv +f) ® Im(idv -f).

Deduce that an n x n matrix A over F is such that A2 = In if and only


if A is similar to a matrix of the form

Suppose now that F is of characteristic 2 and that f o f = idv. If


g = idv +f show that

xEKerg b x= f(x),
6
1: Direct sums and Jordan forms
and that g o g = 0. Deduce that an n x n matrix A over F is such that
A2 = In if and only if A is similar to a matrix of the form

In-2p

[Hint. Observe that Img C Kerg. Let {g(cl),...,g(cp)} be a basis of


Img and extend this to a basis {b1, ... , bn-2p, g(cl ), ... , g(cp) } of Ker g.
Show that
{b1,. .. , bn-2p, 9(Cl ), C1, ... , 9(Cp), Cp}
is a basis of V.]
1.10 Let V be a finite-dimensional vector space and let t E C(V, V) be such
that t # idv and t # 0. Is it possible to have Imt n Kert # {0}? Is
it possible to have Im t = Ker t? Is it possible to have Im t C Ker t? Is
it possible to have Kert C Imt? Which of these are possible if t is a
projection?
1.11 Is it possible to have projections e, f E £(V,V) with Kere = Ken f and
Im e # Im f ? Is it possible to have Im e = Im f and Ker e # Ker f? Is it
possible to have projections e, f with e o f = 0 but f o e 0?
1.12 Let V be a vector space over a field of characteristic not equal to 2. Let
el,e2 E .C(V,V) be projections. Prove that el + e2 is a projection if and
only if el o e2 = e2 o el = 0.
If el + e2 is a projection, find Im(el + e2) and Ker(el + e2) in terms
of the images and kernels of el, e2-
1.13 Let V be the subspace of IR3 given by

V = {(a, a, 0) I a E IR}.

Find a subspace U of IR3 such that IR3 = V ® U. Is U unique? Find a


projection e E C(IR3, IR3) such that Ime = V and Kere = U. Find also
a projection f E C(IR3, IR3) such that Im f = U and Ker f = V.
7
Book 4 Linear algebra
1.14 If V is a finite-dimensional vector space over a field F and e, f E .C(V, V)
are projections prove that Im e = Im f if and only if eof = f and foe = e.
Suppose that e1,...,ek E .C(V,V) are projections with

Let A 1 , A2, ... , Ak E F be such that Ek 1 ai = 1. Prove that


e =ale, + A2e2 + ...+ Akek
is a projection with Im e = Im ei.
Is it necessarily true that if fl, ... , fk E £(V, V) are projections and
rk 1 ai = 1 then Ek 1 ai fi is also a projection?
1.15 A net over the interval [0, 11 of IR is a finite sequence (ai)o<i<n.+1 such
that
0=ao <a1 < <an <an+1 = 1.
A step function on [0, 1[ is a mapping f : [0,1[--+ IR for which there exists
a net (ai)o<i<n+1 over [0, 1] and a finite sequence (bi)o<,<n of elements
of IR such that
(Vx E jai, ai+1 [) f (x) = bi.
Show that the set E of step functions on [0, 1[ is a vector space over IR
and that a basis of E is the set {ek k E [0, 1 [} of functions ek : [0, 1 [-> IR
I

given by
ek(x)= J0 if0<x<k;
1 ifk<x<1.
A piecewise linear function on [0, 1[ is a mapping f : [0,1[-> IR for
which there exists a net (ai)o<i<n+1 and sequences (b1)o<i<n, (c,)o<i<n
of elements of IR such that
(Vx E [ai, ai+1 [) f (x) = bix + ci.
Let F be the set of piecewise linear functions on [0, 1[ and let G be
the subset of F consisting of the piecewise linear functions g that are
continuous with g(0) = 0. Show that F, G are vector spaces over IR and
that F=E®G.
Show that a basis of G is the set {gk I k E [0, 1[} of functions given
by
0 if0<x<k;
gk(x) x-k ifk<x<1.
Finally, show that the assignment

fi-+I(f)= jf(t)dt
describes an isomorphism from E to G.
8
1: Direct sums and Jordan forms
1.16 Let V be a vector space over a field F and let t E ,C(V,V). Let ). and
)2 be distinct eigenvalues of t with associated eigenvectors v1 and v2. Is
it possible for al + .12 to be an eigenvalue of t? What about .11 )2?
1.17 Let t E C((E2, d2) be given by

t(a, b) = (a + 2b, b - a).

Find the eigenvalues of t and show that there is a basis of C2 consisting


of eigenvectors of t. Find such a basis, and the matrix of t with respect
to this basis.
1.18 Suppose that t E C(V,V) has zero as an eigenvalue. Prove that t is not
invertible. Is it true that t is invertible if and only if all the eigenvalues
of t are non-zero? If t is invertible, how are the eigenvalues of t related
to those of t-1?
1.19 Let V be a vector space of finite dimension over Q and let t E C(VV)
be such that t' = 0 for some m > 0. Prove that all the eigenvalues of t
are zero. Deduce that if t # 0 then t is not diagonalisable.
1.20 Consider t E C(IR2, IR2) given by

t(a, b) _ (a + 4b, a - b).


a
Find the minimum polynomial of t.
1.21 Let F be a field and let F,+1 [X] be the vector space of polynomials of
degree less than or equal to n over F. Define t : F,,+1 [X] -' F,,+1 [X]
by t(f(X)) = f(X + 1). Show that t is linear.
Find the matrix of t relative to the basis {1,X,. .. , X'j of F,,+1 [X].
Find also the eigenvalues of t. If g(X) = (X -1)"+1 show that g(t) = 0.
Hence find the minimum polynomial of t.
1.22 If V is a finite-dimensional vector space and t E C(V, V) is such that
t2 = idv prove that the sum of the eigenvalues of t is an integer.
1.23 For each of the following real matrices, determine
(i) the eigenvalues;
(ii) the geometric multiplicity of each eigenvalue;
(iii) whether it is diagonalisable.
9
Book 4 Linear algebra
For those matrices A that are diagonalisable, find an invertible matrix
P such that P-1 AP is diagonal.

l 3 -1 1 7 -1 2
(a) 3J, (b) -1 5 -1 , (c) -1 7 2 ,

L-' 1 -1 3 -2 2 10

2 1 -1 1 0 1

(d) 0 2 1, (e) 0 2 1.
0 0 1 -1 0 3

1.24 Consider the sequence described by


1 3 7 an
11 21
5,..., bn,.

where an+1 = an + 2bn and bn+1 = an + bn.


Find a matrix A such that

A bn
[bn+1]

By diagonalising A, obtain explicit formulae for an and bn and hence


show that an
lim = V2.
n-oo bn
1.25 Let t be a singular transformation on a real vector space V. Let f (X)
and g(X) be real polynomials whose highest common factor is 1. Let
a = f (t) and b = g(t).
Prove that every eigenvector of a o b that is associated with the eigen-
value 0 is the sum of an eigenvector of a associated with the eigenvalue
0 and an eigenvector of b associated with the eigenvalue 0.
1.26 Suppose that s, t E C (V, V) each have n = dim V distinct eigenvalues
and that s o t = t o s. Prove that, for every A in the ground field F,

CA = {v E V I t(v) = Av}

is a subspace of V. Show that C,\ is s-invariant and that, when A is an


eigenvalue of t, the subspace Ca; has dimension 1.
Hence show that the matrix of s with respect to the basis of eigenvec-
tors of t is diagonal.
10
1: Direct sums and Jordan forms
1.27 Let u be a non-zero vector in an n-dimensional vector space V over a
field F, let t E Z (V, V), and let U be the subspace spanned by
{u,t(u),t2(u),...,tr-1(u)}.

Show that there is a greatest integer r such that the set


{u,t(u),t2(u),...,tr-1(u)}
is linearly independent and deduce that this set is a basis for U. Show
also that U is t-invariant.
Show that there is a non-zero monic polynomial f (X) E F[X] of de-
gree r such that [f (t)](u) = 0. If to : U --* U is the linear transformation
induced by t, show that its minimum polynomial is f (X).
In the case where u = (1,1,0) E IR3 and t is given by
t(x, y, z) = (x + y, x - y, z),
find the minimum polynomial of iu.
1.28 Let r, s, t be non-zero linear transformations on a finite-dimensional vec-
tor spaceVsuchthatrotor=0. Let p=rosandq=ro(s+t)
and suppose that the minimum polynomials of p, q are p(X), q(X) re-
spectively. Prove that (with composites written as products)
(1) q' = p'-lq and p' = q'-lp for all n > 1;
(2) p(X) and q(X) are divisible by X;
(3) q satisfies Xp(X) = 0, and p satisfies Xq(X) = 0.
Deduce that one of the following holds
(i) p(X) = q(X);
(ii) p(X) = Xq(X);
(iii) q(X) = Xp(X).
1.29 A 3 x 3 complex matrix M is said to be magic if every row sum, every
column sum, and both diagonal sums are equal to some 16 E C.
If M is magic, prove that 6 = 3m22. Deduce that, given a,8, y E d,
there is a unique magic matrix M(a,)6,, -j) such that
m22 = of m1 = a +Q, m31 = a + y
Show that {M(a,Q, y) a,Q, y E Q} is a subspace of Matax3(C) and
1

that
B = {M(1, 0, 0), M(0,1, 0), M(0, 0, 1)}
is a basis of this subspace.
If f : C3 -+ C3 represents M(a, /3, y) relative to the canonical basis
{e1, e2, e3 b show that e1 + e2 + e3 is an eigenvector of f. Determine the
matrix of f relative to the basis {el + e2 + e3, e2, e3}. Hence find the
eigenvalues of M(a, Q, y).
11
Book 4 Linear algebra
1.30 Let V be a vector space of dimension n over a field F. A linear trans-
formation f : V -> V (respectively, an n x n matrix A over F) is said to
be nilpotent of index p if there is an integer p > 1 such that fP-1 # 0
and fP = 0 (respectively, AP-' 54 0 and AP = 0).
Show that if f is nilpotent of index p and x E V\{0} is such that
fp-1(x) # 0 then
{x,f(x),...,f"-1(x)}
is a linearly independent subset of V. Hence show that f is nilpotent
of index n if and only if there is an ordered basis of V with respect to
which the matrix of f is
0 0
In-1 0'

Deduce that an n x n matrix A over F is nilpotent of index n if and


only if A is similar to this matrix.
1.31 Let V be a finite-dimensional vector space over IR and let f : V -+ V be
a linear transformation such that f o f = -idv. Extend the external
law IR x V -* V to an external law (E x V -p V by defining, for all x E V
and alla+if3 E(,
(a +i8)x = ax - P f(x).
Show that in this way V becomes a vector space over C. Use the identity
r r r

1:(at - iµt)vt = Atvt + lttf(vt)


t=1 t=1 t=1

to show that if {v1i... , vr} is a linearly independent subset of the (-


vector space V then {v1, ... , vr, f (v1), ... , f (vr)} is a linearly indepen-
dent subset of the IR-vector space V. Deduce that the dimension of V
as a vector space over Q is finite, n say, and that dimR V = 2n.
Hence show that a 2n x 2n matrix A over IR is such that A2 = -I2n
if and only if A is similar to the matrix

1.32 Let A be a real skew-symmetric matrix with eigenvalue A. Prove that


the real part of A is zero, and that A is also an eigenvalue.
12
1: Direct sums and Jordan forms
If (A - AI)2Z = 0 and Y = (A - AI)Z show, by evaluating V Y,
that Y = 0. Hence prove that A satisfies a polynomial equation without
repeated roots, and deduce that A is similar to a diagonal matrix.
If x is an eigenvector corresponding to the eigenvalue A = is and if
u=x+x,v=i(x-x) show that
Au = av, Av = -au.
Hence show that A is similar to a diagonal block matrix
fo
Al
A2

Ak
where each Ai is real and of the form

cl 0 J.

1.33 Let V be a vector space of dimension 3 over IR and let t E Z (V, V) have
eigenvalues -2,1,2. Use the Cayley-Hamilton theorem to express ten
as a real quadratic polynomial in t.
1.34 Let V be a vector space of dimension n over a field F and let f E £ (V, V)
be such that all the zeros of the characteristic polynomial of f lie in F.
Let Al be an eigenvalue of f and let bl be an associated eigenvector.
Let W be such that V = Fbl ®W and let (b;)2<i<n be an ordered basis
of W. Show that the matrix of f relative to the basis {bl, b2i ... , bn} is
of the form
[Ai P12 .. Qln

0 M
Observe that in general Qi2...... in are non-zero, so that W is not f-
invariant. Let it be the projection of V onto W and let g = it of. Show
that W is g-invariant and that if g' is the linear transformation induced
on W by g then Mat (g', (bf)) = M. Show also that all the zeros of the
characteristic polynomial of g' lie in F.
Deduce that f is triangularisable in the sense that there is a basis B
of V relative to which the matrix of f is upper triangular with diagonal
entries the eigenvalues of f.
13
Book 4 Linear algebra

1.35 Suppose that t E £(IR3, IR3) is given by


t(a, b, c) = (2a + b - c, -2a - b + 3c, c).
Find the eigenvalues and the minimum polynomial of t. Show that t is
not diagonalisable. Find a basis of IR3 with respect to which the matrix
of t is upper triangular.
1.36 Let V = Q3[X] be the vector space of polynomials of degree less than
or equal to 2 over the field Q. If t E L (V, V) is given by
t(1)=-5-8X-5X2
t(X) = 1 + X + X2
t(X2) = 4 + 7X + 4X2,
show that t is nilpotent. Find a basis of V with respect to which the
matrix of t is upper triangular.
1.37 For each of the following matrices A find a Jordan normal form and an
invertible matrix P such that P-1 AP is in Jordan normal form.
239 -64 1 -1
(a) [ -41 ]' (b)
-1
-0
J'
I
5

1 3 -2 3 0 1

(c) 0 7 -4 , (d) 0 3 0
0 9 -5 0 0 3

1.38 Find a Jordan normal form J of the matrix


2 1 1 1 0
0 2 0 0 0
A= 0 0 2 1 0
0 0 0 1 1

0 -1 -1 -1 0

Find also a Jordan basis and hence an invertible matrix P such that
P-'AP = J.
1.39 For each of the following matrices A find a Jordan normal form J, a
Jordan basis, and an invertible matrix P such that P-1AP = J.
-13 8
22 -2 -12 (b) -22 13
1

0
2
3
(a) 20 0 -12
-5 0 -1
30 -3 -16 -22
8

13 5 5

14
1: Direct sums and Jordan forms
1.40 Find a Jordan normal form and a Jordan basis for the matrix

5 -1 -3 2 -5
0 2 0 0 0
1 0 1 1 -2
0 -1 0 3 1

1 -1 -1 1 1

1.41 Find the minimum polynomial of the matrix

1 0 -1 1 0
-4 1 -3 2 1

A = -2 -1 0 1 1

-3 -1 -3 4 1

-8 -2 -7 5 4

From only the information given by the minimum polynomial, how many
essentially different Jordan normal forms are possible? How many lin-
early independent eigenvectors are there? Does the number of linearly
independent eigenvectors determine the Jordan normal form J? If not,
does the information given by the minimum polynomial together with
the number of linearly independent eigenvectors determine J?
1.42 Find a Jordan normal form of the differentiation map D on the vector
space IR4[X) of polynomials of degree less than or equal to 3 with real
coefficients. Find also a Jordan basis for D on IR4[X].
1.43 If a 3 x 3 real matrix has eigenvalues 3,3,3 what are the possible Jordan
normal forms? Which of these are similar?
1.44 Which of the following are true? If A, B E Mat,,,,(() then AB and BA
have the same Jordan normal form
(i) if A and B are both invertible;
(ii) if one of A, B is invertible;
(iii) if and only if A and B are invertible;
(iv) if and only if one of A, B is invertible.
1.45 Let V be a vector space of dimension n over C. Let t E C(V, V) and let
A be an eigenvalue of t. Let J be a matrix that represents t relative to
some Jordan basis of V. Show that there are

dim Ker(t - A ides)


15
Book 4 Linear algebra
blocks in J with diagonal entries A.
More generally, if ni is the number of i x i blocks with diagonal entries
A and di = dim Ker(t - A ides)`, show that
di = nl + 2n2 + ... + (i - 1)nti_1 + i(ni + n;+1 + ...).
Deduce that ni = 2d1 - d;_1 - di+1
1.46 Find a Jordan normal form J of the matrix
0 1 0 -1
_ -2 3 0 -1
`1 -2 1 2 -1
2 -1 0 3

Find also a Jordan basis and an invertible matrix P such that P-1 AP =
J.
Hence solve the system of differential equations
x1 0 1 0 -1 x1
X1 _ -2 3 0 -1 x2
X3 -2 1 2 -1 x3
x4 2 -1 0 3 x4

1.47 Solve each of the following systems of differential equations :


4x1 - x2 - x3
dt =
= 5x1 + 4x2
dx2 dt_
x1 + 2x2 - x3

dx3
xl - x2 + 2x2
dt =
dxj
dIi_5x'+6x2+6x3 = 0 j-j-=x1+3x2-2x3
dx2 dx2
(c) + x1 - 4x2 - 2x3 = 0 (d) = 7x2 - 4x3
dt dt
dX3
- 3x1 + 6x2 + 4x3 = 0 dt = 9x2 - 5x3
1.48 dt
Solve the system of differential equations

dxl - 3 dx2 + 2 dx3 = y1

-5dx2+4d3 = Y2

-9dx +7d =y3


16
1: Direct sums and Jordan forms
1.49 Solve the system of differential equations
dxl_
dt = x1 + x2
dx2
2x1 + 3x2
dt =

given that x1(0) = 0 and x2(0) = 1.


