--- title: Exam 3 tags: Linear algebra GA: G-77TT93X4N1 --- # Exam 3 <!-- --- ## 1 ### ( a) Let $V=\mathbb{R}^2$ with scalar field $\mathbb{R}$. We define $$ T\left(\begin{bmatrix}x\\ y\end{bmatrix}\right) = \begin{bmatrix}-y\\ x\end{bmatrix}. $$ If $(x, y)^T$ is an eigenvector we should bave $$ \lambda \begin{bmatrix}x\\ y\end{bmatrix}=T\left(\begin{bmatrix}x\\ y\end{bmatrix}\right) = \begin{bmatrix}-y\\ x\end{bmatrix}. $$ That is, $\lambda x = -y$ and $\lambda y = x$. Then $$ x = \lambda y = \lambda (-\lambda x) = -\lambda^2 x, $$ that gives $\lambda^2=-1$. Since our field is $\mathbb{R}$, there is no solution. ### ( b) $$ T(p) = 2\langle p, P_0\rangle P_1(x) + \langle p, P_1\rangle P_2(x). $$ ### ( c) $$ T(p) = 2\langle p, P_0\rangle P_0(x) + \langle p, P_1\rangle P_1(x). $$ Then $T(P_0)=2P_0$, $T(P_1)=P_1$ and $T(P_2)=0$. --> --- ## 2 At first, we have $$ A = \begin{bmatrix} 1 & 2\\ 2 & 1 \end{bmatrix}=\frac{1}{2} \begin{bmatrix} -1 & 1\\ 1 & 1 \end{bmatrix} \begin{bmatrix} -1 & 0\\ 0 & 3 \end{bmatrix} \begin{bmatrix} -1 & 1\\ 1 & 1 \end{bmatrix}. $$ So, $$ \begin{align} |A| &= \frac{1}{2} \begin{bmatrix} -1 & 1\\ 1 & 1 \end{bmatrix} \begin{bmatrix} 1 & 0\\ 0 & 3 \end{bmatrix} \begin{bmatrix} -1 & 1\\ 1 & 1 \end{bmatrix}=\begin{bmatrix} 2 & 1\\ 1 & 2 \end{bmatrix}= \left[|T|\right]_{\mu},\\ \sqrt{|A|} &= \frac{1}{2} \begin{bmatrix} -1 & 1\\ 1 & 1 \end{bmatrix} \begin{bmatrix} 1 & 0\\ 0 & \sqrt{3} \end{bmatrix} \begin{bmatrix} -1 & 1\\ 1 & 1 \end{bmatrix}= \left[\sqrt{|T|}\right]_{\mu},\\ \sqrt[4]{|A|} &= \frac{1}{2} \begin{bmatrix} -1 & 1\\ 1 & 1 \end{bmatrix} \begin{bmatrix} 1 & 0\\ 0 & \sqrt[4]{3} \end{bmatrix} \begin{bmatrix} -1 & 1\\ 1 & 1 \end{bmatrix} = \left[\sqrt[4]{|T|}\right]_{\mu}. \end{align} $$ --- ## 3 [Chapter 6 extra note 1](https://hackmd.io/@teshenglin/2024LA2_ch6_1) --- ## 4 [Chapter 6 extra note 1](https://hackmd.io/@teshenglin/2024LA2_ch6_1) --- ## 5 Let $n\in\mathbb{N}$, given $p\in P_n$, we have $T^{n+1}(p)=\frac{d^{n+1}}{dx^{n+1}}p={\bf 0}$, where ${\bf 0}$ denotes the zero polynomial. So $T$ is nilpotent. Let $n\in\mathbb{N}$, given $p=a_0 + a_1 x +\cdots a_n x^n$, if $p$ is an eigenvector corresponds to eigenvalue $\lambda$, then we should have $$ T(p) = a_1 + \cdots +na_nx^{n-1} = \lambda(a_0 + a_1 x +\cdots a_n x^n). $$ Equalizing the coefficients gives $$ a_n = \cdots =a_1=0. $$ Therefore, the only eigenvalue is $\lambda=0$ with eigenvectors $\text{span}\{1\}\setminus\{{\bf 0}\}$. --- ## 6. Let $T\in\mathcal{L}(\mathbb{P}_2([-1, 1]))$ with $T(p) = \frac{d}{dx} p(x)$. Determine $T^{\dagger}(a+bx+cx^2)$, where $T^{\dagger}$ is the pseudo-inverse of $T$, and $a, b, c\in\mathbb{R}$. We already know that one of its orthonormal basis is $$ \beta = \left\{P_0(x)=\frac{1}{\sqrt{2}}, \quad P_1(x)=\sqrt{\frac{3}{2}} x, \quad P_2(x)=\sqrt{\frac{5}{8}} (3x^2-1) \right\}. $$ > > 1. Matrix representation > > The matrix representation of $T$ is > $$ > A = [T]_{\beta} = \begin{bmatrix} 0 & \sqrt{3} & 0\\ 0 & 0 & \sqrt{15} \\ 0 & 0 & 0 \end{bmatrix}, > $$ > so > $$ A^*A = \begin{bmatrix} 0 & 0 & 0\\ 0 & 3 & 0 \\ 0 & 0 & 15 \end{bmatrix}, \quad |A| = \begin{bmatrix} 0 & 0 & 0\\ 0 & \sqrt{3} & 0 \\ 0 & 0 & \sqrt{15} \end{bmatrix}. $$ > That gives $\sigma_1=\sqrt{15}$, $\sigma_2=\sqrt{3}$ and ${\bf v}_1 = [0, 0, 1]^T$, ${\bf v}_2=[0, 1, 0]^T$. > > We can then calculate ${\bf w}$ as > $$ > {\bf w}_1 = \frac{1}{\sqrt{15}}A{\bf v}_1 = [0, 1, 0]^T, \quad > {\bf w}_2 = \frac{1}{\sqrt{3}}A{\bf v}_2 = [1, 0, 0]^T. > $$ > > As a result, we have the SVD of $A$: > $$ > A = \begin{bmatrix} {\bf w}_1 & {\bf w}_2 \end{bmatrix}\begin{bmatrix} \sigma_1 & 0\\ 0 & \sigma_2 \\ \end{bmatrix}\begin{bmatrix} {\bf v}^T_1 \\ {\bf v}^T_2 \end{bmatrix} = \begin{bmatrix} 0 & 1\\ 1 & 0\\ 0 & 0 \end{bmatrix}\begin{bmatrix} \sqrt{15} & 0\\ 0 & \sqrt{3} \\ \end{bmatrix}\begin{bmatrix} 0 & 0 & 1\\ 0 & 1 & 0 \end{bmatrix}. > $$ > Regarding the pseudo-inverse, we have > $$ > A^{\dagger} = \begin{bmatrix} 0 & 0\\ 0 & 1\\ 1 & 0 \end{bmatrix}\begin{bmatrix} \frac{1}{\sqrt{15}} & 0\\ 0 & \frac{1}{\sqrt{3}} \\ \end{bmatrix}\begin{bmatrix} 0 & 1 & 0\\ 1 & 0 & 0 \end{bmatrix}. > $$ > > > $T$ > > Similarly, the Schmidt decomposition of $T$ as > $$ > T(p) = \sqrt{15}\langle p, P_2\rangle P_1(x)+\sqrt{3}\langle p, P_1\rangle P_0(x). > $$ > > and > $$ > T^{\dagger}(p) =\frac{1}{\sqrt{15}}\langle p, P_1\rangle P_2(x)+\frac{1}{\sqrt{3}}\langle p, P_0\rangle P_1(x). > $$ > > Finally, we note that > $$ > a + bx + cx^2 = \left(\sqrt{2}\,a+\frac{\sqrt{2}}{3}c\right)P_0(x) + \left(\sqrt{\frac{2}{3}}\,b\,\right)P_1(x) + \left(\frac{1}{3}\sqrt{\frac{8}{5}}\,c\,\right)P_2(x). > $$ > So, let $p=a + bx + cx^2$ we already have > $$ > \langle p, P_1\rangle = \sqrt{\frac{2}{3}}\,b, \quad > \langle p, P_0\rangle = \sqrt{2}\,a+\frac{\sqrt{2}}{3}\,c. > $$ > That gives > $$ > \begin{align} > T^{\dagger}(a + bx + cx^2) &=\frac{1}{\sqrt{15}}\left(\sqrt{\frac{2}{3}}\,b\right) P_2(x)+\frac{1}{\sqrt{3}}\left(\sqrt{2}\,a+\frac{\sqrt{2}}{3}\,c\right) P_1(x)\\ > &=\frac{b}{6}(3x^2-1) + \left(a+\frac{c}{3}\right)x. > \end{align} > $$ > --- ## 7 ### (a) Given ${\bf v}\in V$ with $\|{\bf v}\|\le 1$, $$ \begin{align} \|(T+S){\bf v}\| = \|T{\bf v}+S{\bf v}\| &\le \|T{\bf v}\|+\|S{\bf v}\| \\ &\le\max_{\|{\bf v}\|\le 1}\|T{\bf v}\|+\max_{\|{\bf v}\|\le 1}\|S{\bf v}\|\\ &=\sigma_1(T) + \sigma_1(S). \end{align} $$ So, $$ \sigma_1(T+S) = \max_{\|{\bf v}\|\le 1}\|(T+S){\bf v}\|\le \sigma_1(T) + \sigma_1(S). $$ ### (b) Given ${\bf v}_1\in V$ with $\|{\bf v}_1\|=1$ that is the eigenvector corresponds to the largest eigenvalue $\lambda_1$, i.e., $$ T{\bf v}_1 = \lambda_1{\bf v}_1. $$ We have $$ \lambda_1^2 = \langle T{\bf v}_1, T{\bf v}_1\rangle = \|T{\bf v}_1\|^2\le\max_{\|{\bf v}\|\le 1}\|T{\bf v}\|^2=\sigma_1^2. $$ Since $\sigma_1\ge 0$, we obtain $$ |\lambda_1|\le \sigma_1. $$