Problems

in
Matrix Calculus

by
Willi-Hans Steeb
International School for Scientific Computing
at
University of Johannesburg, South Africa

Yorick Hardy
Department of Mathematical Sciences
at
University of South Africa
Preface

The purpose of this book is to supply a collection of problems in matrix

calculus.

Prescribed books for problems.

1) Matrix Calculus and Kronecker Product:

A Pratcial Approach to Linear and Multilinear Algebra, 2nd edition

by Willi-Hans Steeb and Yorick Hardy

World Scientific Publishing, Singapore 2011
ISBN 978 981 4335 31 7
http://www.worldscibooks.com/mathematics/8030.html

2) Problems and Solutions in Introductory and Advanced Matrix Calculus

by Willi-Hans Steeb
World Scientific Publishing, Singapore 2006
ISBN 981 256 916 2
http://www.worldscibooks.com/mathematics/6202.html

3) Continous Symmetries, Lie Algebras, Differential Equations and Com-

puter Algebra, second edition

by Willi-Hans Steeb
World Scientific Publishing, Singapore 2007
ISBN 981-256-916-2
http://www.worldscibooks.com/physics/6515.html

4) Problems and Solutions in Quantum Computing and Quantum Informa-

tion, second edition

by Willi-Hans Steeb and Yorick Hardy

World Scientific, Singapore, 2006
ISBN 981-256-916-2
http://www.worldscibooks.com/physics/6077.html

v
The International School for Scientific Computing (ISSC) provides certifi-
cate courses for this subject. Please contact the author if you want to do
this course or other courses of the ISSC.

e-mail addresses of the author:

[email protected]
[email protected]
Home page of the author:

http://issc.uj.ac.za

vi
vii
Contents

Preface v

Notation xi

1 Basic Operations 1

2 Linear Equations 16

3 Traces, Determinants and Hyperdeterminants 23

4 Eigenvalues and Eigenvectors 43

5 Commutators and Anticommutators 78

6 Decomposition of Matrices 86

7 Functions of Matrices 90

8 Linear Differential Equations 112

9 Norms and Scalar Products 116

10 Graphs and Matrices 123

11 Hadamard Product 125

12 Unitary Matrices 129

13 Numerical Methods 138

14 Binary Matrices 142

15 Groups, Lie Groups and Lie Algebras 145

viii
16 Inequalities 160

17 Braid Group 162

18 vec Operator 167

19 Star Product 169

20 Nonnormal Matrices 174

21 Miscellaneous 176

Bibliography 201

Index 206

ix
 xi

Notation
:= is defined as
∈ belongs to (a set)
∈
/ does not belong to (a set)
∩ intersection of sets
∪ union of sets
∅ empty set
N set of natural numbers
Z set of integers
Q set of rational numbers
R set of real numbers
R+ set of nonnegative real numbers
C set of complex numbers
Rn n-dimensional Euclidean space
space of column vectors with n real components
Cn n-dimensional complex linear space
space of column vectors with n complex components
H Hilbert
√ space
i −1
<z real part of the complex number z
=z imaginary part of the complex number z
|z| modulus of complex number z
|x + iy| = (x2 + y 2 )1/2 , x, y ∈ R
T ⊂S subset T of set S
S∩T the intersection of the sets S and T
S∪T the union of the sets S and T
f (S) image of set S under mapping f
f ◦g composition of two mappings (f ◦ g)(x) = f (g(x))
x column vector in Cn
xT transpose of x (row vector)
0 zero (column) vector
k.k norm
x · y ≡ x∗ y scalar product (inner product) in Cn
x×y vector product in R3
A, B, C m × n matrices
det(A) determinant of a square matrix A
tr(A) trace of a square matrix A
rank(A) rank of matrix A
AT transpose of matrix A
xii

A conjugate of matrix A
A∗ conjugate transpose of matrix A
A† conjugate transpose of matrix A
(notation used in physics)
A−1 inverse of square matrix A (if it exists)
In n × n unit matrix
I unit operator
0n n × n zero matrix
AB matrix product of m × n matrix A
and n × p matrix B
A•B Hadamard product (entry-wise product)
of m × n matrices A and B
[A, B] := AB − BA commutator for square matrices A and B
[A, B]+ := AB + BA anticommutator for square matrices A and B
A⊗B Kronecker product of matrices A and B
A⊕B Direct sum of matrices A and B
δjk Kronecker delta with δjk = 1 for j = k
and δjk = 0 for j 6= k
λ eigenvalue
 real parameter
t time variable
Ĥ Hamilton operator

The Pauli spin matrices are used extensively in the book. They are given
by      
0 1 0 −i 1 0
σx := , σy := , σz := .
1 0 i 0 0 −1
In some cases we will also use σ1 , σ2 and σ3 to denote σx , σy and σz .
Chapter 1

Basic Operations

Problem 1. Let a, b, c ∈ R3 . Show that

a · (b × c) ≡ b · (c × a) ≡ c · (a × b)

where · denotes the scalar product and × the vector product.

Problem 2. Consider the three linear independent normalized column

vectors in R3
     
1 0 1
1   1 
a1 = √ 0 , a2 =  1  , a3 = √ 0 .
2 1 0 2 −1

(i) Find the volume

Va := aT1 (a2 × a3 ) .
(ii) From the three vectors a1 , a2 , a3 we form the matrix
 √ √ 
1/ 2 0 1/ 2
 0 1 0√  .
√
1/ 2 0 −1/ 2

Find the determinant. Discuss.

(iii) Find the vectors

1 1 1
b1 = a2 × a3 , b2 = a3 × a1 , b3 = a1 × a2
Va Va Va

1
2 Problems and Solutions

where × denotes the vector product. Are the vectors linearly independent?

T
Problem 3. Consider the normalized vector v0 = ( 1 0 0) in R3 .
Find three normalized vectors v1 , v2 , v3 such that
3
X 1
vj = 0, vjT vk = − (j 6= k) .
j=0
3

Problem 4. Let x ∈ R3 .
(i) Find all solutions of
     
1 x1 0
 0  ×  x2  =  0  .
0 x3 1
(ii) Find all solutions of
     √ 
0 x1 1/ 2
 1  ×  x2  =  0  .
√
0 x3 1/ 2

Problem 5. (i) Find four normalized vectors a1 , a2 , a3 , a4 in R3 such

that 
T 4 1 1 for j = k
aj ak = δjk − = .
3 3 −1/3 for j 6= k
(ii) Calculate the vector and the matrix
4 4
X 3X
aj , aj aTj .
j=1
4 j=1

Discuss.

Problem 6. Find the set of all four (column) vectors u1 , u2 , v1 , v2 in

R2 such that the following conditions are satisfied
v1T u2 = 0, v2T u1 = 0, v1T u1 = 1, v2T u2 = 1 .

Problem 7. Let e1 , e2 , e3 be the standard basis in R3

     
1 0 0
e1 =  0  , e2 =  1  , e3 =  0  .
0 0 1
 Basic Operations 3

(i) Consider the normalized vectors

1 1
a = √ (e1 + e2 + e3 ), b = √ (−e1 − e2 + e3 ),
3 3
1 1
c = √ (−e1 + e2 − e3 ), d = √ (e1 − e2 − e3 ) .
3 3
These vectors are the unit vectors giving the direction of the four bonds
of an atom in the diamond lattice. Show that the four vectors are linearly
dependent.
(ii) Find the scalar products aT b, bT c, cT d, dT a.

Problem 8. Let u, v be (column) vectors in Rn . What does

q
A = |(uT u)(vT v) − (uT v)2 |

calculate?

Problem 9. Let
   
x1 y1
x =  x2  , y =  y2 
x3 y3
be two normalized vectors in R3 . Assume that xT y = 0, i.e. the vectors
are orthogonal. Is the vector x × y a unit vector again? Here × denotes
the vector product.

Problem 10. Consider the 2 × 2 matrices

   
a11 a12 0 1
A= , C=
a12 a11 1 0
where a11 , a12 ∈ R. Can the expression
A3 + 3AC(A + C) + C 3
be simplified for computation?

Problem 11. Let A, B be 2 × 2 matrices. Let AB = 02 and BA = 02 .

Can we conclude that at least one of the two matrices is the 2 × 2 zero
matrix? Prove or disprove.

Problem 12. Let A, C be n × n matrices over R. Let x, y, b, d be

column vectors in Rn . Write the system of equations
(A + iC)(x + iy) = (b + id)
4 Problems and Solutions

as a 2n × 2n set of real equations.

Problem 13. (i) Consider the Hilbert space M2 (R) of the 2 × 2 matrices
over R. Show that the matrices
       
1 0 1 1 1 1 1 1
, , ,
0 0 0 0 1 0 1 1
are linearly independent.
(ii) Use the Gram-Schmidt orthonormalization technqiue to find an or-
thonormal basis for M2 (R).

Problem 14. Let A, B be symmetric matrices over R. What is the

condition on A, B such that AB is symmetric?

Problem 15. Let A, B be positive definite matrices. Is AB also positive

definite? If not, what is the condition on A, B such that AB is positive
definite.

Problem 16. Let m ≥ 1 and N ≥ 2. Assume that N > m. Let X be an

N × m matrix over R such that X ∗ X = Im , where Im is the m × m unit
matrix.
(i) We define
P := XX ∗ .
Calculate P 2 , P ∗ and trP .
(ii) Give an example for such a matrix X, where m = 1 and N = 2.

Problem 17. (i) Compute the matrix product

  
4 −1 2 x1
( x1 x2 x3 )  −1 0 1   x2  .
2 1 0 x3

(ii) Write the quadratic polynomial

3x21 − 8x1 x2 + 2x22 + 6x1 x3 − 3x23

in matrix form.

Problem 18. Consider the 4 × 4 matrix

0 0 0 0
 
1 0 0 0
N = .
0 1 0 0
0 0 1 0
 Basic Operations 5

Calculate N 2 , N 3 , N 4 . Is the matrix nilpotent?

Problem 19. Is the product of two n × n nilpotent matrices nilpotent?

Problem 20. Given the 2 × 2 matrix A. Find all 2 × 2 matrics X such

that
AX = XA .

Problem 21. Consider the matrix A and the vector b,

0 1 0 0 1
   
1 0 1 0 1
A= , b= .
0 1 0 1 1
0 0 1 0 1

Are the vectors b, Ab, A2 b, A3 b linearly independent?

Problem 22. Let A be an n × n matrix over C and x ∈ Cn . Show that

1 ∗
<(x∗ Ax) ≡ x (A + A∗ )x .
2

Problem 23. Let A be an n × n hermitian matrix and P be an n × n

projection matrix. Then P AP is again a hermitian matrix. Is this still true
if A is a normal matrix, i.e. AA∗ = A∗ A?

Problem 24. Let A, B be normal n × n matrices. Assume that AB ∗ =

B ∗ A and BA∗ = A∗ B.
(i) Show that their sum A + B is normal.
(ii) Show that their product AB is normal.

Problem 25. An n × n matrix over C is called normal if M M ∗ = M ∗ M .

Let a, b ∈ C. What is the condition on a, b such that the 2 × 2 matrix
 
0 a
M=
b 0

is normal?

Problem 26. An n × n matrix is called nilpotent if some power of it is

th zero matrix, i.e. there is a postive integer p such that Ap = 0n . Show
that every nonzero nilpotent matrix is nondiagonable.
6 Problems and Solutions

Problem 27. Let B be an n×n hermitian matrix. Is iB skew-hermitian?

Problem 28. Let A be an n × n normal matrix, i.e. AA∗ = A∗ A. Show

that kerA = kerA∗ , where ker denotes the kernel.

Problem 29. Let A be an n × n hermitian matrix. Show that Am is a

hermitian matrix for all m ∈ N.

Problem 30. Let A be a hermitian n × n matrix and A 6= 0. Show that

Am 6= 0 for all m ∈ N.

Problem 31. Show that if hermitian matrices S and T are positive semi-
definite and commute (ST = T S), then their product ST is also positive
semi-definite. We have to show that
(ST u)∗ u ≥ 0
for all u ∈ Cn .

Problem 32. An n×n matrix is called normal if AA∗ = A∗ A. Obviously,

a hermitian matrix is normal. Give a 3 × 3 matrix which is normal but not
hermitian.

Problem 33. Let A be an n × n matrix with A2 = 0. Is the matrix

In + A invertible?

Problem 34. Let A be an n × n matrix with A3 = 0. Show that In + A

has an inverse.

Problem 35. Let A, B be n × n matrices and c a constant. Assume that

the inverses of (A − cIn ) and (A + B − cIn ) exist. Show that
(A − cIn )−1 B(A + B − cIn )−1 ≡ (A − cIn )−1 − (A + B − cIn )−1 .

Problem 36. Represent the 3 × 3 matrix

 
1 0 1
A= 0 2 0  (relative to the natural basis)
−1 0 −1
relative to the orthonormal basis
      
 1 1 0 1 
1 
√ 0, 1, √ 0  .
 2 2 −1 
1 0
 Basic Operations 7

Problem 37. Consider the rotation matrix

 
cos θ − sin θ
R(θ) = .
sin θ cos θ
Let n be a positive integer. Calculate Rn (θ).

Problem 38. An n × n matrix K is called a Cartan matrix if it satisfies

the following properties
(i) Kjj = 2 for j = 1, . . . , N .
(ii) Kjk is a nonpositive integer if j 6= k.
(iii) Kjk = 0 if and only if Kjk = 0.
(iv) K is postive definite, i.e. it has rank n.

Find a 2 × 2 Cartan matrix.

Problem 39. Let B, C be n × n matrices and 0n the n × n zero matrix.

Consider the 2n × 2n matrix
 
0n B
A= .
C 0n
Find A2 .

Problem 40. Find a 2 × 2 matrix which is normal but not hermitian.

Problem 41. Consider the 2 × 2 matrix

 
1 α
A=
1 β
where α, β ∈ R. Find the condition on α, β such that the inverse matrix
exists. Find the inverse in this case.

Problem 42. An n × n matrix over R is orthogonal if and only if the

columns of A form an orthogonal basis in R3 . Show that the matrix
√ √ 
√3/3 √ 0 −√ 6/3
 3/3
√ √2/2 √6/6

3/3 − 2/2 6/6
is orthogonal.

Problem 43. Let

0 1 0 0 0 0 1 0
   
 −1 0 0 0  0 0 0 1
A= , B= .
0 0 0 1 −1 0 0 0
0 0 −1 0 0 −1 0 0
8 Problems and Solutions

Can one find a permutation matrix such that A = P BP T ?

Problem 44. Let A be an n × n matrix. Then A can be written as

A = HU , where H is an n × n positive semi-definite matrix and U a
unitary matrix. Show that H 2 U = U H 2 if A is normal, i.e. A∗ A = AA∗ .

Problem 45. Can one find an orthogonal matrix over R such that
   
0 1 0 0
RT R= ?
0 0 1 0

Problem 46. Let 0n be the n×n zero matrix and In be the n×n identity
matrix. Find an invertible 2n × 2n matrix T such that
   
−1 0n In 0 −In
T T = .
−In 0n In 0

Problem 47. Find all 2 × 2 matrices g over C such that

det g = 1, ηg ∗ η = g −1

where η is the diagonal matrix η = diag(1, −1).

Problem 48. The (n + 1) × (n + 1) Hadamard matrix H(n) of any

dimension is generated recursively as follows
 
H(n − 1) H(n − 1)
H(n) =
H(n − 1) −H(n − 1)

where n = 1, 2, . . . and
H(0) = (1) .
Find H(1), H(2), and H(3).

Problem 49. Let a, b ∈ R3 and σ1 , σ2 , σ3 be the Pauli spin matrices.

We define
a · σ := a1 σ1 + a2 σ2 + a3 σ3 .
What is the condition on a, b such that

(a · σ)(b · σ) ≡ (a · b)I2 + i(a × b) · σ?

Here × denotes the vector product and I2 is the 2 × 2 identity matrix.

 Basic Operations 9

Problem 50. Let M be an 2n × 2n matrix with n ≥ 1. Then M can be

written in block form  
A B
M=
C D
where A, B, C, D are n × n matrices. Assume that M −1 exists and that the
n × n matrix D is also nonsingular. Find M −1 using this condition.

Problem 51. Let A be an m × n matrix with m ≥ n. Assume that

A has rank n. Show that there exists an m × n matrix B such that the
n × n matrix B ∗ A is nonsingular. The matrix B can be chosen such that
B ∗ A = In .

Problem 52. Let A be an m × n matrix over R. Let

x := (1, x, x2 , . . . , xm−1 )T , y := (1, y, y 2 , . . . , y n−1 )T .
Find the extrema of the function
p(x, y) = xT Ay .

Problem 53. Let A be an n × n matrix over C. Let u, v ∈ Cn considered

as column vectors. Is
v∗ Au = u∗ A∗ v ?

Problem 54. Two n × n matrices A, B are called similar if there exists

an invertible n × n matrix P such that
A = P BP −1 .
Show that the matrices
   
0 1 0 0
A= , B=
0 0 1 0
are similar.

Problem 55. Let u, v be normalized (column) vectors in Cn . Let A be

an n × n positive semidefinite matrix over C. Show that
(u∗ v)(u∗ Av) ≥ 0 .

Problem 56. Let  ∈ [0, 1]. Show that the 2 × 2 matrix

 √ 
  − 2
Π= √
 − 2 1−
10 Problems and Solutions

is a projection matrix.

Problem 57. Let A ∈ Rm×n be a nonzero matrix. Let x ∈ Rn , y ∈ Rm

be vectors such that c := yT Ax 6= 0. Show that the matrix
B := A − c−1 AxyT A
has rank exactly one less than the rank of A.

Problem 58. Let A be an arbitrary n×n matrix over R. Can we conclude

that A2 is positive semi-definite?