1.50 Show how the differential equation

x"'-2x"-4x'+8x=0
can be written as a first-order matrix system X' = AX. By using the
method of the Jordan normal form, solve the equation given the initial
conditions
x(0) = 0, x'(0) = 0, x"(0) = 16.

17
2: Duality and normal transformations

The dual of a vector space V over a field F is the vector space Vd =


,C(V, F) of linear functionals f : V -> F. If V is of finite dimension
and B = {v1,...,vn} is a basis of V then the basis that is dual to B is
B4 = { va, ... , vn } where each 0 : V -+ F is given by

1 ifi=j;
vd(vj) 0 ifi#j.
For every x E V we have

x = of (x)v1 +7J2(x)v2 + ... + vn(x)vn


and for every f E Vd /we have

f = f(vl)vf + f(v2)v2 + ... + f(vn)vn.

If (Vi)n, (w:)n are ordered bases of V and (va)n, (wa)n the correspond-
ing dual bases then the transition matrix from (va)n to (wa)n is (p-1)t
where P is the transition matrix from (vi)n to (wt)n. In particular,
consider V = IRS. Note that if

B = {(all,...,aln),(a21,...) a2n),...,(anl) ...7an.)}

is a basis of IRS then the transition matrix from B to the canonical basis
(ei)n of IRS is M = [mj,]nxn where mij = aji. The transition matrix
from Bd to (ed)n is given by (M-l)t. We can therefore usefully denote
the dual basis by

B = {[all, ... , aln], [all, ... , a2n], ... , [anl, ... , an-[}
2: Duality and normal transformations
where ain] denotes the ith row of M-1, so that
[ail,...,ain](xl) ...,xn) =ailxl + ...+atnxn,
The bidual of an element x is x^ : Vd -* F where x^(yd) = yd(x). It
is common practice to write yd(x) as (x, yd) and say that yd annihilates
x if (x, yd) = 0. For every subspace W of V the set

W1={ydEVd I (Vx E W) (x, yd) = 0)


is a subspace of W and
dim W + dim W J- = dim V.

The transpose of a linear transformation f : V -+ W is the linear


mapping ft : Wd --+ Vd described by yd ,--* yd o f. When V is of finite
dimension we can identify V and its bidual (Vd)d, in which case we have
that (f t )t = f. Moreover, if f : V -+ W is represented relative to fixed
ordered bases by the matrix A then f' : Wd -+ V d is represented relative
to the corresponding dual bases by the transpose At of A.
If V is a finite-dimensional inner product space then the mapping
19v : x ,--* xd describes a conjugate isomorphism from V to Vd, by which
we mean that

(x + y)d = xd + yd and (Ax)d = .1xd.

The adjoint f* : W -+ V of f : V W is defined by

f* _ V1 ° ft o t9w
and is the unique linear transformation such that

(Vz,y E V) (f(x)Iy) = (xlf*(y))


We say that f is normal if it commutes with its adjoint. If the matrix
of f relative to a given ordered basis is A then that of f* is V. We say
that A is normal if it commutes with T. A matrix is normal if and only
if it is unitarily similar to a diagonal matrix, i.e. if there is a matrix U
with U-1 = U such that U-1 AU is diagonal. A particularly important
type of normal transformation occurs when the vector space in question
is a real inner product space, and topics dealt with in this section reach
as far as the orthogonal reduction of real symmetric matrices and its
application to finding the rank and signature of quadratic forms.
19
Book 4 Linear algebra

2.1 Determine which of the following mappings are linear functionals on the
vector space IR3 [X] of all real polynomials of degree less than or equal
to 2 :
(a) f '-' f'; (b) f '-+ f f;
1 (c) f '-+ f (2);

f2.
(d) f '--' f'(2); (e) f '-' / 1

2.2 Let C[0,1] be the vector space of continuous functions f : [0, 11 -+ IR. If
fo is a fixed element of C[O,1], prove that (p : C[0,1] -+ IR given by

'P(f) = fo fo(t) f (t) dt


1

is a linear functional.
2.3 Determine the basis of (IR3)d that is dual to the basis

{(1'O' -1), (-1, 1, 0), (01 111))

of 1R3.

2.4 Let A = {x1i x2} be a basis of a vector space V of dimension 2 and let
Ad = {V1i a2) be the corresponding dual basis of Vd. Find, in terms of
epl, (p2 the basis of V d that is dual to the basis A' = {xl +2x2, 3x1 +4x2}
of V.
2.5 Which of the following bases of (IR2)d is dual to the basis {(-1, 2), (0, 1)}
of IR2?
(a) {[-1, 2], [0, 1]}; (b) {[-1, 0], [2, 1]};
(c) {[-1, 0], [-2,1]}; (d) {[l, 0], [2, -1]}.
2.6 (i) Find a basis that is dual to the basis

{(4,5,-2,11), (3, 4, -2,6),(2,3,-1,4), (1,1,-1,3)1

of IR4.
(ii) Find a basis of IR4 whose dual basis is

([2,-1,1'0]) [-1, 0, -2)0]j[-2,2,1,0j, [-8,3,-3, 1]).


2.7 Show that if V is a finite-dimensional vector space over a field F and if
A, B are subspaces of V such that V = A ® B then V d =A' a B1.
Is it true that if V = A ® B then V d = Ad ® Bd?
20
2: Duality and normal transformations
2.8 Let IR3[X] be the vector space of polynomials over IR of degree less
than or equal to 2. Let t1, t2, t3 be three distinct real numbers and for
i = 1, 2, 3 define mappings fi : IR3 [X] -+ IR by

MAX)) = p(ti)
Show that Bd = {fl, f2, f3} is a basis for the dual space (IR3[X])d and
determine a basis B = {pl(X),p2(X),p3(X)} of IR3[X] of which Bd is
the dual.
2.9 Let a = (1, 2) and Q = (5, 6) be elements of IR2 and let cp = [3,4] be an
element of (IR2)d. Determine

(a) a^ ((p); (b) 01 (`p);


(c) (2a+3,0)1 (,p); (d) (2a+3,(3)^([a,b]).

2.10 Prove that if S is a subspace of a finite-dimensional vector space V then

dim S + dim Sl =dim V.


If t E C(U,V) and td E ,C(Vd, Ud) is the dual of t, prove that

Kertd = (Imt)1.
Deduce that if v E V then one of the following holds
(i) there exists u E U such that t(u) = v;
(ii) there exists (p E Vd such that td((p) = 0 and <p(v) = 1.
Translate these results into a theorem on solving systems of linear
equations.
Show that (i) is not satisfied by the system

3x+ y=2
x+2y=1
-x+3y= 1.
Find the linear functional 'p whose existence is guaranteed by (ii).
2.11 If s, t : U -+ V are linear transformations, show that

(sot)d=td0Sd.
Prove that the dual of an injective linear transformation is surjective,
and that the dual of a surjective linear transformation is injective.
21
Book 4 Linear algebra
2.12 Let t E C(IR3, IR3) be given by the prescription

t(a, b, c) = (2a+Ill a+b+c,-c).

If X = {(1, 0, 0), (1,1, 0), (1,1,1)} and yd = {[1, 0, 0], [1,1, 0], [1,1,1]},
find the matrix of td with respect to the bases yd and Xd.
2.13 Let {al, 02) 013} and {al, a2i a3} be bases of IR3 that differ only in the
third basis element. Suppose that {<pi, ,p2, ,p3 } and {, 'p' , V3 } are the
corresponding dual bases. Prove that V3 is a scalar multiple of V3-
2.14 Let CIO, 11 denote the space of continuous functions on the interval [0, 11.
Given g E C[0,1], define Lg : C[0,11 -+ IR by

Lg(f) = f f (t) g(t) dt.


1

Show that Lg is a linear functional.


Let x be a fixed element of [0, 1] and define F,, : CIO, 11 --+ IR by
FF(f) = f (x). Show that F., is a linear functional. Show also that there
is no g E CIO, 11 such that F. = Lg.
2.15 By a canonical isomorphism V -* Vd we mean an isomorphism
such that, for all x, y E V and all isomorphisms f : V -r V, we have

(*) (X, SW) = (f(x),S[f(y)]),

where the notation (x, S(y)) means [S(y)](x).


In this exercise we indicate a proof of the fact that if V is of dimension
n > 1 over F then there is no canonical isomorphism V -> Vd except
when n = 2 and F has two elements.
If S is such an isomorphism show that, for y # 0, the subspace
Kerr(y) = {S(y)}1 is of dimension n- 1.
Suppose first that n > 3. If there exists t E Ker S(t) for some t # 0
let {t, xl, ... , xn_2 } be a basis of Ker S(t) and extend this to a basis
{t, xl, ... , xn_2i z} of V. Let f : V -* V be the (unique) linear trans-
formation such that

f (t) = t, f (xi) = z, f (z) = xi i and f (xi) = xi for i ,A 1.

Show that f is an isomorphism that does not satisfy (*). [Hint. Take
x = xl, y = t.] If, on the other hand, t 0 Ker S(t) for all t 0 let
22
2: Duality and normal transformations
{z1,...,xn-1} be a basis of Kers(t) so that {z1i...,xn_1,t} is a basis
of V. Show that
{xi + x2,x2,x3,...,xn_1,t}

is also a basis of V. Show also that x2 E Kers(x1). Now show that if


f : V -* V is the (unique) linear transformation such that

f(xl) = x2, f(x2) = xl + x2, f(t) = t, f(xi) = xi (i 54 1,2)

then f is an isomorphism that does not satisfy (*). Conclude from these
observations that we must have n = 2.
Suppose now that F has more than two elements and let A E F be such
that A # 0,1. If there exists t 0 such that t E Ker S(t) observe that {t}
is a basis of Ker S(t) and extend this to a basis It, z} of V. If f : V - V
is the (unique) linear transformation such that f (t) = t, f (z) = Az
show that f is an isomorphism that does not satisfy (*). [Hint. Take
x = z, y = t.] If, on the other hand, t 0 Ker S(t) for all t 0 0 let {z} be
a basis for Kers(t) so that {z,t} is a basis for V. If f : V -. V is the
(unique) linear transformation such that f (z) = Az, f (t) = t show that
f is an isomorphism that does not satisfy (*). [Hint. Take x = y = z.]
Conclude from these observations that F must have two elements.
Now examine the vector space F2 where F = {0, 1).
[Hint. (F' )d is the set of linear transformations f : F x F -+ F. Since
F2 has four elements there are 24 = 16 laws of composition on F. Only
four of these are linear transformations from F2 to F; and each of these
is determined by its action on the natural basis of F2. Compute (F2)d
and determine a canonical isomorphism from F2 onto (F2)a ]
2.16 Let V be an inner product space of dimension k and let U be a subspace
of V of dimension k - 1 (a hyperplane). Show that there exists a unit
vector n in V such that
U= {x E V I (n]x) = 0}.
Given v E V, define
v' = v - 2(nlv)n.
Show that v - v' is orthogonal to U and that i (v + v') E U, so that v'
is the reflection of v in the hyperplane U. Show also that the mapping
t : V --4V defined by
t(v)=v'
is linear and orthogonal. What can you say about its eigenvalues and
eigenvectors?
23
Book 4 Linear algebra
Ifs IR3 -> IR3 and t : IR4 --, IR4 are respectively reflections in the
plane 3x - y + z = 0 and in the hyperplane 2x - y + 2z - t = 0, show
that the matrices of s and t are respectively

-7 6
1 2 -4 2
-6 1
2 4 2 -1
6 9 2 ,
11 -6 2 9
5 -4 2 1 2
2 -1 2 4

2.17 Find the equations of the principal axes of the hyperbola

-x2 + 6xy - y2 = 1.

Find also the equations of the principal axes of the ellipsoid

7x2 + 6y2 + 5z2 + 4xy - 4yz = 1.

2.18 Let V be a finite-dimensional inner product space and let f : V --+ V


be linear. Show that if A is the matrix of f relative to an orthonormal
basis B of V then the matrix of the adjoint f* of f relative to B is the
transpose of the complex conjugate of A.
2.19 For every A E Mat,i*x,,(() define the trace of A by tr(A) _ i ate.
Show that if V is the vector space of n x n matrices over d then the
mapping
(A, B) (AIB) = tr(B*A),
where B* denotes the transpose of the complex conjugate of B, is an
inner product on V.
Consider, for every M E V, the mapping fm : V --+ V defined by

fm (A) = MA.

Show that, relative to the above inner product,

(fM)* = .fM*.

2.20 Let V be a finite-dimensional inner product space. Show that for every
f E Vd there is a unique ,0 E V such that

(bx E V) f (x) = (xI,8).


24
2: Duality and normal transformations
[Hint. Let {al,...,an} be an orthonormal basis of V and consider

i=1

Show as follows that this result does not necessarily hold for inner
product spaces of infinite dimension. Let V be the vector space of poly-
nomials over Q. Show that the mapping

(P, q) H (PIq) = f0
1 p (t) q(t) dt

is an inner product on V. Let z be a fixed element of C and let f E Vd


be the `evaluation at z' map given by

(VPEV) f(P)=P(z)
Show that there is no q E V such that (Vp E V) f (p) = (pjq).
[Hint. Suppose that such a q exists. Let r E V be given by r(t) = t - z
and show that, for every p E V,

0= f 1 r(t) p(t) q(t) dt.

Now let p be given by p(t) = r(t)q(t) and deduce the contradiction


q=0.]
For the rest of this question let V continue to be the vector space of
polynomials over C with the above inner product. If p E V is given by
p(t) = aktk define p E V by f(t) _ aktk, and let fp : V -* V be
given by
(dq E V) fp(q) = Pq
where, as usual, (pq)(t) = p(t)q(t). Show that (fp)* exists and is fp.
Now let D : V -, V be the differentiation map. Show that D does
not admit an adjoint.
[Hint. Suppose that D* exists and show that, for all p, q E V,

(p I D(q) + D*(q)) = P(1)9(1) - P(0)4(0)


Suppose now that q is a fixed element of V such that q(0) = 0 and
q(1) = 1. Use the previous part of the question (with z = 1) to obtain
the required contradiction.]
25
Book 4 Linear algebra

2.21 Let C[O,1] be the inner product space of real continuous functions on
[0, 11 with the integral inner product. Let K : C[O,1] -+ C[0,1] be the
integral operator defined by

K(f) = f xyf(y) dy.


1

Prove that K is self-adjoint.


For every positive integer n let f, be given by
2
fn(x) = xn -
n+2*
Show that fn is an eigenfunction of K with associated eigenvalue 0. Use
the Gram-Schmidt orthonormalisation process to find two orthogonal
eigenfunctions of K with associated eigenvalue 0.
Prove that K has only one non-zero eigenvalue. Find this eigenvalue
and an associated eigenfunction.
2.22 Let t be a skew-adjoint transformation on a unitary space V. Prove that
id ±t is a bijection and that the transformation

s = (id -t)(id +t)- 1


is unitary. Show also that s cannot have -1 as an eigenvalue.
2.23 If S is a real symmetric matrix and T is a real skew-symmetric matrix
of the same order, show that

det(I - T - iS) 0 0.
Show also that the matrix
U=(I+T+iS)(I-T-iS)-1

is unitary.
2.24 Let A be a real symmetric matrix and let S be a real skew-symmetric
matrix of the same order. Suppose that A and S commute and that
det(A - S) # 0. Prove that
(A+ S)(A - S)-1
is orthogonal.
26
2: Duality and normal transformations
2.25 A complex matrix A is such that A A = -A. Show that the eigenvalues
of A are either 0 or -1.
2.26 Let A and B be orthogonal n x n matrices with det A det B. Prove
that A + B is singular.
2.27 Let A be an orthogonal n x n matrix. Prove that
(1) if det A = 1 and n is odd, or if det A = -1 and n is even, then 1 is
an eigenvalue of A;
(2) if det A = -1 then -1 is an eigenvalue of A.
2.28 If A is a skew-symmetric matrix and g(X) is a polynomial such that
g(A) = 0, prove that g(-A) = 0. Deduce that the minimum polynomial
of A contains only terms of even degree.
Deduce that if A is skew-symmetric and f (X), g(X) are polynomials
whose terms are respectively odd and even then f (A), g(A) are respec-
tively skew-symmetric and symmetric.
2.29 For every complex n x n matrix A let
n
N(A) = tr(A A) = E[A A]ii.
i=1

Prove that, for every unitary n x n matrix U,

N(UA) = N(AU) = N(A) and N(A - U) = N(In - U-1A).


