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HW 2022 2

This document contains 6 problems about matrix computations involving block matrices and outer products: 1. Compute the outer product expansions of XY^T and YX^T. 2. Show that a matrix A = USV^T can be expressed as an outer product of its singular values and vectors. 3. Show that an upper block triangular matrix is nonsingular if its diagonal blocks are, and compute the block form of its inverse. 4. Compute the block forms of S^-1 and the product S^-1MS for block matrices S and M. 5. Factor a block matrix A as a product involving its Schur complement, and relate the nonsingularity of A to

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0% found this document useful (0 votes)
37 views2 pages

HW 2022 2

This document contains 6 problems about matrix computations involving block matrices and outer products: 1. Compute the outer product expansions of XY^T and YX^T. 2. Show that a matrix A = USV^T can be expressed as an outer product of its singular values and vectors. 3. Show that an upper block triangular matrix is nonsingular if its diagonal blocks are, and compute the block form of its inverse. 4. Compute the block forms of S^-1 and the product S^-1MS for block matrices S and M. 5. Factor a block matrix A as a product involving its Schur complement, and relate the nonsingularity of A to

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SHUBHAM
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© © All Rights Reserved
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Homework-2

MA423 : Matrix Computations 2022 R. Alam

Block matrices and outer product


   
2 1 5 1 2 4
1. Let X = and Y := .
4 2 3 2 3 1

(a) Compute the outer product expansion of XY > .


(b) Compute the outer product expansion of Y X > . How is the outer product expansion
of Y X > related to the outer product expansion of XY > ?

um ∈ Rm×m and V := v1 · · · vn ∈ Rn×n . Let


   
2. Let U := u1 · · ·
 
σ1
 .. 0 

.
S :=   ∈ Rm×n

 σp 
0 0

be a diagonal matrix, where σ1 , . . . , σp are nonzero real numbers. Show that A = U SV >
can be expressed as an outer product expansion of the form

A = σ1 u1 v1> + · · · + σp up vp> .
 
A11 A12
3. Let A := be a block upper triangular matrix where each block is an n × n
0 A22
matrix. If A11 and A22 are nonsingular,
 −1 then show
 that A must also be nonsingular and
A C
that A−1 must be of the form A−1 = 11 . Determine C.
0 A−1
22

4. Let A and B be n × n matrices and define 2n × 2n matrices S and M by


   
In A AB 0
S= and M := .
0 In B 0

Determine the block form of S −1 and use it to compute the block form of the product
S −1 M S.
 
A11 A12
5. Let A := be such that A11 is an m × m nonsingular matrix and A22 is an
A21 A22
n × n matrix. Show that A can be factored as a product of block matrices
  
Im 0 A11 A12
A=
B In 0 S

where B := A21 A−1 −1


11 and S := A22 − A21 A11 A12 . The matrix S is called the Schur
complement of A11 in A. Show that A is nonsingular ⇐⇒ S is nonsingular. Also show
that det(A) = det(A11 ) det(S).

1
 
0 In
6. Let B be an n × n matrix such thatB2 = 0. Consider the block matrix A = .
In B
Determine the block form of A−1 + A2 + A3 .

*************End************

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