Problem 59. Let A, B be n × n idempotent matrices. Show that A + B

are idempotent if and only if AB = BA = 0.

Problem 60. Let A, B be n × n matrices over C. Assume that A + B is

invertible. Show that
(A + B)−1 A = In − (A + B)−1 B
A(A + B)−1 = In − B(A + B)−1 .

Problem 61. Let u, v ∈ R3 . Show that

(u × v) · (u × v) ≡ (u · u)(v · v) − (u · v)2 .

Problem 62. Consider the vector space of 2 × 2 matrices over R and the
matrices
       
1 1 0 1 0 0 1 0
A1 = , A2 = , A3 = , A4 = .
0 0 0 1 1 1 1 0
Are these matrices linearly independent? Which of these matrices are nor-
mal matrices?

Problem 63. Let α, β ∈ C. What is the condition on α, β such that

 
0 α
A(α, β) =
β 0
is a normal matrix?

Problem 64. Find all invertible 2 × 2 matrices such that

       
0 1 0 0 0 0 0 1
S = S .
0 0 1 0 1 0 0 0
 Basic Operations 11

Problem 65. (i) Consider the two-dimensional Euclidean space and let
e1 , e2 be the standard basis
   
1 0
e1 = , e2 = .
0 1

Consider the vectors

√ √
1 3 1 3
v0 = 0, v1 = e1 + e2 , v2 = − e1 − e2 .
2 2 2 2
√ √
1 3 1 3
v3 = − e1 + e2 , v4 = e1 − e2 , v5 = −e1 , v6 = e1 .
2 2 2 2
Find the distance between the vectors and select the vectors pairs with the
shortest distance.

Problem 66. Given four points in R2 xi , xj , xk , x` (pairwise different).

One can define their cross-ratio

|xi − xj ||xk − x` |
rijk` := .
|xi − x` ||xk − xj |

Show that the cross-rations are invariant under conformal transformation.

Problem 67. Consider the vector space M2 (R) of 2 × 2 matrices over R.

Can one find a basis of M2 (R) such that all four matrices are normal and
invertible?

Problem 68. Find all 2 × 2 matrices A over C such that

A2 = −I2 , A∗ = −A .

Extend to 3 × 3 matrices.

Problem 69. Let a, b ∈ R and a 6= 0. Find the inverse of the transfor-

mation
x0
    
a b x
= .
1 0 1 1

Problem 70. Let A be an n × n matrix over C with A2 = In . Can we

conclude that A is normal?
12 Problems and Solutions

Problem 71. Consider the 4 × 4 matrix

cosh α 0 0 sinh α
 
 − sin β sinh α cos β 0 − sin β cosh α 
A(α, β, γ) =  .
sin γ cos β sinh α sin γ sin β cos γ sin γ cos β cosh α
cos γ cos β sinh α cos γ sin β − sin γ cos γ cos β cosh α

(i) Is each column a normalized vector in R4 ?

(ii) Calculate the scalar product between the column vectors. Discuss.

Problem 72. Let a, b, c, d be vectors in R3 . Show that (Lagrange

identity)  
a·c b·c
(a × b) · (c × d) = det .
a·d b·d

Problem 73. Consider the normalized state u and the permutation ma-
trix P , respectively
   
1 0 1 0
1
u = √  1 , P = 0 0 1 .
3 −1 1 0 0

Are the vectors u, P u, P 2 u linearly independent?

Problem 74. (i) Consider the 3 × 3 permutation matrix

 
0 1 0
P = 0 0 1 .
1 0 0

Find all 3 × 3 matrices A such that P AP T = A.

(ii) Consider the 4 × 4 permutation matrix

0 1 0 0
 
0 0 1 0
P = .
0 0 0 1
1 0 0 0

Find all 4 × 4 matrices A such that P AP T = A.

Problem 75. Let 0 ≤ θ < π/4. Note that sec(x) := 1/ cos(x). Consider
the matrix  
sec(2θ) −i tan(2θ)
A(θ) = .
i tan(2θ) sec(2θ)
 Basic Operations 13

Is the matrix hermitian? Is the matrix orthogonal? Is the matrix unitary?

Is the inverse of A(θ) given by A(−θ)?

Problem 76. Are the 4 × 4 matrices

√ √ 
1√ 1/ 2 0√ −1/ 2

1  1/ 2 1√ 1/ 2 0√ 
P =  , Pe = I4 − P
2 0√ 1/ 2 1√ 1/ 2
−1/ 2 0 1/ 2 1

projection matrices? If so describe the subspaces of R4 they project into.

Problem 77. Let A be a positive definite n × n matrix over R. Let

x ∈ Rn . Show that A + xxT is positive definite.

Problem 78. Let A be a positive definite n × n matrix over R. Let

x ∈ Rn . Show that A + xxT is positive definite.

Problem 79. Let A be an n × n matrix over R. Assume that A2 = 0n .

Find the inverse of In + iA.

Problem 80. Write the matrix

 
1 1
0 0

as a linear combination of the Pauli spin matrices and the 2 × 2 identity

matrix.

Problem 81. (i) Let x ∈ R. Show that the matrix

cos(x) 0 − sin(x) 0
 
 0 cos(x) 0 − sin(x) 
A(x) = 
sin(x) 0 cos(x) 0

0 sin(x) 0 cos(x)

is invertible. Find the inverse.

(ii) Let x ∈ R. Show that the matrix

cosh(x) 0 sinh(x) 0
 
0 cosh(x) 0 sinh(x) 
B(x) = 

sinh(x) 0 cosh(x) 0

0 sinh(x) 0 cosh(x)

is invertible. Find the inverse.

14 Problems and Solutions

Problem 82. Consider the 2 × 2 matrices

   
r t 1 1 1
S= , R= √ .
t r 2 1 −1

Calculate RSRT . Discuss.

Problem 83. The vectors u, v, w point to the vertices of a equilateral

triangle
 √   √   √ 
1/ 3 −1/(2 3) −1/(2 3)
u= , v= , w= .
0 1/2 −1/2

Find the area of this triangle.

Problem 84. One can describe a tetrahedron in the vector space R3 by

specifying vectors v1 , v2 , v3 , v4 normal to its faces with lengths equal to
the faces’ area. Give an example.

Problem 85. Consider the 4 × 4 matrix

1 1 1 ∗
 
 1 −1 −1 ∗
A=
1 −1 1 ∗

1 1 −1 ∗
Find the 4-th column non-zero vector in the matrix A so that this vector
is orthogonal to each of three other column vectors of the matrix.

Problem 86. Assume that two planes in R3 given by

kx1 + `x2 + mx3 + n = 0, k 0 x1 + `0 x2 + m0 x3 + n0 = 0

be the mirror images with respect to a third plane in R3 given by

ax1 + bx2 + cx3 + d = 0 .

Show that
 0  2  
k a − b2 − c2 2ab 2ac k
0 1
 ` =  2ab −a2 + b2 − c2 2bc  `  .
a2 + b2 + c2
m0 2ac 2bc −a2 − b2 + c2 m

Problem 87. (i) Consider a tetrahedron defined by the triple of linearly

independent vectors vj ∈ R3 , j = 1, 2, 3. Show that the normal vectors to
 Basic Operations 15

the faces defined by two of these vectors, normalized to the area of the face,
is given by
1 1 1
n1 = v2 × v3 , n2 = v3 × v1 , n3 = v1 × v2 .
2 2 2
(ii) Show that
2 2 2
v1 = n2 × n3 , v2 = n3 × n1 , v3 = n1 × n2
3V 3V 3V
where V is the volume of the tetrahedron given by
r
1 2
V = (v1 × v2 ) · v3 = (n1 × n2 ) · n3 .
3! 9

Problem 88. (i) Find the area of the set

S2 := { (x1 , x2 ) : 1 ≥ x1 ≥ x2 ≥ 0 } .

(ii) Find the volume of the set

S3 := { (x1 , x2 , x3 ) : 1 ≥ x1 ≥ x2 ≥ x3 ≥ 0 } .

Extend the n-dimensions.

Problem 89. Let A be a hermitian n × n matrix over C with A2 = In .

Find the matrix
(A−1 + iIn )−1 .
Chapter 2

Linear Equations

Problem 1. (i) Find all 2 × 2 matrices A over R with

det(A) = a11 a22 − a12 a21 = 1 (1)

and    
1 1 1 1
A√ =√ . (2)
2 1 2 1
(ii) Do these matrices form a group under matrix multiplication?

Problem 2. Find all solutions of the linear system

x1 + 2x2 − 4x3 + x4 = 3
2x1 − 3x2 + x3 + 5x4 = −4
7x1 − 10x3 + 13x4 = 0 .

Problem 3. Consider the area-preserving map of the two-dimensional

torus (modulo 1)
 0    
x x 4 15
= A , A =
y0 y 1 4

where det A = 1 (area-preserving). Consider a rational point on the torus

   
x n1 /p
=
y n2 /p

16
 Linear Equations 17

where p is a prime number (except 2, 3, 5) and n1 , n2 are integers between 0

and p − 1. One finds that the orbit has the following property. It is perdioc
and its period T depends on p alone. Consider p = 7, n1 = 2, n2 = 3. Find
the orbit and the period T .

Problem 4. Solve the linear equation

 
1 2 3
( x1 x2 x3 )  1 2 3  = ( x1 x2 x3 ) .
1 2 3

Problem 5. Gordan’s theorem tells us the following. Let A be an m × n

matrix over R and c be an n-vector in Rn . Then exactly one of the follow-
ing systems has a solution:

System 1: Ax < 0 for some x ∈ Rn .

System 2: AT p = 0 and p ≥ 0 for some p ∈ Rm .

Let  
1 0 1
A = 0 1 0 .
1 0 1
Find out whether system (1) or system (2) has a solution.

Problem 6. Gordan’s theorem tells us the following: Let A be an m × n

matrix over R. Exactly one of the following systems has a solution:

System 1: Ax < 0 for some x ∈ Rn

System 2: AT p = 0 and p ≥ 0 for some nonzero p ∈ Rn .

Let  
2 1 1
A = 1 2 1.
1 1 2
Find out whether system (1) or system (2) has a solution.

Problem 7. Farkas’ theorem tells us the following. Let A be an m × n

matrix over R and c be an n-vector in Rn . Then exactly one of the follow-
ing systems has a solution:

System 1: Ax ≤ 0 and cT x > 0 for some x ∈ Rn .

18 Problems and Solutions

System 2: AT y = c and y ≥ 0 for some y ∈ Rm .

Let    
1 0 1 1
A = 0 1 0, c = 1 .
1 0 1 1
Find out whether system (1) or system (2) has a solution.

Problem 8. Apply the Gauss-Seidel method to solve the linear system

4 −1 −1 0 x1 1
    
 −1 4 0 −1   x2   0 
  =   .
−1 0 4 −1 x3 0

0 −1 −1 4 x4 0

Problem 9. Let A be an n × n matrix. Consider the linear equation

Ax = 0. If the matrix A has rank r, then there are n−r linearly independent
solutions of Ax = 0. Let n = 3 and
 
0 1 1
A = 0 0 1 .
0 0 0
Find the rank of A and the linearly independent solutions.

Problem 10. Consider the curve described by the equation

2x2 + 4xy − y 2 + 4x − 2y + 5 = 0 (1)

relative to the natural basis (standard basis e1 = ( 1 0 )T , e2 = ( 0 1 )T ).

(i) Write the equation in matrix form.
(ii) Find an orthogonal change of basis so that the equation relative to the
new basis has no crossterms, i.e. no x0 y 0 term. This change of coordinate
system does not change the origin.

Problem 11. Consider the 2 × 2 matrix

 
b −a
a b

with a, b ∈ R and positive determinant, i.e. a2 + b2 > 0.

(i) Solve the equation
     
b −a x1 b a x0
=
a b y1 −a b y0
 Linear Equations 19

for the vector (x1 y1 )T with a given vector (x0 y0 )T .

(ii) Let
 −1  
b −a b a
M :=
a b −a b
and  
0 1
J= .
−1 0
Calculate M T JM .

Problem 12. Suppose that V is a vector space over a field F and U ⊂ V

is a subspace. We define an equivalence relation ∼ on V by x ∼ y iff
x − y ∈ U . Let V /U = V / ∼. Define addition and scalar multiplication on
V /U by [x] + [y] = [x] + [y], c[x] = [cx], where c ∈ F and

[x] = { y ∈ V : y ∼ x } .

Show that these operations do not depend on which representative x we

choose.

Problem 13. Consider the vector space V = C2 and the subspace U =

{(x1 , x2 ) : x1 = 2x2 }. Find V /U .

Problem 14. Find all solutions of the system of linear equations

    
5 −2 −4 x1 x1
 −2 2 2   x2  =  x2  .
−4 2 5 x3 x3

Problem 15. Let b > a. Consider the system of linear equations

 1 1 1 . . . 1   w0   b−a 
2 2
 x0 x1 x2 · · · xn   w1   (b − a )/2 
 2
 x0 x21 x22 . . . x2n   w2  =  (b3 − a3 )/3
   
.
 .
 . .. .. ..   .
..   .  
  .. 
. . . . . . .

xn0 xn1 xn2 . . . xnn wn (bn+1 − an+1 )/(n + 1)

Let n = 2, a = 0, b = 1, x0 = 0, x1 = 1/2, x2 = 1. Find w0 , w1 , w2 .

Problem 16. Let Y, X, A, B, C, E n × n matrices over R. Consider the

system of matrix equations

Y + CE + DX = 0n , AE + BX = 0n .
20 Problems and Solutions

Assume that A has an inverse. Eliminate the matrix E and solve the system
for Y

Problem 17. Let V be a vector space over a field F. Let W be a subspace

of V . We define an equivalence relation ∼ on V by stating that v1 ∼ v2 if
v1 − v2 ∈ W . The quotient space V /W is the set of equivalence classes [v]
where v1 − v2 ∈ W . Thus we can say that v1 is equivalent to v2 modulo W
if v1 = v2 + w for some w ∈ W . Let
  
2 x1
V =R = : x1 , x2 ∈ R
x2

and   
x1
W = : x1 ∈ R .
0
(i) Is
           
3 1 4 −3 3 4
∼ , ∼ , ∼ ?
0 0 1 1 0 1

(ii) Give the quotient space.

Problem 18. For the three-body problem the following linear transfor-
mation plays a role
1
X(x1 , x2 , x3 ) = (x1 + x2 + x3 )
3
1
x(x1 , x2 , x3 ) = √ (x1 − x2 )
2
1
y(x1 , x2 , x3 ) = √ (x1 + x2 − 2x3 ) .
6
(i) Find the inverse transformation.
(ii) Introduce polar coordinates
1
x(r, φ) = r sin φ, y(r, φ) = r cos φ, r2 = ((x1 −x2 )2 +(x2 −x3 )2 +(x3 −x1 )2 ) .
3
Express (x1 − x2 ), (x2 − x3 ), (x3 − x1 ) using this coordinates.

Problem 19. Let α ∈ [0, 2π). Find all solutions of the linear equation
    
cos α sin α x1 b1
= .
sin α cos α x2 b2

Thus x1 and x2 depends on α.

 Linear Equations 21

Problem 20. Consider the partial differential equation (Laplace equa-

tion)
∂2u ∂2u
+ 2 =0 on [0, 1] × [0, 1]
∂x2 ∂y
with the boundary conditions

u(x, 0) = 1, u(x, 1) = 2, u(0, y) = 1, u(1, y) = 2 .

Apply the central difference scheme

 2 
∂2u
 
∂ u uj−1,k − 2uj,k + uj+1,k uj,k−1 − 2uj,k + uj,k+1
2
≈ , ≈
∂x j,k (∆x)2 ∂y 2 j,k (∆y)2

and then solve the linear equation. Consider the cases ∆x = ∆y = 1/3 and
∆x = ∆y = 1/4.

Problem 21. Let n and p be vectors in Rn with n 6= 0. The set of all

vectors x in Rn which satisfy the equation

n · (x − p) = 0

is called a hyperplane through the point p ∈ R. We call n a normal vector

for the hyperplane and call n · (x − p) = 0 a normal equation for the
hyperplane. Find n and p in R4 such that we obtain the hyperplane given
by
7
x1 + x2 + x3 + x4 = .
2
Note that any hyperplane of the Euclidean space Rn has exactly two unit
normal vectors.

Problem 22. (i) The equation of a line in the Euclidean space R2 passing
through the points (x1 , y1 ) and (x2 , y2 ) is given by

(y − y1 )(x2 − x1 ) = (y2 − y1 )(x − x1 ) .

Apply this equation to the points in R2 given by (x1 , y1 ) = (1, 1/2), (x2 , y2 ) =
(1/2, 1). Consider the unit square with the corner points (0, 0), (0, 1), (1, 0),
(1, 1) and the map

(0, 0) → 0, (0, 1) → 0, (1, 0 → 0, (1, 1) → 1 .

We can consider this as a 2 input AND-gate. Show that the line constructed
above classifies this map.
22 Problems and Solutions

(ii) The equation of a plane in R3 passing through the points (x1 , y1 , z1 ),

(x2 , y2 , z2 ), (x3 , y3 , z3 ) in R3 is given by
 
x − x1 y − y1 z − z1
det  x2 − x1 y2 − y1 z2 − z1  = 0 .
x3 − x1 y3 − y1 z3 − z1

Apply this equations to the points

(1, 1, 1/2), (1, 1/2, 1), (1/2, 1, 1) .