2.30 If the matrix A is normal and non-singular prove that so is A-1.
Prove that p(A) for some polynomial p(X) if and only if A is
normal.
2.31 Prove that if A is a normal matrix and g(X) is any polynomial then
g(A) is normal.
2.32 If A and B are real symmetric matrices prove that A + iB is normal if
and only if A, B commute.
2.33 Let A be a real skew-symmetric n x n matrix. Show that det(-A) _
(-1)1 det A and deduce thst if n is odd then det A = 0. Show also that
every quadratic form xtAx is identically zero.
Prove that the non-zero eigenvalues of A are of the form l i where
µ E IR. If x = y + iz where y, z E IRn is an eigenvector associated with
the eigenvalue iµ, show that Ay = -juz and Az = µy. Show also that
yty = ztz and that ytz = 0. If Au = 0 show also that uty = utz = 0.
27
Book 4 Linear algebra

Find the eigenvalues of the matrix


0 2 -2
A= -2 0 -1
2 1 0

and an orthogonal matrix P such that


0 0 0
PAP = 0 0 3 .
0 -3 0

2.34 Consider the quadratic form q(x) = xtAx on IR". Prove that q(x) > 0
for all x E IR" if and only if the rank of q equals the signature of q.
Prove also that q(x) > 0 for all x E IR" with q(x) = 0 only when x = 0
if and only if the rank and signature of q are each n.
2.35 With respect to the standard basis for IR3, a quadratic form q is repre-
sented by the matrix
1 1 -1
A= 1 1 0 .
-1 0 -1
Is q positive definite? Is q positive semi-definite? Find a basis of IR3
with respect to which the matrix representing q is in normal form.
2.36 Let f be the bilinear form on IR2 x IR2 given by
f((xi,x2),(yi,y2)) = xiyi +xiy2+2x2y1 +x2Y2
Find a symmetric bilinear form g and a skew-symmetric bilinear form h
such that f = g + h.
Let q be the quadratic form given by q(x) = f (x, x) where x E IR2.
Find the matrix of q with respect to the standard basis. Find also the
rank and signature of q. Is q positive definite? Is q positive semi-definite?
2.37 Write the quadratic form
4x2 +4y 2 + 4z2 - 2yz + 2xz - 2xy
in matrix notation and show that there is an orthogonal transformation
(x, y, z) H (u, v, w) which transforms the quadratic form to
3u2 + 3v2 + 6w2.
Deduce that the original form is positive definite.
28
2: Duality and normal transformations
2.38 By completing squares, find the rank and signature of the following
quadratic forms :
(1) 2y2 - z2 + xy + xz;
(2) 2xy - xz - yz;
(3) yz+xz+xy+xt+yt+zt.
2.39 For each of the following quadratic forms write down the symmetric
matrix A for which the form is expressible as xt Ax. Diagonalise each of
the forms and in each case find a real non-singular matrix P for which
the matrix Pt AP is diagonal with entries in {1, -1,0}.
(1) x2 + 2ya + 9z2 - 2xy + 4xz - 6yz;
(2) 4xy + 2yz;
(3) x2 + 4y2 + z2 - 4t2 + 2xy - 2xt + 6yz - 8yt - 14zt.
2.40 Find the rank and signature of the quadratic form

Q(x1,...,x,) = >(xr - x8)2.


r<8

2.41 Show that the rank and signature of the quadratic form
n
E (Ars + r + s)xrx,
r'8=1

are independent of A.
2.42 Let A be the matrix associated with the quadratic form Q(x1, ... , xn)
and let A be an eigenvalue of A. Show that there exist a1, ... , an not all
zero such that
2 a
Q
2.43 If the real square matrix A is such that det A # 0 show that the quadratic
form xtAtAx is positive definite.
2.44 Let f : IRn x IRn --+ IR be a symmetric bilinear form and let Q f be the
associated quadratic form. Suppose that Qf is positive definite and let
g : IRn X IRn --> IR be a symmetric bilinear form with associated quadratic
form Qg. Prove that there is a basis of IRn with respect to which Q f
and Qg are each represented by sums of squares.
For every x E IRn let f, E (IRn)d be given by f,, (y) = f (x, y). Call
f degenerate if there exists x E IRn with ff = 0. Determine the scalars
A E IR such that g - A f is degenerate. Show that such scalars are the
29
Book 4 Linear algebra
roots of the equation det(B - AA) = 0 where A, B represent f, g relative
to some basis of IR'.
By considering the quadratic forms 2xy + 2yz and x2 - y2 + 2xz show
that the result in the first paragraph fails if neither f nor g is positive
definite.
2.45 Evaluate
(xz+y'+xa+xN+xz+yz)dx
8 dy dz.
1. 01.0 f 00

30
Solutions to Chapter 1

1.1
(i) False. For example, take b = -al.
(ii) True.
(iii) False. {(1,1,1)} is a basis, so the dimension is 1.
(iv) False. For example, take A = {0} or A = {v, 2v}.
(v) True.
(vi) False. For example, take A = IR'.
(vii) True.
(viii) False. {(x, \x) x E IR} is a subspace of IR2 for every A E IR.
I

(ix) True.
(x) True.
(xi) False. An isomorphism is always represented by a non-singular
matrix.
(xii) False. Consider, for example, IR2 and d2. The statement is true,
however, if the vector spaces have the same ground field.
(xiii) False. 0 0 is a counter-example.
(xiv) False. For example,

1 0 1 1

[0 0][1 0]- [0 4][0 0]

(xv) True.
(xvi) True.
(xvii) False. Take, for example, f, g : IR" -* IR' given by f (x, y) (0, 0)
and g(x, y) = (x, y). Relative to the standard basis of IR' we see
Book 4 Linear algebra
that f is represented by the zero matrix and g is represented by
the identity matrix; and there is no invertible matrix P such that
P-142P = 0.
(xviii) True.
(xix) False. The transformation t is non-singular (an isomorphism), but
r1 21
is singular.
1 2J
r 1
(xx) False. The matrix I 0 is not diagonalisable.
1J

1.2 We have that

(a,b,c) E Kert1 (a + b, b + c, c + a) = (0,0,0)


4=#- a=b=c=O
and so Kert1 = {0}. It follows from the dimension theorem that Imt1 =
IR3.
As for t2, we have

(a,b,c)EKert2 b a-b=0,b-c=0
b a=b=c
and so Kert2 = {(a, a, a) a E IR}. It is clear from the definition of t2
I

that Imt2 = {(a, b, 0) a, b E IR}.


I

Likewise, it is readily seen that


Ker t3 = {0}, Imt3 = IR3,
Kert4={(0,0,a) I aEIR}, Imt4={(a,b,b) a,bEIR}. I

If Ker t; fl Im ti = {0} then by the dimension theorem we have

dim(Kerti + Imti) = dim IR3

and so Ker ti + Im ti = IR3. Now for i = 1, 2, 3, 4 we have from the above


that Ker ti n Im ti = {0}. Thus we see that IR3 = Ker ti ® Im ti holds in
all cases.
Im t2 is t3-invariant. For, if v E Im t2 then v = (a, b, 0) and so

t3(v) = t3(a,b,0) = (-b,a,0) E Imt2.

However, Kert2 is not t3-invariant. For (1, 1, 1) E Kert2 but t3(1,1,1) _


(-1,1,1) Kert2.
32
Solutions to Chapter 1
For the last part, we have that (t3 o t4) (a, b, c) _ (-b, a, b) and that
(t4 o t3) (a, b, c) = (-b, a, a). Consequently,

Ker(t3 o t4) _ {(0, 0, a) I a E IR};


Im(t3 0 t4) = {(-b, a, b) a, b E IR};
I

Ker(t4 o t3) = {(0, 0, a) I a E IR};


Im(t4 o t3) = {(-b, a, a) I a, b (=- IR}.

1.3 Reducing the matrix to row-echelon form we obtain

3 -1 1 1 -1 3 1 -1 3
-1 5 -1 -> -1 5 -1 -> 0 4 2
1 -1 3 3 -1 1 0 2 -8
-1 3 -1 3
-0
1 1

2 -8 -> 0 2 -8 .
0 4 2 0 0 18

Note that we have been careful not to divide by any number that is
divisible by either 2 or 3 (since these will be zero in 74 and 713 respec-
tively).
(i) When F = IR the rank of the row echelon matrix is 3, in which case
dim Im t = 3 and hence dim Ker t = 0.
(ii) When F = 712 we have that 2,18, -8 are zero so that the rank is 1,
in which case dim Im t = 1 and dim Ker t = 2.
(iii) When F = 713 we have that 18 is zero so that the rank is 2, in
which case dim Im t = 2 and dim Ker t = 1.
V = Ker t ® Im t holds in cases (i) and (ii), but not in case (iii); for in
case (iii) we have that (1, 1, 1) belongs to both Kert and Imt.
1.4 If s o t = idv then s is surjective, hence bijective (since V is of finite
dimension). Then t = s-1 and so t o s = idv.
Suppose that W is t-invariant, so that t(W) C_ W. Since t is an
isomorphism we must have dimt(W) = dim W and so t(W) = W. Hence
W = s[t(W)] = s(W) and W is s-invariant.
The result is false for infinite-dimensional spaces. For example, con-
sider the real vector space IR[X] of polynomials over IR. Let s be the
differentiation map and t the integration map. We have s o t = id but
toe 54 id.
33
Book 4 Linear algebra
1.5 KerD = {a I a E F} and ImD = {p(X) I degp(X) < n - 2}. Clearly,
Im D is isomorphic to Vn_ 1 and Ker D is isomorphic to F. Now Ker D n
ImD # {0} since if a E F with a # 0 then the constant polynomial a
belongs to both.
The same results do not hold when the ground field is Z2. For exam-
ple, in this case we see that the polynomial X2 belongs to the kernel of
D.

1.6 Let s, t E £(V, V). Then if w E Im(s o t) we have w = a[t(u)] for some
u E V which shows that w E Im s. Thus Im(s o t) C Im s. The first
chain now follows by taking s = t'.
Similarly, if u E Kertn then s[tn(u)] = s(0) = 0 gives u E Ker(s o tn)
and so Ker t' C_ Ker(s o tn). The second chain now follows by taking
s=t.
Now we cannot have an infinite number of strict inclusions in the first
chain since X C Y implies that dim X < dim Y, and the dimension of V
is finite. Hence the chain is finite. It follows that there exists a positive
integer p such that ImtP = ImtP+k for all positive integers k. Since
dim Im tP + dim Ker tP = dim V the corresponding results for the kernel
chain are easily deduced.
To show that V = Im tP ®Ker tP it suffices, by the dimension argument,
to prove that ImtP n KertP = {0}. Now if x E ImtP n KertP then
tP(x) = 0 and there exists v E V such that x = tP(v). Consequently

0 = tP(x) = t2p(v)

and so v E Kert2p = KertP whence x = tP(v) = 0.


For the last part, observe that if x E Im tP then x = tP(v) gives
t(x) = tP+1(v) E Im tP+1 C_ Im tP and so Im tP is t-invariant. Also, if
x E KertP then tP(x) = 0 gives tP+1(x) = 0 so tP[t(x)] = 0 whence
t(x) E KertP and so KertP is t-invariant.
1.7 If f of = 0 then (Vx E V) f (X) E Ken f and so Imf C Ken.
We know that

n= dim V = dim Im f + dim Ker f = r + dim Ker f

and, by the above, dim Ker f > dim Im f = r. Hence 2r < n.


If W is a subspace such that V = Ken f ® W then we have that
dim V = dim Ker f + dim W and so

dim W = dim V - dim Ker f = dim Im f = r.


34
Solutions to Chapter 1
If {wl,...,wr} is a basis of W then for i = 1,...,r we have f(w;) E
Im f C Ker f. Moreover, { f (wl), ... , f (wr)} is linearly independent
since r / r
Atf ('wi) = 0 f Aiwt) = 0

t)LiwiEKerf
1=1
=i' r
EAtwtEKerfnW={0}
:=1
r
> A1w;=0
i=1
(i = 1,...,r) Ai = 0.

Every linearly independent subset of a vector space can be enlarged to


form a basis so, since dim Ker f = n - r, we can enlarge the independent
subset (f (wl ), ... , f (wr)} of Ker f to form a basis of Ker f. Thus we
may choose n - 2r elements x1, ... , xn-2r of Ker f such that

{f(wl),...,f(wr),xi,...,xn_2r}
is a basis for Ker f . Since V = W ® Ker f it follows that

{wl,...,Wr, f(wl),..., f(wr),xl,.... xn_2r}


is a basis for V.
Using the fact that f o f = 0 and each x; E Ker f it is readily seen
that the matrix of f relative to this basis is of the form

Suppose now that A is a non-zero n x n matrix over F. If A2 = 0


and if f : V -+ V is represented by A relative to some fixed ordered
basis then f o f = 0 and, from the above, there is a basis of V with
respect to which the matrix of f is of the above form. Thus A is similar
to this matrix. Conversely, if M denotes the above matrix then clearly
M2 = 0. So if A is similar to M there is an invertible matrix P such
that A = P-'MP whence A2 = P-1M2P = P-lOP = 0.
35
Book 4 Linear algebra

1.8 (1) Sums and scalar multiples of elements of V1, V2 are clearly elements
of V1, V2 respectively.
(2) If z E V1 then x = xl(bl + b4) + x2(b2 + b3) shows that V1 is
generated by {b1 + b4, b2 + b3}. Also, if xl (bl + b4) + x2(b2 + b3) = 0
then, since {b1, b2, b3, b4} is a basis of V, we have x1 = x2 = 0. Thus
{b1 + b4i b2 + b3} is a basis of V1. Similarly, {b1 - b4i b2 - b3} is a basis
of V2-
(3) It is clear from the definitions of V1 and V2 that we have V1 n
V2 = {0}. Consequently, the sum V1 + V2 is direct. Since V1,V2 are of
dimension 2 and V is of dimension 4, it follows that V = V1 ® V2.
(4) To find the matrix of idv relative to the bases B = {b1, b2, b3, b4}
and C = {b1 + b4, b2 + b3, b2 - b3, b1 - b4} we observe that

bl = 2(b1 + b4) + 0(b2 + b3) + 0(b2 - b3) + 2cb1 - b4)

b2 = 0(b1 + b4) + 2(b2 + b3) + 1#2 - b3) + 0(bl - b4)

b3 = 0(bi + b4) + 2(b2 + b3) - 2(b2 - b3) + 0(b1 - b4)

b4 = (b1 + b4) + 0(b2 + b3) + 0(b2 - b3) - 2(b1 - b4)-


2

2 0 0 2
0 12 1 0
A 0 1
2 -2 0
2 0 0 2

It is readily seen that

11 0 0 1

0 1 1 0
A-1 =2A=
0 1 -1 0
1 0 0 -1

Suppose now that M is centro-symmetric; i.e. of the form

a b c d
e f g h
h g f e

d c b a

36
Solutions to Chapter 1
Let f represent M relative to the basis B. Then the matrix of f relative
to the basis C is given by AMA-1, which is readily seen to be of the
form
a /3 0 0
_ ry 6 0 0
K
0 0 E S
0 0 $
Thus if M is centro-symmetric it is similar to a matrix of the form K.
1.9 If F is not of characteristic 2 then 1F + 1F # OF. Writing 2 = 1F + 1F
we have that 2 E F. Given x c V we then observe that

x = 2x+ 2f(x) + 2x - 2f(x)


= 2x+f(ax)+2x-f(2x)
=(idv+f)(ax)+(idv-f)(ax)
so V = Im(idv +f) + Im(idv -f). Also, if x E Im(idv +f) n Im(idv -f)
then x = y + f (y) = z - f (z) for some y, z E V and hence, since
f o f = idv by hypothesis,

f(x) = f(y) + f[f(n)] = f(y) + y = x;


f (x) = f (z) - f If (z)] = f (z) - z = -x,
whence x = 0. Thus V = Im(idv +f) ® Im(idv -f).
If A2 = In, let f represent A relative to some fixed ordered basis. Then
f of = idv. Let {a,,.. . , ap} be a basis of Im(idv +f) and {ap+1, ... , an}
be a basis of Im(idv -f). Then {a,, ... , an} is a basis of V. Now since
a1 = b+ f (b) for some b E V we have f (al) = f (b) + f If (b)] = f (b) +b =
a1, and similarly for a2, ... , ap. Likewise, ap+1 = c - f (c) for some
c E V so f (ap+,) = f (c) - f If (c)] = f (c) - c = -ap+1, and similarly for
ap+2, ... , an. Hence the matrix off relative to the basis {a,,... , an } is

Ip
11611P
0 - I0n- pJ
and A is then similar to this matrix. Conversely, if A is similar to a
matrix of the form AP then there is an invertible matrix Q such that
Q-1 AQ = Ap. Then
A2 (QAPQ-1)2 = QO2PQ-1 = QjnQ-1
= = In.
37
Book 4 Linear algebra

Suppose now that F is of characteristic 2, so that x + x = 0 and hence


x= -x for every x E F. Let f of =idv and let g = idv +f . Then
(*) g(x)=0 x+f(z)=0 b x=-f(x)= f(x).
Moreover, for every x E V we have g[g(x)] = g[x + f (x)] = z + f (z) +
f[x + f(x)] = x + f(x) + f(x) + f[f(x)] = x + f(z) + f(x) +x= 0 and
hence g o g = 0.
Suppose now that A2 = In and let f represent A relative to some
fixed ordered basis. Let g = idv +f and note from the above that
Im g C Kerg. Let {g(c1),... , g(cp)} be a basis of Im g and extend this
to a basis
{b1, ... , bn-2p) 9(C1) , ... , g(cp)}
of Ker g (which is of dimension n - dim Im g = n - p). Consider now the
set
B = {bl,... , bn-2p, 9(C1), CI) ... , 9(Cp), Cp}.
This set has n elements; for c; = bj gives the contradiction g(c;) _
g(b2) = 0, and c; = g(c2) gives the contradiction g(ci) = g[g(cj)] = 0. It
is also linearly independent; for if we had
EAibi+Ep3g(c1)+Evjcj = 0
then, applying g and using the fact that bi, g(cj) E Ker g, we deduce that
vjg(cj) = 0 whence each vj = 0, and then from E Aib1+E ujg(cj) =
0 we obtain a; = 0 = u for all i, j. Thus B is a basis of V. To compute
the matrix of f relative to the basis B we observe that since bi E Ker g we
have, by (*), that f (b;) = b= for every i. Also, f [g(ci)] = g[g(cj)]+g(c;) _
g(cf) so that we have
f [9(ci)] = l.g(ci) + O.ct
f (c;) = l.g(ct) + l.c1
It follows from these observations that the matrix of f relative to B is
f In-2p 1
1 1

