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CHAPTER 1
tb9

Solution 1.1
(a) For k = 2, (A + B)2 = A 2 + AB + BA + B 2 . If AB = BA, then (A + B)2 = A 2 + 2AB + B 2 . In general if
AB = BA, then the k-fold product (A + B)k can be written as a sum of terms of the form A j B k−j , j = 0, . . . , k. The
8@
k
number of terms that can be written as A j B k−j is given by the binomial coefficient . Therefore AB = BA

j 

implies
k
Σ
k  j k−j
(A + B)k = AB

j
j =0

(b) Write
det [λ I − A (t)] = λn + an−1 (t)λn−1 + . . . + a 1 (t)λ + a 0 (t)
gm

where invertibility of A (t) implies a 0 (t) ≠ 0. The Cayley-Hamilton theorem implies

A n (t) + an−1 (t)A n−1 (t) + . . . + a 0 (t)I = 0
for all t. Multiplying through by A −1 (t) yields
_−a 1 (t)I −
. . . − an−1 (t)A n−2 (t) − A n−1 (t)
________________________________
A −1 (t) =
a 0 (t)
ail

for all t. Since a 0 (t) = det [−A (t)], a 0 (t) = det A (t). Assume ε > 0 is such that det A (t) ≥ ε for all t. Since
A (t) ≤ α we have aij (t) ≤ α, and thus there exists a γ such that a j (t) ≤ γ for all t. Then, for all t,
a 1 (t)I + . . . + A n−1 (t)
______________________
A −1 (t) =
det A (t)

+ γ α + . . . + αn−1 ∆
_γ________________
.co

≤ =β
ε

Solution 1.2
(a) If λ is an eigenvalue of A, then recursive use of Ap = λp shows that λk is an eigenvalue of A k . However to
show multiplicities are preserved is more difficult, and apparently requires Jordan form, or at least results on
similarity to upper triangular form.
m

(b) If λ is an eigenvalue of invertible A, then λ is nonzero and Ap = λp implies A −1 p = (1/ λ)p. As in (a),
addressing preservation of multiplicities is more difficult.
1 , . . . , λ__
(c) A T has eigenvalues λ__ n since det (λI − A ) = det (λI − A) = det (λI − A).
T T

(d) A H has eigenvalues λ1 , . . . , λn using (c) and the fact that the determinant (sum of products) of a conjugate is
the conjugate of the determinant. That is

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Linear System Theory, 2/E Solutions Manual

_ _ ________
_
det (λ I − A H ) = det (λ I − A)H = det (λ I − A)
(e) α A has eigenvalues αλ1 , . . . , αλn since Ap = λp implies (α A)p = (αλ)p.
(f) Eigenvalues of A T A are not nicely related to eigenvalues of A. Consider the example
 0 α   0 0 
A= , ATA =
 0 0   0 α 

where the eigenvalues of A are both zero, and the eigenvalues of A T A are 0, α. (If A is symmetric, then (a)
applies.)

Solution 1.3
(a) If the eigenvalues of A are all zero, then det (λ I − A) = λn and the Cayley-Hamilton theorem shows that A is
nilpotent. On the other hand if one eigenvalue, say λ1 is nonzero, let p be a corresponding eigenvector. Then
A k p = λ k1 p ≠ 0 for all k ≥ 0, and A cannot be nilpotent. _
(b) Suppose Q is real and symmetric, and λ is an eigenvalue of Q. Then λ also _ _is_ an eigenvalue. From the
eigenvalue/eigenvector
_ equation Qp = λ p we get_ p H Qp = λ p H p. Also Qp = λ p, and _ transposing gives
p H Qp = λ p H p. Subtracting the two results gives (λ − λ)p H p = 0. Since p ≠ 0, this gives λ = λ, that is, λ is real.
(c) If A is upper triangular, then λ I − A is upper triangular. Recursive Laplace expansion of the determinant about
the first column gives
det (λ I − A) = (λ − a 11 ) . . . (λ − ann )
which implies the eigenvalues of A are the diagonal entries a 11 , . . . , ann .

Solution 1.4
(a)
 0 0  1 0
A= implies A T A = implies A  = 1
 1 0  0 0
(b)
 3 1  10 6 
A= implies A T A =
 1 3  6 10 
Then
det (λI − A T A) = (λ − 16)(λ − 4)
which implies A  = 4.
(c)
 1−i 0   (1+i)(1−i) 0   2 0
A= implies A H A = =
 0 1+i   0 (1−i)(1+i)   0 2
This gives A  = √2 .

