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The document outlines a series of mathematical assignments related to linear algebra, including proofs regarding eigenvalues of symmetric and triangular matrices, properties of orthonormal matrices, and inequalities such as Hölder's and Cauchy-Schwarz. It also covers concepts of norm equivalence, condition numbers, and the existence of inverses for matrices of different dimensions. Additionally, there is a coding task involving the computation of various matrix norms in MATLAB.

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sidharthadurge04
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4 views

Assign2-2

The document outlines a series of mathematical assignments related to linear algebra, including proofs regarding eigenvalues of symmetric and triangular matrices, properties of orthonormal matrices, and inequalities such as Hölder's and Cauchy-Schwarz. It also covers concepts of norm equivalence, condition numbers, and the existence of inverses for matrices of different dimensions. Additionally, there is a coding task involving the computation of various matrix norms in MATLAB.

Uploaded by

sidharthadurge04
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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EfvrAm^ aEMbkAsrn^ Assignment 2

1. Prove that the eigenvalues of a real symmetric matrix are real.


2. If U ∈ RN ×N satisfies U T U = I, then U is called an orthonormal/unitary matrix.
• Prove that the eigenvalues of U lie on the unit circle in the complex plane.
• Write down the solution to the linear system U x = b.
• Prove that ∥x∥2 = ∥b∥2 .
• Is ∥x∥1 = ∥b∥1 ?
3. Prove the following properties of a lower-triangular matrix:

• Product of two lower triangular matrix is again lower triangular


• Inverse of a lower-triangular matrix is lower triangular

∂µ
• The eigenvalues of a lower-triangular matrix are its diagonal entries
4. Prove the Hölder’s inequality: If x, y ∈ Rn , we then have

xT y ≤ ∥x∥p ∥y∥q

where 1
p + 1
q = 1. Hence, conclude the Cauchy-Schwarz inequality as a special case.

5. Norm equivalence: Let x ∈ Rn

αγ
√
• ∥x∥2 ≤ ∥x∥1 ≤ n ∥x∥2
√
• ∥x∥∞ ≤ ∥x∥2 ≤ n ∥x∥∞

1 2 3 4 −1
 

6. Let A = −2 3 −1 −3 0 .
−1 5 2 1 −1
• What is the row-space of A and its dimension? Give an orthonormal basis for row-space of A.
1ν
• What is the column-space of A and its dimension? Give an orthonormal basis for column-space of A.
• What is the null-space of A and its dimension? Give an orthonormal basis for null-space of A.
• What is the null-space of AT and its dimension? Give an orthonormal basis for null-space of AT .
• What is the rank of the matrix?
−
√

7. Obtain the condition number corresponding to multiplying and dividing two numbers. Find the upper and lower bounds on
the condition numbers for both. Comment on when the operations are well-conditioned and ill-conditioned.
Z

8. Let A ∈ Rm×n . B is called the right inverse A if AB = Im (m × m identity matrix) and C is called the left inverse of A if
CA = In (n × n identity matrix). Consider the linear system Ax = b, where A ∈ Rm×n , x ∈ Rn×1 and b ∈ Rm×1 . Let the
rank of A be r. Consider the cases r < min (m, n) and r = min (m, n). For the three cases mentioned below, comment on the
existence of the right inverse and left inverse of A. Also, comment (when will a solution exist? how many solutions exist?) on
the solution of the linear system Ax = b.
• Let m > n, i.e., a thin matrix.
• Let m = n, i.e., a square matrix.
• Let m < n, i.e., a fat matrix.
∗
9. Coding part: Your task is to compute the ∥·∥1 , ∥·∥∞ and ∥·∥2 norm (the last norm is also called as the Frobenius norm) of
a matrix in MATLAB. You will need to upload only the final code. The code should have function named “norm calculation ”
and the filename should be “norm calculation.m” that takes only the matrix as input and prints the three norms.

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