0 1

vp =

38
Solutions to Chapter 1
Consequently A is similar to this matrix. Conversely, if A is similar to
a matrix of the form VP then there is an invertible matrix Q such that
Q-1 AQ = V p and so
A2= (QVPQ-1)2 = QV Q-1 = QInQ-1 = In.
1.10 If t E £(IR2, IR2) is given by t(a,b) = (b,0) then clearly Imt = Kert
{0}.
If t E C(IR3,IR3) is given by t(a,b,c) = (c,0,0) then Imt C Kert.
If t E £(IR3, IR3) is given by t(a,b, c) = (b,c,0) then Kert C Imt.
If t is a projection then Im t f1 Ker t = {0} and none of the above are
possible.
1.11 Consider the elements of £(IR3, IR3) given by
ti (a, b, c) _ (a, a, 0);
t2 (a, b, c) _ (0, b, 0);
t3 (a, b, c) _ (0, b, c);
t4(a,b,c)=(0,b-a,c);
tb(a,b,c) _ (a,0,0).
Each of these transformations is a projection. We have
Ker tb = Ker t 1 but Im tb Im t1 f
Im t3 = Im t4 but Ker t3 ¢ Ker t4.
Also, t1 o t2 = 0 but t2 o ti 96 0. (Note that t2 o t1 is not a projection.)
1.12 Clearly, ei + e2 is a projection if and only if (denoting composites by
juxtaposition) e1e2 + e2e1 = 0. Thus if e1e2 = 0 and e2e1 = 0 then
the property holds. Conversely, suppose that e1 + e2 is a projection.
Then multiplying each side of e1 e2+e2e1 = 0 on the left by e1 we obtain
ele2+e1e2e1 = 0, and multiplying each side on the right by e1 we obtain
ele2el + e2e1 = 0. It follows that e1e2 = e2e1. But e1e2 + e2e1 = 0 also
gives e1e2 = -e2e1. Hence we have that each composite is zero.
When ei + e2 is a projection, we have that
Ker(ei + e2) = Kerel fl Kere2i
Im(ei +e2) = Imel ®Ime2.
1.13 Take U = {(0, a, b) a, b E IR}. Then IR3 = V ® U since it is clear that
I

V n U = {0} and that


(a,b,c) _ (a, a, 0) + (0, b - a, c).
For the last part refer to question 1.11; take e = t1 and f = t4-
39
Book 4 Linear algebra

1.14 Suppose that Im e = Im f . Then for every v E V we have f (v) E Im f =


Ime so, since e acts as the identity map on its image, elf (v)] = AV)
and hence e o f = f. Likewise, f o e= e. Conversely, if e o f= f and
foe = e, let z E Im e. Then e(x) = x gives e(x) = f [e(x)] = f (x) E Im f
and so Im e C Im f . The reverse inclusion is obtained similarly.
Since Im el = = Im ek we have ei o ej = ej for all i, j. Now

e2 = (?iAjej)2

(k)+ (k)
_ A e + ... + akek + A1A2e1e2 + A2.1e2e1

..+
+ + AkAk-lekek-1

l
sG-J

= e,
and so e is also a projection. To show that Ime = Imel it suffices to
prove that e o el = el and e1 o e = e. Now
(A1e1 + + .kek)el = Ale, + + Akel = el
gives the first of these, and the second is similar.
For the last part, consider e, f E .C(IR2, IR2) given by
e(a, b) = (a, 0), f (a, b) = (0, b).
Then e and f are projections but clearly e + if is not.
a 2
1.15 Since sums and scalar multiples of step functions are step functions it is
clear that E is a subspace of the real vector space of all mappings from
IR to IR. Given 6 E E, the step function t9i whose graph is

ai ai+1

i.e. the function that agrees with t9 on [ai, ai+1 [ and is zero elsewhere,
40
Solutions to Chapter 1
is given by the prescription
Oi(x) = O(ai)[ear(x) - ear+,(x)]-
It follows that {ek I k E [0, 1[} generates E since then
n+1
tf = E 9gi.
i=0
Since the functions ek clearly form an independent set, they therefore
form a basis of E.
It is likewise clear that F is a vector space and that G is a subspace
of F. Consider now an element of F, as depicted in the diagram

From geometric considerations it is clear that every element of F can be


written uniquely as the sum of a function e E E and a function g E G.
[It helps to think of the above strips as pieces of wood that can slide up
and down.] Thus it is clear that F = E ® G.
To show that {gk k E [0, 1[} is a basis for G, observe first that the
I

graph of gar - gar+1 is of the form

ai+1- ai

41
Book 4 Linear algebra

Given p E F, consider the function pi whose graph is

Z
ai ai+1

i.e. the function that agrees with µ on [ai, ai+1 [ and is zero elsewhere.
Let the gradient in the interval [ai, ai+i [ be bi, so that di = p(ai) +
bi(ai+l - ai). Then it can be seen that

Ai = bi(gai - ga,+i) + li(ai)ea; - diea;+i.

Consequently µ = Enof µi gives the expression for it as a sum of g E G


and e E E. It now follows that {gk k E [0, 1[} must be a basis for G.
I

Finally, observe that

I(ek) = foo ek(t) dt = gk

so that I carries a basis to a basis and therefore extends to an isomor-


phism from E to G.
1.16 Let t1it2 E C(IR3,IR3) be given by

tj (a, b, c) = (a, 2b, 3c), t2(a, b, c) _ (2a, 3b, 6c).

Then t1 has eigenvalues 1, 2, 3 and t2 has eigenvalues 2, 3, 6. So both


questions can be answered in the affirmative.
1.17 The eigenvalues of t are 1 + if and 1 - if. Associated eigenvectors
of any matrix representing t are [1, if /2] and [1, -if /2]. Since the
eigenvalues are distinct, the eigenvectors of t form a basis of d2. The
matrix of t with respect to this basis is

1+i/ 0
0 1-ice
42
Solutions to Chapter 1
1.18 Since t has 0 as an eigenvalue we have t(v) = 0 for some non-zero v E V
and hence t is not injective, so not invertible. Thus if t is invertible
then all its eigenvalues are non-zero. For the converse, suppose that t is
not invertible and hence not injective. Then there is a non-zero vector
V E Ker t, and t(v) = 0 shows that 0 is an eigenvalue of t.
If now t is invertible and t(v) = av with A # 0 then v = t-1 [t(v)] _
t-1(Av) = Jet-1(v) gives t-1(v) = A' 1v and so A-1 is an eigenvalue of
t-1 with the same associated eigenvector. (Remark. Note that we have
assumed that V is finite-dimensional (where?)-in fact the result is false
for infinite-dimensional spaces.)
1.19 Suppose that A is a non-zero eigenvalue of t. Then t(v) = Av for some
non-zero v E V and
0 = tm(v) = tm-,[t(v)] = t'-' (AV) = ... = Amv,

and we have the contradiction A' = 0. Hence all the eigenvalues of t


are zero.
If t is diagonalisable then the matrix A of t is similar to the diagonal
matrix
Al

An

where A 1, . . . , an are the eigenvalues of t. But we have just seen that


all the eigenvalues are zero. Thus, for some invertible matrix P we have
P-1AP = 0 which gives A = 0 and hence the contradiction t = 0.
1.20 The matrix of t with respect to the canonical basis {(1, 0), (0, 1)} is

The characteristic equation is (A- f)(A+f) = 0 and, since t-f id 0


0, t + f id 0 0, the minimum polynomial is (X - V3_) (X + f).
1.21 That t is linear follows from

t(f (X) + g(X)) = t((f + g)(X))


=(f+g)(X+1)
= f (X + 1) + g(X + 1) = t(f (X)) + t(g(X)),
43
Book 4 Linear algebra

t(Af(X)) = t((Af)(X)) = Af(X + 1) = At(f(X)).


The matrix of t relative to { 1, X, ... , XI I is
1 1 1 1 ... 1

0 1 2 3 ... n
0 0 1 3 ... an(n - 1)

0 0 0 0 ... 1

The eigenvalues of t are all 1. The characteristic polynomial is


g(X) = (X - 1)n+1
Hence, by the Cayley-Hamilton theorem, g(t) = 0. The minimum poly-
nomial of t is then m(X) = (X - 1)' for some r with 1 < r < n + 1.
A simple check using the above matrix shows that (t - idv)" 54 0 for
1 < r < n. Consequently we have that m(X) = (X - 1)n+1
1.22 Let A1, ... , An be the eigenvalues of t. Then A', . . . , An are the eigenval-
ues of t2 = idv and so
azl =...=Azn =1.
Consequently, at = ±1 for each i and hence the sum of the eigenvalues
of t is an integer.
1.23 (a) We have

3-A -1
-1 3-A =Az-6A+8=(A-4)(A-2)
so the eigenvalues are 2 and 4, each of geometric multiplicity 1. For the
eigenvectors associated with the eigenvalue 2, solve

[-1 1][ y)- 1001

to obtain the eigenspace {[x, x] x E iR}. For the eigenvectors associ-


I

ated with the eigenvalue 4, solve

-1 y1=[01
44
Solutions to Chapter 1
to obtain the eigenspace {[x, -z] x E IR}. Since A has distinct eigen-
I

values it is diagonalisable. A suitable matrix P is

(b) The eigenvalues are 2, 3, 6 and are all of geometric multiplicity 1.


Associated eigenvectors are [1,0, -1], [1,1,1], [1, -2,1]. A is diagonalis-
able; take, for example,

1 1 1

P 0 1 -2 .

-1 1 1

(c) The eigenvalues of A are 6, 6, and 12. For the eigenvalue 6 we


consider
1 -1 -2 x 0
-1 1 2 y=0 .

-2 2 4 z 0

We obtain -x + y + 2z = 0. We can therefore find two linearly indepen-


dent eigenvectors associated with the eigenvalue 6, for example [1, 1,01
and [2, 0, 1]. Hence this eigenvalue has geometric multiplicity 2. The
eigenvalue 12 has geometric multiplicity 1 and an associated eigenvector
is [-1, 1, 2]. Hence A is diagonalisable and a suitable matrix P is

(d) The eigenvalues are 2, 2, 1. For the eigenvalue 2 we consider

0 1 -1 x 0
0 0 y= 0
1 l1
1
0 0 -1 z 0

from which we see that the corresponding eigenspace is spanned by


[1, 0, 0]. Hence the eigenvalue 2 has geometric multiplicity 1. The eigen-
value 1 also has geometric multiplicity 1, the corresponding eigenspace
being spanned by [-2, 1, -1]. In this case A is not diagonalisable.
45
Book 4 Linear algebra

(e) The eigenvalues are 2, 2, 2. From


-1 0 1 x 0
0 0 1 y= 0
-1 0 1 z 0

we see that the corresponding eigenspace is spanned by [0, 1, 0] and has


dimension 1. Thus the geometric multiplicity of the eigenvalue 2 is 1,
and A is not diagonalisable.
1.24 The matrix in question is

and we have
An-1

[:1=
The characteristic polynomial of A is X2 - 2X -1 and its eigenvalues are
a1 = 1 + f and )2 = 1 - v'-2. Corresponding eigenvectors are [f, 1]
and [-vi, 1]. The matrix

1 1
P=
is such that P-1 AP = diag{A1,A2}.
In the new coordinate system, I i ] becomes P-1 { i ] = [1'1]where
L
P2

f+1 f-1
P1=
2f , P2= 2/
We then have
an =P1Ai-1vi-P2.A2-1vi, + P2,\2-1
bn =p1Ai-1
from which we see that
an __ P,An-,\/2
I -P2- a2
+P2\a-1
bn PlAi-1
f- (P2/P1)(A2/a1)n-1vi

1 + (p2/P1)(A2/A1)n-1

1 - (P2/P1)(A2/A1)n-1
_ (1
+ (P2/P1)(A2/)t1)n-1

46
Solutions to Chapter 1
Now since 0 < 1A2/1\1I < 1 we deduce that

hm
n-.oo
an
b ,,,
=f.
1.25 Since f (X) and g(X) are coprime there are polynomials p(X) and q(X)
such that f (X)p(X) + g(X)q(X) = 1. Let c = p(t) and d = q(t). Then
ac + bd = idv.
Suppose now that v is an eigenvector of ab associated with the eigen-
value 0. (Note that ab has 0 as an eigenvalue since t is singular.) Let
u = a(cv) and w = b(dv). Then since a, b, c commute we have

bu = bacv = cabv = 0,

and since a, b, d commute we have

aw = abdv = dabv = 0.

Also, u + w = (ac + bd)v = v since ac + bd = idv.


1.26 Ifu,vE CA then t(u)=Au and t(v) = Av and so
t(au + bv) = at(u) + bt(v) = aAu + bAv = A(au + bv)

and hence Ca is a subspace of V.


Let v E CA. Then, since s and t commute, we have

t(s(v)] = s[t(v)] = s(Av) = As(v)

from which it follows that Ca is s-invariant.


If A is an eigenvalue then Ca; # {0}. If dim Ca, > 1 then since t has
n distinct eigenvalues this would give more than n linearly independent
vectors, which is impossible. Hence CA, is spanned by a single vector,
v; say. Since Ca, is s-invariant we have s(vi) = uivi for some µ; E F.
Hence the matrix of s with respect to the basis {v1i...,v,,} is diagonal.
1.27 There is an integer r _< n with {u, t(u), ... , tr-1(u)} linearly independent
and {u, t(u), ... , tr(u)} linearly dependent. Then

tr(u) = aou + alt(u) + + ar-ltr-1(u),


so that, applying t,
tr+1(u)
l =aot(u)
a+ alt2(u) + . + ar-itr(u),
47
Book 4 Linear algebra
Continuing in this way we see that {u, t(u), ... , tr-1(u)} spans U and
so is a basis. By the above argument we have t[t`(u)] _ ajt3(u),
so U is t-invariant.
Let f(X)=-ao-a1X- -a,._1X''-1+X'. Then f (X) has degree
r and [f(t)](u) = 0. Since U is t-invariant the restriction to of t to U
induces a linear transformation from U to itself. Now [f (tu)] (u) = 0 so
[f(tu)](v) = 0 for all v E U. Hence f(tu) is the zero transformation on
U. If now g(X) is a polynomial of degree less than r with g(tu) = 0 then
[g(tu)](u) = 0 implies that {u, t(u), ... , t''-1(u)} is dependent. Hence
f (X) is the (monic) polynomial of least degree such that f (tu) = 0, so
f (X) is the minimum polynomial of tv.
When u = (1, 1, 0) E IR3 and t(x, y, z) = (x + y, x - y, z) we have
that U = (1, 1, 0), (2, 0, 0)}. Also, t2 (u) = (2, 2, 0) = 2u and so f (X) _
X2-2.
1.28 (1) Proceed by induction. The result clearly holds for n = 1. In this ex-
ample it is necessary, in order to apply the second principle of induction,
to include a proof for n = 2
q2 = r(s + t)r(s + t)
= (rs + rt)2
= rsrs + rtrs + rsrt + rtrt

= rsr(s + t)

= pq.
Suppose now that it is true for all r < n where n > 2. Then
qn+1
= qn q = pn-1q2 = pn-1pq = pnq,
which shows that it holds for n + 1. The second equality is established
in a similar way.
(2) If r is non-singular then r-' exists and consequently from rtr = 0
we obtain the contradiction t = 0. Hence r is singular, so both p and
q are singular and hence have 0 as an eigenvalue. Consequently we see
that p(X) and q(X) are divisible by X.
(3) Let q(X) = a1X+a2X2+ +a,.Xr. Then a1q+a2g2+ +a,.qr' _
0 and so(a1Q + + a,.q'')p = 0, i.e. a1p2 + + arp''}1 = 0 which
shows that p satisfies Xq(X) = 0. Similarly, q satisfies Xp(X) = 0.
By (3), p(X) divides Xq(X), and q(X) divides Xp(X), so we have

Xq(X) = p1(X)p(X), Xp(X) = g1(X)q(X)


48
Solutions to Chapter 1
for monic polynomials pi(X),gl(X). Now X2q(X) = Xpl(X)p(X) _
pl(X)gl(X)q(X) so, since q(X) # 0, we have pi(X)gl(X) = V. Con-
sequently, either (i) pi(X) = ql(X) = X, or (ii) ql(X) = X2, or
(iii) P, (X) = X2.
1.29 Clearly, adding together the elements in the middle row, the middle
column, and both diagonals, we obtain

E m{j + 3m22 = 4$,


i,a

so that 3$ + 3m22 = 4$ and hence t = 3m22.


If m22 = a, ml l = a + Q and m31 = a + 'y then

m21 =3a-m11 -m31 =3a-a-Q-a-7=a-Q-'y,


m23 =3a-m21 -m22 =3a-a+p+ry-a=a+p+j,
and so on, and we obtain

a+Q a-P+7 a-7


M(a,Q)ry)= a-Q- 1 a a+Q+ry
CL +ry a+Q -ry a-,0
It is readily seen that sums and scalar multiples of magic matrices
are also magic. Hence the magic matrices constitute a subspace of
Mat3X3(Q). Also,

M(a, Q, 'y) = aM(1, 0, 0) + QM(0,1, 0) + iM(0, 0, 1)

so that B generates this subspace. Since M(a, Q, ry) = 0 if and only if


a = /3 = ry = 0, it follows that B is a basis for this subspace.
That el + e2 + e3 is an eigenvector of f follows from the fact that

1 3a 1

M(a,Q, 7) 1 = 3a = 3a 1

1 3a 1

To compute the matrix of f relative to the basis {el + e2 + e3, e2, e3}
we observe that, by the above,

f(el + e2 + e3) = 3a(el + e2 + e3);

49
Book 4 Linear algebra

and that
f (e2) = (a - /3 +'y)e1 + ae2 + (a + /3 - 'y)e3
=(a-/.3+7)(ei+e2+e3-e2-e3)+ae2+(a+p-ry)e3
= (a - Q + ry)(el + e2 + e3) + (/3 -'y)e2 + (2Q - 2ry)e3i
f(e3) = (a - ry)el + (a + Q + ry)e2 + (a - /3)e3
=(a-'r)(e1+e2+e3-e2-e3)+(Q+27)e2+ (7-Q)e3
=(a-ry)(e1+e2+e3)+(/3+2ry)e2+(7-9)e3
The matrix of f relative to {e1 + e2 + e3, e2, e3) is then

3a a-+ry a - ry
L= 0 /3-i /3+2ry
0 2/3-try ry-/3

Since L and M(a, /3, -y) represent the same linear mapping they are sim-
ilar and therefore have the same eigenvalues. It is readily seen that

det (L - AI3) = (3a - A)(A2 - 3/32 + 372),

so the eigenvalues are 3a and f 3(/32 - i2).


