Linear Algebra Applications
Linear Algebra Applications
Linear Algebra Applications
Consider the system of linear equations. Determine whether the system has no solution; exactly one
solution; or infinitely many solutions
(i) x y 2
2 x 3 y 1
3x 2 y 5
(ii) x y 2
2x 2 y 4
3x 2 y 5
(iii) x 2y 3
2x 4 y 6
3x 6 y 9
Question 2
Determine whether the following matrix is in row-echelon form, reduced row-echelon form or
neither
1 0 0 0
1 2 0 1 2 0
0 1 2 0
(a) 0 1 0 (b) 0 1 0 (c)
0 0 0 0 2 0 0 0 0 1
0 0 0 0
1 2 3 0 1 2 3 0 1 2 0 0
0 0 0 0 0 1 0 0 0 0 1 0
(d) (e) (f)
0 0 0 1 0 0 0 1 0 0 0 1
0 0 0 0 0 0 0 0 0 0 0 0
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Question 3
1 2 3 2
2 3 0 0
1 2 1 3
3 4
7 3
Question 4
Question 5
Determine the values of k for which the following system have infinitely many solutions
x1 x2 4 x3 2
2 x1 3x2 12 x3 k 2
3x1 x2 4 x3 4k 2
Question 6
1 4 2 1
Verify Theorem 1.4.2 for the matrices A , B and k 3
2 3 3 4
Question 7
1 4 2 1
Verify Theorem 1.4.4 for the matrices A , B , k 3 and n 2
2 3 3 4
Question 8*
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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0 1 0 1 0 0 1 0 0 1 0 0
1 2 1 0 0
0 0 1 0 2 0 0 2 0 0 0 0
0 1 0 2 0 1 0 0 0 0 1 0 0 3 0 0 1
For each of those matrices which is elementary, write down its inverse.
Question 2
1 0 0 0 1 0 0 0 1 0 0 0
0 1 0 0 0 0 0 1 0 1 0 0
(a) (b) (c)
0 0 1 0 0 0 1 0 0 0 a 0
k 0 0 1 0 1 0 0 0 0 0 1
Question 3
1 2 3 1 2 0 0 4 3
Consider the matrices A 0 1 2 , B 0 1 2 , C 0 1 2
1 2 0 1 2 3 1 2 0
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Question 4
1 2 3 1 2 3 0 2 0
Consider the matrices A 0 1 2 , B 1 1 1 , C 0 1 2
0 2 0 0 2 0 1 2 3
Question 5
1 2 3 1 3 3
Consider the matrices A 1 4 1 , B 1 4 1
0 0 1 3
1 2
(a) E2 E1 A B (b) E4 E3 B A
Question 6
1 4 2 1 4 2
Consider the matrices A 1 3 2 , B 0 1 0
0 1 0 0 1
2
(a) E2 E1 A B (b) E4 E3 B A
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 7
1 1 1
Consider the matrix A 0 1 2 .
0 0 1
(a) Find elementary matrices E1 , E2 , and E 3 such that E3 E2 E1 A I 3 . Are these E1 , E2 , and E 3
unique?
Question 8
Question 9
Find the condition that b's must satisfy for the system to be consistent
2 x1 x2 3x3 b1
3x1 2 x2 3x3 b2
9 x1 5x2 6 x3 b3
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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1 2 2
Let A 4 3 2 .
5 0 3
(i) the first row (ii) the second column (iii) the third row (iv) the first column
(b) Find A 1
Question 2
cos sin 0
Show that the matrix A sin cos 0 is invertible for all values of . Hence find A 1 .
0 1
0
Question 3
2 4 2 8
2 3 0 7
Let B . Find (a) M 13 (b) M 32 (c) C13 (d) C33
0 1 5 1
1 1 0
0
Question 4
x1 3x2 4
x1 2 x2 3x3 9
2 x1 5x2 5x3 17
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 5
4 x1 x2 x3 x4 6
3x1 7 x2 x3 x4 9
7 x1 3x2 5x3 8x4 5
x1 x2 x3 2 x4 3
2 4 2 8 2 5 3 2
2 1 3
2 3 0 7 2 3 2 5
(a) 1 4 4 (b) (c)
0 1 5 1 1 3 2 2
1 0 2
1 0 1 0 1 6 4 3
Question 7
ax b c
Evaluate the determinant 1 x 0 and write your answer as a polynomial in x.
