Scribd
Upload
82 views2 pages

Math 551: Applied PDE and Complex Vars Fall 2017

This document is a problem set assignment for a graduate level applied PDE and complex variables course. It contains 4 problems related to linear algebra review, including: 1) solving a system of linear equations using eigen-expansion, 2) working with complex vectors and inner products, 3) using different inner products, and 4) solving an initial value problem for a matrix-vector ODE system. The homework is due September 6th and office hours for questions will be held on September 5th from noon to 3pm. Students are instructed to read an appendix on linear algebra concepts.

Uploaded by

Alexander Bennett
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
82 views2 pages

Math 551: Applied PDE and Complex Vars Fall 2017

This document is a problem set assignment for a graduate level applied PDE and complex variables course. It contains 4 problems related to linear algebra review, including: 1) solving a system of linear equations using eigen-expansion, 2) working with complex vectors and inner products, 3) using different inner products, and 4) solving an initial value problem for a matrix-vector ODE system. The homework is due September 6th and office hours for questions will be held on September 5th from noon to 3pm. Students are instructed to read an appendix on linear algebra concepts.

Uploaded by

Alexander Bennett
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

Math 551: Applied PDE and Complex Vars Fall 2017

Problem Set 1 Assigned Weds Aug 30 Due Weds Sep 6

Linear Algebra Review


-1. Homework policy: Homework is due IN CLASS on the due date. Unexcused late homeworks will
not be accepted. Any extensions or excuses must be requested before the due date.
Office hours: We will vote on regular office hour times, but for next week, office hours will be Tues,
Sep 5, Noon-3:00pm. You can always email me at any time with your questions or to request to
schedule a time to talk with me.

0. Reading : Haberman, Appendix to section 5.5 (pp. 178183).

1. The eigen-expansion method for solving systems of linear equations


Consider the matrix equation Lu = b:

6 2 7 4
8 0 7 u = 12 .
4 4 6 40

You are given that the eigenvalues for L = are {1 = 2, 2 = 6, 3 = 8}.

(a) Find the eigenvectors {1 , 2 , 3 }, scale them so that the first component of each is equal
to one.
(b) Show that {1 , 2 , 3 } are not orthogonal, but that they are linearly independent.
Hint: Calculate the dot products i j . Recall the definition: vectors are linearly indepen-
dent if c1 1 + c2 2 + c3 3 = 0 only for c1 = c2 = c3 = 0. One test for this is to calculate a
determinant, explain.
(c) Find the adjoint eigenvectors { 1 , 2 , 3 }. Scale them so that the first component of each
is equal to one.
P
(d) Determine the expansion coefficients ck and compute the solution u = ck k .

2. Linear algebra with complex vectors


For vectors whose entries are complex numbers (x, y Cn ) the inner product is defined as hx, yi
xy, where y is the complex conjugate of vector y, entry by entry in the vector, with a + ib = aib.

(a) Show that the real inner product (x y) does not satisfy the norm property for complex
vectors.
Hint: What happens for the vector x = (1, i)T ?
(b) Let x = (a + ib, c + id)T , where a, b, c, d are real numbers. Show that the complex inner
product is a norm, with |x|2 = hx, xi 0.
(c) How is the value of the complex inner product hx, yi related to the value of hy, xi?
(d) If A is a matrix with complex entries, what is the formula for the adjoint A with respect
to the complex inner product? How are the adjoint eigenvalues k related to the k of A?
 
i 1
(e) Find {k , k , k } for A = and show that 1 2 and 2 1 .
2 i+2
(f) Problem 5.5A.6, page 183.
Hint: For (a) consider the complex inner product of the matrix times an eigenvector against
the same eigenvector, and consider what happens when you factor a constant out of the inner
product (from the first vs. second factor) to end up showing that (k k ) = 0. This works
for both complex-Hermitian matrices and real-symmetric matrices.
(continued )
3. Linear algebra with a different inner product

(a) Problem 5.5A.3, page 183.


(b) Find the adjoint eigenvectors of A with respect to the regular dot product.
Verify the orthogonality of i j .
1 
4 0
(c) Let M = . Show that the books a b dot product can be written as a weighted
0 1
inner product defined by ha, bi a Mb.
(d) Find the positive diagonal matrix C such that M = C2 .
(e) Multiply the eigenvalue equation A = on the left by M to get MA = M. Write
M = C2 and = C1 y in this equation. Show that the vectors y are eigenvectors for
By = y, where B is a symmetric matrix Find B.
(f) Explain why the orthogonality relation for the ys is y1 y2 = 0 and use it to justify the
orthogonality of the s in the weighted inner product from part (c). Hint: use y = C in
the dot product.

4. Solution of initial value problems for matrix-vector ODE systems


Problem 5.5A.4, part (a), page 183.

You might also like