1.80 If f is nilpotent of index p then fP = 0 and fP-1 0 0. Let x E V be
such that fP-1(x) 54 0 and consider the set

Bp = {x, f(x),...,fp-1(x)}
Suppose that

(*) .lox + A11(x) + ... + AP-1 p-1(x) = 0.

On applying fP-1 to (*) and using the fact that fP = 0, we see that
Ao fP-1(x) = 0 whence we deduce that Ao = 0. Deleting the first term
in (*) and applying fp-2 to the remainder, we obtain similarly Al = 0.
Repeating this argument, we see that each Al = 0 and hence that Bp is
linearly independent.
It follows from the above that if f is nilpotent of index n = dim V
then
B. = {x, f(x),..., fn-1(x)}
50
Solutions to Chapter 1
is a basis of V. The matrix of f relative to Bn is readily seen to be

0 0
I* = In-1 0 .

Consequently, if A is an n x n matrix over F that is nilpotent of index


n then A is similar to I. Conversely, if A is similar to I* then there is
an invertible matrix P such that P-i AP = I*, so that A = PI*P-1.
Computing the powers of A we see that
(i) An = 0;
(ii) [An-1]n1 = 1, so An-1 # 0.
Hence A is nilpotent of index n.
1.31 To see that V is a Q-vector space it suffices to check the axioms con-
cerning the external law. For example,
(a + if)[(ry + iS)x] = (a + i8)[ryx - 51(x)]
= a['Yx- 6f W1 -Qf[7x-Sf(x)]
= a'Yx - aS f (x) - ,(dryf (x) - QSx
= (ary -,QS)x - (aS +Q7)f(x)
= [(a+i/)(ry+iS)]x.
Suppose now that {V1,...,yr} is a linearly independent subset of the
d-vector space V and that in the IR-vector space V we have

Eajva+E# f(Vj)=0.
Using the given identity, we can rewrite this as the following equation
in the Q-vector space V :

E(aj - if1)v, = 0.

It follows that aj - i3j = 0 for every j, so that a3 = 0 = P j. Conse-


quently,
(V1) ...,Vr,f(VI),.... f(Vr)}

is linearly independent in the IR-vector space V. Since V is of finite


dimension over IR it must then be so over C. The given identity shows
that every complex linear combination of {v1, ... , vn} can be written as
a real linear combination of
V1i...,Vnif(Vl),..., f(Vn).
51
Book 4 Linear algebra

If dime V = n it then follows that dimR V = 2n.


By considering a basis of V (over IR) of the form

{vi,...,vn,f(vl),.... f(vn)}

we deduce immediately from the fact that f o f = - idv that the matrix
of f relative to this basis is
1
0 In
In ].
0

Clearly, it follows from the above that if A is a 2n x 2n matrix over IR


such that A2 = -I2n then A is similar to r. Conversely, if A is similar
to r then there is an invertible matrix P such that P-' AP = r and
hence A2 = (PrP-1)2 = Pr2P-1 = P(-I2n)P-1 = -12n-
1.82 Let x be an eigenvector corresponding to A. Then from Ax = Ax we
have that xtAt = Axt and hence e T = A. Since A = A and At = -A
we deduce that -Y A = ax . Thus -tAx = -ax x. But we also have
x Ax = iAx = Aix. It follows that A = -A, so the real part of A is
zero. We also deduce from Ax = Ax that Ax = ax, i.e. that AT = ax,
so A is also an eigenvalue.
Y = (A - AI)Z gives Yt = Zt(At - AI) = -Zt(A+ AI) and hence
Y= -2'(-A + XI) = -Z (A - AI). Consequently,

V Y = -Z (A - AI).(A - AI)Z = 0

since it is given that (A - AI)2Z = 0. Now the elements of V Y are of


the form

a + ib

[a - ib ... x - iy] = a 2 + b2 + +x2+y2


x+iy
and a sum of squares is zero if and only if each summand is zero. Hence
we see that Y = 0.
The minimum polynomial of A cannot have repeated roots. For, if this
were of the form m(X) = (X - a)2p(X) then from (A - aI)2p(A) = 0
we would have, by the above applied to each column of p(A) in turn,
(A - aI)p(A) = 0 and m(X) would not be the minimum polynomial.
52
Solutions to Chapter 1
Thus the minimum polynomial has simple roots and so A is similar to
a diagonal matrix.
Suppose now that Ax = iax. Then Ax = -iax and

Au = A(x+x) =iax-iax=ia(x-x) =av,


Av=Ai(x-x)=-ax-ax=-a(x+x) = -au.
These equalities can be written in the form

[Av]- I a 0][ v]'


The last part follows by choosing is 1 i ... , iak to be the non-zero eigen-
values of A.
1.33 Since t satisfies its characteristic equation we have

(t - id)(t + 2id)(t - lid) = 0,


which gives t3 = t2 + 4t - 4 id. It is now readily seen that

t4 = t2 + 4(t2 - id);
t6 = t2 +4(1+4) (t2 - id);

is = t2 +4(1+4+4 2) (t2 - id).


This suggests that in general

t2p=t2+4(1+4+42+ ..+4p-2)(t2-id).
It is easy to see by induction that this is indeed the case. Thus we see
that t2n
= t2 + 4(11 + 4 + - + 4n-2) (t2 - id)

14(t2-id)
=t2+4(1_4n_1)

= t2 + 3 (4n-1 - 1)(t2 - id).


1.34 We have that
f(b1) = AIbl;
(i>2) f Qiib1 + E mjibj'
j>2
53
Book 4 Linear algebra

Thus the matrix of f relative to the basis {b1, b'2, ... , b,n} is of the form

1 Al 012 Pin
A= 0 M
If wEW,say w=w1b1+E1>2w;b; then

g(w) ir[f(w)] = ir(wiAlbl +>wif(b:))


i>2
wif(bi)EW,
i>2

since b1 E Ker it and it acts as the identity on Im it = W. Thus W is


g-invariant.
It is clear that Mat (g', M. Also, the characteristic equation
of f is given by det (A - XIn) = 0, i.e. by
(A1 -X)det(M-XIn)=0.
So the eigenvalues of g' are precisely those of f with the algebraic mul-
tiplicity of Al reduced by 1. Since all the eigenvalues of f belong to F
by hypothesis, so then do all those of g'.
The last part follows from the above by a simple inductive argument;
if the result holds for (n - 1) x (n - 1) matrices then it holds for M and
hence for A.
1.35 The eigenvalues of t are 0, 1, 1. The minimum polynomial is either
X(X - 1) or X(X - 1)2. But t2 - t 54 0 so the minimum polynomial is
X(X - 1)2. We have that
V = Ker t ® Ker(t - idv)2.
We must find a basis {w1, w2, w3} with

t(wl) = 0, (t - idv)(w2) = 0, (t - idv)(w3) = Aw2.


A suitable basis is {(-1, 2, 0), (1, -1, 0), (1,1,1)}, with respect to which
the matrix of t is
0 0 0
0 1 1 .

0 0 1

54
Solutions to Chapter 1
1.36 We have that

t(1) = -5 - 8X - 5X2,
t2(1) = -5(-5 - 8X - 5X2) - 8(1 + X + X2) - 5(4 + 7X + 4X2),
t3(1) = 0.

Similarly we have that t3(X) = 0 and 13(X2) = 0. Consequently t3 = 0


and so t is nilpotent.
Take vl = 1 + X + X2. Then we have t(vl) = 0. Now take v2 =
5 + 8X + 5X2. Then we have

t(v2) = 3(1 + X + X2) E span (vi).

Finally, take v3 = 1 and observe that

t(1) = -5 - 8X - 5X2 E span {vl, v2}.

It is now clear that {1+X+X2, 5+8X+5X2,1} is a basis with respect


to which the matrix of t is upper triangular.
1.37 (a) The characteristic polynomial is X2 + 2X + 1 so the eigenvalues are
-1 (twice). The corresponding eigenvector satisfies

40 [00]
[2 5 -40][y]-
so -1 has geometric multiplicity 1 with [8, 51 as an associated eigenvec-
tor. Hence the Jordan normal form is

A Jordan basis can be found by solving

(A+ I2)vl = 0, (A+ I2)v2 = vi.

Take vi = [8, 5]. Then a possible solution for v2 is [5, 3], giving

55
Book 4 Linear algebra
(b) The characteristic polynomial is (X+1)2. The eigenvalues are -1
(twice) with geometric multiplicity 1, and a corresponding eigenvector
is [1, 01. The Jordan normal form is

A Jordan basis satisfies

(A+I2)v1=0, (A+I2)v2=v1
Take v1 = [1, 0] and v2 = [0, -1]; then

P [1O

(Any Jordan basis is of the form {[c, 0], [d, -c]} with P =
c -cdl
0
L
(c) The characteristic polynomial is (X - 1)3, so the only eigenvalue is
1. It has geometric multiplicity 2 with {[I, 0, 01, [0, 2,3]) as a basis for
the eigenspace. The Jordan normal form is then

1 1 0
0 1 0 .

0 0 1

A Jordan basis satisfies

(A - I3)vl = 0, (A - I3)v2 = v1, (A - I3)v3 = 0.

Now (A- I3)2 = 0 so choose v2 to be any vector not in ([1, 0, 01, [0, 2, 3]),
for example v2 = [0, 1, 0]. Then v1 = (A-I3)v2 = [3, 6, 9]. For v3 choose
any vector in ([1, 0, 0], [0, 2,31) that is independent of [3,6,9], for example
V3 = [1, 0, 0]. This gives

3 0 1
P= 6 1 0 .

9 0 0

56
Solutions to Chapter 1
(d) The Jordan normal form is

3 1 0
0 3 0 .

0 0 3

A Jordan basis satisfies

(A-313)vl = 0, (A-313)v2=v1i (A-313)v3=0.


Choose v2 = [0, 0, 11. Then vl = [1, 0, 0] and a suitable choice for v3 is
[0, 1, 0]. Thus
1 0 0
P= 0 0 1
0 1 0

1.88 The characteristic polynomial of A is (X- 1)'(X-2)1. For the eigenvalue


2 we solve
0 1 1 1 0 x 0
0 0 0 0 0 y 0
0 0 0 1 0 z 0
0 0 0 -1 1 t 0
0 -1 -1 -1 - 2 w 0

to obtain w = t = 0, y + z = 0. Thus the general eigenvector associated


with the eigenvalue 2 is [x, y, -y, 0, 01 with x, y not both zero. The
Jordan block associated with the eigenvalue 2 is

2
[0 2]

For the eigenvalue 1 we solve

1 1 1 1 0 x 0
0 1 0 0 0 11
0
0 0 1 1 0 z 0
0 0 0 0 1 t 0
-0 -1 -1 -1 - 1 w 0

57
Book 4 Linear algebra
to obtain w = y = x = 0, z + t = 0. Thus the general eigenvector
associated with the eigenvalue 1 is [0, 0, z, -z, 0] with z # 0. The Jordan
block associated with the eigenvalue 1 is
1 1 0
0 1 1 .

0 0 1

The Jordan normal form of A is therefore


2 0 0 0 0
0 2 0 0 0
0 0 1 1 0
0 0 0 1 1
0 0 0 0 1

Take [0, 0, 1, -1, 0] as an eigenvector associated with the eigenvalue 1.


Then we solve
1 1 1 1 0 x 0
0 1 0 0 0 y 0
0 0 1 1 0 z= 1

0 0 0 0 1 t -1
0 -1 -1 -1 -1 w 0

to obtain y = 0, w = -1, z + t = 1, x = -1, so we take [-1, 0, 0, 1, -11.


Next we solve
1 1 1 1 0 x -1
0 1 0 0 0 y 0
0 0 1 1 0 z= 0
0 0 0 0 1 t 1

0 -1 -1 -1 -1 w -1
to obtain y = 0, t + z = 0, w = 1,x = -1, so we consider [-1,0,0,0,11.
A Jordan basis is therefore
{[1, 0, 0, 0, o], [0, 1, -1,0,011 10,0, 1,-1, o], [-1,0,0, 11 -1], [-1101010, ill
and a suitable matrix is
1 0 0 -1 -1
0 1 0 0 0
P= 0 -1 1 0 0
0 0 -1 1 0
0 0 0 -1 1

58
Solutions to Chapter 1
1.39 (a) The Jordan form and a suitable (non-unique) matrix P are
2 1 0 2 -5 5
J= 0 2 0 , P= 2 -3 8 .

0 0 2 3 8 -7
(b) The Jordan form and a suitable P are
2 0 0 0 4 3 2 07
0 1 1 0 5 4 3 0
0 0 1 1
P= -2 -2 -1 0
0 0 0 1 11 6 4 1j
1.40 The Jordan normal form is
2 0 0 0 0
0 2 1 0 0
0 0 2 0 0
0 0 0 3 1

0 0 0 0 3

A Jordan basis is
{[2, 1, 0, 0,1], [1,0,1,0,0], [0, 1, 0,1, 0], [-1,0,0,1,0], [2, 0, 0, 0, 1]j.
1.41 The minimum polynomial is (X - 2)3. There are two possibilities for
the Jordan normal form, namely
2 1 0 0 0 2 1 0 0 01
0 2 1 0 0 0 2 0 0 0
J1= 0 0 2 0 0 , J2 = 0 0 2 1 0
0 0 0 2 0 0 0 0 2 1

0 0 0 0 2 0 0 0 0 2

Each of these has (X - 2)3 as minimum polynomial. There are two


linearly independent eigenvectors; e.g., [0, -1,1,1, 0] and [0, 1, 0, 0, 11.
The number of linearly independent eigenvectors does not determine
the Jordan form. For example, the matrix J2 above and the matrix
2 0 0 0 0
0 2 1 0 0
0 0 2 1 0
0 0 0 2 1

0 0 0 0 2

59
Book 4 Linear algebra
have two linearly independent eigenvectors. Both pieces of information
are required in order to determine the Jordan form. For the given matrix
this is J2.
1.42 A basis for IR4[X] is {1,X,X2,X3} and D(1) = 0,D(X) = 1,D(X2) _
2X, D(X3) = 3X2. Hence, relative to the above basis, D is represented
by the matrix
0 1 0 0
0 0 2 0
0 0 0 3
0 0 0 0

The characteristic polynomial of this matrix is X4, the only (quadruple)


eigenvalue is 0, and the eigenspace of 0 is of dimension 1 with basis {1}.
So the Jordan normal form is
f0 1 0 0
0 0 1 0
0 0 0 1

0 0 0 0

A Jordan basis is {fl, f2, f3, f4} where

Df, = 0, Df2 = fl, Df3 = f2, Df4 = f3.


Choose f1 = 1; then f2 = X, f3 = 2X2, f4 = 6X3 so a Jordan basis is
{6,6X,3X2,X3}.
1.43 The possible Jordan forms are

3 0 0 3 1 0 3 1 0 3 0 0
0 3 0 , 0 3 1 0 3 0 , 0 3 1.
0 0 3 0 0 3 0 0 3 0 0 3

The last two are similar.


1.44 (i) and (ii) are true : use the fact that AB and BA = A-' (AB)A are
similar.
(iii) and (iv) are false; for example,

0 1 and 1 0
[0 0][0 0] [0 0][0 01

clearly have the same Jordan normal form.


60
Solutions to Chapter 1
1.45 V decomposes into a direct sum of t-invariant subspaces, say V =
Vi ® . ® V,., and each summand is associated with one and only one
eigenvalue of t. Without loss of generality we can assume that t has a
single eigenvalue A. Consider an i x i Jordan block. Corresponding to
this block there are i basis elements of V, say v1i ... , vt, with
(t - A idv)vl = 0;
(t-Aidv)2v2 = (t-Aidv)v1 =0;

(t-Aidv)ivi=(t-Aidv)i-1vt_i = ...=0.
Thus there is one eigenvector associated with each block, and so there
are
dim Ker(t - A idv )
blocks.
Consider Ker(t - A idv)j. For every 1 x 1 block there corresponds
a single basis element which is an eigenvector in Ker(t - A idv)j. For
every 2 x 2 block there correspond two basis elements in Ker(t - A idv)j
if j > 2 and 1 basis element if j < 2. In general, to each i x i block
there correspond i basis elements in Ker(t - A idv)' if j > i and j basis
elements if j < i.
It follows that
dj=n1+2n2+-..+(j-1)nj-1+9(nj+nj+l+...)
and a simple calculation shows that 2di - dt_1 - di+1 = ni.
1.46 The characteristic polynomial of A is (X - 2)4, and the minimum poly-
nomial is (X - 2)2. A has a single eigenvalue and is not diagonalisable.
The possible Jordan normal forms are
2 1 0 01 2 1 0 0
0 2 0 0 0 2 0 0
0 0 2 0 0 0 2 1

0 0 0 2 0 0 0 2

Now dimIm(A - 214) = 1 so dim Ker(A - 214) = 3 and so the Jordan


form is
2 1 0 0
0 2 0 0
0 0 2 0
0 0 0 2

61
Book 4 Linear algebra
Now Ker(A - 214) = {[x, y, z, t] I 2x - y + t = 0}, and we must choose
v2 such that (A - 214)2v2 = 0 but v2 0 Ker(A - 214). So we take
v2 = [1,0,0,0], and then v1 = (A - 214)v2 = [-2,-2, -2,21. We now
wish to choose v3 and v4 such that {vi, v3i v4} is a basis for Ker(A-214).
So we take v3 = [0, 1, 0, 1] and v4 = [0, 0, 1, 0]. Then we have

-2 1 0 0

P= -2
-2
0
0
1

0
0
1

2 0 1 0

To solve the system X' = AX we first solve the system Y' = JY,
namely
yi = 2yi + Y2
y2' = 2y2
ys=2y3
y4 = 2y4
The solution to this is clearly
Zt
y4 = c4e
2t
y3=c3e
2t
y2 = c2e
cle2t.