0 1 x
Question 8
sin x 0 cos x
Show that the value of the determinant cos x sin x
0 does not depend on x.
sin x cos x sin x cos x 1
Question 9
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 10
Suppose A and B are two n n matrices such that det( A) 2 and det(B) 3 . Find the following
(a) det(AB ) (b) det( A3 ) (c) det( A 1 B) (d) det(4 AT ) (e) det(BB T )
Question 11
3 0 0 5 2 6 2 0 0
(a) 0 2 0 (b) 0 3 1 (c) 0 3 0
6 2 4 0 0 2 0 0 4
2 4 2 8 2 5 3 2
2 1 3
2 3 0 7 2 3 2 5
(d) 1 4 4 (e) (f)
1 0 2 0 1 5 1 1 3 2 2
1 1 0 1 6
0 4 3
Question 12
k k 3
Determine the value of k such that the matrix A 0 k 1 1 is invertible
k 8 k 1
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 2
Show that the above identities also hold for vectors in 3-space
Question 3
Question 4
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 5
Question 6*
Use the Cauchy-Schwarz Inequality to show that for all real values of a, b and ,
(a cos b sin ) 2 a 2 b 2
Question 7
T x1 , x2 , x3 x1 x2 , x1 x2 x3 , x1 x3
Question 8
Question 9
Question 10
(a) An orthogonal projection on the xy-plane followed by a reflection about the xz-plane
(b) A rotation of 45 0 about the y-axis, followed by a rotation of 30 0 about the x-axis
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 11
Explain the geometric effect of the transformation with the following standard matrix
Question 12
w1 2 x1 x2 3x3
w2 4 x2 x3
w3 x1 x2 x3
is one-to-one. If so, find the standard matrix for the inverse operator T 1
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 2
Question 3
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 4
(b) Express the vector 4,3,11 as a linear combination of 2,1,3 and 1,3,1
Question 5
Question 6
(a) Determine whether the set S { 1,2,3 , 4,5,6 , 7,8,9 } is linearly independent or
dependent
(b) For which real numbers k does the set S { k ,1,1 , 1,0,1 , 1,1,3k } form a linearly
dependent set in R 3 ?
(c) Show that the polynomials 3 x , 2 x x 2 , and 4 3x x 2 form a linearly dependent set in
P2
(d) *Determine whether the set S { 1,1,1,2 , 1,3,0,1 , 2,4,2,1 } is linearly independent
or dependent
Question 7
p 1 x x , and p 1 x
2
~ 2 ~3
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 2
(a) 1 3x 2 x 2 , 1 x 4 x 2 , 1 7 x
(b) 4 6x x 2 , 1 4x 2x 2 , 5 2x x 2
(c) 1 x x2 , x x2 , x 2
(d) 4 x 3x 2 , 6 5 x 2 x 2 , 8 4 x x 2
Question 3
Determine whether the set S { 2,1,1,1 , 0,1,1,1 , 0,0,1,1 , 2,2,1,2 } is a basis for R 4
Question 4
3 6 0 1 0 8 1 0
, , ,
3 6 1 0 12 4 1 2
Question 5
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 6
1 2 1 1 2 1 2 0 1 0
2 4 3 4 7 0 0 1 2 0
The reduced row-echelon of A 1 2 2 5 3 is B 0
0 0 0 1 .
3 6 2 1 3 0 0 0 0 0
4 0 0 0 0 0
8 6 8 9
Question 7*
Determine a basis for, and the dimension of, the solution space of the homogeneous system
2 x1 2 x2 x3 x5 0
x1 x2 2 x3 3x4 x5 0
x1 x2 2x3 x5 0
x3 x4 x5 0
Question 8*
Question 9
1 2 3 4
1 2 3
0 1 2 0
(a) 2 1 4 (b)
4 1 1 5 4
3 2
2 2 10 8
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
JANUARY 2016 SEMESTER
(a) Find u, v for the inner product defined by u, v u1v1 2u 2 v2 if u 1,2 and
~ ~ ~ ~ ~
v 5,2 .
~
1
(b) Find u, v for the inner product defined by u, v 2u1v1 u 2 v2 if u 1,3 and
~ ~ ~ ~ 2 ~
v 1,4 .
~
Question 2
Question 3
3 4 4 3
Let S { , ,0 , , ,0 , 0,0,1 } be an orthonormal basis for R 3 . Express the vector
5 5 5 5
u 1,3,7 as a linear combination of the vectors in S, and find the coordinate vector (u) S .