Consider the unit cube in R3 with the corner points (vertices)

(0, 0, 0), (0, 0, 1), (0, 1, 0), (0, 1, 1)

(1, 0, 0), (1, 0, 1), (1, 1, 0), (1, 1, 1)

and the map where all corner points are mapped to 0 except for (1, 1, 1)
which is mapped to 1. We can consider this as a 3 input AND-gate. Show
that the plane constructed in (i) separates these solutions.
Chapter 3

Traces, Determinants and

Hyperdeterminants

Problem 1. Find all 2 × 2 matrices over C that satify the conditions

trA = 0, A = A∗ , A2 = I2 .

Problem 2. Find all 2 × 2 matrices A such that

A2 = tr(A)A .

Calculate det(A) and det(A2 ) of such a matrix.

Problem 3. Let σx , σy , σz be the Pauli spin matrices. Calculate the

trace of σx , σy , σz , σx σy , σx σz , σy σz , σx σy σz .

Problem 4. Let A be an n × n matrix with A2 = In . Let B be a matrix

with AB = −BA, i.e. [A, B]+ = 0n .
(i) Show that tr(B) = 0.
(ii) Find tr(A ⊗ B).

Problem 5. (i) Consider the two 2 × 2 matrices

   
a11 1 a11 0
A= , B= .
a21 0 a21 1

23
24 Problems and Solutions

The first column of the matrices A and B agree, but the second column of
the two matrices differ. Is
det(A + B) = 2(det(A) + det(B))?

Problem 6. Let A, B be 2 × 2 matrices. Assume that det(A) = 0 and

det(B) = 0. Can we conclude that det(A + B) = 0?

Problem 7. The oriented volume of an n-simplex in n-dimensional Eu-

clidean space with vertices v0 , v1 , . . . , vn is given by
1
det(S)
n!
where S is the n × n matrix
S := (v1 − v0 v2 − v0 . . . vn−1 − v0 vn − v0 ) .
Thus each column of the n × n matrix is the difference between the vectors
representing two vertices.
(i) Let      
0 1 1/2
v0 = , v1 = , v2 = .
0 1 1
Find the oriented volume.
(ii) Let
       
0 1 0 0
v0 =  0  , v1 =  0  , v2 =  1  , v3 =  0  .
0 0 0 1
Find the oriented volume.

Problem 8. The area A of a triangle given by the coordinates of its

vertices
(x0 , y0 ), (x1 , y1 ), (x2 , y2 )
is  
x0 y0 1
1
A = det  x1 y1 1 .
2
x2 y2 1
(i) Let (x0 , y0 ) = (0, 0), (x1 , y1 ) = (1, 0), (x2 , y2 ) = (0, 1). Find A.
(ii) A tetrahedron is a polyhedron composed of four triangular faces, three of
which meet at each vertex. A tetrahedron can be defined by the coordinates
of the vertices
(x0 , y0 , z0 ), (x1 , y1 , z1 ), (x2 , y2 , z2 ), (x3 , y3 , z3 ) .
 Traces, Determinants and Hyperdeterminants 25

The volume V of the tetrahedron is given by

x0 y0 z0 1
 
1  x1 y1 z1 1
V = det  .
6 x2 y2 z2 1
x3 y3 z3 1

Let
(x0 , y0 , z0 ) = (0, 0, 0), (x1 , y1 , z1 ) = (0, 0, 1),

(x2 , y2 , z2 ) = (0, 1, 0), (x3 , y3 , z3 ) = (1, 0, 0) .

Find the volume V .
(iii) Let

(x0 , y0 , z0 ) = (+1, +1, +1), (x1 , y1 , z1 ) = (−1, −1, +1),

(x2 , y2 , z2 ) = (−1, +1, −1), (x3 , y3 , z3 ) = (+1, −1, −1) .

Find the volume V .

Problem 9. Let A, B be n × n matrices. Assume that [A, B] = A. What

can be said about the trace of A?

Problem 10. Find all linearly independent diagonal 3 × 3 matrices over

R with trace zero.

Problem 11. Let A be a 2 × 2 matrix over C. Assume that A2 = I2 and

thus tr(A2 ) = 2. What can be said about the trace of A?

Problem 12. Let A, B be n × n matrices over C. Assume that

tr(AB) = 0 .

(i) Can we conclude that tr(AB ∗ ) = 0?

(ii) Consider the case that B is skew-hermitian.

Problem 13. Let

A = (a1 , a2 , . . . , an−1 , u), B = (a1 , a2 , . . . , an−1 , v)

be n × n matrices, where the first n − 1 columns a1 , . . . , an−1 are the same

and for the last column u 6= v. Show that

det(A + B) = 2n−1 (det(A) + det(B)) .

26 Problems and Solutions

Problem 14. An n × n tridiagonal matrix (n ≥ 3) has nonzero elements

only in the main diagonal, the first diagonal below this, and the first di-
agonal above the main diagonal. The determiant of an n × n tridiagonal
matrix can be calculated by the recursive formula

det(A) = an,n det[A]{1,...,n−1} − an,n−1 an−1,n det[A]{1,...,n−2 }

where det[A]{1,...,k} denotes the k-th principal minor, that is, [A]{1,...,k} is
the submatrix by the first k rows and columns of A. The cost of computing
the determinant of a tridiagonal matrix using this recursion is linear in n,
while the cost is cubic for a general matrix. Apply this recursion relation
to calculate the determinant of the 4 × 4 matrix

0 1 0 0
 
1 1 2 0
A= .
0 2 2 3
0 0 3 3

Problem 15. (i) Let A be a 2 × 2 matrix over R. Assume that

tr(A) = tr(A2 ) = tr(A3 ) = tr(A4 ) = 0 .

Can we conclude that A is the 2 × 2 zero matrix?

(ii) Assume that A is a normal matrix and satisfies these conditions. Can
we conclude that A is the 2 × 2 zero matrix?

Problem 16. Consider the symmetric n × n band matrix (n ≥ 3)

1 1 0 ... 0 0
 
1 1 1 ... 0 0
0 1 1 ... 0 0
 
Mn = 
 ... ... ... .. .... 
 . . .
0 0 0 ... 1 1
0 0 0 ... 1 1

with the elements in the field F2 . Show that

det(Mn ) = det(Mn−1 ) − det(Mn−2 )

with the initial conditions det M3 = det M4 = 1. Show that the solution is
√
2 3  nπ π 
det(Mn ) = cos − (mod 2) .
3 3 6
 Traces, Determinants and Hyperdeterminants 27

Problem 17. Let H be the 8 × 8 matrix

1 0 0 0
 
 
Σ 0 0 1 0 0 
H= , Σ= .
0 I4 0 0 −1 0
0 0 0 −1
Let A, D, X, Y be 4 × 4 matrices over C and
 
A X
M= .
Y D
Find the conditions on the matrix M such that
HM + M ∗ H = 08
and trA − trD = 0.

Problem 18. Consider the symmetric 3 × 3 matrix

 
α 1 1
A(α) =  1 α 1  , α ∈ R.
1 1 α
(i) Find the maxima and minima of the function
f (α) = det(A(α)) .
(ii) For which values of α is the matrix noninvertible?

Problem 19. Let A, B be n × n hermitian positive definite matrices.

Show that
tr(AB) > 0 .

Problem 20. Let A, B be n × n matrices over R. Assume that A is

invertible. Let t be a nonzero real number. Show that
det(A + tB) = tn det(A) det(A−1 B + t−1 In ) .

Problem 21. Let A be an n × n invertible matrix over R. Show that AT

is also invertible. Is (AT )−1 = (A−1 )T ?

Problem 22. Let A be an 2 × 2 matrix over R. Let I2 be the 2 × 2 unit

matrix and µ ∈ R. Find the determinant of the 4 × 4 matrix
 
−µI2 A
.
AT −µI2
28 Problems and Solutions

Problem 23. Let A be an 2 × 2 matrix over R. Calculate

r = tr(A2 ) − (tr(A))2 .
What are the conditions on ajk such that r = 0?

Problem 24. Let A be a 2 × 2 symmetric matrix

 
a11 a12
A=
a12 a22
over R. We define  
∂ 0 1
A= .
∂a12 1 0
Show that    
∂ ∂ ∂A
trA2 = tr A2 = tr 2A .
∂a12 ∂a12 ∂a12

Problem 25. Let A, B be n × n matrices over C. Is

tr(A∗ B) = tr(AB ∗ ) ?

Problem 26. Let A, B be 2 × 2 matrices. Show that

[A, B]+ ≡ AB + BA = (tr(AB) − tr(A)tr(B))I2 + tr(A)B + tr(B)A .
Can this identity be extended to 3 × 3 matrices?

Problem 27. Find all nonzero 2 × 2 matrices A and B such that

BA∗ = tr(AA∗ )A .

Problem 28. Consider the Hilbert space M4 (C) of all 4 × 4 matrices over
C with the scalar product hA, Bi := tr(AB ∗ ), where A, B ∈ M4 (C). The
γ-matrices are given by
0 0 0 −i 0 0 0 −1
   
 0 0 −i 0   0 0 1 0 
γ1 =   , γ2 = 
0 i 0 0 0 1 0 0

i 0 0 0 −1 0 0 0
0 0 −i 0 1 0 0 0
   
0 0 0 i 0 1 0 0 
γ3 =   , γ4 = 
i 0 0 0 0 0 −1 0

0 −i 0 0 0 0 0 −1
 Traces, Determinants and Hyperdeterminants 29

and
0 0 −1 0
 
 0 0 0 −1 
γ5 = γ1 γ2 γ3 γ4 =  .
−1 0 0 0
0 −1 0 0
We define the 4 × 4 matrices
i
σjk := [γj , γk ], j<k
2
where j = 1, 2, 3, k = 2, 3, 4 and [ , ] denotes the commutator.
(i) Calculate σ12 , σ13 , σ14 , σ23 , σ24 , σ34 .
(ii) Do the 16 matrices
I4 , γ1 , γ2 , γ3 , γ4 , γ5 , γ5 γ1 , γ5 γ2 , γ5 γ3 , γ5 γ4 , σ12 , σ13 , σ14 , σ23 , σ24 , σ34
form a basis in the Hilbert space M4 (C)? If so is the basis orthogonal?

Problem 29. Let n ≥ 2. An invertible integer matrix, A ∈ GL(n, Z),

generates a toral automorphism f : Tn → Tn via the formula
f ◦ π = π ◦ A, π : Rn → Tn := Rn /Zn .
The set of fixed points of f is given by
Fix(f ) := { x∗ ∈ Tn : f (x∗ ) = x∗ } .
Let ]Fix(f ) be the number of fixed points of f . Now we have: if det(In −
A) 6= 0, then
]Fix(f ) = | det(In − A)| .
Let n = 2 and  
2 1
A= .
1 1
Show that det(I2 − A) 6= 0 and find ]Fix(f ).

Problem 30. Calculate the determinant of the 4 × 4 matrix

1 0 0 1
 
0 1 1 0 
A=
0 1 −1 0

1 0 0 −1
using the exterior product. This means calculate
1 0 0 1
       
0 1  1   0 
 ∧ ∧ ∧ .
0 1 −1 0
1 0 0 −1
30 Problems and Solutions

Problem 31. (i) Let α ∈ R. Find the determinant of the matrices

   
cos α sin α cos α i sin α
A(α) = , B(α) = ,
− sin α cos α i sin α cos α

(ii) Let α ∈ R. Find the determinant of the matrices

   
cosh α sinh α cosh α i sinh α
A(α) = , B(α) = ,
sinh α cosh α −i sinh α cosh α

Problem 32. The 3 × 3 diagonal matrices over R with trace equal to 0

form a vector space. Provide a basis for this vector space. Using the scalar
product tr(AB T ) for n × n matrices A, B over R the elements of the basis
should be orthogonal to each other.

Problem 33. Let A be a n × n matrix with det A = −1. Find det(A−1 ).

Problem 34. The Hilbert-Schmidt norm of an n × n matrix over C is

given by p
kAk2 = tr(A∗ A) .
Another norm is the trace norm given by
p
kAk1 = tr (A∗ A) .

Calculate the two norms for the matrix

 
0 −2i
A= .
i 0

Problem 35. The n×n permutation matrices form a group under matrix
multiplications. Show that

det(In − P ) = 0

for any n × n permutation matrices.

Problem 36. Let A be a 3 × 3 matrix over R. Consider the permutation

matrix  
0 0 1
P = 0 1 0 .
1 0 0
Assume that AP = A. Is A invertible?
 Traces, Determinants and Hyperdeterminants 31

Problem 37. Let A = (aij ) be a 2n × 2n skew-symmetric matrix. The

Pfaffian is defined as
n
1 X Y
Pf(A) := sgn(σ) aσ(2j−1),σ(2j)
2n n! j=1
σ∈S2n

where S2n is the symmetric group and sgn(σ) is the signature of permuta-
tion σ. Consider the case with n = 2, i.e.
0 a12 a13 a14
 
 −a 0 a23 a24 
A =  12 .
−a13 −a23 0 a34
−a14 −a24 −a34 0
Calculate Pf(A).

Problem 38. Let A be a skew-symmetric 2n×2n matrix. For the Pfaffian

we have the properties
(Pf(A))2 = det(A), Pf(BAB T ) = det(B)Pf(A)
Pf(λA) = λn Pf(A), Pf(AT ) = (−1)n Pf(A) .
where B is an arbitrary 2n×2n matrix. Let J be a 2n×2n skew-symmetric
matrix with Pf(J) 6= 0. Let B be a 2n × 2n matrix such that B T JB = J.
Show that det(B) = 1.

Problem 39. Consider the Legendre polynomials Pj , where

1
p0 (x) = 1, p1 (x) = x, p2 (x) = (3x2 − 1)
2
1 1
p3 (x) = (5x3 − 3x), p4 (x) = (35x4 − 30x2 + 3) .
2 8
Show that
   
p0 (x) p1 (x) p2 (x) p0 (0) 0 p2 (0)
det  p1 (x) p2 (x) p3 (x)  = (1 − x2 )3  0 p2 (0) 0 .
p2 (x) p3 (x) p4 (x) p2 (0) 0 p4 (0)

Problem 40. Let n ≥ 2. Consider the n × n matrix

1 2 3 ... n − 1 n
 
2 3 4 ... n 1 
3 4 5 ... 1 2 .
 
A= .
 .. .. .. . . .. .. 
. . . . . 
n 1 2 ... n−2 n−1
32 Problems and Solutions

Show that
1
det(A) = (−1)n(n−1)/2 (n + 1)nn−1 .
2

Problem 41. Let n ≥ 2. Consider the n × n matrix

c1 x x ... x x
 
 x c2 x ... x x 
x x c3 . . . x x  .
 
A(x) = 
 .
 .. .. .. . . . . 
. . . .. .. 
x x x ... x cn
Show that
det(A) = (−1)n (P (n) − xP 0 (x))
where
P (x) = (x − c1 )(x − c2 ) · · · (x − cn ) .

Problem 42. Let V1 be a hermitian n × n matrix. Let V2 be a positive

semidefinite n × n matrix. Let k be a positive integer. Show that

tr((V2 V1 )k )
1/2 1/2
can be written as tr(V k ), where V := V2 V1 V2 .

Problem 43. Consider the 2 × 2 matrix

 
cosh(r) − sinh(r) cos(2θ) − sinh(r) sin(2θ)
M= .
− sinh(r) sin(2θ) cosh(r) + sinh(r) cos(2θ)

Find the determinant of M . Thus show that the inverse of M exists. Find
the inverse of M .

Problem 44. Let A, B be n × n matrices over C. Is tr(AB ∗ ) = tr(A∗ B)?

Problem 45. Let A be an n × n matrix. Assume that the inverse of A

exists, i.e. det(A) 6= 0. Then the inverse B = A−1 can be calculated as
∂
ln(det(A)) = bkj .
∂ajk
Apply this formula to the 2 × 2 matrix A
 
a11 a12
A=
a21 a22
 Traces, Determinants and Hyperdeterminants 33

with det(A) = a11 a22 − a12 a21 6= 0.

Problem 46. Show that the determinant of the matrix

 √ √ 
1/√2 0 1/ √2
A =  1/ 2 0 −1/ 2 
0 1 0
is nonzero. Find the inverse of the matrix.

Problem 47. Consider the 2 × 2 matrix over C

 
c11 c12
C= .
c21 c22
Calculate det(CC ∗ ) and show that det(CC ∗ ) ≥ 0.

Problem 48. Let Φ : Rn × Rn → R be an analytic function, where

(x, y) = (x1 , . . . , xn , y1 , . . . , yn ) ∈ Rn × Rn . The Monge-Ampere determi-
nant M (Φ) is defined by
 Φ ∂Φ/∂x
1 ... ∂Φ/∂x 
n
 ∂Φ/∂y1 ∂ 2 Φ/∂x1 ∂y1 ... ∂ 2 Φ/∂xn ∂y1 
M (Φ) := det  .. .. .. .. .

. . . .

∂Φ/∂yn ∂ 2 Φ/∂x1 ∂yn ... ∂ 2 Φ/∂xn ∂yn
Let n = 2 and
Φ(x1 , x2 , y1 , y2 ) = x21 + x22 + (x1 y1 )2 + (x2 y2 )2 + y12 + y22 .
Find the Monge-Ampere determinant and the conditions on x1 , x2 , y1 , y2
such that M (Φ) = 0.

Problem 49. (i) Let z ∈ C. Find the determinant of

 
1 z
A= .
z̄ z z̄
Is the matrix
1
P2 = I 2 − A
1 + z z̄
a projection matrix?
(ii) Let z1 , z2 ∈ C. Find the determinant of
 
1 z1 z2
B =  z̄1 z1 z̄1 z2 z̄1  .
z̄2 z1 z̄2 z2 z̄2
34 Problems and Solutions

Is the matrix
1
P3 = I3 − B
1 + z1 z̄1 + z2 z̄2
a projection matrix?