Yi = c2te2t +

Since now

-2 1 0 0 c2te2t + cie2t
0 0 c2e2t
X=PY= -2
-2 0
1

0 1 c3e2t
L 2 0 1 0 c4e2t

we deduce that
xi = -2c2te2t - 2c1e2t + c2e2t
C3e2t
x2 = -2c2te2t - 2c1e2t +

x3 = -2c2te2t - 2cie2t + C4e2t


x4 = 2c2te2t + 2cie2t + c3e2t.

62
Solutions to Chapter 1
1.47 (a) The system is X' = AX where

`4 = [-1 0].

The characteristic polynomial is (X - 1)(X - 4). The eigenvalues are


therefore 1 and 4, and associated eigenvectors are El = [1, -1] and
E4 = [4, -1]. The solution is aEjet + bE4e4t, i.e.

xl = aet + 4be4t
x2 = -aet - befit

(b) The system is X' = AX where

4 -1 -1
A= 1 2 -1 .

1 -1 2

The characteristic polynomial is (X - 3)2(X - 2). The eigenvalues


are therefore 3 and 2. An eigenvector associated with 2 is [1,1,1] so
take E2 = [1,1,1]. The eigenvalue 3 has geometric multiplicity 2 and
[1, 1, 0], [1, 0, 1] are linearly independent vectors in the eigenspace of 3.
The general solution vector is therefore

all, 1,1]e2t + b[1,1, 0]e3t + c[l, 0,1]e3t

so that
xi = ae2t + (b + c)e3t
x2 = ae2t + be 3t
x3 = ae2t + ce3t.

(c) The system is X' = AX where

5 -6 -6
A= -1 4 2 .

3 -6 -4

The characteristic polynomial is (X - 1)(X - 2)2. The eigenvalues are


therefore 1 and 2. An eigenvector associated with 1 is El = [3, -1,31,
63
Book 4 Linear algebra
and independent eigenvectors associated with 2 are E2 = [2, 1, 0] and
E2 = [2, 0, 1]. The solution space is then spanned by
{[3et, -et, 3et], [2e2t, e2t, 0], [2e2t, 0, e2t]}.
(d) The system is X' = AX where
1 3 -2
A= 0 7 -4 .

0 9 -5

Now A has Jordan normal form


1 1 0
J= 0 1 0
0 0 1

and an invertible matrix P such that P-1 AP = J is


3 0 1

P= 6 1 0 .

9 0 0

First we solve Y' = JY to obtain y' = yi + y2, y2 = Y2, y3 = ys and


hence
ys = cet
t
ya = be
yl = btet + aet.
Thus X' = AX has the general solution
X = PY = a [3, 6, 9]e t + b([3,6, 9] tet + [0, 1, 0] et) + c[1, 0, 0] et .

1.48 The system is AY' = Y where


-31 2
A= 0 -5 4 .

0 -9 7

Now A is invertible with


1 3 -2
A-' = 0 7 -4
0 9 -5

and the system Y' = A-'Y is that of question 1.47(d).


64
Solutions to Chapter 1
1.49 The system is X' = AX where

The eigenvalues are 2 + v and 2 - f, with associated eigenvectors


[-1, -1 - f] and [-1, -1 + f]. The general solution is
a[-1, -1 - v"3]e(2+-,13-)t +
b[-1, -1 + V]ei2-flt.

Since x1(0) = 0 and x2(0) = 1 we have a+b = 0 and a- f a-b+sb =


1, giving a = - and b = 2 , so the solution is
2

e2t
([1,1 + V31e f3t + [-1, -1 + -V3]e- t ).
2Nf3-

1.50 Let x = xl,xi = x2,4' = x2 = X3, X'1" = x3 = 2x3 + 4x2 - 8x1. Then
the system can be written in the form X' = AX where
0 1 0
A= 0 0 1 .

-8 4 2

The characteristic polynomial is (X - 2) (X2 - 4) so the eigenvalues are


2 and -2. The Jordan normal form is
2 1 0
J= 0 2 0 .

0 0 -2

A Jordan basis {v1i v2, v31 satisfies


(A - 213)vl = 0
(A - 213)v2 = VI
(A+213)v3 = 0.
Take v1 = [1, 2, 4] and v3 = [1, -2, 4]. Then v2 = [0, 1, 4]. Hence an
invertible matrix P such that P-1AP = J is
1 0 1

P= 2 1 -2 .

4 4 4

65
Book 4 Linear algebra
Now solve the system Y' = JY to get

yi = 2yl + y2, y2= 2y2, y3 = -2y3

so that Y2 = c2e2t, y3 = c3e-2t and hence yl = 2yi + c2e2t which gives


yl = cle2t + c2te2t.
Now observe that

1 0 1 cle2t + c2te2t
X=PY= 2 1 -2 c2 e2t

4 4 4 c3e-2t

Hence x = xl = cl e2t + c2te2t + c3e-2t. Now apply the initial conditions


to obtain
+e-2t.
x = (4t - 1)e2t

66
Solutions to Chapter 2

2.1 (a) f H f' does not define a linear functional since f' 0 IR in general.
(b),(c),(d) These are linear functionals.
(e) 99 : f F-+ J 1f 2 is not a linear mapping; for example, we have
0 = t9[ f + (-f)] whereas in general

,O(,f)+0(-f)=2 f f2#0.
0
1

2.2 That cp is linear follows from the fact that

<p(a f +'8g) = f fo
1 (t) [a.f (t) + Q9(t)] dt
0

= a fo 1fo(t) f (t) dt +,Q f 1 .fo (t) 9(t) dt


0

= c (f) + &M.
2.3 The transition matrix from the given basis to the standard basis is

1 -1 0
P= 0 1 1

-1 0 1

The inverse of this is readily seen to be


1 1 1

P-1 = _ 12 2
1
-2 1
2 2 2
1 1 1
2 2 2
Book 4 Linear algebra
Hence the dual basis is

{[2, 2, 21, [-2, 2, 21, [2, 2]}.

2.4 The transition matrix from the basis A' to the basis A is

P-I3 4].

Its inverse is
p-1 = [-2 -2 ].

Consequently, (A')d = {-2<pl + 21(P2, rpl - 2 cp2}.


2.5 The transition matrix from the given basis to the standard basis is

P=

Its inverse is

P-1- 2
1]
so the dual basis is (b), namely { [-1, 0], [2, 1] }.
2.6 (i) {[2, -1, 1,0j,[7,-3,1,-1], [-10,5,-2, 1], [-8,3,-3, 1]};
(ii) {(4,5,-2,11),(3,4,-2,6), (2, 3, -1,4), (0, 0,0, 1)}.
2.7 Since V = A (D B we have

Al + B-L = (A n B)1 = {0}1 = Vd


Al n B1 = (A + B)1 =V1 = {0}.

Consequently, Vd = Al ® B1.
The answer to the question is `no' : Ad is the set of linear functionals
f : A -> F so if A $ V we have that Ad is not a subset of Vd. What is
true is : if V = A ® B then V d = A' ® B' where A', B' are subspaces
of Vd with A' Ad and B' Bd. To see this, let f E Ad and define
f : V -+ F by f (v) = f (a) where v = a + b. Then V : Ad --> Vd
given by o(f) = f is an injective linear transformation and V(Ad) is a
68
Solutions to Chapter 2
subspace of Vd that is isomorphic to Ad. Define similarly µ : Bd -+ Vd
by µ(g) = g where g(v) = g(b). Then we have

V d = co(Ad) ® µ(Bd).

2.8 { fl, f2i f3} is linearly independent. For, if Al f1 + A2f2 + )t3f3 = 0 then
we have

0 = (A1f{1 + A2f2 + A3f3)(1) = Al + A2 + A3;

0 = (A1!1 +A2f2 +A3f3)(X) _ Alt1 +A2t2+A3t3;


0 = (A1f1 + A2 f2 + 3f3)(X2) _ ltl + A2t2 + )3t3.

Since the coefficient matrix is the Vandermonde matrix and since the t;
are given to be distinct, the only solution is Al = A2 = A3 = 0. Hence
{ fl, f2i f3} is linearly independent and so forms a basis for (IR3[X])d
If {p1i p2i p3} is a basis of V of which {fl, f2i f3} is the dual then we
must have fg(p3) = Sgt; i.e.

pi(ts) = Std.

It is now easily seen that

pl(X) - (tl p2(X) - (t2


- t2)(tl - t3)' - tl)(t2- t3)'

p3(X) - ( t2)

2.9 (a) a^ ('p) _ cp(a) = [ 3 4][2]= 11;

(b) Q" ('P) = p(Q) = [ 3 4][6]= 39;

(c) (2a+3Q)^(,p) = p(2a+3Q) _ [3 4](2I 2]+3[6] I = 139;

(d)(2a+3Q)^([a b])=[a b](2{ ]+3I6]l=17a+22b.


6\\\9 L J
Book 4 Linear algebra

2.10 Let V be of dimension n and S of dimension k. Take a basis {v1,. .. , vk}


of S and extend it to a basis

{V1,...,vk,vk+1,.... vn}

of V. Let {(p1,...,Vn) be the basis of Vd dual to {v1i...,v.}. Given


cpEVd we have
p= al p, + ... + a.Pn -
Since V(vi) = a; we see that <p(v) = 0 for every v E S if and only if
a1 = = ak = 0. Thus

<p E S1 (p = ak+1(Pk+1 + + anPn

and so {cpk+1,... , V , , is a basis for S1. Hence dim S + dim S1 = n.


If 0 E Kertd then td(O) = 0 and so [td(ji)](u) = 0 for all u E U. But

[td('O)](u) = ['b(t)](u) =O[t(u)]


Thus 0 E (Imt)1. Conversely, let V E (Imt)1-. Then for all u E U we
have
[td(o)](u) = si[t(u)] = 0
and so td(1b) = 0 whence 0 E Kertd. Thus Kert' = (Imt)1.
(i) means that v c Imt while (ii) means v f (Kertd)1. In terms of
linear equations, this says that either (i) the system AX = B has a
solution, or (ii) there is a row vector C with CA = 0 and CB = 1.
It is readily seen that the given system of equations has no solution,
so (ii) holds. The linear functional satisfying (ii) is [1, -2, 1].
2.11 If O E Wd then for all u E U we have

(S o t)d(<,)(u) ='P[(S o t)(u)] = ps[t(u)] = SdOP)[t(u)] = [td(SdOP))](u)

from which the result follows. The final statements are immediate from
the fact that Imt = (Kertd)1 (see question 2.10).
2.12 To find Y we find the dual of {[1, 0, 0], [1, 1, 0], [1,1,1]}. The transition
matrix and its inverse are

1 1 1 1 -1 0
P= 0 1 1, P'1= 0 1 -1 .

0 0 1 0 0 1

70
Solutions to Chapter 2
Thus Y = {(1, -1, 0), (0, 1, -1), (0, 0,1)}.
The matrix of t with respect to the standard basis is

2 1 0
1 1 1

0 0 -1
and the transition matrices relative to X, Y are respectively

1 0 0 1 1 1

-1 1 0 , 0 1 1.
0 -1 1 0 0 1

By the change of basis theorem, the matrix of t relative to X, Y is then

1 0 0 2 1 0 1 1 1 2 3 3
1 1 0 1 1 1 0 1 1 = 3 5 6.
1 1 1 0 0 -1 0 0 1 3 5 5

The required matrix is then the transpose of this one.


2.13 The annihilator (al, a2 ) 1 is of dimension 1 and contains both V and
cp'3. Thus cp3 is a scalar multiple of (p3.
2.14 It is immediate from properties of integrals that

Lg(.\lfl +)'2f2) = A,Lg(fl) +A2Lg(f2)


and so Lg is linear.
To show that Fx is a linear functional, we must check that

Fx(Alfl +A2f2) = )1F.(fl)+A2FF(f2),


i.e. that (A1f1 + A2f2)(x) = A1fl(x) + )t2f2(x), which is clear.
Suppose that x is fixed and that Fy = Lg for some g. Then
I
W E C[0,11) f 0f(t) g(t) dt = f(x)
Now, by continuity, the left hand side depends on the values of f at
points other than x whereas the right hand side does not. Thus Fr 54 Lg
for any g.
71
Book 4 Linear algebra

2.15 The method of solution is outlined in the question.


2.16 Let {v1,. .. , vk_1 } be a basis of U and extend this to a basis { v 1 , . . . , vk}
of V. Apply the Gram-Schmidt process to obtain an orthonormal basis
{u1,...,uk} of V, where {ui,...,uk_1} is an orthonormal basis of U.
Let n = Uk. Then if x = _i=1 a;uj E U we have
k-1
(njx) = (ukJAlul + ... +Ak-luk-1) = E Ai(uklui) = 0-
i=1

Conversely, if x = l aiui E V and if (nix) = 0 then


k
0 = (uki Al ul + ... + Akuk) Ai (uk lui) = Ak.
i=1

Consequently we see that x E U and so


U= {x E V I (nix) = 0}.
Now v - v' = 2(nly )n, a scalar multiple of n, and so is orthogonal to
U. Then 1(v + v') = v - (nl v) n E U since
(nlv- (nlv)n) = (niv) - (niv) (nIn)
=(niv)-(niv)
=0.
We have
t(v+w) = v + w -2(nly+w)n
=v+w-2((nly)+(nlw))n
= (v - 2(nlv)n) + (w - 2(nlv)n)
= t(v) + t(w);
t(Av) = Av - 2(nlav )n
=Av-2A(nlv)n
= At(v),
and so t is linear.
Note that t(u) = u for every u E U and so 1 is an eigenvalue and
Ker(t - id) = U is of dimension k - 1. Thus 1 has geometric multiplicity
k - 1. Also, t(n) = -n and so -1 is also an eigenvalue with associated
eigenvector n. Since the sum of the geometric multiplicities is k it follows
that t is diagonalisable.
72
Solutions to Chapter 2
In the last part we have that n = it (3, -1,1) so if v = (a,b, c) then
(n,v) = iI(3a-b+c). Thus
s(a, b, c) = (a, b, c) - ii (3a - b + c)(3, -1,1)
= 1j-(-7a + 6b - 6c, 6a + 9b + 2c, -6a + 2b + 9c),

which gives
1 -7 6 -6
mats =11- 6 9 2 .
_6 2 9

As for t, we have n = 711-0 (2, -1,2, -1) and so if v = (a, b, c, d) then

t(a, b, c, d) _ (a, b, c, d) - (2a - b + 2c - d)(2,-1,2, -1)


5
= 6(a+2b-4c+2d,2a+4b+2c-d,
-4a+2b+c+2d,2a-b+2c+4d),
which gives
1 1 1 2 -4 2
2 4 2 -1
matt = 5
-4 2 1 2
I 2 -1 2 4

2.17 The hyperbola is represented by the equation

Lx yJ[ 3 -11[y]= 1.

The eigenvalues of A = [ 3 -11 are 2 and -4 with associated nor-


malised eigenvectors

[1/v, 1/V
1/vf2
1/-,42

Thus PAP = diag{2, -4} where

P1/f -1//
1// 1/f
73
Book 4 Linear algebra

Now change coordinates by defining

xl Pt 1 = Ptx.
- [ X, I Y1 X
yI

Then we have x = Pxj and the original equation becomes


1 = xt Ax = (Pxl )t A(Pxl )
=xiPtAPxj

_ [xi yi ]I 0
yi,
O4lIx
= 2z2 - 4y1.
Thus the principal axes are given by xl = 0 and yl = 0, i.e. y = -x
and y = x.
The ellipsoid is represented by the equation
7 2 0
[x y zJ
0
6
-2 5
][;].
z

7 2 0
The eigenvalues of A = 2 6 -2 a re 3, 6, 9 with associated nor-
0 -2 5

malised eigenvectors

-1/3 2/3 2/3


2/3 , -1/3 , 2/3
2/3 2/3 -1/3

Thus Pt AP = diag{3, 6, 9) where


-1 2 2
P=3 2 -1 2 .

2 2 -1

Now change coordinates by defining

xl x
xi = Yi = y = Ptx.
zl z
pt

74
Solutions to Chapter 2
Then we have x = Pxj and the original equation becomes (with a
calculation similar to the above)

X2 2 = 1.
+ 6y12 + 9z1

Since
x1 = (-x + 2y + 2z),
y1 = s (2x - y + 2z),
z1 = s (2x + 2y - z),
s
the xl-axis is given by y1 = z1 = 0 and has direction numbers (-1, 2,2);
the yl-axis is given by x1 = z1 = 0 and has direction numbers (2,-1,2);
the z1-axis is given by x1 = y1 = 0 and has direction numbers (2, 2, -1).
2.18 Let {v1,.. . , vn} be an orthonormal basis of V. Then for every x E V
we have x = >'=1(xIvk ) vk so in particular

= n
(i = i,...,n) f(vi) E(f(vi)Ivk)vk.
k=1

If A is the matrix of f we thus see that a,;k = (f(v?)Ivk ). If M is the


matrix of f* then likewise we have that mjk = (f*(vj)Ivk ). The result
now follows from the observation that

m3k = (f*(vj)Ivk) = (vklf*(vj))


= (f(vk)Ivj)
= akj.

