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Problem Set 6

This document contains 7 problems related to linear algebra concepts such as positive definite matrices, singular value decomposition, Jordan canonical form, and matrix diagonalization. Problem 1 asks to prove properties of positive definite matrices. Problem 2 gives matrices and asks whether they are positive definite. Problem 3 finds the singular values and SVD of matrices. Problem 4 provides matrix polynomials and asks to identify the curves and surfaces. Problems 5-7 deal with finding the Jordan canonical form and diagonalizing matrices.

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Anushka Vijay
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13 views

Problem Set 6

This document contains 7 problems related to linear algebra concepts such as positive definite matrices, singular value decomposition, Jordan canonical form, and matrix diagonalization. Problem 1 asks to prove properties of positive definite matrices. Problem 2 gives matrices and asks whether they are positive definite. Problem 3 finds the singular values and SVD of matrices. Problem 4 provides matrix polynomials and asks to identify the curves and surfaces. Problems 5-7 deal with finding the Jordan canonical form and diagonalizing matrices.

Uploaded by

Anushka Vijay
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Problem Set- VI

1. Prove that

(a) Every positive definite matrix is invertible.


(b) The only positive definite projection matrix is identity matrix.

2. Prove that a positive definite matrix cannot have a zero (or a negative number) on its
diagonal.
     
2 −1 b b 2 2 1 2 4
(i) −1 2 −1 , (ii)  2 b 2 , (iii) 2 b 8 
b −1 2 2 2 b 4 8 7
3. Determine whether the following matrices are positive definite, positive semi definite,
negative definite, negative semi definite, or indefinite.
       
2 −1 0 −2 0 −1 −2 4 −1 2 1 −1
(i) −1 2 −1 , (ii) 0 −2 −1 , (iii) 4 −2 −1 , (iv)  1 4 −2 .
0 −1 2 −1 −1 −3 −1 −1 −2 −1 −2 −4
4. Identify the following curves and surfaces

(a) 16x2 − 24xy + 9y 2 − 104x − 172y + 44 = 0


(b) 3x2 + 2y 2 + 3z 2 − 2zx + 2x − 2 = 0

5. Find the singular values and singular value decomposition (SVD) of the following
matrices:
 
√0 1 1
   
3 2 2 1 0 1 0
(i) , (ii) 2 2 0 , (iii) .
2 3 −2 0 1 0 1
0 1 1
6. Find the Jordan canonical form of the matrix satisfying the given conditions:

(a) A is 3 × 3 with pA (λ) = (−2 − λ)3 and mA (λ) = (λ + 2)2 .


(b) A is 3 × 3 with pA (λ) = (2 − λ)3 and mA (λ) = (λ − 2)2 .
(c) A is 6×6 with pA (λ) = (5−λ)3 (4−λ)2 (3−λ) and mA (λ) = (λ−5)2 (λ−4)2 (λ−3).
The matrix A − 5I has rank 4.
(d) A is 6 × 6 with pA (λ) = (5 − λ)4 (−4 − λ)2 and mA (λ) = (λ − 5)2 (λ + 4)2 . The
matrix A − 5I has rank 3.

7. Find the Jordan canonical formJ of the following


  matrices 
and find a non-singular
1 1 0 1 0 1
matrix P with P −1AP = J: (i) 0 1
 0 , (ii) 1 1 2 .
1 −1 2 0 0 1

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