Problem 50. Let T be the 2 × 2 matrix

 
1 1 1
T = .
3 1 1

Calculate ln(det(I2 − T )) using the right-hand side of the identity

∞
X 1
ln(det(I2 − T )) = − tr(T k ) .
k
k=1

Problem 51. Let A be an n × n matrix. Assume that

tr(Aj ) = 0, for j = 1, 2, . . . , n .

Can we conclude that det(A) = 0?

√
Problem 52. Consider the golden mean number τ = ( 5 − 1)/2 and the
matrix  √ 
√τ τ
F = .
τ −τ
Find tr(F ) and det(F ). Since det(F ) 6= 0 we have an inverse. Find F −1 .

Problem 53. Let A be an n × n matrix and B be an invertible n × n

matrix. Show that

det(In + A) = det(In + BAB −1 ) .

Problem 54. Let A be an 2 × 2 matrix. Show that

det(I2 + A) = 1 + tr(A) + det(A) .

Can the result extended to det(I3 + A)?

Problem 55. Let A, B be n × n matrices over R. Assume that A =

AT (symmetric) and B = −B T (skew-symmetric). Show that [A, B] is
symmetric.
 Traces, Determinants and Hyperdeterminants 35

Problem 56. Let A be a 2 × 2 matrix over C. Let

t1 = tr(A), t2 = tr(A2 ), t3 = tr(A3 ), t4 = tr(A4 ) .

Can we reconstruct A from t1 , t2 , t3 , t4 ?

Problem 57. The Levi-Civita symbol (also called completely antisym-

metric constant tensor) is defined by

 +1 if j1 , j2 , . . . , jn is an even permutation of 12 · · · n
j1 ,j2 ,...,jn := −1 if j1 , j2 , . . . , jn is an odd permutation of 12 · · · n
0 otherwise


Let δjk be the Kronecker delta. Show that

δ δj2 k1 ... δjn k1 
j1 k1
 δj1 k2 δj2 k2 ... δjn k2 
j1 ,j2 ,...,jn k1 ,k2 ,...,kn = det 
 .. .. .
. .

δj1 kn δj2 kn ... δ jn k n

Problem 58. Let x,  ∈ R. Find the determinant of the symmetric n × n

matrix
x+ x ··· x
 
 x x+ x 
A=  ... .. .
. 
x x x+

Problem 59. Let  ∈ R. Let A() be an invertible n × n matrix. Assume

that the entries ajk are analytic functions of . Show that
 
−1 d 1 d
tr A () A() = det(A()) .
d det(A()) d

Problem 60. Let { ej } be the three orthonormal vectors in Z3

     
1 0 0
e1 =  0  , e2 =  1  , e3 =  0  .
0 0 1

We consider the face-centered cubic lattice as a sublattice of Z3 generated

by the three primitive vectors

e1 + e2 , e1 + e3 , e2 + e3 .
36 Problems and Solutions

Form the 3 × 3 matrix

(e1 + e2 e1 + e3 e2 + e3 ) .

Show that this matrix has an inverse and find the inverse.

Problem 61. Let A, B, C be n × n matrices. Show that

tr([A, B]C) = tr(A[B, C]) .

Problem 62. (i) Let M be a 2×2 matrix over R. Assume that tr(M ) = 0.
Show that
M 2 = − det(M )I2 .
(ii) Show that
√
p
M sin( det(M ))
e = cos( M )I2 + p M.
det(M )

If det(M ) = 0 then sin(0)/0 = 1. Both cosα) and sin(α)/α are even

functions of α and thus exp(M ) is independent of the choice of the square
root of det(M ).

Problem 63. Consider the m × m matrix F (x) = (fjk (x)) (j, k =

1, 2, . . . , m), where fjk : Rn → R are analytic functions. Assume that F (x)
is invertible for all x ∈ Rn . Then we have the identities (j = 1, 2, . . . , m)
 
∂(det(F (x))) ∂F (x)
≡ det(F (x))tr F −1 (x)
∂xj ∂xj
and
∂F −1 (x) ∂F (x) −1
≡ −F −1 (x) F (x) .
∂xj ∂xj
The differentiation is understood entrywise. Apply the identities to the
matrix (m = 2, n = 1)
 
cos(x) sin(x)
F (x) = .
− sin(x) cos(x)

Problem 64. Let f1 , f2 , f3 : R3 → R be continuously differentiable

functions. Find the determinant of the 3 × 3 matrix A = (ajk )
∂fj ∂fk
ajk := − .
∂xk ∂xj
 Traces, Determinants and Hyperdeterminants 37

Problem 65. Consider the 3 × 3 permutation matrix

 
0 0 1
P = 0 1 0 .
1 0 0

Can we find a 3 × 3 matrix A such that [P, A] is invertible?

Problem 66. Let n ≥ 2. Consider the n × n symmetric tridiagonal

matrix over R
c 1 0 0 ··· 0
 
 1 c 1 0 ··· 0 
 0 1 c 1 ··· 0 
 
··· ··· ···
 
···
 
An = 
 
···

 
··· ···
 

 0 0 0 ··· 1 c 1 0 
 
0 0 0 ··· 0 1 c 1
 
0 0 0 ··· 0 0 1 c

where c ∈ R. Find the determinant of An .

Problem 67. An n × n matrix A is called idempotent if A2 = A. Show

that
rank(A) = tr(A) .

Problem 68. Let A, B, C be n × n matrices over C. Let aj , bj , cj

(j = 1, 2, . . . , n) be the j-th column of A, B, C, respectively. Show that if
for some k ∈ {1, 2, . . . , n }
ck = ak + bk
and
cj = aj = bj , j = 1, . . . , k − 1, k + 1, . . . , n
then
det(C) = det(A) + det(B) .

Problem 69. Let R be an nonsingular n × n matrix over C. Let A be

an n × n matrix over C of rank one.
(i) Show that the matrix R + A is nonsingular if and only if

tr(R−1 A) 6= −1 .
38 Problems and Solutions

(ii) Show that in this case we have

(R + A)−1 = R−1 − (1 + tr(R−1 A))−1 R−1 AR−1 .

(iii) Simplify to the case that R = In .

Problem 70. Let A be an n × n diagonal matrix over C. Let B be an

n × n matrix over C with bjj = 0 for all j = 1, . . . , n. Can we conclude that
all diagonal elements of the commutator [A, B] are 0?

Problem 71. (i) Find a nonzero 2 × 2 matrix V such that

V 2 = tr(V )V .

(ii) Can such a matrix be invertible?

Problem 72. Consider the (n + 1) × (n + 1) matrix over C

1 0 0 ... ... 0 z1
 
0 1 0 ... ... 0 z2 
 
0 0 1 ... ... 0 z3 
 . .. .. .. .. 
.. ..
A =  .. . . . . . . .
 
 . .. .. .. .. .. .. 
 .. . . . . . . 
 
0 0 0 ... ... 1 zn 
z1 z2 z3 ... ... zn 1

Find the determinant. What is the condition on the zj ’s such that A is

invertible?

Problem 73. Let φ ∈ R. Consider the unitary matrix

e−iφ
 
0 0
U (φ) =  0 1 0 .
0 0 eiφ

Find the minima and maxima of the function tr(U (φ)).

Problem 74. Let A, B be n × n matrices over C. Assume that B is

invertible. Find
det(In + BAB −1 ) .
 Traces, Determinants and Hyperdeterminants 39

Problem 75. Let zk = xk + iyk , where xk , yk ∈ R and k = 1, . . . , n. Find

the 2n × 2n matrix A such that
z1 x1
   
 ..   .. 
 .   . 
 zn   xn 
   
  = A  .
 z̄1   y1 
 .   . 
 ..   .. 
z̄n yn

Find the determinant of the matrix A.

Problem 76. Let A, B be n × n matrices over C. We define the product

1 1
A ? B := (AB + BA) − tr(AB)In .
2 n
(i) Find the trace of A ? B.
(ii) Is the product commutative? Is the product associative?

Problem 77. Let A, B be n × n matrices over R with det(A) = 1 and

det(B) = 1. This means A, B are elements of the Lie group SL(n, R). Can
we conclude that

tr(AB) + tr(AB −1 ) = tr(A)tr(B) .

Problem 78. Let A, B be two 2 × 2 matrices. We define the product

a11 0 0 a12
 
 0 b11 b12 0 
A ? B :=  .
0 b21 b22 0
a21 0 0 a22

(i) Find the determinant and trace of A ? B. Express the result using tr(A),
tr(B), det(A), det(B).
(ii) Assume that the inverse of A and B exists. Is

(A ? B)−1 = A−1 ? B −1 ?

Problem 79. Let A be an n × n invertible matrix over C. Let x, y ∈ Cn .

Then we have the identity

det(A + xy∗ ) ≡ det(A)(1 + y∗ A−1 x) .

40 Problems and Solutions

Can we conclude that A + xy∗ is also invertible?

Problem 80. Consider a triangle embedded in R3 . Let vj = (xj , yj , zj )

(j = 1, 2, 3) be the coordinates of the vertices. Then the area A of the
triangle is given by
1 1
A= k(v2 − v1 ) × (v1 − v3 )k = k(v3 − v1 ) × (v3 − v2 )k
2 2
where × denotes the vector product and k.k denotes the Euclidean norm.
The area of the triangle can also be found via
v  2   2   2
u
u x1 y1 1 y1 z1 1 z1 x1 1
1 u
A = t det  x2 y2 1  + det  y2 z2 1  + det  z2 x2 1  .
2
x3 y3 1 y3 z3 1 z3 x3 1

Consider
v1 = (1, 0, 0), v2 = (0, 1, 0), v3 = (0, 0, 1) .
Find the area of the triangle using both expressions. Discuss. The triangle
could be one of the faces of a tetrahedron.

Problem 81. A tetrahedron has four triangular faces. Given the coordi-
nates of the four vertices

(x0 , y0 , z0 ), (x1 , y1 , z1 ), (x2 , y2 , z2 ), (x3 , y3 , z3 )

the volume of the tretrahedron is given by

x0 y0 z0 1
 
1  x y1 z1 1 
V = det  1
3! x2 y2 z2 1

x3 y3 z3 1
√ √
(i) Given the four vertices (1, 0, − 2), (2, 0, 0), (0, 0, 0), (1, − 2, 0) find the
volume.
(ii) Derive an equation for surface area of a tretrahedron given by coordi-
nates. Apply it to the vertices given in (i).

Problem 82. Let v1 , v2 , . . . , vm be vectors in Rn . Show that the

parallelepiped determined by those vectors has m-dimensional area
q
det(V T U )

where V is the n × m matrix with v1 , v2 , . . . , vm as its columns.

 Traces, Determinants and Hyperdeterminants 41

Problem 83. The hyperdeterminant Det(A) of the three-dimensional

array A = (aijk ) ∈ R2×2×2 can be calculated as follows
    
1 a000 a010 a100 a110
Det(A) = det +
4 a001 a011 a101 a111
   2
a000 a010 a100 a110
− det −
a001 a011 a101 a111
   
a000 a010 a100 a110
−4 det det .
a001 a011 a101 a111
Assume that only one of the coefficients aijk is nonzero. Calculate the
hyperdeterminant.

Problem 84. Let 00 = 11 = 0, 01 = 1, 10 = −1, i.e. we consider the
2 × 2 matrix  
0 1
= .
−1 0
Then the determinant of a 2 × 2 matrix A2 = (aij ) with i, j = 0, 1 can be
defined as
1 1 1 1
1 XXX X
det A2 := ij `m ai` ajm .
2 i=0 j=0 m=0
`=0

Thus
det A2 = a00 a11 − a01 a10 .
In analogy the hyperdeterminant of the 2 × 2 × 2 array A3 = (aijk ) with
i, j, k = 0, 1 is defined as
1 1 1 1 1 1
1 X X X X X X
DetA3 := − ii0 jj 0 kk0 mm0 nn0 pp0 aijk ai0 j 0 m anpk0 an0 p0 m0 .
2 0
ii =0 jj =0 kk =0 mm0 =0 nn0 =0 pp0 =0
0 0

Calculate DetA3 .

Problem 85. Given a 2 × 2 × 2 hypermatrix

A = (ajk` ), j, k, ` = 0, 1

and the 2 × 2 matrix  

s00 s01
S= .
s10 s11
The multiplication AS which is again a 2 × 2 hypermatrix is defined by
1
X
(AS)jk` := ajkr sr` .
r=0
42 Problems and Solutions

Assume that det(S) = 1, i.e. S ∈ SL(2, C). Show that Det(AS) = Det(A).
This is a typical problem to apply computer algebra. Write a SymbolicC++
program or Maxima program that solves the problem.

Problem 86. Let aj ∈ R with j = 1, 2, 3. Consider the 4 × 4 matrices

0 a1 0 0 0 a1 0 0
   
1  a1 0 a2 0  1  −a1 0 a2 0 
A=  , B= .
2 0 a2 0 a3 2i 0 −a2 0 a3

0 0 a3 0 0 0 −a3 0

Find the spectrum of A and B. Find the spectrum of [A, B].

Problem 87. (i) Let A be a 2 × 2 matrix over C. Given

t1 = tr(A), t2 = tr(A2 ), t3 = tr(A3 ), t4 = tr(A4 ) .

Can we reconstruct A from t1 , t2 , t3 , t4 . Does it depend on whether the

matrix A is normal?
(ii) Let A be a 2 × 2 matrix over C. Given

d1 = det(A), d2 = det(A2 ), d3 = det(A3 ), d4 = det(A4 ) .

Can we reconstruct A from d1 , d2 , d3 , d4 . Does it depend on whether the

matrix A is normal?

Problem 88. Let A = (ajk ) be an n × n skew-symmetric matrix over R,

i.e. j, k = 1, . . . , n. Let B = (bjk ) be an n × n symmetric matrix over R
defined by bjk = bj bk , i.e. j, k = 1, . . . , n. Let n be even. Show that

det(A + B) = det(A) .

Problem 89. Consider the 3 × 3 matrix M with entries

(M )jk = xj−1
k , j, k = 1, 2, 3

Find the determinant of this matrix.

Chapter 4

Eigenvalues and
Eigenvectors

Problem 1. (i) Let A, B be 2 × 2 matrices over R and vectors x, y in

R2 such that
Ax = y, By = x
xT y = 0 and xT x = 1, yT y = 1. Show that AB and BA have an eigenvalue
+1.
(ii) Find all 2 × 2 matrices A, B which satisfy the conditions given in (i).
Use    
cos α − sin α
x= , y= .
sin α cos α

Problem 2. Find all the eigenvalues of the 4 × 4 matrix.

0 0 0 1
 
0 0 0 1
A= .
0 0 0 1
1 1 1 0

Problem 3. Let A be an arbitrary 2 × 2 matrix. Show that

A2 − AtrA + I2 det A = 0

43
44 Problems and Solutions

and therefore
(trA)2 = trA2 + 2 det A .
Hint. Apply the Cayley-Hamilton theorem.

Problem 4. Let A be an n × n matrix. The matrix A is called nilpotent

if there is a positive integer r such that Ar = 0n .
(i) Show that the smallest integer r such that Ar = 0n is smaller or equal
to n.
(ii) Find the characteristic polynomial of A.

Problem 5. Find all 2 × 2 matrices over R that admit only one eigen-
vector.

Problem 6. Let x be a nonzero column vector in Rn and n ≥ 2. Consider

the n × n matrix xxT . Find one nonzero eigenvalue and the corresponding
eigenvector of this matrix.

Problem 7. Consider the 2 × 2 matrix

 
1 0
A(a) = , a ∈ R.
a 1

Can one find a condition on the parameter a so that A has only one eigen-
vector?

Problem 8. If { Aj }m j=1 is a commuting family of matrices that is to

say Aj Ak = Ak Aj for every pair from the set, then there exists a unitary
matrix V such that for all Aj in the set the matrix

ej = V ∗ Aj V
A

is upper triangular. Apply this to the matrices

   
1 1 1 −1
A1 = , A2 = .
1 1 −1 1

Problem 9. Consider the 2 × 2 matrix

 
1/4 1/2
A= .
1/2 1/4

Let (spectral radius)

ρ(A) := max |λj |
1≤j≤2
 Eigenvalues and Eigenvectors 45

where λj are the eigenvalues of A.

(i) Check that ρ(A) < 1.
(ii) If ρ(A) < 1, then

(I2 − A)−1 = I2 + A + A2 + · · ·

Calculate (I2 − A)−1 .

(iii) Calculate
(I2 − A)(I2 + A + A2 + · · · + Ak ) .

Problem 10. Consider a symmetric 2 × 2 matrix A over R with a11 > 0,

a22 > 0, a12 < 0 and ajj > |a12 | for j = 1, 2. Is the matrix A positive
definite?

Problem 11. Let A be a positive definite n × n matrix. Show that A−1

exists and is also positive definite.

Problem 12. Let cj ∈ R. Find the eigenvalues of the matrices

0 1 0 0
   
  0 1 0
0 1 0 0 1 0
, 0 0 1 , .
c1 c2 0 0 0 1

c1 c2 c3
c1 c2 c3 c4

Generalize to the n × n case.

Problem 13. Let n be a positive integer. Consider the 3 × 3 matrix with

rows of elements summing to unity
 
n−a−b a b
1
M=  a n − 2a − c a+c 
n
c a n−a−c

where the values of a, b, c are such that, 0 ≤ a, 0 ≤ b, a + b ≤ n, 2a + c ≤ n.

Thus the matrix is a stochastic matrix. Find the eigenvalues of M .

Problem 14. (i) Find the eigenvalues and normalized eigenvectors of the
3 × 3 matrix  
0 1 0
M = 1 0 1 .
0 1 0
(ii) Use the normalized eigenvectors to construct a 3 × 3 matrix R such that
RM R−1 is a diagonal matrix.
46 Problems and Solutions

(iii) Can M be written as

3
X
M= λj vj vjT
j=1

where λ1 , λ2 , λ3 are the eigenvalues and v1 , v2 , v3 are the (column) nor-

malized eigenvectors of M . Prove or disprove.