~ ~
Question 4
2 2 1 2 1 2 1 2 2
Let S { , , , , , , , , } be an orthonormal basis for R 3 . Express the vector
3 3 3 3 3 3 3 3 3
u 3,4,5 as a linear combination of the vectors in S, and find the coordinate vector (u) S .
~ ~
Question 5
Consider R 3 with the Euclidean inner product. Use the Gram-Schmidt process to transform the basis
S into an orthonormal basis.
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 7
2 1 1 0 1 2 0 0 2
(a) 0 1 3 (b) 1 1 1 (c) 0 4 1
1 1 1 1 1 3 1 0 1
Question 8
Find the QR-decomposition of the matrices whose column vectors are given in Question 5
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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2 0 1 1 3 0 1 2 2
6 3 2 3
(i) (ii) (iii) 0 3 4 (iv) 3 1 0 (v) 2 5 2
2 1 1 4 0 0 1 0 0 2 6 6 3
1 0 0 0
0 3 5
0 1 5 10
(vi) 4 4 10 (vii)
0 1 0 2 0
0 4
1 0 0 3
Question 2
a b
Let A .
c d
2 tr( A) det( A) 0
1
2
(a d ) (a d ) 2 4bc
(c) Let (a d ) 2 4bc . Prove that A has
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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The Cayley-Hamilton Theorem states that a matrix satisfies its characteristic equation. For example
1 1
the characteristic equation of the matrix A is 2 1 0 , and therefore, by the theorem,
1 0
A2 A I 2 0
Demonstrate the Cayley-Hamilton Theorem for the given matrix.
1 0 4 1 0 0
3 1
(a) (b) 0 3 1 (c) 1 3 2
1 0 2 0 1 0 1 0
Question 4
11 36 3 4 1 3 3 1
(a) A , P (b) A , P
3 10 1 1 1 5 1 1
1 1 0 0 1 3 2 0 2 1 0 2
(c) A 0 3 0 , P 0 4 0 (d) A 0 2 2 , P 1 1 2
4 2 5 1 2 2 3 0 3 1 0 3
Question 5
Determine whether the matrix A is diagonalizable. If so, find a matrix P that diagonalizes A and find
P 1 AP
2 0 1 1 2 2 0 3 5
6 3 2 3
(a) (b) (c) 0 3 4 (d) 2 5 2 (e) 4 4 10
2 1 1 4 0 0 1 6 6 3 0 4
0
Question 6
3 2 3
10 18
(a) A ; A (b) A 3 4
6
9 ; A8
6 11 1 2 5
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 2
Question 3
A woman has up to RM10,000 to invest. Her broker suggests investing in two bonds, A and B. Bond
A is a rather risky bond with a projected annual yield of 10%, while bond B is a rather conservative
bond with an expected annual yield of only 7%. After much consideration, she decides to invest at
most RM6,000 in bond A, to invest at least RM2,000 in bond B, and to invest at least as much in
bond A and as in bond B.
(a) Formulate a linear programming problem, identifying the objective function and the
constraints.
(b) Determine how should she invest her RM10,000 in order to maximize her annual yield
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 4
0.4 0.5 1
Consider the transition matrix P . Starting with the initial state vector x ,
(0)
0.6 0.5 ~
0
compute x for n 1,2,3,4,5 . State why P is a regular transition matrix and find its steady-state
(n)
~
vector.
Question 5
compute to 3 decimal places, x for n 1,2,3,4,5 . State why P is a regular transition matrix and
(n)
~
find its steady-state vector.
Question 6
Determine whether the following transition matrix is regular. For those matrices which are regular,
find their steady-state vectors
13 1
0 0 12 12
0 0.25 0.5 0 2
(a) (b) (c) 13 0 14 (d) 12 12 0
1 0.75 0.5 1 1 1 3 1 0 1
3 2 4 2 2
Question 7
0 12 12
Find the steady-state vector of the transition matrix 12 12 0
1 0 1
2 2
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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For the following input-output matrix, find nonnegative price vectors that satisfy the equilibrium
condition of the Leontief Closed Model
12 0 1
0.35 0.50 0.30
1 1
2
(a) 1
2 3
2
(b) 13 0 2
1
(c) 0.25 0.20 0.30
2 3 1 1 0 0.40 0.30 0.40
6
Question 2
Three neighbours have backyard vegetable gardens. Neighbour A grows tomatoes, Neighbour B
grows corn, and Neighbour C grows lettuce. They agree to divide their crops among themselves as
follows:
1 1 1
A gets of the tomatoes, of the corn, and of the lettuce
2 3 4
1 1 1
B gets of the tomatoes, of the corn, and of the lettuce
3 3 4
1 1 1
C gets of the tomatoes, of the corn, and of the lettuce
6 3 2
What prices should the neighbours assign to their respective crops if the equilibrium condition of a
closed economy is to be satisfied, and if the lowest priced crop is to have a price of RM100?
