Biostat 216 Homework 5

Due Nov 17 @ 11:59pm

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BV exercises

BV 11.5, 11.12, 11.18 11.28

Q1

Let \(\mathbf{A} \in \mathbb{R}^{n \times n}\) be a symmetric matrix. Prove that \(\langle \mathbf{A} \mathbf{x}, \mathbf{y} \rangle = \langle \mathbf{x}, \mathbf{A} \mathbf{y} \rangle\) for all \(\mathbf{x}, \mathbf{y} \in \mathbb{R}^n\). Give an example that it is not necessary true if \(\mathbf{A}\) is not symmetric.

Q2

Find the orthogonal projector into the plane spanned by the vectors \(\begin{pmatrix} 1 \\ 1 \\ 0 \end{pmatrix}\) and \(\begin{pmatrix} -2 \\ 2 \\ 1 \end{pmatrix}\).

Find the orthogonal projection of the point \(\mathbf{1}_3\) into the plane spanned by the vectors \(\begin{pmatrix} 1 \\ 1 \\ 0 \end{pmatrix}\) and \(\begin{pmatrix} -2 \\ 2 \\ 1 \end{pmatrix}\).

Q3

Matrices that satisfy \(\mathbf{A}' \mathbf{A} = \mathbf{A} \mathbf{A}'\) are said to be normal. Give an example of asymmetric (not symmetric), normal matrix. If \(\mathbf{A}\) is normal, then prove that every vector in \(\mathcal{C}(\mathbf{A})\) is orthogonal to every vector in \(\mathcal{N}(\mathbf{A})\).

Q4

Let \(\mathbf{A}\) be a symmetric matrix. Show that the system \(\mathbf{A} \mathbf{x} = \mathbf{b}\) has a solution if and only if \(\mathbf{b}\) is orthogonal to \(\mathcal{N}(\mathbf{A})\).

Q5

Determinant.

  1. Find the determinant of the following two matrices without doing any computations: \[ \begin{pmatrix} 0 & 0 & 1\\ 0 & 1 & 0 \\ 1 & 0 & 0 \end{pmatrix}, \quad \begin{pmatrix} 0 & 0 & 1 & 0 \\ 0 & 1 & 0 & 0 \\ 1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 1 \end{pmatrix}. \]

  2. Let \(\mathbf{A} \in \mathbb{R}^{5 \times 5}\) with \(\det(\mathbf{A}) = -3\). Find \(\det(\mathbf{A}^3)\), \(\det(\mathbf{A}^{-1})\), and \(\det(2\mathbf{A})\).

  3. Find the determinant of the matrix \(\begin{pmatrix} 0 & 0 & 1 \\ 2 & 3 & 4 \\ 0 & 5 & 6 \end{pmatrix}\).

Q6

Prove the following facts about triangular and orthogonal matrices.

  1. The product of two upper (lower) triangular matrices is upper (lower) triangular.

  2. The inverse of an upper (lower) triangular matrix is upper (lower) triangular.

  3. The product of two unit upper (lower) triangular matrices is unit upper (lower) triangular.

  4. The inverse of a unit upper (lower) triangular matrix is unit upper (lower) triangular.

  5. An orthogonal upper (lower) triangular matrix is diagonal.