Problem 15. (i) Find the eigenvalues of the symmetric matrices

0 1 0 0 1
 
0 1 0 1
   
0 1 1 1 0 1 0 0
1 0 1 0
A3 =  1 0 1, A4 =  , A5 =  0 1 0 1 0 .
 
0 1 0 1
1 1 0 0 0 1 0 1
 
1 0 1 0
1 0 0 1 0

(ii) Extend the results from (i) to find the largest eigenvalue of the sym-
metric n × n matrix
0 1 0 ··· 0 0 1
 
1 0 1 ··· 0 0 0
0 1 0 ··· 0 0 0
 
An =   .. .. .. . . . .. .. ..  .
. . . . . . 
 
0 0 0 ... 1 0 1
1 0 0 ... 0 1 0

Problem 16. Find the eigenvalues of the 4 × 4 symmetric matrix

−1 α 0 0
 
 α −1/2 α 0
.
0 α 1/2 α

0 0 α 1

Discuss the eigenvalues λj (α) as functions of α. Can the eigenvalues cross

as function of α?

Problem 17. Consider the n × n cyclic matrix

 a a12 a13 a14 . . . a1n−1 a1n 
11
 a1n a11 a12 a13 . . . a1n−2 a1n−1 
a1n−1 a1n a11 a12 . . . an−3 an−2 
 
A=
 .
 . .. .. .. .. .. .. 
. . . . . . .

a12 a13 a14 a15 ... a1n a11
 Eigenvalues and Eigenvectors 47

where ajk ∈ R. Show that

2k
 
 4k 
1  ..
 ≡ eiπ/n ,

√  . , 1 ≤ k ≤ n.
n 
2(n−1)k 
 
1

is a normalized eigenvector of A. Find the eigenvalues.

Problem 18. Let a, b ∈ R. Find on inspection two eigenvectors and the

corresponding eigenvalues of the 4 × 4 matrix

a 0 0 b
 
0 a 0 b
.
0 0 a b

b b b 0

Problem 19. Let a, b ∈ R. Find on inspection two eigenvectors and the

corresponding eigenvalues of the 4 × 4 matrix

a 0 0 b
 
0 a 0 b
.
0 0 −a b

b b b 0

Problem 20. Let z ∈ C. Find the eigenvalues and eigenvectors of the

3 × 3 matrix
 
0 z z̄
A =  z̄ 0 z .
z z̄ 0

Discuss the dependence of the eigenvalues on z.

Problem 21. Find the eigenvalues and normalized eigenvectors of the

matrix (φ ∈ [0, 2π))
 
1 1 eiφ
A(φ) = √ −iφ .
2 1 e
Is the matrix invertible? Make the decision by looking at the eigenvalues.
If so find the inverse matrix.
48 Problems and Solutions

Problem 22. Consider the two permutation matrices

0 0 1 0 1 0 0 0
   
0 1 0 0 0 0 0 1
S= , T = .
1 0 0 0 0 0 1 0
0 0 0 1 0 1 0 0

Show that the two matrices have the same (normalized) eigenvectors. Find
the commutator [S, T ].

Problem 23. Consider the following 3 × 3 matrix A and vector v in R3

   
0 1 0 sin(α)
A = 1 0 1, v =  sin(2α) 
0 1 0 sin(3α)

where α ∈ R and α 6= nπ with n ∈ Z. Show that using this vector we can

find the eigenvalues and eigenvectors of A.

Problem 24. Consider the symmetric matrix over R

 
2 1 −1
A= 1 1 0 .
−1 0 1

Find a invertible matrix B such that B −1 AB is a diagonal matrix.

Problem 25. Let σ1 , σ2 , σ3 be the Pauli spin matrices. Consider the

4 × 4 gamma matrices
     
02 σ1 02 σ2 02 σ3
γ1 = , γ2 = , γ3 =
−σ1 02 −σ2 02 −σ3 02

and  
I2 02
γ0 = .
02 −I2
Find γ1 γ2 γ3 γ0 and tr(γ1 γ2 γ3 γ0 ).

Problem 26. Let c ∈ R and consider the symmetric 3 × 3 matrix

 
c 1 0
A = 1 c 1 .
0 1 c

(i) Show that c is an eigenvalue of A and find the corresponding eigenvector.

 Eigenvalues and Eigenvectors 49

(ii) Find the two other eigenvalues and eigenvectors.

Problem 27. Let c ∈ R. Consider the symmetric 4 × 4 matrix

1 c 0 0
 
 c 2 2c 0 
A= .
0 2c 3 c
0 0 c 4

(i) Find the characteristic equation.

(ii) Show that

λ1 + λ2 + λ3 + λ4 = 10
λ1 λ2 + λ1 λ3 + λ1 λ4 + λ2 λ3 + λ2 λ4 + λ3 λ4 = 35 − 6c2
λ1 λ2 λ3 + λ1 λ2 λ4 + λ1 λ3 λ4 + λ2 λ3 λ4 = 50 − 30c2
λ1 λ2 λ3 λ4 = 24 − 30c2 + c4

where λ1 , λ2 , λ3 , λ4 denote the eigenvalues.

Problem 28. Consider the matrix

1 0 0 0 1
 
0 1 1 1 0
A = 0 1 1 1 0 .
 
0 1 1 1 0
 
1 0 0 0 1

(i) Find the rank of the matrix. Explain.

(ii) Find the determinant and trace of the matrix.
(iii) Find all eigenvalues of the matrix.
(iv) Find one eigenvector.
(v) Is the matrix positive semidefinite?

Problem 29. Find the eigenvalues of the 3 × 3 matrix

 
2 1 1
A = 1 2 1
1 1 2

using the trace and the determinant of the matrix and the information that
two eigenvalues are the same.
50 Problems and Solutions

Problem 30. Let B be a 2 × 2 matrix with eigenvalues λ1 and λ2 . Find

the eigenvalues of the 4 × 4 matrix

0 0 1 0
 
 0 0 0 1
X= .
b11 b12 0 0
b21 b22 0 0

Let v be an eigenvector of B with eigenvalue λ. What can be said about

an eigenvector of the 4 × 4 matrix X given by eigenvector v and eigenvalue
of B.

Problem 31. Consider the 2 × 2 identity matrix I2 and the 2 × 2 matrix

 
0 1
N= .
1 0

Find the eigenvalues λ1 , λ2 and the corresponding normalized eigenvectors

u1 and u2 of I2 . Then find the eigenvalues µ1 , µ2 and the corresponding
normalized eigenvectors v1 and v2 of N . Using the normalized eigenvectors
u1 , u2 and v1 , v2 form the 2 × 2 matrix
 ∗
u1 v1 u∗1 v2

H= .
u∗2 v1 u∗2 v2

Find the eigenvalues and eigenvectors of H. Discuss.

Problem 32. Let A, B be two n × n matrices over C. The set of all

matrices of the form A − λB with λ ∈ C is said to be a pencil. The
eigenvalues of the pencil are elements of the set λ(A, B) defined by

λ(A, B) := { z ∈ C : det(A − zB) = 0 } .

If λ ∈ λ(A, B) and
Ax = λBx, x 6= 0
then x is referred to as an eigenvector of A − λB. Note that λ may be
finite, empty or infinite.

Let
0 0 0 1 1 0 0 1
   
0 0 1 0 1 0 1 1 0 
A= , B=√  .
0 1 0 0 2 0 1 −1 0
1 0 0 0 1 0 0 −1
Find the eigenvalue of the pencil.
 Eigenvalues and Eigenvectors 51

Problem 33. Let a, b ∈ R. Find the eigenvalues and eigenvectors of the

4 × 4 matrix
a 0 0 b
 
0 a b 0
M = .
0 b a 0
b 0 0 a

Problem 34. Let α ∈ R. Find the eigenvalues and eigenvectors of the

matrix  
−1 α 0
A(α) =  α 0 α  .
0 α 1
Discuss the dependence of the eigenvalues and eigenvectors of α.

Problem 35. Let u, v be nonzero column vectors in Rn and u 6= v.

Consider the n × n matrix A over R
A = uuT + uvT − vuT − vvT .
Find the nonzero eigenvalues of A and the corresponding eigenvector.

Problem 36. Let A be an n × n matrix with eigenvalues λ1 ,. . . , λn . Let

c ∈ C \ {0}. What are the eigenvalues of cA?

Problem 37. Let A be an n × n matrix over R. Let λ1 , . . . , λn be the

eigenvalues. What can be said about the eigenvalues of the 2n × 2n matrix
 
0n A
AT 0 n
where 0n is the n × n zero matrix?

Problem 38. Let A, B be n × n matrices over C. Let α, β ∈ C. Assume

that A2 = In and B 2 = In and AB + BA = 0. What can be said about the
eigenvalues of αA + βB?

Problem 39. Let A be an n × n normal matrix, i.e. AA∗ = A∗ A. Let u

be an eigenvector of A, i.e. Au = λu. Show that u is also an eigenvector
of A∗ with eigenvalue λ, i.e.
A∗ u = λu .

Problem 40. Show that eigenvectors of a normal matrix A corresponding

to distinct eigenvalues are orthogonal.
52 Problems and Solutions

Problem 41. Let A, B be square matrices. Show that AB and BA have

the same eigenvalues.

Problem 42. Show that if A is an n × m matrix and if B is an m × n

matrix, then λ 6= 0 is an eigenvalue of the n × n matrix AB if and only if
λ is an eigenvalue of the m × m matrix BA. Show that if m = n then the
conclusion is true even for λ = 0.

Problem 43. Let AT = (1/2 , 1/2)T . Find the eigenvalues of AAT and
AT A.

Problem 44. We know that a hermitian matrix has only real eigenvalues.
Can we conclude that a matrix with only real eigenvalues is hermitian?

Problem 45. Let A be an n×n matrix over C. Show that the eigenvalues
of A∗ A are nonnegative.

Problem 46. Let 0 ≤ x < 1. Consider the N × N matrix C (correlation

matrix) with the entries

Cjk := x|j−k| , j, k = 1, . . . , N .

Find the eigenvalues of C. Show that if N → ∞ the distribution of its

eigenvalues becomes a continuous function of φ ∈ [0, 2π]

1 − x2
λ(φ) = .
1 − 2x cos φ + x2

Problem 47. Let n be a positive integer. Consider the 2 × 2 matrix

 
2n 4n2 − 1
Tn = .
1 2n

Show that the eigenvalues of Tn are real and not of absolute value 1.

Problem 48. Let A be an n × n matrix over C. Show that A is normal

if and only if there exists an n × n unitary matrix U and an n × n diagonal
matrix D such that D = U −1 AU . Note that U −1 = U ∗ .

Problem 49. Let A be a normal n × n matrix over C.

(i) Show that A has a set of n orthonormal eigenvectors.
(ii) Show that if A has a set of n orthonormal eigenvectors, then A is normal.
 Eigenvalues and Eigenvectors 53

Problem 50. The Leverrier’s method finds the characteristic polynomial

of an n × n matrix. Find the characteristic polynomial for
   
0 1 1 1
A ⊗ B, A= , B=
1 0 1 1
using this method. How are the coefficients ci of the polynomial related to
the eigenvalues?

Problem 51. Consider the symmetric matrix

 
a11 a12 a13
A =  a12 a22 a23 
a13 a23 a33

over R. Write down the characteristic polynomial det(λI3 − A) and express

it using the trace and determinant of A.

Problem 52. Let Ln be the n × n matrix

n−1 −1 −1 · · · −1
 
 −1 n − 1 −1 · · · −1 
 . .. .. .. ..
 . . .
Ln =  . . ..

 .. 
 −1 −1 −1 . −1 
−1 −1 −1 · · · n−1
Find the eigenvalues.

Problem 53. The Pascal matrix of order n is defined as

 
(i + j − 2)!
Pn := , i, j = 1, . . . , n .
(i − 1)!(j − 1)!
Thus
1 1 1 1
   
  1 1 1
1 1 1 2 3 4 
P2 = , P3 =  1 2 3, P4 =  .
1 2 1 3 6 10
1 3 6
1 4 10 20
(i) Find the determinant of P2 , P3 , P4 . Find the inverse of P2 , P3 , P4 .
(ii) Find the determinant for Pn . Is Pn an element of the group SL(n, R)?

Problem 54. Let A be an m × n matrix (m < n) over R.

(i) Show that at least one eigenvalue of the n × n matrix AT A is equal to
0.
54 Problems and Solutions

(ii) Show that the eigenvalues of the m×m matrix AAT are also eigenvalues
of AT A.

Problem 55. Find the determinant and eigenvalues of the matrices

0 0 0 a14
   
  0 0 a13
0 a12 1 0 0 a24 
A2 = , A3 =  1 0 a23  , A4 =  .
1 a22 0 1 0 a34
0 1 a33
0 0 1 a44

Extend to the n-dimensional case.

Problem 56. Let A be a hermitian n × n matrix. Assume that all the

eigenvalues λ1 , . . . , λn are pairwise different. Then the normalized eigen-
vectors uj (j = 1, . . . , n) satisfy u∗j uk = 0 for j 6= k and u∗j uj = 1. We
have (spectral theorem)
X n
A= λj uj u∗j .
j=1

Let ek (k = 1, . . . , n) be the standard basis in Cn . Calculate U ∗ AU , where

n
X
U= uk e∗k .
k=1

Problem 57. Let A be a positive definite n × n matrix. Thus all the

eigenvalues are real and positive. Assume that all the eigenvalues λ1 , . . . , λn
are pairwise different. Then the normalized eigenvectors uj (j = 1, . . . , n)
satisfy u∗j uk = 0 for j 6= k and u∗j uj = 1. We have (spectral theorem)
n
X
A= λj uj u∗j .
j=1

Let ek (k = 1, . . . , n) be the standard basis in Cn . Calculate

ln(A) .

Note that the unitary matrix

n
X
U= uk e∗k
k=1

e = U ∗ AU is a diagonal matrix.
transforms A into a diagonal matrix, i.e. A
 Eigenvalues and Eigenvectors 55

Problem 58. Let j = 1/2, 1, 3/2, 2, . . . and φ ∈ R. Consider the (2j +

1) × (2j + 1) matrices

0 1
 
 0 0 1 
 0 0 0 1
 

H= .. 

 . 

 1
eiφ 0 0

D = diag(1, ω, ω 2 , . . . , ω 2j )
where ω := exp(i2π/(2j + 1). Is H unitary? Find ωDH − HD.

Problem 59. (i) Find the eigenvalues of the 3 × 3 matrix

 α 
e 1 1
A(α) =  1 eα 1 .
1 1 eα

For which values of α is the matrix A(α) not invertible.

(ii) Extend (i) to the n × n matrix
 α
e 1 ··· 1

 1 eα · · · 1 
B(α) = 
 ... .. . . ..  .
. . . 
1 1 ··· eα
This matrix plays a role for the Potts model.

Problem 60. Let A be an 2 × 2 matrix over R. Let

tr(A) = c1 , tr(A2 ) = c2 .

Can det(A) be calculated from c1 , c2 ?

Problem 61. Let A be an n × n matrix with entries ajk ≥ 0 and with

positive spectral radius ρ. Then there is a (column) vector x with xj ≥ 0
and a (column) vector y such that the following conditions hold:

Ax = ρx, yT A = ρy, yT x = 1 .

Consider the 2 × 2 matrix

 
2 1
B= .
1 2
56 Problems and Solutions

Show that B has a positive spectral radius. Find the vectors x and y.

Problem 62. Let A be an n × n matrix over C. If λ is not an eigenvalue

of A, then the matrix (A − λIn ) has an inverse, namely the resolvent
Rλ = (A − λIn )−1 .
Let λj be the eigenvalues of A. For |λ| ≥ a, where a is any positive constant
greater than all the |λj | the resolvent can be expanded as
 
1 1 1
Rλ = − In + A + 2 A2 + · · · .
λ λ λ
Calculate I
1
− λm Rλ dλ, m = 0, 1, 2, . . . .
2πi |λ|=a

Problem 63. Show that the resolvent satisfies the so-called resolvent
equation
Rλ − Rµ = (λ − µ)Rλ Rµ .

√
Problem 64. Let τ = (1 + 5)/2 be the golden ratio. Consider the
modular matrix  
1 1
M= .
1 0
Find the eigenvalues λ1 , λ2 and the corresponding normalized eigenvec-
tors u1 , u2 . Find the projection matrices Π1 and Π2 onto the associated
eigendirections.

Problem 65. Let A be an n × n matrix over C. Assume that A2 = −In .

What can be said about the eigenvalues of A?

Problem 66. An n × n unitary matrix U is defined by

U U ∗ = In or U ∗ = U −1 .
What can be concluded about the eigenvalues of U if U ∗ = U T ?

Problem 67. Let α ∈ R. Consider the symmetric matrix

1+α 0 1−α 0
 
1  0 1+α 0 1 − α
A= √  .
2 1 − α 0 1 + α 0
0 1−α 0 1+α
 Eigenvalues and Eigenvectors 57

Find an inertible matrix B such that

A = B −1 DB

where D is a diagonal matrix and thus find the eigenvalues of A.

Problem 68. The additive inverse eigenvalue problem is as follows: Let

A be an n × n symmetric matrix over R with ajj = 0 for j = 1, 2, . . . , n.
Find a real diagonal n × n matrix D such that the matrix A + D has the
prescribed eigenvalues λ1 , . . . , λn . The number of solutions for the real
matrix D varies from 0 to n!. Consider the 2 × 2 matrix
 
0 1
A=
1 0

and the prescribed eigenvalues λ1 = 2, λ2 = 3. Can one find a D?