Question 3
Three actuarial consultants AC1, AC2, and AC3 each have an actuarial consulting firm. The
consulting they do is of a multidisciplinary nature, so they buy a portion of each others services.
For each RM1 of consulting AC1 does, he buys RM0.10 of AC2s services and RM0.30 of AC3s
services.
For each RM1 of consulting AC2 does, he buys RM0.20 of AC1s services and RM0.40 of AC3s
services.
For each RM1 of consulting AC3 does, he buys RM0.30 of AC1s services and RM0.40 of AC2s
services.
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
JANUARY 2016 SEMESTER
For a certain week, all three actuarial consultants receive outside consulting orders of RM50,000,
RM70,000, and RM60,000, respectively. What monetary value (in RM) of the amount of consulting
does each actuarial consultant perform in that week?
Question 4
1 2
Use the matrix to obtain the Hill 2-cipher for the plaintext
0 3
Question 5
Obtain the Hill cipher of the message DARK NIGHT for each of the following enciphering matrices
1 3 4 3
(a) (b)
2 1 1 2
Question 6
Determine whether the matrix is invertible modulo 26. If so find its inverse modulo 26 and check
your work by verifying that AA 1 A1 A I (mod 26)
9 1 3 1 8 11
(a) (b) (c)
7 2 5 3 1 9
Question 7
4 1
Decode the message SAKNOXAOJX given that it is a Hill cipher with enciphering matrix
3 2
Question 8
5 1
Decipher the following Hill 2-cipher, which was enciphered by the matrix A .
4 3
YBRSVPMR
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
JANUARY 2016 SEMESTER
Draw a diagram depicting the numbers of female population in each age class and at each time for
the case where the maximum attained age is 100 years and the population is divided into 5 age
classes so that each class is 20 years in duration. Show that the Leslie matrix is given by
a1 a2 a3 a4 a5
b1 0 0 0 0
L 0 b2 0 0 0
0 0 b3 0 0
0 0
0 0 b4
Question 2
Suppose that a certain animal population is divided into two age classes and has a Leslie matrix
1 3
L 1 .
4 0
100
, calculate x , x , x , x ,
( 0) (1) ( 2) ( 3) ( 4)
(b) Beginning with the initial age distribution vector x
~
0 ~ ~ ~ ~
(5)
and x
~
Lx
(6) ( 6) ( 5)
(c) Calculate x using the exact formula x
~ ~ ~
( k 1)
1 x
(6) (k )
(d) Calculate x using the approximation x
~ ~ ~
Question 3
a1 a2 a3
The matrix L b1 0 0 has a unique positive eigenvalue 1 . Show that an eigenvector
0 0
b2
x1 1
corresponding to 1 is x x2 b11 .
x b1b2
~
3 12
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics
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Question 4
Suppose that the maximum age attained by the females in a certain animal population is 15 years and
we divide the population into three age classes with equal durations of five years. Let the Leslie
0 2 16
matrix for this population be L 12 0 0 .
0 3 0
4
100
0 , calculate x , x , x , x ,
(0) (1) ( 2) ( 3) ( 4)
(b) Beginning with the initial age distribution vector x
0
~ ~ ~ ~ ~
(5)
and x
~
Lx
(6) ( 6) ( 5)
(c) Calculate x using the exact formula x
~ ~ ~
( k 1)
1 x
(6) (k )
(d) Calculate x using the approximation x
~ ~ ~
Question 5
Determine the net reproduction rate of the female population whose Leslie matrix are given by
1 4 0 3 0 2
(a) L 1 (b) L 1 (c) L 1
3 0 3 0 3 0
0 3 2 0 3 2 0 2 2
(d) L 13 0 0 (e) L 14 0 0 (f) L 13 0 0
0 1 0 0 1 0 0 1 0
2 2 3
For those cases where there is zero population growth, determine the positive eigenvalue of the
Leslie matrix.
MAT1024 Linear Algebra & Applications B Sc (Hons) in Actuarial Studies, Financial Analysis, Financial Economics