2.19 The first part is a routine check of the axioms. Using the fact that
tr(AB) = tr(BA) we have

(fM(A)IB) = tr[B*(MA)] = tr[MAB*]


= tr[B*MA]
= tr[(M*B)*A]
= (AI fM-(B) )

from which it follows that (fM)* = fm*.


75
Book 4 Linear algebra
2.20 Let Q be as stated and let fp E V* be given by fp(a) = (aJQ ). Then
since {al, ... , an} is an orthonormal basis we have
n
fp(ak) _ (akI E f (ai)ai) _ .f (ak).
i=1
Since fp and f coincide on this basis, it follows that f = fp.
For the next part suppose that such a q exists. Then we have

P(z) = f (P) = fo1 P (t) q(t) dt


for every p. Writing rp for p we then have

f 1r(t) p(t) q(t) dt = r(z)p(z) = 0.


In particular, this holds when p = rq. So

1
Ir(t)I2 Iq(t)I2 dt = 0
fo
whence we have rq = 0. Since r 54 0 we must therefore have q = 0, a
contradiction.
For the next part of the question note that
(fp(q)Ir) = (pglr)
4
= f0 1 p(t) q(t) r(t) dt

=
f0
1 q(t) p(t) r(t) dt

_ (glpr)
_ (ql fp(r) )
so (fP)* = f.
Integration by parts gives

(D(P)I q) = P(1)q(1) - P(0)q(0) - (PID(q) ).


If D* exists then we have
(PI D*(q)) = P(l)q(1) - P(0)q(0) - (PI D(q) )
so that
(PI D(q) + D*(q)) = P(1)q(1) - P(0)q(0)
Now fix q such that q(0) = 0, q(1) = 1. Then we have
(PID(q) + D*(q)) = p(1),
which is impossible (take z = 1 in the previous part of the question).
Thus D* does not exist.
76
Solutions to Chapter 2
2.21 That K is self-adjoint follows from the fact that xy is symmetric in x
and y.
We have
K(fn) = f 0
1 xy fn(y) dy

-f
2

0 xy (yn n+2) dy
1 1

= f xyn+1 dy - n 2 2 Jo2
xydy
xyn+2 Y-1 2
xy2I!-1

n+2 x-0 n+2 2 y=o


= 0,
so K(fn) = Of,, as required.
Apply the Gram-Schmidt process to {f1, f2). Let e1(x) = f, (x) _
x - 3 and define e2(x) = f2(x) + af1(x) _ (x2 - 2) + a(x - 3 where

a=- (x2- 2, x-
(x-2 ,x-2)33 3

Since

(x2-a,x-3)- f (x2 )(x )dx-9,


0

(x-3,x-3f =(x - 3)2)


dx=
1

it follows that a = -1 and hence that

e2(x) = x2 - x + g.

Thus e1, e2 are orthogonal eigenfunctions associated with the eigenvalue


0.

If K(f) = Af then
1

Xf(x) = x fo yf(y) dy
0

If A # 0 then f must then be of the form x '-+ ax for some constant a.


Substituting ax for f (x), it clearly follows that A = 3. An associated
eigenfunction is given by f (x) = x.
77
Book 4 Linear algebra
2.22 Since t is skew-adjoint its eigenvalues are purely imaginary so ±1 are
not eigenvalues. Hence id ±t cannot be singular. Now

s* = (id +t*)-1(id -t*) = (id -t)-' (id +t).

But (id+t)(id-t) = id -t' = (id-t)(id+t) so

(id-t)-1(id+t) _ (id+t)(id-t)-1.
Hence s* = (id+t)(id-t)-1 and so

ss* = (id-t)(id+t)-1(id+t)(id-t)-1 = id.


To see that s cannot have -1 as an eigenvalue, consider
+t)-1.
id +s = id +(id -t) (id

We have that

(id +s) (id +t) = (id +t) + (id -t) = 2 id,

and so (id +s)-1


= a (id +t) whence id +s does not have 0 as an eigen-
value and hence -1 is not an eigenvalue of s.
2.23 St = S and Tt = -T, so

(T + iS)t = (T - iS)t = Tt - iSt = -(T + iS).

Thus T + IS is skew-adjoint. But the eigenvalues of a skew-adjoint


matrix are purely imaginary, so 1 is not an eigenvalue of T + IS, so

det(T + iS - I) # 0.

As for the second part, we have

U = (I + T + iS)(I - T - iS)-1
_ [I + (T + iS)] [I - (T + iS)]-i.

The fact that U is unitary now follows from the previous question.
78
Solutions to Chapter 2
2.24 It is given that At = A, St = -S, AS = SA,det(A - S) # 0. Let
B = (A + S)(A - S)-1. Then we have
BtB = [(A + S)(A - S)-1]t(A+ S)(A - S)-1
= [(A - S)-'It (A+S)t(A+S)(A- S)-1
= (At - St)-' (At + St)(A + S)(A - S)-1
= (A+S)-1(A- S)(A + S)(A - S)-1
_ (A + S)-1(A + S)(A - S)(A - S)-1,

the last equality following from the fact that since A, S commute so do
A + S and A - S. Hence Bt B = I and B is orthogonal.
2.25 Since

(1) AA+A=0
we have, taking transposes,
AtA+At=0
and hence, taking complex conjugates,

(2) AA+A =0.


It follows from (1) and (2) that A = A, so that A is self-adjoint. Let
A1, ... , An be the distinct non-zero eigenvalues of A. Then Al, ... , An
are necessarily real.
The relation (1) can now be written in the form
A2=-A
from which it follows that the distinct non-zero eigenvalues of -A,
namely are precisely the distinct non-zero eigenvalues of
A2, namely A I. ... , An. It follows that Al, ... , An are all negative. Let
ai = -Ai for each i, and suppose that.
a1 < a2 < ... < an.
Then this chain must coincide with the chain
ai < a2 < < an.

Consequently, a; = a for every i and, since by hypothesis ai # 0, we


obtain A; = -ai = -1.
79
Book 4 Linear algebra
2.26 A and B are given to be orthogonal with det A + det B = 0. Now we
have that
(1) det(A + B) = det[(ABt + I)B]
from which we see that det(A+B) = 0 if and only if -1 is an eigenvalue
of ABt. But ABt is orthogonal since
(ABt)t(ABt) BAtABt = I.
Also, det(ABt) = det Adet B-1 = -1 since it is given that detA =
- det B. Thus C = ABt is orthogonal with det C = -1. It follows that
-1 is an eigenvalue of C; for
Ct(I+C) = Ct +I= (C+I)t
and so, taking determinants,
det(I+ C)[det C - 1] = 0
whence det(I+ C) = 0. It now follows from (1) that det(A + B) = 0.
2.27 (1) Since At(A- I) = I - At = -(At - I) we have that
det Adet(A - I) = (-1)' det(A - I)
and so
det(A - I)[det A - (-1)'] = 0.
If det A = 1 and n is odd then it follows that det(A - I) = 0 and hence
1 is an eigenvalue of A. If det A = -1 and n is even then likewise
det(A - I) = 0 and again 1 is an eigenvalue of A.
(2) Since At(I + A) = At + I = (I + A)t we have that
det A det(I + A) = det(I + A)
and so if det A = -1 then det(I+ A) = 0 whence -1 is an eigenvalue of
A.
2.28 The first part follows from the observation that
g(A) = 0 g(At) = 0 g(-A) = 0.
Suppose now that g(X) is the minimum polynomial of A, say
g(X) = ao + a1X + ... + ar_1Xr-1 + Xr.
Since g(-A) = 0 we have that
ao - a1X + ....+ (-1)rXr
is also the minimum polynomial of A. Thus a1 = a3 = = 0.
Since (A")t = (-1)' A for a skew-symmetric matrix A we see that A'
is skew-symmetric if n is odd, and is symmetric if n is even. Hence f(A)
is skew-symmetric, and g(A) is symmetric.
80
Solutions to Chapter 2
2.29 We have
N(UA) = tr(UA UA)
= tr(A U UA)
= tr(A A)
= N(A).
Similarly, using the fact that tr(XY) = tr(YX),
N(AU) = tr[(AU)tAU]
= tr[AU(AU)t]
= tr(AUU A )
= tr(AA )
= N(A).
Finally, by the above,
N(In - U-1A) = N[U(In - U-'A)]
=N(U-A)
= N(A - U).
2.80 Since TA= AT we have that A-1(A)-1
= (T)-'A-1. But
A-'A =I==>. A-'A =IAA-1 =A-1.
It follows that
A-1A l= A-1(A)-1
l
= /A)-1A-1
l = X---41A-1

and so A-1 is normal.


If A = aoI + a, A + + an An then clearly AA = A A. Suppose
conversely that A is normal. Then there is a unitary matrix P and a
diagonal matrix D such that
A=P-1DP=P DP, A =P DP=P-1DP.
Let A1, ..., A,. be the distinct elements of D. Consider the equations
1 = ao + al A, + a2A1 + ... + a,._1 Jai-1
A2 =ao+a1A2+a2.\22 +

r-1.

ao + a,,\, + a2A2 r + ... + a,.-1

81
Book 4 Linear algebra
Since A1,...,A,. are distinct the (Vandermonde) coefficient matrix has
non-zero determinant and so the system has a unique solution. We then
have
D=aoI+a1D+a2D2+ +a,._1D''-1
and consequently

A =P-1DP=P-1(aoI+a1D+ +a,._1D''-1)P
=aoI+ajA+ +a,._1A''-1.
2.31 Suppose that A is normal and let B = g(A). There is a unitary matrix
P and a diagonal matrix D such that

A=P DP=P-1DP.
Consequently we have

B = g(A) = P g(D)P = P-lg(D)P,


and so
V B = P g(D)PPg(D)P = Pg(D)g(D)P
and similarly
BB = P g(D)g(D)P.
Since g(D) and g(D) are diagonal matrices, it follows that B B = BB
and so B is normal.
2.32 We have that

(A + Bi)*(A + Bi) = (A* - B*i)(A + Bi)


= (A - Bi)(A+ Bi)
= A2 - (BA - AB)i + B2,
and similarly (A + Bi)(A+ Bi)* = A2 - (AB - BA)i + B2. It follows
that A + Bi is normal if and only if AB = BA.
2.33 To get -A multiply each row of A by -1. Then clearly det(-A) _
(-1)" det A. If n is odd then
det A = det(At) = det(-A) _ (-1)" det A = - det A
and so det A = 0.
82
Solutions to Chapter 2
Since xtAx is a 1 x 1 matrix we have
xtAx = (xtAx)t = xtAtx = -xtAx
and so xt Ax = 0.
Let Ax = Ax and let stars denote transposes of complex conjugates.
Then we have x*Ax = Ax*x. Taking the star of each side and using
A* = At = -A, we obtain
ax*x = (x*Ax)* = x*A*x = -x*Ax = -Ax*x.
Since x*x # 0 it follows that A = -A. Thus A = iu where p E IR \ {0}.
If x = y + iz then from Ax = ipx we obtain A(y + iz) = ip(y + iz)
and so, equating real and imaginary parts, Ay = -pz, Az = py. Now
pyty = ytAz = (ytAz)t = ztAty = -ztAy = pztz
and so yty = ztz. Also, pytz = -ytAy = 0 (by the first part of the
question). If, therefore, At = 0 then
put y = utAz = -(Au)tz = 0
and similarly
putz = -utAy = (Au)ty = 0.
For the last part, we have

-A 2 -2
det(A - AI) = det -2 -A -1 = -A(A2 + 9),
2 1 -A

so the eigenvalues are 0 and ±3i.


A normalised eigenvector corresponding to 0 is

1 -1
U=3 2 .

To find y, z as above, choose y perpendicular to u, say

83
Book 4 Linear algebra
Then we have
-4
-3z=Ay= 1 -1
1

which gives

f
Relative to the basis {u, y, z} the representing matrix is now

0 0 0
0 0 3 .

0 -3 0

The required orthogonal matrix P is then

-1/3 0 4/3f
P= 2/3 -1/f 1/3f
2/3 1/f 1/3f
2.84 Let Q be the matrix that represents the change to a new basis with
respect to which q is in normal form. Then xtAx becomes ytBy where
x = Qy and B = QtAQ. Now
q(x)=9(y)=yz

1+...+ypz -yp+21-...-ypa+m

where p - m is the signature of q and p + m is the rank of q. Notice that


the rank of q is equal to the rank of the matrix B which is in turn equal
to the rank of the matrix A (since Q is non-singular), and

y = (yi ) ... , yp, yp+i , ... , yp+m , yp+m+ 1 , ... , Yn)t .

Now if q has the same rank and signature then clearly m = 0. Hence
ytBy > 0 for all y E IRn since it is a sum of squares. Consequently
xtAx > 0 for all x E IRn.
Conversely, if xtAx > 0 for all x c IRn then ytBy > 0 for all y E IRn.
Choose y = (0, ... , 0, yj, 0, ... , 0). Now the coefficient of yE must be 0 or
1, but not -1. Therefore there are no terms of the form -y?, so m = 0
and q has the same rank and signature.
84
Solutions to Chapter 2
If the rank and signature are both equal to n then m = 0 and p = n.
Hence
ytBy=yi+...+yn,

But a sum of squares is zero if and only if each term is zero, so xtAx > 0
and is equal to 0 only when x = 0.
Conversely, if xtAx _> 0 for x E IR' then ytBy > 0 for y E IR" so
m = 0, for otherwise we can choose

y = (0) ... ,0,yp+1,0,...,0)

with yp+1 = 1 to obtain ytBy < 0. Also, xtAx = 0 only for x = 0 gives
ytBy = 0 only for y = 0. If p < n then, since we have m = 0, choose
y = (0,..., 0, 1) to get yt By = 0 with y 0 0. Hence p = n as required.
2.35 The quadratic form q can be reduced to normal form either by complet-
ing squares or by row and column operations. We solve the problem by
completing squares. We have

q(x) = xi + 2x1x2 + x2 - 2x1x3 - x3

= (x1 + x2)2 + xi - (xl + x3)2

and so the normal form of q is

1 0 0
0 1 0 .

0 0 -1

Since the rank of q is 3 and its signature is 1, q is neither positive definite


nor positive semi-definite.
Coordinates (x1, x2, x3) with respect to the standard basis become
(z1 +x2i x1, x1 +x3) in the new basis. Therefore the new basis elements
can be taken as the columns of the inverse of

i.e. {(O, 1, 0), (1, -1, -1), (0, 0,1)}.

85
Book 4 Linear algebra
2.86 Take

9((xi, x2), (y1, y2)) = 2 [f ((xi, z2), (y1, y2)) + f ((yi, y2), (z1, z2))]
= x1y1 + 2(x1y2 + x2y1) + X2!2
and
h((z1, x2), (y1, y2)) = a [f ((xi, x2), (yi, y2)) - f ((yl, y2), (x1, x2))I
=-ZX1Y2+ZX2Yl.
We have &1, z2) = f ((xii x2), (x1i x2)) = zi + 3x1 x2 + z2 and so the
matrix of q relative to the standard basis is
3
1
2
3
1
2

Completing squares gives (x1 + 2x2)2 - The signature is then 0


4x2.

and the rank is 2. The form is neither positive definite nor positive
semi-definite.
2.87 In matrix notation, the quadratic form is

4 -1 1 x
xtAx=[x y z, -1 4 -1 y .

1 -1 4 z

It is readily seen that the eigenvalues of A are 3 (of algebraic multiplicity


2) and 6. An orthogonal matrix P such that PAP is diagonal is
1/f 1/f _1/-,/3
1/f
P = 2/f 0
1/\ -1/V2_ 1/v
Changing coordinates by setting
u

11
V =Pt y
w
transforms the original quadratic form to
z
X

3u2 + 3v2 +6w 2


which is positve definite.
86
Solutions to Chapter 2
2.38 (1) We have

2y2-z2+xy+xz=2(y+4x)2-$x2+xz-z2
= 2(y + 4x)2 - '(x - 4z)2 + z2.
Thus the rank is 3 and the signature is 1.
(2) In 2xy-xz-yz put x=X+Y,y=X-Y,z=Ztoobtain
2(X2 - Y2) - (X+ Y)Z - (X_ Y)Z
= 2X2 - 2Y2 - 2XZ
= 2(X - Z)2 - 2 Z2 - W.

Thus the rank is 3 and the signature is -1.


(3) In yz + xz + xy + xt + yt + zt put

x=X+Y, y=X-Y, z=Z, t=T.


Then we obtain

(X2 - Y2) + (X - Y)Z + (X + Y)Z + (X + Y)T + (X - Y)T + ZT


=X2-Y2+2XZ+2XT+ZT
=(X+Z+T)2-Y2-Z2-T2-ZT
=(X+Z+T)2-(T+2Z)2-4Z2-Y2.
Thus the rank is 4 and the signature -2.
2.39 (1) The matrix in question is

1 -1 2
A= -1 2 -3 .
2 -3 9

Now
x2 + 2y2 + 9z2 - 2xy + 4xz - 6yz
=(x-y+2z)2+y2+5z2-2yz
= (Cx- y+2z)2 +(y-z)2 +4z2
= [2 + Q2 + S2
87
Book 4 Linear algebra
where E=x-y+2z,, =y-z,s=2z. Then
z=1
y=rI+2S
X+q - ZS
1 1
21
P= 0 1
z
0 0 2

and PtAP = diag{1,1,1}.