Solution 1.5 Let

1/α α 
α>1

A= ,
 0 1/α 
Then the eigenvalues are 1/α and, using an inequality on text page 7,
A  ≥ max aij  = α
1 ≤ i, j ≤ 2

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Linear System Theory, 2/E Solutions Manual

Solution 1.6 By definition of the spectral norm, for any α ≠ 0 we can write
______
A x 
A  = max A x  = max
x  = 1 x  = 1 x 
A α x 
________ αA x 
_________
= max = max
α x  = 1 α x  x  = 1/α αx 

Since this holds for any α ≠ 0,

______
A x  ______
A x 
A  = max = max
x  ≠0 x  x≠0 x 

Therefore
______
A x 
A  ≥
x 

for any x ≠ 0, which gives

A x  ≤ A x 

Solution 1.7 By definition of the spectral norm,

AB  = max (AB)x  = max A (Bx)
x  =1 x  =1

≤ max {A Bx } , by Exercise 1.6

x  =1

= A  max Bx  = A B 

x  =1

If A is invertible, then A A −1 = I and the obvious I  = 1 give

1 = A A −1  ≤ A A −1 
Therefore
1
_____
A −1  ≥
A 

Solution 1.8 We use the following easily verified facts about partitioned vectors:
     
x1 x1 0
  ≥ x 1 , x 2  ;   = x 1  ,   = x 2 
x2 0 x2
     

Write
     
A 11 A 12 x1 A 11 x 1 + A 12 x 2
Ax = =
A 21 A 22 x2 A 21 x 1 + A 22 x 2
     

Then for A 11 , for example,

A  = max A x  ≥ max A 11 x 1 + A 12 x 2 
x  =1 x  =1

≥ max A 11 x 1  = A 11 

x 1  =1

The other partitions are handled similarly. The last part is easy from the definition of induced norm. For example
if

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Linear System Theory, 2/E Solutions Manual

 
0 A 12
A=
0 0
 

then partitioning the vector x similarly we see that

max A x  = max A 12 x 2  = A 12 
x  =1 x 2  =1

Solution 1.9 By the Cauchy-Schwarz inequality, and x T  = x ,

x T A x  ≤ x T A x  = A T x x 

≤ A T x 2 = A x 2

This immediately gives
x T A x ≥ −A x 2
If λ is an eigenvalue of A and x is a corresponding unity-norm eigenvector, then
λ = λx  = λ x  = A x  ≤ A x  = A 

Solution 1.10 Since Q = Q T , Q T Q = Q 2 , and the eigenvalues of Q 2 are λ 21 , . . . , λ 2n . Therefore

Q  = √λmax (Q 2 )
      = max
1≤i≤n
λi 

For the other equality Cauchy-Schwarz gives

x T Qx | ≤ x T Q x  = Qx x 
≤ Q x 2 = [ max λi  ] x Tx
1≤i≤n

Therefore | x T Qx | ≤ Q  for all unity-norm x. Choosing xa as a unity-norm eigenvector of Q corresponding to

the eigenvalue that yields max λi  gives
1≤i≤n

x Ta Qxa  = x Ta [ max λi  ] xa = max λi 

1≤i≤n 1≤i≤n

Thus max x T Qx  = Q .

x  =1

Solution 1.11 Since A x  = √(A  T (A

   x)  = √x
 x)   TA TA x
 ,

A  = max √xTA TA x

x  =1
 
1/2
= max x T A T A x
 x  =1 

The Rayleigh-Ritz inequality gives, for all unity-norm x,

x T A T A x ≤ λmax (A T A) x T x = λmax (A T A)
and since A T A ≥ 0, λmax (A T A) ≥ 0. Choosing xa to be a unity-norm eigenvector corresponding to λmax (A T A) gives
x Ta A T A xa = λmax (A T A)
Thus

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Linear System Theory, 2/E Solutions Manual

max x T A T A x = λmax (A T A)
x  =1

so we have A  = √λmax

  (A
T 
  A) .

Solution 1.12 Since A T A > 0 we have λi (A T A) > 0, i = 1, . . . , n, and (A T A)−1 > 0. Then by Exercise 1.11,
1
_________
A −1 2 = λmax ((A T A)−1 ) =
λmin (A T A)
n
Π λi (A T A) n −1
_[λ____________
T
__________________
i =1 max (A A)]
= ≤
λmin (A T A) . det (A T A) (det A)2

A 2(n−1)
_________
=
(det A)2
Therefore
A n−1
________
A −1  ≤
det A 

Solution 1.13 Assume A ≠ 0, for the zero case is trivial. For any unity-norm x and y,
y T A x  ≤ y T A x 

≤ y A x  = A 

Therefore
max y T A x  ≤ A 
x , y  =1

Now let unity-norm xa be such that A xa  = A , and let
Axa
_____
ya =
A 

Then ya  = 1 and

x Ta A T A xa 
__________ A xa 2
________ A 2
______
y Ta A xa  = = = = A 
A  A  A 

Therefore
max y T A x  = A 
x , y  =1

Solution 1.14 The coefficients of the characteristic polynomial of a matrix are continuous functions of matrix
entries, since determinant is a continuous function of the entries (sum of products). Also the roots of a
polynomial are continuous functions of the coefficients. (A proof is given in Appendix A.4 of E.D. Sontag,
Mathematical Control Theory, Springer-Verlag, New York, 1990.) Since a composition of continuous functions
is a continuous function, the pointwise-in-t eigenvalues of A (t) are continuous in t.
This argument gives that the (nonnegative) eigenvalues of A T (t)A (t) are continuous in t. Then the maximum at
each t is continuous in t — plot two eigenvalues and consider their pointwise maximum to see this. Finally since
square root is a continuous function of nonnegative arguments, we conclude A (t) is continuous in t.
However for continuously-differentiable A (t), A (t) need not be continuously differentiable in t. Consider the

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