Problem 69. The spectral theorem for n × n normal matrices over C is

as follows: A matrix A is normal if and only if there exists an n × n unitary
matrix U and a diagonal matrix D such that D = U ∗ AU . Use this theorem
to prove that the matrix
 
0 1 1
A = 0 0 1
0 0 0

is not normal.

Problem 70. Let A be an n×n matrix over A. Assume that A is normal.

Show that A has a set of n orthonormal eigenvectors.

Problem 71. Let φ ∈ R. Consider the n × n matrix

0 1
 
 0 1 
0 1
 
 
H=  . ..
.

 
 1
eiφ 0

(i) Show that the matrix is unitary.

(ii) Find the eigenvalues of H.
(iii) Consider the n × n diagonal matrix

G = diag(1, ω, ω 2 , · · · ω n−1 )
58 Problems and Solutions

where ω := exp(i2π/n. Find ωGH − HG.

Problem 72. Consider the symmetric 6 × 6 matrix over R

0 1 1 1 1 1
 
1 0 1 −1 −1 1 
1 1 0 1 −1 −1 
 
A= .
 1 −1 1 0 1 −1 
1 −1 −1 1 0 1
 
1 1 −1 −1 1 0
This matrix plays a role in the construction of the icosahedron which is a
regular polyhedron with 20 identical equilateral triangular faces, 30 edges
and 12 vertices.
(i) Find the eigenvalues of this
√ matrix.
(ii) Consider the matrix
√ A + 5I6 . Find the eigenvalues.
(iii) The matrix A√+ 5I6 induces an Euclidean structure√on the quotient
space R6 /ker(A + 5I6 ). Find the dimension of ker(A + 5I6 ).

Problem 73. Let α ∈ R. Find the eigenvalues and eigenvectors of

 
1 α 1
A(α) = √ .
1 + α2 1 α
For which α is A(α) not invertible?

Problem 74. Let  ∈ R. Find the eigenvalues and eigenvectors of the

matrices
0 1 0 0
   
  0 1 0
0 1 0 0 1 0
, 0 0 1, .
 0 0 0 0 1

 0 0
 0 0 0
Extend to the n × n case.

Problem 75. Let A, B be two n × n matrices over C.

(i) Show that every eigenvalue of AB is also an eigenvalue of BA.
(ii) Can we conclude that every eigenvector of AB is also an eigenvector of
BA?

Problem 76. (i) Find the eigenvalues and eigenvectors of the orthogonal
matrices
   
1 0 0 cos β sin β 0
R =  0 cos α sin α  , S =  − sin β cos β 0  .
0 − sin α cos α 0 0 1
 Eigenvalues and Eigenvectors 59

(ii) Find the eigenvalues and eigenvectors of RS.

Problem 77. Find the eigenvalues and normalized eigenvectors of the

2 × 2 matrix  
cos θ −eiφ sin θ
.
e−iφ sin θ cos θ

Problem 78. Find the eigenvalues and eigenvectors of the matrices

1 0 0 0 1
 
 
1 0 1 0 1 0 1 0 
0 1 0 , 0 0 1 0

0 .

1 0 −1 0 1 0 −1 0
 
1 0 0 0 −1
Extend to the general case n odd.

Problem 79. (i) Consider the matrices

 
  a1 0 a2
a1 a2
A= , B= 0 0 0 .
a3 a4
a3 0 a4
How are the eigenvalues of A and B related?
(ii) Let  
ρ11 ρ12
ρ=
ρ21 ρ22
be a density matrix. Is
 
ρ11 0 ρ12
ρ= 0 0 0 
ρ21 0 ρ22
a density matrix?

Problem 80. Let a, b, c ∈ R. Find the eigenvalues of the 4 × 4 matrix

0 −a −b −c
 
a 0 −ic ib 
A= .
b ic 0 −ia
c −ib ia 0

Problem 81. Find all 2 × 2 matrices over the real numbers with only
one 1-dimensional eigenspace, i.e. all eigenvectors are linearly dependent.
60 Problems and Solutions

Problem 82. Let A be an n×n matrix over Cn . Let λ be an eigenvalue of

A. A generalized eigenvector x ∈ Cn of A corresponding to the eigenvalue
λ is a nontrivial solution of

(A − λIn )j x = 0n

for some j ∈ {1, 2, . . .}, where In is the n × n identity matrix and 0n is the
n-dimensional zero vector. For j = 1 we find the eigenvectors. It follows
that x is a generalized eigenvector of A corresponding to λ if and only if

(A − λIn )n x = 0n .

Find the eigenvectors and generalized eigenvectors of

 
0 1 0
0 0 0.
0 −1 0

Problem 83. Find all 2 × 2 matrices over R which commute with

 
0 1
.
0 0

What is the relation between the eigenvectors of these matrices?

Problem 84. Let n be odd and n ≥ 3. Consider the matrices

 √ √ 
 √ √  1/ 2 0√ 0 0√ 1/ 2
1/ 2 0 1/ 2  0 1/ 2 0 1/ 2 0 
A3 =  0√ 1 0√  , A5 =  0 0√ 1 0√ 0 
 
1/ 2 0 −1/ 2 0√ 1/ 2 0 −1/ 2 0√
 
1/ 2 0 0 0 −1/ 2

and generally
 √ √ 
1/ 2 0√ ... 0 0 0 ... 0√ 1/ 2
 0 1/ 2 ... 0 0 0 ... 1/ 2 0 
 .. .. .. .. .. .. ..
 

 . . ... . . . ... . .
√ √

 
 0 0 ... 1/ 2 0 1/ 2 ... 0 0 
 
An = 
 0 0 ... 0√ 1 0√ ... 0 0 .

 0
 0 ... 1/ 2 0 −1/ 2 ... 0 0 

 . .. .. .. .. .. ..
 ..

 √. ... . . . ... .√ . 

 0
√ 1/ 2 ... 0 0 0 . . . −1/ 2 0√ 
1/ 2 0 ... 0 0 0 ... 0 −1/ 2
 Eigenvalues and Eigenvectors 61

Find the eigenvalues and eigenvectors of A3 , A5 . The solve the general

case.

Problem 85. Assume we know the eigenvalues λ1 , λ2 of the 2 × 2 matrix

 
a11 a12
A=
a21 a22

over C. What can be said about the eigenvalues of the 3 × 3 matrix

 
a11 0 a12
B= 0 c 0 
a21 0 a22

where c ∈ C.

Problem 86. Let  ∈ R. Find the eigenvalues and eigenvectors of the

matrices
1 0 0 
   
  1 0 
1  1 1 0 0
, 1 1 0, .
1 1 1 1 1 0

1 1 1
1 1 1 1
Extend to n × n matrices.

Problem 87. Let A, B, C, D, E, F , G, H be 2 × 2 matrices over C. We

define the product
A O2 O2 B
 
   
A B E F 0 E F 02 
? :=  2 .

C D G H 02 G H 02
C 02 02 D
Thus the right-hand side is an 8×8 matrix. Assume we know the eigenvalues
and eigenvectors of the two 4 × 4 matrices on the left-hand side. What can
be said about the eigenvalues and eigenvectors of the 8 × 8 matrix of the
right-hand side.

Problem 88. The symmetric 3 × 3 matrix

 
0 1 1
A = 1 0 1
1 1 0

plays a role for the chemical compounds ZnS and N aCl. Find the eigen-
values and eigenvectors of A. Then find the inverse of A. Find all x such
that Ax = x.
62 Problems and Solutions

Problem 89. Let  

a11 a12
A=
a21 a22
be a normal matrix over C with eigenvalues λ1 , λ2 and corresponding eigen-
vectors u1 , u2 , respectively. What can be said about the eigenvalues and
eigenvectors of the 3 × 3 matrices
     
1 0 0 a11 0 a12 a11 a12 0
B1 =  0 a11 a12  , B2 =  0 1 0  , B3 =  a21 a22 0  ?
0 a21 a22 a21 0 a22 0 0 1

Problem 90. Let In be the n × n identity matrix and

 
0n In
J := ∈ R2n×2n .
−In 0n

A matrix S ∈ R2n×2n is called a symplectic matrix if

S T JS = J .
(i) Show that symplectic matrices are nonsingular.
(ii) Show that the product of two symplectic matrices S1 and S2 is also
symplectic.
(iii) Show that if S is symplectic S −1 and S T are also symplectic.
(iv) Let S be a symplectic matrix. Show that if λ ∈ σ(S), then λ−1 ∈ σ(S),
where σ(S) denotes the spectrum of S.

Problem 91. Let A, B be n × n matrices over C and u a nonzero vector

in Cn . Assume that [A, B] = A and Au = λu. Find (AB)u.

Problem 92. Consider the Hilbert space Cn . Let A, B, C be n × n

matrices acting in Cn . We consider the nonlinear eigenvalue problem
Au = λBu + λ2 Cu
where u ∈ Cn and u 6= 0.
(i) Let σ1 , σ2 , σ3 be the Pauli spin matrices. Find the solutions of the
nonlinear eigenvalue problem
σ1 u = λσ2 u + λ2 σ3 u
where u ∈ C2 and u 6= 0.
(ii) Consider the basis of the simple Lie algebra s`(2, R)
     
1 0 0 1 0 0
H= , E= , F = .
0 −1 0 0 1 0
 Eigenvalues and Eigenvectors 63

Solve the nonlinear eigenvalue problem

Hu = λEu + λ2 F u
where u ∈ C2 and u 6= 0.
(iii) Consider the basis of the simple Lie algebra so(3, R)
     
0 0 0 0 0 −1 0 1 0
A = 0 0 1, B = 0 0 0  , C =  −1 0 0 .
0 −1 0 1 0 0 0 0 0
Solve the nonlinear eigenvalue problem.

Problem 93. (i) Let A, B be n × n matrices over c ∈ C with [A, B] = 0,

where [A, B] denotes the commutator of A and B. Calculate [A + cIn , B +
cIn ], where c ∈ C and In is the n × n identity matrix.
(ii) Let x be an eigenvector of the n × n matrix A with eigenvalue λ. Show
that x is also an eigenvector of A + cIn , where c ∈ C.

Problem 94. Consider the n × n tridiagonal matrix

1 1 . .
 
 1 2 1 . 
1 3 1 .
 
 
Ĥ =  .. .

 . 

 . 1
1 n
It is used to describe an electron on a linear chain of length n. Find the
eigenvalues. Find the eigenvectors. Make the ansatz
c1
 
 c2 
 . 
 .. 
cn
for the eigenvectors and find a recursion relation for cj /cj+1 .

Problem 95. Find the eigenvalues and eigenvectors of the Hamilton

operator
Ĥ = E0 I2 − B1 σ1 − B2 σ2 − B3 σ3 .

Problem 96. Let  ∈ R. Find the eigenvalues of

 
0  0
A() =   0   .
0  0
64 Problems and Solutions

Do the eigenvalues cross as a function of ?

Problem 97. Let  ∈ [0, 1]. Consider the 2 × 2 matrix

 
1 1 
A() = √ .
1 + 2  −1
For  = 0 we have the Pauli spin matrix σz and for  = 1 we have the
Hadamad matrix. Find the eigenvalues and eigenvectors of A().

Problem 98. (i) Consider the matrix

 
0 −i
A= .
i 0

Find the function (characteristic polynomial)

p(λ) = det(A − λI2 ) .

Find the eigenvalues of A by solving p(λ) = 0. Find the minima of the

function
f (λ) = |p(λ)| .
Discuss.
(ii) Consider the matrix
 
0 0 1
A = 0 1 0 .
1 0 0

Find the function (characteristic polynomial)

p(λ) = det(A − λI3 ) .

Find the eigenvalues of A by solving p(λ) = 0. Find the minima of the

function
f (λ) = |p(λ)| .
Discuss.

Problem 99. Let A be an n × n normal matrix with eigenvalues λ1 , . . . ,

λn and pairwise orthogonal eigenvectors uj (j = 1, 2, . . . , n). Then
n
X
A= λj uj u∗j .
j=1
 Eigenvalues and Eigenvectors 65

Find exp(A) and sin(A).

Problem 100. Consider the normalized vector in C3

 
sin(θ) cos(φ)
n =  sin(θ) sin(φ)  .
cos(θ)
(i) Calculate the 2 × 2 matrix
U (θ, φ) = n · σ ≡ n1 σ1 + n2 σ2 + n3 σ3
where σ1 , σ2 , σ3 are the Pauli spin matrices.
(ii) Is the matrix U (θ, φ) unitary? Find the trace and the determinant. Is
the matrix U (θ, φ) hermitian?
(iii) Find the eigenvalues and normalized eigenvectors of U (θ, φ).

Problem 101. Consider the normal matrix

 
0 1 0
A = 1 0 1 .
0 1 0
Find the eigenvalues and normalized eigenvectors of A and thus the spectral
decomposition. Thus this result to calculate exp(zA), where z ∈ C.

Problem 102. Let A be an n × n normal matrix. Assume that λj

(j = 1, . . . , n) are the eigenvalues of A. Calculate
n
Y
(1 + λk )
k=1

without using the eigenvalues.

Problem 103. Let A be an n × n matrix over C. Then any eigenvalue

of A satisfies the inequality
n
X
|λ| ≤ max |ajk | .
1≤j≤n
k=1

Write a C++ program that calculates the right-hand side of the inequality
for a given matrix. Apply the complex class of STL. Apply it to the matrix
i 0 0 i
 
 0 2i 2i 0 
A= .
0 3i 3i 0
4i 0 0 4i
66 Problems and Solutions

Problem 104. (i) Find the eigenvalues of the matrices

1 0 0 1
   
  1 0 1
1 1 0 2 2 0
A2 = , A3 =  0 2 0  , A4 =  .

2 2 0 3 3 0
3 0 3
4 0 0 4
Extend to the n × n case.
(ii) Find the eigenvalues of the matrices
1 0 0 1
   
  1 0 1
1 1  0 1/2 1/2 0 
B2 = , B3 =  0 1/2 0  , B4 =  .
1/2 1/2 0 1/3 1/3 0
1/3 0 1/3
1/4 0 0 1/4
Extend to the n × n case.

Problem 105. The 2n × 2n symplectic matrix is defined by

 
0n In
S=
−In 0n
where In is the n × n identity matrix. The matrix S is unitary and skew-
hermitian. Find the eigenvalues of S from this information.

Problem 106. Find the condition on a11 , a12 , b11 , b12 such that
a11 0 0 a12 1 1
    
 0 b11 b12 0   1  1
  = λ 
0 b12 b11 0 1 1

a12 0 0 a11 1 1
i.e. we have an eigenvalue equation.

Problem 107. Find the eigenvalues of the 4 × 4 matrix

0 0 0 a14
 
1 0 0 a24 
A= .
0 1 0 a34
0 0 1 a44

Problem 108. Find the eigenvalues and eigenvectors of the 4 × 4 matrix

0 a12 a13 a14
 
 −a 0 a23 a24 
A =  12 .
a13 a23 0 a34
a14 a24 −a34 0
 Eigenvalues and Eigenvectors 67

Problem 109. Find the eigenvalues and eigenvectors of the 4 × 4 matrix

0 a12 a13 a14

 
 −a12 0 a23 a24 
A= .
−a13 −a23 0 a34
−a14 −a24 −a34 0

Problem 110. (i) Find the spectral decomposition of the normal matrix
 
0 1 0
A = 1 0 1 .
0 1 0

(ii) Find the spectral decomposition of exp(A).

Problem 111. Find the eigenvalues and eigenvectors of σx σy σz .

Problem 112. Find the eigenvalues of the 7 × 7 matrix

a11 0 0 a14 0 0 a17

 
 0 a22 a23 0 a25 a26 0 
 0 a32 a33 0 a35 a36 0 
 
A =  a41 0 0 a44 0 0 a47  .
 
 0 a52 a53 0 a55 a56 0 
 
0 a62 a63 0 a65 a66 0
 
a71 0 0 a74 0 0 a77

Problem 113. (i) Find the eigenvalues and eigenvectors of

 
1 i
σz + iσx = .
i −1

(ii) Is this matrix normal?

Problem 114. Let A be an n × n matrix over C, which satisfies

A2 ≡ AA = cA

where c ∈ C is a constant. Obviously the equation is satisfied by the

zero matrix with c = 0. Assume that A 6= 0n . Then we have a “type of
eigenvalue equation”.
(i) Is c an eigenvalue of A.
68 Problems and Solutions

(ii) Take the determinant of both sides of the equation. Discuss. Study the
cases that A is invertible and non-invertible.
(iii) Study the case
 −z 
e 1
A(z) = , z ∈ C.
1 ez

(iv) Study
(A ⊗ A)2 = c(A ⊗ A) .
(v) Let A be a 2 × 2 matrix and

a11 0 0 a12
 
 0 a11 a12 0 
A ? A :=  .
0 a21 a22 0
a21 0 0 a22

Study the case (A ? A)2 = c(A ? A).

(vi) Study the case that A3 = cA.

Problem 115. (i) Consider the Pauli spin matrices for describing a spin- 21
system
     
0 1 0 −i 1 0
σ1 = , σ2 = , σ3 = .
1 0 i 0 0 −1

Consider the matrix

σ3 + iσ1 .
Is the matrix normal? Find the eigenvalues and eigenvectors of the matrix.
Discuss. Find the eigenvalues and eigenvectors of σ3 ⊗ σ3 + iσ1 ⊗ σ1 .
(ii) Consider the Pauli spin matrices for describing a spin-1 system
     
0 1 0 0 −i 0 1 0 0
1  1
s1 = √ 1 0 1  , s2 = √  i 0 −i  , s3 =  0 0 0  .
2 0 1 0 2 0 i 0 0 0 −1

Consider the matrix

s3 + is1 .
Is the matrix normal? Find the eigenvalues and eigenvectors of the matrix.
Discuss. Find the eigenvalues and eigenvectors of s3 ⊗ s3 + is1 ⊗ s1 .