(2) Here the matrix is

0 2 0
A= 2 0 1 .
0 1 0

Now
4xy+2yz=(x+y)2-(x-y)2+2yz
=X2-Y2+(X-Y)z [X=x+y,Y=x-y]
=(X+Zz)2-Y2-Yz-4z2
=(X+Zz)2_(Y+Zz)2

= r2 - n2,
where e=x+y+Zz,tl=x-y+Zzand S=z, say. Then
x= W+4-S)
y = 2( - n)
z=S
so if we let
1 1 1
2 2 -2
P= 2 -2 0
0 0 1

88
Solutions to Chapter 2
then we have

and Pt AP = diag{1, -1, 0}.


(3) Here we have
1 1 0 -1
A- 1 4 3 -4
0 3 1 -7
-1 -4 -7 -4
The quadratic form is
x2 + 4y2 + z2 - 4t2 + 2xy - 2xt + 6yz - 8yt - 14zt
=(x+y-t)2+3y2+z2-5t2+6yz-6yt-14zt
= (x+y-t)2+3(y+z-t)2 -2z2 -8t2 -8zt
= (x + y - t)2 + 3(y + z - t)2 - 2(z + 2t)2
=52+172-52,
where x+y-t,,?=/(y+z-t),5=-(z+2t) and T=tsay.
Then
x=-7s-2r
Y= 1n-+3T
z= S-2r
t = T

and so
1 -1/f 1/f -2
P= 0 1/\ -1/' 3
o o 1/ 2 -2
o 0 0 1

gives
x

y
z
=P 71

t Ti

and Pt AP = diag{1, 1,-1,0}.


89
Book 4 Linear algebra

2.40 Here we have


2
(xr - xa)
r<8

= (x1 - xn)2 + (x2 - xn)2 + ... + (xn_1 - x,4)2


+ (x1 - xn_1)2 + (x2 - xn_1)2 + ... + (xn_2 - xn_1)2

+ (XI - X2)'
= (n - 1)(x2 + ... +.. xn)
-2(xlx2+ ...+xlxn+x2x3+ ...+x2xn+ ...+.xn_lxn)
= xt Ax
where
n-1 -1 -1 ... -1
-1 n-1 -1 ... -1
A= -1 -1 n - 1 ... -1

-1 -1 -1 ... n - 1

1
Now, by adding n 1 1 times the first column to columns 2,... , n and
adding n 1 times the first row to rows 2, ... , n, then multiplying rows
nn l , we see that A is congruent to
2, ... , n and columns 2, ... , n by
the matrix
n- 1 0 0 ... 0
0 n-2 -1 ... -1
0 -1 n - 2 ... -1

0 -1 -1 ... n-2
Repeating this process we can show that A is congruent to the matrix
n-1 0 0 0 ... 0
0 n-2 0 0 ... 0
0 0 n-3 -1 ... -1
0 0 -1 n - 3 ... -1

L 0 0 -1 -1 ... n-3
90
Solutions to Chapter 2
Continuing in this way, we see that A is congruent to the diagonal matrix
diag{n-1,n-2,n-3,...,2,1,0}.
Consequently the rank is n - 1 and the signature is n - 1.
2.41 We have
n
E (Ars+r+s)xrx,
r,e= 1
n n n
_ E (rxr)(sx,) + >2 (rxr)x. + E xr(sxe)
r,e=1 r,8=1 r,8=1

_ .1 I
n 12
rxr) +2 (n
l(n
> xr) I > rxr
r,s=1 r=1 r-1
_ A(x1 + 2x2 + + nxn)2
+ 2(x1 + + xn)(x1 + 2x2 + + nxn).

Now let
y1 =x1+2x2+...+nxn

y2=xl+x2+ +xn
y3 = x3

yn = xn
Then the form is Ayi + 2y1112 which can be written as
A(yl + *y2)2 - 1 y2 if A 0;
I(yl + 112)2 - 4(y, - y2)2 if A = 0.
Hence in either case the rank is 2 and the signature is 0.
2.42 Since A is an eigenvalue of A there exist a1, ... , an not all zero such
that Ax = Ax where x = [a1 ... an]t. Then xtAx = Axtx and so, if
Q = xtAx then we have
Q(a1,... , an) = A(ai + ... + an),
2.44 Let Q(x,x) = xtAtAx = (Ax)tAx. Since detA $ 0 we may apply
the non-singular linear transformation described by y = Ax so that
Q(x, x) - Q(y, y) where
Q(yfY) =VY=yl + "'+yn-
Thus Q is positive definite.
91
Book 4 Linear algebra

2.44 Let {u1, ... , un} be an orthonormal basis of the real inner product space
IRn under the inner product given by (x1y) = f (x, y). Let x = E 1 xiu1
and y = ni_1 yiuiThen
n n n
/
f (x) y) _ (xIy) = (E xiui I > yiui) = E xiyi
i=1 i=1 i=1

and, for some real symmetric matrix B = [bij[nxn,


n n
g(x, y) = > > bi? xi yj = xt By
i=1 j=1
where
xl Yi

x= y=
Lxn yn

Now we know that there is an orthogonal matrix P such that


PtBP =
i.e. that there is an ordered basis {v1, ... , vn} that is orthonormal (rel-
ative to the inner product determined by f) and consists of eigenvectors
of B. Let x = EE ;vi and y = 1 pivi. Then, relative to this
orthonormal basis, we have
n
f (x, y) _ e£fli;
ti=1
n
g(x,y) _ eirli
i=1
Consequently,
n
Qf (x) = f (x, x) = E d;
i=1
n
Qg(x) = g(x, x)
i=1

Observe now that


g - Af degenerate b (3x)(Vy) (g - Af)(x, y) = 0
4=> (9x)(Vy) g(x, y) - )f (x, y) = 0.
92
Solutions to Chapter 2
Since, from the above expressions for f (x, y) and g(x, y) computed rel-
ative to the orthonormal basis {v1, ... , vn),
n
g(x, y) - Af (x, y) _ E(A1- A)esrl+
4=1

it follows that g - A f is degenerate if and only if A = A, for some i.


Suppose now that A, B are the matrices of f, g respectively with re-
spect to some ordered basis of IRn. If

xl y l

x - Y=
xn yn

are the coordinate vectors of x, y relative to this basis then we have

g(x, y) - Af(x, y) = xt(B - AA)y.


Thus we see that g - A f is degenerate if and only if A is a root of the
equation det(B - AA) = 0.
For the last part, observe that the matrices of 2xy + 2yz and x2 -y2+
2xz relative to the canonical basis of IR3 are respectively

0 0 1
A= 1 101, B= 0 -1 0.
0 1 0 1 0 0

Since
1 -A 1
det(B - AA) = det -A -1 -A =A2+1
1 -A 0

the equation det(B-AA) = 0 has no solutions. But, as observed above, if


a simultaneous reduction to sums of squares were possible, such solutions
would be the coefficients in one of these sums of squares. Since neither
of the given forms is positive definite, the conclusion follows.
2.45 The exponent is -xeAx where
1 1 1
2 2

A= 2 1 2
1 1 1

93
Book 4 Linear algebra

The quadratic form xtAx is positive definite since

x2+y2+z2+zy+xz+yz=(x+2y+az)2+4y2+4z2+ayz
=(x+2y+az)2+4(y+3z)2+ 3z2
which is greater than 0 for all x # 0. So the integral converges to
ir3/2/ det A, i.e. to 2P.

94
Test paper 1

Time allowed : 3 hours


(Allocate 20 marks for each question)
Let V be a finite-dimensional vector space. Prove that if f E C (V, V)
then
(a) dim V = dim Im f + dim Ker f ;
(b) the properties
(i) f is surjective,
(ii) f is injective,
are equivalent;
(c) V = Im f ® Ker f if and only if Im f = IM f2;
(d) Im f = Ker f if and only if the following properties are satisfied
(i) f2=0,
(ii) dim V = n is even,
(iii) dim Im f = an.

2 Suppose that t E Q5) is represented with respect to the basis


W, 010, 010), (1, 1101 0, 0), (1,1,1, 0, 0), (1,1,1,1, 0), (1,1,1,1,1) }

by the matrix
1 8 6 4 1

0 1 0 0 0
0 1 2 1 0
0 -1 -1 0 1

0 -5 -4 -3 -2
Find a basis of Q5 with respect to which the matrix of t is in Jordan
normal form.
S Let rP1, ... , rPn E (IRn)d. Prove that the solution set C of the linear
inequalities
rP1(x)>0, rai(x)>0, ... ,rpn(x)>0
satisfies
(a) a,QEC=a+QEC;
(b) aEC,tEIR,t>O==> taEC.
Show that if VI, ... , rPn form a basis of (IR')d then
C = {t1 al + - + tnan I t1 E IR, t{ > 0}

where {a1, ... , an} is the basis of IRn dual to the basis {(pl,... , rPn }.
Hence write down the solution of the system of inequalities

(P1 (X) > 0, rP2(x) >_ 0, S03 (X) > 0, 94 (X) > 0

where rP1 = [4,5,-2, 111, rP2 = [3, 4, -2,6], ro3 = 12,3,-1,4] and rP4 =
[0, 0, 0, 1].
4 Let A be a real orthogonal matrix. If (A - AI)2x = 0 and y = (A - AI)x
show, by considering yty, that y = 0. Hence prove that an orthogonal
matrix satisfies an equation without repeated roots.
Prove that a real orthogonal matrix with all its eigenvalues real is
necessarily symmetric.
5 Prove that if a real quadratic form in n variables is reduced by a real
non-singular linear transformation to a form

having p positive, q negative, and n - p - q zero coefficients then p and


q do not depend on the choice of transformation.
For the form
a 1 x 1x2 + a2 x2 x3 + ... + an-1 xn _ 1 xn
in which each a; # 0, show that p = q; and for the form
a1x1x2 + a2x2x3 + + an_1xn_1xn + anxnxl
in which each a; 0, show that
0 if n is even;
Ip - ql = I 1 if n is odd.

97
Test paper 2

Time allowed : 3 hours


(Allocate 20 marks for each question)
Let V be a finite-dimensional vector space and let e E £(V, V) be a
projection. Prove that

Kere = Im(idv -e).


If t E £(V, V) show that Im e is t-invariant if and only if e o toe = toe;
and that Kere is t-invariant if and only if e o t o e = e o t. Deduce that
Im e and Ker e are t-invariant if and only if e and t commute.
2 If U = [UT8] E Matnxn(Q) is given by

_ J1 ifs=r+
ura = l 0 otherwise,

and J = [jre] E Matnxn(C) is given by

11 ifr+s= n+1;
jr° - 0 otherwise,

show that Ut = JUJ. Deduce that if A E Matnxn(() then there is an


invertible matrix P such that P-1 AP = At.
Find such a matrix P when A is the matrix
0 4 4
2 2 1 .

-3 -6 -5
3 Let V be a vector space of dimension n over a field F. Suppose that W
is a subspace of V with dim W = m. Show that
(a) dim W-'- = n - m;
(b) (Wl)1 = W.
If f, g E Vd are such that there is no A E F \ {0} with f = Ag, show
that Ker f n Ker g is of dimension n - 2.
4 Let V be a finite-dimensional complex inner product space and let f :
V -+ V be a normal transformation. Prove that

f2(x) = 0 f(x) = 0

and deduce that the minimum polynomial of f has no repeated roots.


If e : V - V is a projection, show that the following statements are
equivalent
(a) e is normal;
(b) e is self-adjoint;
(c) e is the orthogonal projection of V onto Im e.
Show finally that a linear transformation h : V V is normal if and
only if there are complex scalars Al, ... , Ak and self-adjoint projections
el,...,ek on V such that
(1) f = A1e1 + + Akek;
(2) ides = e1 + + ek;
(3) (i34 j) eioej=0.
b (a) Show that the quadratic form xtAx is positive definite if and
only if there exists a real non-singular matrix P such that A = PP.
Show also that if Ei j_1 bijxixj > 0 for all non-zero vectors x then
bijpixipjxj > 0 for all x. Hence show that if xtAx and xtBx are
both positive definite then so is
n
E at,bijxtx,'
i,j=1

(b) For what values of k is the quadratic form


n
xr+k>xixj
r=1 i<j
positive definite?
99
Test paper 3

Time allowed : 3 hours


(Allocate 20 marks for each question)
If U, W are subspaces of a finite-dimensional vector space V prove that
dimU+dimW = dim(U + W) + dim(U n W).
Suppose now that V = U ® W. If S is any subspace of V prove that
2dimS-dimV <dim[(UnS)®(WnS)] <dimS.
In the case where V = ® 1 U1 find similar upper and lower bounds
for
n
dim ®(U1 n S).
i=1
2 For the matrix
0 1 0
A= -1 1 1
-1 0 2

find a non-singular matrix P such that P-'AP is in Jordan normal


form.
If A is positive, obtain real values of x;j such that C2 = D where

X101 X12 x13 A I U


0 x22 x23 , D=0 A 1

0 0 x33 0 0 a

Hence, or otherwise, find a real matrix X such that X2 = A.


3 Let V be a vector space of dimension n over a field F and let W, X be
subspaces of V. Prove that

(W+X)-L=W1nXl and (WnX)1=W1+Xl.


Given gi, ... , gn E V d, prove that the following conditions concerning
f E Vd are equivalent :
(1) n 1 Ker gE C Ker f ;
(2) f is a linear combination of gl,... , ga.
4 Show that the matrix
1 1 1 1
2 2 2 2
1 1 1 1

A= 2 2 2 2
1
12 -2i 12 -2
1 1 1 1
2 2 2 2

is orthogonal. Find its eigenvalues and show that the matrix A2 - I4


has characteristic equation
X2(X2 - 3X + 3) = 0.

Find a unitary matrix U such that U-1AU is diagonal.


5 Let Q(k, r) be the quadratic form

k(zi + x2 + ... + xr) - (z1 + x2 + + xr)2

Show that
(k - 1)Q(k, r) = kQ(k - 1, r - 1) + yr
where Yr is a homogeneous linear function of z1,.. . , xr.
Hence find the rank and signature of

n(z1 + z2 + ... + xn) - (x1 + x2 + ... + xn)2.

101
Test paper 4

Time allowed : 3 hours


(Allocate 20 marks for each question)

Let F be the vector space of infinitely differentiable complex functions


and let Pn be the subspace of complex polynomial functions of degree
less than n. For every A E d define Pn,a = {eazp I p E Pn}. Show that
Pn,.\ is a subspace of F and that

zk
B = {eaz I k = 0,...,n - 1}
k!

is a basis of Pn,A. If D denotes the differentiation map prove that


(1) Dn(e az f) = e'az(D - A id)nf;
(2) Pn,.\ = Ker(D - A id)n;
(3) Pn,A is D-invariant;
(4) B is a cyclic basis for D - A id.
If Dn,A denotes the restriction of D to Pn,a find the characteristic
polynomial of Dn,A. If µ iA A show, by considering the characteristic
polynomial of Dn,A + (µ - A) id, that (Dn,A - µ id)n is invertible.

a
2 Given A = I b use the Cayley-Hamilton theorem and euclidean
division to show that every positive power of A can be written in the
form
An=th12+Q2A.
If the eigenvalues of A are Al, A2 show that
n - A2A1 - A1A2
I2 +
\n \n
-
lA if Al # A2,
A AZ - Al A2 - Al
(1-n)AnI2+nAi-1A if Al=A2.
Hence solve the system of difference equations
xn+1 = xn + 2yn
yn+1 = 2xn + yn
where x1=0andy1=1.
3 Suppose that f E C(C , Qn) and that every eigenvalue of f is 0. Show
that f is nilpotent and explain how to find dimKer f from the Jordan
normal form of f.
Let f, g E C((6, Q8) be nilpotent with the same minimum polynomial
and dim Ker f = dim Ker g. Show that f, g have the same Jordan normal
form. By means of an example show that this fails in general for f, g E
C(d', (7).
Deduce that if s, t E C(Cn, Qn) have the same characteristic polyno-
mial
(X - a1)k'(X - a2)k' ... (X - ar)kr
and the same minimum polynomial, and if
dim Ker(s - at id) = dim Ker(t - ai id)
for 1 < i < r, then s and t have the same Jordan normal form provided
ki < 6 for 1 < i < r.
4 Let V be a vector space of dimension n over a field F.
(i) If s E C (V, V) show that s o s = 0 if and only if Im s C Ker s, in
in.
which case dim Im s <
(ii) Let p E C(VV)
a be such that p' = 0 and pn-1 # 0. Show
that there is a basis B = {z1,...,xn} of V such that p(xj) = xj+1 for
j = 1,...,n - 1 and p(xn) = 0.
Show that if t = > 1 Aipi-1 where each Ai E F then t commutes
with p. Conversely, suppose that t E C (V, V) commutes with p and is
represented relative to the basis B by the matrix [a=j]nxn Prove by
induction that
n-j+l
(9 = 1, ... , n) t(xj) _ ail xi+j-l
i=1

and deduce that t is a linear combination of id, p, ... , pn-1

103
b Show that each of the quadratic forms

6x?+5x2+7x3-4fx2x3i
7yi + 6y2 + 5y3 + 4yi y2 + 4y2Y3

can be reduced by an orthogonal transformation to the same form


2 2
aIzl+a2z2+a3z3.
Obtain an orthogonal transformation which will convert the first of the
above forms into the second.

104

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