MATH 104

APPLIED MATRIX THEORY

SPRING 2018

VLADIMIR KAZEEV

Homework Assignment 1

Due by 23:59 on Wednesday, 11th April 2018. To be submitted through Gradescope.

https://gradescope.com/courses/17423

Note: here and throughout the course, “find” and “obtain” mean that an account of your
solution process, not the result alone, is expected as an answer.
1. Review of transposition and conjugate transposition.
Consider the following square matrices:
 
    7 i    
1 2 1   1 2 1 1 + 2i
A1 =   , A2 =   , A3 = −i 5 1 , A4 =   , A5 =  ,

3 2i 3   3 4 1 + 2i 7
3
     
1 1 − 2i i 1 + 2i i 1 − 2i
A6 =   , A7 =   , A8 =  .
1 + 2i 7 1 + 2i 7 1 + 2i 7
(a) For each i = 1, . . . , 8, specify the transpose AT H
i and conjugate transpose (Hermitian adjoint) Ai
of Ai .
(b) List all of the matrices Ai with i = 1, . . . , 8 that are:
(i) diagonal;
(ii) upper triangular;
(iii) lower triangular;
(iv) tridiagonal;
(v) upper Hessenberg;
(vi) lower Hessenberg.
(c) List all of the matrices Ai with i = 1, . . . , 8 that are:
(i) symmetric;
(ii) Hermitian.

2. Review of row and column transformations by matrix multiplication.

Consider λ, µ ∈ R and A ∈ Rn×n with n ∈ N. Let i, j ∈ {1, . . . , n} be distinct indices.
(a) For each of the following operations on A, when it is possible, give matrices M and M 0 (by
specifying their size and entries) such that the resulting matrix is the product B = M AM 0 :
(i) multiply row i by λ;
1
 2 VLADIMIR KAZEEV

(ii) multiply column i by λ;

(iii) interchange rows i and j;
(iv) interchange columns i and j;
(v) add row i with coefficient µ to row j and multiply row i by λ;
(vi) add column i with coefficient µ to column j and multiply column i by λ.

(b) For each of the above operations, using properties of the matrix determinant as a function of the
columns of its matrix argument, express det B in terms of det A and λ, µ.
(c) For each of the above operations, find det M and det M 0 . Use these to express det B in terms of
det A and λ, µ.

3. Determinant and inverse under rank-one updates.

In practical computations, it is sometimes important to have an efficient way of updating the
inverse of a matrix when the matrix is modified by adding a rank-one matrix.
For example, for n ∈ N, let us consider an invertible matix A ∈ Cn×n , vectors u, v ∈ Cn and
the update transforming A into A + uv H . Such updates occur, for example, in quasi-Newton
optimization methods.
(a) Let us start with the case of A = I, where I is the identity matrix of order n. Consider the
following square matrices of order n + 1:
       
I I + uv H u I I u
X= , B =  , Y =   and Z =  .
vH 1 1 −v H 1 1 + vHu
Apply the standard matrix multiplication in a block form to find XB, BY , and XBY , verifying
thereby the equality XBY = Z.
(b) Find det X, det Y and det Z. Use these and the equality XBY = Z to find det(I + uv H ). Obtain
a necessary and sufficient condition (in terms of u and v) for that the matrix I + uv H is invertible.
(c) Identify when the inverses X −1 , Y −1 and Z −1 exist (depending on u and v). In the case when
they do, find them.
Hint: a small exercise on matrix multiplication may be helpful in solving this part. For
any k, m ∈ N, let Ik and Im be the identity matrices of orders k and m respectively
and M ∈ Cm×k be arbitrary. Applying matrix multiplication with respect to the
corresponding block structure in matrices of size (k + m) × (k + m), calculate the
following two matrix products:
     
Ik Ik Ik Ik
   and   .
M Im −M Im −M Im M Im
What do we see by conjugate-transposing these products?
(d) Obtain a necessary and sufficient condition (in terms of u and v) for that the inverse (I + uv H )−1
exists. Assuming that the inverse exists, find it.
 MATH 104 APPLIED MATRIX THEORY SPRING 2018 3

(e) Assuming that A ∈ Cn×n is arbitrary nonsingular (and that A−1 is known), obtain a necessary
and sufficient condition (in terms of u and v) for that the inverse (A + uv H )−1 exists. Assuming
that the inverse exists, find it.
Hint: the preceding subproblems can be applied with arbitrary vectors from Cn in place of u and v.
(f ) Do the results of this problem hold for real matrices? Explain why.

4. Vector spaces and linear dependence.

Let V be a vector space over a field F with respect to the operations + : V × V → V and
· : F × V → V of addition and multiplication by scalars. For any k ∈ N linearly dependent vectors
v1 , . . . , vk ∈ V , show that one of the vectors is a linear combination of the others.

5. Orthogonality and linear independence.

For n ∈ N, show that any k ∈ N mutually orthogonal nonzero vectors v1 , . . . , vk ∈ Rn are
linearly independent.

6. Bases.
Consider the following vectors v1 , v2 , v ∈ R2 :
     
2 3 4
v1 =   , v2 =   and v =   .
1 1 1
Prove that v1 and v2 form a basis in R2 . Find the components of v with respect to this basis.

Collaboration. Students are permitted and encouraged to discuss homework problems with each
other in general terms. However, the solutions students submit personally should be written by the
students themselves, in their own words. In this respect, students are reminded of their obligations
under the honor code.