Problem 116. Let sx , sy , sz be the (2s + 1) × (2s + 1) spin matrices for

spin s = 1/2, s = 1, s = 3/2, s = 2, . . ..
 Eigenvalues and Eigenvectors 69

(i) For s = 1/2 we have the 2 × 2 matrices

     
1 0 1 1 0 −i 1 1 0
sx = , sy = , sz = .
2 1 0 2 i 0 2 0 −1

Let n ∈ R3 and knk = 1. Calculate the eigenvalues and eigenvectors of

n1 sx + n2 sy + n3 sz .

(ii) For s = 1 we have the 3 × 3 matrices

     
0 1 1 0 −i 0 1 0 0
1 1 1
sx = 1 0 1  , sy =  i 0 0  , sz = 0 0 0 .
2 2 2
1 0 1 0 i 0 0 0 −1

Let n ∈ R3 and knk = 1. Calculate the eigenvalues and eigenvectors of

n1 sx + n2 sy + n3 sz .

Problem 117. Find the eigenvalues and eigenvectors of the matrices

0 0 0 a14
   
0 0 a13
 1 0 a23  ,  1 0 0 a24 
.
0 1 0 a34

0 1 a33
0 0 1 a44

Problem 118. Let K be an n × n skew-hermitian matrix with eigenval-

ues µ1 , . . . , µn (counted according to multiplicty) and the corresponding
normalized eigenvectors u1 , . . . , un , where u∗j uk = 0 for k 6= j. Then K
can be written as
Xn
K= µj uj u∗j
j=1

and uj u∗j uk u∗k = 0 for k 6= j and j, k = 1, 2, . . . , n. Note that the matrices

uj u∗j are projection matrices and
n
X
uj u∗j = In .
j=1

(i) Calculate exp(K).

(ii) Every n × n unitary matrix can be written as U = exp(K), where K is
a skew-hermitian matrix. Find U from a given K.
(iii) Use the result from (ii) to find for a given U a possible K.
70 Problems and Solutions

(iv) Apply the result from (ii) and (iii) to the unitary 2 × 2 matrix
 
cos θ sin θ
U (θ) = .
− sin θ cos θ
(v) Apply the result from (ii) and (iii) to the 2 × 2 unitary matrix
 
cos θ −eiφ sin θ
V (θ, φ) = .
e−iφ sin θ cos θ
(vi) Every hermitian matrix H can be written as H = iK, where K is a
skew-hermitian matrix. Find H for the examples given above.

Problem 119. Consider a symmetric matrix over R. We impose the

following conditions. The diagonal elements are all zero. The non-diagonal
elements can only be +1 or −1. Show that such a matrix can only have
integer values as eigenvalues. An example would be
0 1 1 −1
 
 1 0 1 −1 
1 1 0 −1
 
−1 −1 −1 0
with eigenvalues 3 and −1 (three times).

Problem 120. Let A be an n × n normal matrix over C. How would one

apply genetic algorithms to find the eigenvalues of A. This means we have
to construct a fitness function f with the minima as the eigenvalues. The
eigenvalue equation is given by Ax = zx (z ∈ C and x ∈ Cn with x 6= 0).
The characteristic equation is
p(z) ≡ det(A − zIn ) = 0 .
What would be a fitness function? Apply it to the matrices
 
    0 0 1
0 −i 0 i
B= , C= , D = 0 1 0 .
i 0 i 0
1 0 0

Problem 121. Let A, B be hermitian matrices over C and eigenvalues

λ1 , . . . , λn and µ1 , . . . , µn , respectively. Assume that tr(AB) = 0 (scalar
product). What can be said about the eigenvalues of A + B?

Problem 122. Consider the skew-symmetric matrix over R

 
0 −a3 a2
A =  a3 0 −a1 
−a2 a1 0
 Eigenvalues and Eigenvectors 71

where a1 , a2 , a3 ∈ R. Find the eigenvalues. Let 03 be the 3 × 3 zero

matrix. Let A1 , A2 , A3 be skew-symmetric 3 × 3 matrices over R. Find the
eigenvalues of the 9 × 9 matrix
 
03 −A3 A2
B =  A3 03 −A1  .
−A2 A1 03

Problem 123. Consider the 4 × 4 Haar matrix

1 1 1 1
 
1 1 1 −1 −1 
K = √ √ .
2 2 − 2 √0 0
√
0 0 2 − 2
Find all 4 × 4 hermitian matrices H such that KHK T = H.

Problem 124. Consider the reverse-diagonal n × n matrix

0 0 ... 0 eiφ1
 
 0 0 . . . eiφ2 0 
 . .
A(φ1 , . . . , φn ) =  .. ..

 

 0 eiφn−1 . . . 0 0 
eiφn 0 ... 0 0
where φj ∈ R (j = 1, . . . , n). Find the eigenvalues and eigenvectors. Is the
matrix unitary?

Problem 125. Let a11 , a22 ∈ R and a12 ∈ C. Consider the hermitian
matrix  
a11 a12
H=
ā12 a22
with the real eigenvalues λ1 and λ2 . What conditions are impost on the
matrix elements of H if λ1 = λ2 ?

Problem 126. (i) Consider the spin matrices for describing a spin- 21
system
     
1 0 1 1 0 −i 1 1 0
s1 = , s2 = , s3 = .
2 1 0 2 i 0 2 0 −1
and the spin matrices for describing a spin-1 system
     
0 1 0 0 −i 0 1 0 0
1  1
p1 = √ 1 0 1  , p2 = √  i 0 −i  , p3 =  0 0 0 .
2 0 1 0 2 0 i 0 0 0 −1
72 Problems and Solutions

Find the spectrum (eigenvalues and eigenvector) of the hermitian matrix

Ĥ
K̂ = = s1 ⊗ p1 ⊗ s1 + s2 ⊗ p2 ⊗ s2 + s3 ⊗ p3 ⊗ s3 .
~ω

Thus K̂ is a 12 × 12 matrix with tr(K̂) = 0.

Problem 127. s`(3, R) is the rank 2 Lie algebra with Cartan matrix
 
2 −1
C=
1 2

Find the eigenvalues and normalized eigenvectors of C.

Problem 128. Find the eigenvalues and normalized eigenvectors of the

4 × 4 matrix
a11 a12 1 0
 
 a21 a22 0 1
A= .
1 0 0 0
0 1 0 0

Problem 129. Let φk ∈ R. Consider the matrices

0 eiφ1 0 0
 
iφ2
e 0 0 0 
A(φ1 , φ2 , φ3 , φ4 ) =  iφ3  ,
0 0 0 e
0 0 eiφ4 0

0 0 eiφ5 0
 
iφ6
 0 0 0 e
B(φ5 , φ6 , φ7 , φ8 ) =  iφ7

e 0 0 0

0 eiφ8 0 0
and A(φ1 , φ2 , φ3 , φ4 )B(φ5 , φ6 , φ7 , φ8 ). Find the eigenvalues of these matri-
ces.

Problem 130. Let U be an n×n unitary matrix, i.e. U U ∗ = In . Assume

that U = U T . What can be said about the eigenvalues of such a matrix?

Problem 131. Let In be the n × n identity matrix. Find the eigenvalues

of the 2n × 2n matrix
 
1 In In
R= √ .
2 −In In
 Eigenvalues and Eigenvectors 73

Problem 132. Consider the unitary matrix

0 0 0 1
 
   
0 0 1 0 0 1 0 1
U = = ⊗ .
0 1 0 0 1 0 1 0

1 0 0 0
Find the skew-hermitian matrix K such that U = exp(K).

Problem 133. Given the matrix

1 2 3 4
 
 5 6 7 8 
A= .
9 10 11 12
13 14 15 16
Prove or disprove that exactly two eigenvalues are 0.

Problem 134. Let A be an n × n matrix over C. Show that the eigen-

vectors corresponding to distinct eigenvalues are linearly independent.

Problem 135. We know that any n × n unitary matrix has only eigenval-
ues λ with |λ| = 1. Assume that a given n × n matrix has only eigenvalues
with |λ| = 1. Can we conclude that the matrix is unitary?

Problem 136. Find the eigenvalues and eigenvectors of

0 a12 a13 a14
 
a 0 0 0 
A =  12 .
a13 0 0 0
a14 0 0 0

Problem 137. (i) Let tj ∈ R for j = 1, 2, 3, 4. Find the eigenvalues and

eigenvectors of
0 t1 0 t4 eiφ
 
 t1 0 t2 0 
Ĥ =  .
0 t2 0 t3
t4 e−iφ 0 t3 0
(ii) Let tj ∈ R for j = 1, . . . , 5. Find the eigenvalues and eigenvectors of
0 t1 0 0 t5 eiφ
 
 t1 0 t2 0 0 
Ĥ =  0 t2 0 t3 0 .
 
0 0 t3 0 t4
 
−iφ
t5 e 0 0 t4 0
74 Problems and Solutions

Problem 138. Let v be a nonzero column vector in Rn . Matrix multi-

plication is associative. Then we have

(vvT )v = v(vT v) .

Discuss.

Problem 139. (i) Find the eigenvalues and eigenvectors of the matrix

a11 0 0 0
 
 a21 a22 0 0 
A= .
0 a32 a33 0
0 0 a43 a44

(ii) Find the eigenvalues and eigenvectors of the matrix

b11 0 0 0 0 0
 
 b21 b22 0 0 0 0 
 0 b32 b33 0 0 0 
 
B= .
 0 0 b43 b44 0 0 
0 0 0 b54 b55 0
 
0 0 0 0 b65 b66

These matrices are the so-called staircase matrices. Extend the results to
the n × n case.

Problem 140. (i) Let A be an invertible n × n matrix over C. Assume

we know the eigenvalues and eigenvectors of A. What can be said about
the eigenvalues and eigenvectors of A + A−1 ?
(ii) Apply the result from (i) to the permutation matrix

0 0 0 0 0 1
 
1 0 0 0 0 0
0 1 0 0 0 0
 
A= .
0 0 1 0 0 0
0 0 0 1 0 0
 
0 0 0 0 1 0

Problem 141. (i) Find the eigenvalues and eigenvectors of the 4 × 4

matrix
a11 0 0 a14
 
 0 a22 0 0 
A= .
0 0 a33 0
a41 0 0 a44
 Eigenvalues and Eigenvectors 75

(ii) Find the eigenvalues and eigenvectors of the 6 × 6 matrix

b11 0 0 0 0 a16
 
 0 b22 0 0 0 0 
 0 0 b33 0 0 0 
 
B= .
 0 0 0 b44 0 0 
0 0 0 0 b55 0
 
b61 0 0 0 0 b66

Problem 142. Find the eigenvalues and eigenvectors of the matrices

 
  1 1/2 1/3
1 1/2
,  1/2 1/3 1/4  .
1/2 1/3
1/3 1/4 1/5

Extend to the n × n case.

Problem 143. Find the eigenvalues of the 6 × 6 matrix

1 1/2 1/3 1/4 1/5 1/6
 
 1/2 1/3 1/4 1/5 1/6 1/7 
 1/3 1/4 1/5 1/6 1/7 1/8 
 
A= .
 1/4 1/5 1/6 1/7 1/8 1/9 
1/5 1/6 1/7 1/8 1/9 1/10
 
1/6 1/7 1/8 1/9 1/10 1/11

Problem 144. (i) Let α ∈ R. Consider the matrices

   
cos α − sin α cos α sin α
A(α) = , B(α) = .
sin α cos α sin α − cos α

Find the trace and determinant of these matrices. Show that for the matrix
A(α) the eigenvalues depend on α but the eigenvectors do not. Show that
for the matrix B(α) the eigenvalues do not depend on α but the eigenvectors
do.
(ii) Let α ∈ R. Consider the matrices
   
cosh α sinh α cosh α − sinh α
C(α) = , D(α) = .
sinh α cosh α sinh α − cosh α

Find the trace and determinant of these matrices. Show that for the matrix
C(α) the eigenvalues depend on α but the eigenvectors do not. Show that
for the matrix D(α) the eigenvalues do not depend on α but the eigenvectors
do.
76 Problems and Solutions

Problem 145. Find the lowest eigenvalue of the 4 × 4 symmetric matrix

(x ∈ R) √
0√ −x 5 0 0
 
 −x 5 4 −2x −2x 
.
0 −2x 4 − 2x −x

0 −2x −x 8 − 2x

Problem 146. Let m > 0 and θ ∈ R. Consider the three 3 × 3 matrices

   
0 sin θ 0 0 0 sin θ
M1 = m  sin θ 0 cos θ  , M2 = m  0 0 cos θ  ,
0 cos θ 0 sin θ cos θ 0
 
0 sin θ cos θ
M3 = m  sin θ 0 0 .
cos θ 0 0
Find the eigenvalues and eigenvectors of the matrices. These matrices play
a role for the Majorana neutrino.

Problem 147. Let A, B be real symmetric and block tridiagonal 4 × 4

matrices
a11 a12 0 0 b11 b12 0 0
   
a a22 a23 0   b12 b22 b23 0 
A =  12 , B =  .
0 a23 a33 a34 0 b23 b33 b34
0 0 a34 a44 0 0 b34 b44

Assume that B is positive definite. Solve the eigenvalue problem

Av = λBv .

Problem 148. (i) Find the eigenvalues, normalized eigenvectors and

spectral decomposition of the permutation matrices
   
0 1 0 0 0 1
P1 =  0 0 1  , P2 =  1 0 0  .
1 0 0 0 1 0

(ii) Use the spectral decomposition to find the matrices A1 and A2 such
that P1 = exp(A1 ), P2 = exp(A2 ).

Problem 149. Let A be an n × n matrix over C. What is the condition

on A such that all eigenvalues are 0 and A admits only one eigenvector.
 Eigenvalues and Eigenvectors 77

Problem 150. Let A be a 2 × 2 matrix. Assume that det(A) = 0 and

tr(A) = 0. What can be said about the eigenvalues of A. Is such a matrix
normal?
Chapter 5

Commutators and
Anticommutators

Problem 1. Let A, B be 2 × 2 symmetric matrices over R. Assume that

AAT = I2 and BB T = I2 . Is
[A, B] = 02 ?
Prove or disprove.

Problem 2. Let A, B, X, Y be n × n matrices over C. Assume that

AX − XB = Y .
(i) Let z ∈ C. Show that
(A − zIn )X − X(B − zIn ) = Y .
(ii) Assume that A − zIn and B − zIn are invertible. Show that
X(B − zIn )−1 − (A − zIn )−1 X = (A − zIn )−1 Y (B − zIn )−1 .

Problem 3. Let A, B be n×n matrices over C. Assume that [A, B] = 0n .

Let U be a unitary matrix. Calculate [U ∗ AU, U ∗ BU ].

Problem 4. Can we find nonzero symmetric 2 × 2 matrices H and A over

R such that
[H, A] = µA

78
 Commutators and Anticommutators 79

where µ ∈ R and µ 6= 0?

Problem 5. Let A, B be n × n hermitian matrices. Is i[A, B] hermitian?

Problem 6. A truncated Bose annihilation operator is defined as the

n × n (n ≥ 2) matrix
√
0 1 √0 0 0 ... 0
 
0 0 2 √0 0 ... 0 
0 0 0 3 0 ... 0 
 
Bn = . . .
.. .
.. .. .
.. .
.. .
..
.
. . 
√ 
0 0 0 0 ... 0 n − 1
0 0 0 0 ... 0 0
(i) Calculate Bn∗ Bn .
(ii) Calculate the commutator [Bn , Bn∗ ].

Problem 7. Find nonzero 2 × 2 matrices A, B such that [A, B] 6= 02 , but

[A, [A, B]] = 02 , [B, [A, B]] = 02 .

Problem 8. Let A, B be symmetric n × n matrices over R. Show that

[A, B] is skew-symmetric over R.

Problem 9. Let A, B be n × n matrices. Show that

1
AB ≡ ([A, B] + [A, B]+ ) .
2

Problem 10. Let A, B be n × n matrices. Suppose that

[A, B] = 0n , [A, B]+ = 0n
and that A is invertible. Show that B must be the zero matrix.

Problem 11. Let  

0 1
C= .
1 0
Find all 2 × 2 matrices A such that [A, C] = 02 , where 02 is the 2 × 2 zero
matrix.

Problem 12. Let A, B, C be n × n matrices. Show that

tr([A, B]C) ≡ tr(A[B, C]) .
80 Problems and Solutions

Problem 13. Find all nonzero 2 × 2 matrices A, B such that

[A, B] = A + B .

Problem 14. Find all nonzero 2 × 2 matrices J+ , J− , Jz such that

[Jz , J+ ] = J+ , [Jz , J− ] = −J− , [J+ , J− ] = 2Jz
where (J+ )∗ = J− .

Problem 15. Find all nonzero 2 × 2 matrices K+ , K− , Kz such that

[Kz , K+ ] = K+ , [Kz , K− ] = −K− , [K+ , K− ] = −2Kz
where (K+ )∗ = K− .

Problem 16. Find all nonzero 2 × 2 matrices A1 , A2 , A3 such that

[A1 , A2 ] = 0, [A1 , A3 ] = A1 , [A2 , A3 ] = A2 .

Problem 17. Let H be a nonzero n × n hermitian matrix. Let E be a

nonzero n × n matrix. Assume that
[H, E] = aE
where a ∈ R and a 6= 0. Show that E cannot be hermitian.

Problem 18. Let A and B be positive semi-definite matrices. Can we

conclude that [A, B]+ ≡ AB + BA is positive semi-definite.

Problem 19. Let A, B be n × n matrices. Given the expression

A2 B + AB 2 + B 2 A + BA2 − 2ABA − 2BAB .
Write the expression in a more compact form using commutators.

Problem 20. Let A, B be n × n matrices over C. Assume that A2 = In

and B 2 = In .
(i) Find the commutators [AB + BA, A], [AB + BA, B].
(ii) Give an example of such matrices for n = 2 and A 6= B.

Problem 21. Consider the 2 × 2 matrices

   
cos α − sin α cosh β sinh β
A(α) = , B(β) =
sin α cos α sinh β cosh β
 Commutators and Anticommutators 81

where α, β ∈ R. Calculate the commutator [A(α), B(β)]. What is the

condition on α, β such that [A(α), B(β)] = 02 ?

Problem 22. Let A1 , A2 , A3 be n × n matrices over C. The ternary

commutator [A1 , A2 , A3 ] (also called the ternutator) is defined as
X
[A1 , A2 , A3 ] := sgnAπ(1) Aπ(2) Aπ(3)
π∈S3
≡ A1 A2 A3 + A2 A3 A1 + A3 A1 A2 − A1 A3 A2 − A2 A1 A3 − A3 A2 A1 .

(i) Let n = 2 and consider the Pauli spin matrices σx , σy , σz . Calculate

the ternutator
[σx , σy , σz ] .
(ii) Calculate

A1 ⊗A2 ⊗A3 +A2 ⊗A3 ⊗A1 +A3 ⊗A1 ⊗A2 −A1 ⊗A3 ⊗A2 −A2 ⊗A1 ⊗A3 −A3 ⊗A2 ⊗A1 .

Problem 23. Let A, B, C be 2 × 2 matrices. Find the conditions such

that [A, B, C] = 0.

Problem 24. Let A, B, H be n × n matrices such that

[H, A] = 0, [H, B] = 0 .

Show that
[H ⊕ In + In ⊕ H, A ⊕ B] = 0
where ⊕ denotes the direct sum.

Problem 25. Show that any two 2 × 2 matrices which commute with the
matrix  
0 1
−1 0
commute with each other.

Problem 26. Let A1 , A2 be m × m matrices over C. Let B1 , B2 be n × n

matrices over C. Show that

[A1 ⊕ B1 , A2 ⊕ B2 ] = ([A1 , A2 ]) ⊕ ([B1 , B2 ])

where ⊕ denotes the direct sum.

82 Problems and Solutions

Problem 27. Let A, B be an n×n matrix over C. Let u ∈ Cn considered

as column vector. Is

[u∗ A∂, u∗ B∂] = u∗ [A, B]∂ ?

Here [ , ] denotes the commutator and

 
∂/∂x1
∂ =  ...  .
 

∂/∂xn

Problem 28. Let c ∈ R and A be an 2 × 2 matrix over R. Find the

commutator of the 3 × 3 matrices

c ⊕ A, A⊕c

where ⊕ denotes the direct sum.

Problem 29. Consider the 3 × 3 matrices

   
a1 0 0 0 0 b1
A =  0 a2 0 , B =  0 b2 0.
0 0 a3 b3 0 0

Can we find aj , bj (j = 1, 2, 3) such that the commutator [A, B] is invert-

ible?

Problem 30. Let A, B be n × n matrices over C. Can we conclude that

k[A, B]k ≤ kAk kBk ?

Problem 31. Consider (m + n) × (m + n) matrices of the form

 
m×m m×n
.
n×m n×n

Let    
B1 0 B
e1 0
B= , B
e=
0 B2 0 B
e2
and    
0 F1 0 Fe1
F = , Fe = .
F2 0 Fe2 0
Find the commutators [B.B],
e [B, F ] and the anticommutator [F, Fe]+ .
 Commutators and Anticommutators 83

Problem 32. Can one find non-invertible 2 × 2 matrices A and B such

the commutator [A, B] is invertible?

Problem 33. Let A, B be n × n matrices over C. Assume that B is

invertible. Show that

[A, B −1 ] ≡ −B −1 [A, B]B −1 .

Problem 34. Let A, B be n × n matrices. Show that

1 1
AB ≡ [A, B] + [A, B]+ .
2 2

Problem 35. (i) Let A, B be 2 × 2 skew-symetric matrices over R. Find

the commtutor [A, B].
(ii) Let A, B be 3 × 3 skew-symetric matrices over R. Find the commtutor
[A, B].

Problem 36. Find two linearly independent 2 × 2 matrices A, B such

that
−A = [B, [B, A]], −B = [A, [A, B]] .

Problem 37. Let A be an n × n matrix and 0n be the n × n zero matrix.

Find the commutator
   
0n A 0n A
,
A 0n −A 0n

and the anticommutator

Problem 38. Find all 2 × 2 matrices over C such that the commutator
is an invertible diagonal matrix D, i.e. d11 6= 0 and d22 6= 0.

Problem 39. Let A, B be invertible n × n matrices over C. Assume that

[A, B] = 0n . Can we conclude that [A−1 , B −1 ] = 0n ?

Problem 40. Consider the 3 × 3 matrices over C

   
a11 0 0 0 b12 b13
A =  0 a22 0  , B =  b21 0 b23  .
0 0 a33 b31 b32 0
84 Problems and Solutions

(i) Calculate the commutator [A, B] and det([A, B]).

(ii) Set a11 = eiφ1 , a22 = eiφ2 , a33 = eiφ3 . Find the condition on φ1 , φ2 ,
φ3 , b12 , b13 , b21 , b23 , b31 , b32 such that [A, B] is unitary.

Problem 41. Let A, B be n × n matrices and T a (fixed) invertible n × n

matrix. We define the bracket
[A, B]T := AT B − BT A .
Let
       
0 1 0 1 0 0 1 0
T = , X= , Y = , H= .
1 0 0 0 1 0 0 −1
Find [X, Y ]T , [X, H]T , [Y, H]T .

Problem 42. Can one find a 2 × 2 matrix A over R such that

 
0 1
[AT , A] = .
−1 0

Problem 43. Consider the set of 3 × 3 matrices

     
1 0 0 0 0 0 0 0 0
A1 =  0 0 0  , A2 =  0 1 0  , A3 =  0 0 0 
0 0 0 0 0 0 0 0 1
     
0 1 0 0 0 0 0 0 1
A12 =  1 0 0  , A23 =  0 0 1  , A13 =  0 0 0  .
0 0 0 0 1 0 1 0 0
Calculate the anticommutator and thus show that we have a basis of a
Jordan algebra.

Problem 44. Consider the invertible matrices

   
1 0 0 0 1 0
A =  0 e2iπ/3 0 , B = 0 0 1 .
0 0 e−2iπ/3 1 0 0
Is the matrix [A, B] invertible?

Problem 45. A classical 3 × 3 matrix representation of the algebra

iso(1, 1) is given by
     
0 0 0 0 0 0 0 0 0
K =  0 0 −2  , P+ =  1 0 0, P− =  1 0 0 .
0 −2 0 −1 0 0 1 0 0
 Commutators and Anticommutators 85

Find the commutators and anticommuators.

Problem 46. Find the conditions on the two 2 × 2 hermitian matrices

A, B such that
[A ⊗ B, P ] = 0
where P is the permutation matrix

1 0 0 0
 
0 0 1 0
P = .
0 1 0 0
0 0 0 1

Problem 47. Let A be an arbitrary n × n matrix over C with tr(A) = 0.

Show that A can be written as commutator, i.e. there are n × n matrices
X and Y such that
A = XY − Y X .

Problem 48. Let A be an arbitrary n × n matrix over C with trA = 0.

Show that A can be written as commutator, i.e., there are n × n matrices
X and Y such that A = [X, Y ].

Problem 49. Let A be an arbitrary n × n matrix over C with trA = 0.

Show that A can be written as commutator, i.e., there are n × n matrices
X and Y such that A = [X, Y ].

Problem 50. Let A, B be hermitian matrices, i.e. A∗ = A and B ∗ = B.

Then in general A + iB is non-normal. What are the conditions on A and
B such that A + iB is normal?

Problem 51. Let A, B be n × n matrices over C. Show that if A and B

commute and if A is normal, then A∗ and B commute.
Chapter 6

Decomposition of
Matrices

Problem 1. We consider 3 × 3 matrices over R. An orthogonal matrix

Q such that det Q = 1 is called a rotation matrix. Let 1 ≤ p < r ≤ 3 and φ
be a real number. An orthogonal 3 × 3 matrix Qpr (φ) = (qij )1≤i,j≤3 given
by

qpp = qrr = cos φ

qii = 1 if i 6= p, r
qpr = −qrp = − sin φ
qip = qpi = qir = qri = 0 i 6= p, r
qij = 0 if i 6= p, r and j 6= p, r

will be called a plane rotation through φ in the plane span (ep , er ). Let
Q = (qij )1≤i,j≤3 be a rotation matrix. Show that there exist angles φ ∈
[0, π), θ, ψ ∈ (−π, π] called the Euler angles of Q such that

Q = Q12 (φ)Q23 (θ)Q12 (ψ) . (1)

Problem 2. For any n × n matrix A over C, there exists a positive

semi-definite matrix H and a unitary matrix such that A = HU (polar
decomposition). If A is nonsingular, then H is positive definite and U and

86
 Decomposition of Matrices 87

H are unique. Find the polar decomposition for

 
1 0 −4
A= 0 5 4 .
−4 4 3

Problem 3. If A ∈ Rn×n , then there exists an orthogonal Q ∈ Rn×n

such that
R11 R12 ... R1m
 
0 R22 ... R2m 
QT AQ = 

 ... ..
.
..
.
.. 
. 
0 0 ... Rmn
where each Rii is either a 1 × 1 matrix or a 2 × 2 matrix having complex
conjugate eigenvalues. Find Q for the matrix
 
0 1 0
A = 2 0 3 .
0 4 0

Then calculate QT AQ.

Problem 4. Let n ≥ 2 and n = 2k. Let A be an n × k matrix and

A∗ A = I k

where Ik is the k × k unit matrix. Find the n × n matrix AA∗ using the
singular value decomposition. Calculate tr(AA∗ ).

Problem 5. Let n ≥ 2 and n = 2k. Let A be an n × k matrix and

A∗ A = I k

where Ik is the k × k unit matrix. Let S be a positive definite n × n matrix.

Show that
tr(A∗ S 2 A)
1≤ .
tr((A∗ SA)2 )

Problem 6. Consider the symmetric matrix over R

 
2 −1 0
A =  −1 2 −1 
0 −1 2
88 Problems and Solutions

and the orthogonal matrix

 
cos φ − sin φ 0
O =  sin φ cos φ 0  .
0 0 1

e = O−1 AO. Can we find an angle φ such that e

Calculate A a12 = e
a21 = 0?

Problem 7. Let A be an n × n matrix over R. Assume that A−1 exits.

Given the singular value decomposition of A, i.e. A = U W V T . Find the
singular value decomposition for A−1 .

Problem 8. Find the cosine-sine decomposition of the 4 × 4 unitary

matrix
1 0 0 1
 
1 0 1 1 0 
√  .
2 0 1 −1 0
1 0 0 −1

Problem 9. Find a cosine-sine decomposition of the Hadamard matrix

 
1 1 1
√ .
2 1 −1

Problem 10. (i) Consider the 4 × 4 matrices

0 1 0 0 0 0 1 0
   
 −1 0 1 0 e = 0 0 0 1
Ω= , Ω .

0 −1 0 1 −1 0 0 0
0 0 −1 0 0 −1 0 0

Can one find 4 × 4 permutation matrices P , Q such that

Ω = P ΩQ
e ?

(ii) Consider the 2n × 2n matrices

0 1 0 ... 0 0 0
 
 −1 0 1 ... 0 0 
 0 −1 0 ... 0 0 0
 
Ω= .. 

 . 

 0 0 0 ... −1 0 1
0 0 0 ... 0 −1 0
 Decomposition of Matrices 89

and  
0n In
Ω
e=
−In 0n
where 0n is the n × n zero matrix and In is the n × n identity matrix. Can
one find 2n × 2n permutation matrices P , Q such that Ω = P ΩQ?e

Problem 11. Let A be an m × m matrix. Let B be an n × n matrix. Let

X be an m × n matrix such that

AX = XB . (1)

We can find non-singular matrices V and W such that

V −1 AV = JA , W −1 BW = JB

where JA , JB are the Jordan canonical form of A and B, respectively. Show

that from (1) it follows that

JA Y = Y JB

where Y := V −1 XW .
Chapter 7

Functions of Matrices

Problem 1. Consider the matrix (ζ ∈ R)

cosh ζ 0 0 sinh ζ
 
 0 cosh ζ sinh ζ 0 
S(ζ) =  .
0 sinh ζ cosh ζ 0
sinh ζ 0 0 cosh ζ

(i) Show that the matrix is invertible, i.e. find the determinant.
(ii) Calculate the inverse of S(ζ).
(iii) Calculate
d
A := S(ζ)
dζ ζ=0

and then calculate exp(ζA).

Problem 2. Let A be an n × n positive definite matrix over R. Let q

and J be column vectors in Rn . Calculate
Z ∞ Z ∞  
1
Z(J) = ··· dq1 · · · dqn exp − qT Aq + JT q .
−∞ −∞ 2

Note that
∞
Z r
2 π (b2 −4ac)/(4a)
dqe−(aq +bq+c)
= e . (1)
−∞ a

90
 Functions of Matrices 91

Problem 3. Let A be an n × n positive definite matrix over R, i.e.

xT Ax > 0 for all x ∈ Rn . Calculate
Z
exp(−xT Ax)dx .
Rn

Problem 4. Consider the 2 × 2 matrix

 
3 −4
A= .
1 −1
Calculate An , where n ∈ N.

Problem 5. Let A be an n × n matrix over C. The n × n matrix B over

C is a square root of A iff B 2 = A. The number of square roots of a given
matrix A may be zero, finite or infinite. Does the matrix
 
0 1
A=
0 0
admit a square root?

Problem 6. Let A be an n × n matrix. Let

n−1
X
c(z) := det(zIn − A) = z n − ck z k
k=0

be the characteristic polynomial of A. Apply the Cayley-Hamilton theorem

c(A) = 0 to calculate exp(A).

Problem 7. (i) Let A be an n×n matrix with A3 = In . Calculate exp(A)

using
∞
X
exp(A) = Aj /(j!) .
j=0

(ii) Let  
0 1 0
B = 0 0 1
1 0 0
with B 3 = I3 . Calculate exp(B) using the result from (i). Calculate exp(B)
applying the Cayley-Hamilton theorem.

Problem 8. Show that for any Pauli spin matrix σ1 , σ2 , σ3 we have

sin(θσj ) = sin(θ)σj .
92 Problems and Solutions

Problem 9. Let M be an n × n matrix with mjk = 1 for all j, k =

1, 2, . . . , n. Let s ∈ C. Find exp(sM ). Then consider the special case
sn = iπ

Problem 10. Let X, Y be n × n matrices. Show that

∞
X [X k , Y ]
[eX , Y ] = .
k!
k=1

Problem 11. Let A, B be n × n matrices. Show that

Z 1
A+B A
e −e ≡ e(1−t)A Bet(A+B) dt .
0

Problem 12. Let A be an n × n matrix. Then exp(A) can also be

calculated as  m
A A
e = lim In + .
m→∞ m
Use this definition to show that
det(eA ) ≡ etr(A) .

Problem 13. Let A1 , A2 , . . . , Ap be n × n matrices over C. The general-

ized Trotter formula is given by
 
Xn
exp  Aj  = lim fn ({ Aj }) (1)
n→∞
j=1

where the n-th approximant fn ({ Aj }) is defined by

      n
1 1 1
fn ({ Aj }) := exp A1 exp A2 · · · exp Ap .
n n n
Let p = 2 and    
1 0 0 1
A1 = , A2 = .
0 1 1 0
Calculate the left and right-hand side of (1).

Problem 14. Let α, β ∈ R. Calculate

 
α β
exp .
0 0
 Functions of Matrices 93

Problem 15. Consider the 2 × 2 matrix

 
1 1
A= .
0 1

Let t ∈ R. Find exp(tA).

Problem 16. Let A, B be n × n matrices over C and α ∈ C. The

Baker-Campbell-Hausdorff formula states that
∞
α2 X αj
eαA Be−αA = B + α[A, B] + [A, [A, B]] + · · · = {Aj , B} = B(α)
e
2! j=0
j!

where [A, B] := AB − BA and

{Aj , B} := [A, {Aj−1 , B}]

is the repeated commutator.

(i) Extend the formula to
eαA B k e−αA
where k ≥ 1.
(ii) Extend the formula to
eαA eB e−αA .

Problem 17. Consider the n × n matrix (n ≥ 2)

0 1 0 ... 0
 
0 0 1 ... 0
. . .. . . .
A= . . . .. 
. . . .
0 0 0 ... 1
0 0 0 ... 0

Let f : R → R be an analytic function. Calculate

f 0 (0) f 00 (0) 2 f n−1

f (0)In + A+ A + ··· + An−1
1! 2! (n − 1)!

where 0 denotes differentiation. Discuss.

Problem 18. Let A, B be n × n matrices. Show that

cos(A + B) = cos(A) cos(B) − sin(A) sin(B)

if AB = BA.
94 Problems and Solutions

Problem 19. Consider the 3 × 3 matrix

 
0 0 α
A(α) =  0 0 0  , α ∈ R.
α 0 0

Find exp(A).

Problem 20. Let A, B be n × n matrices with A2 = In and B 2 = In .

Assume that the anticommutator of A and B vanishes, i.e.

[A, B]+ = AB + BA = 0n .

Let a, b ∈ C. Calculate
eaA+bB .

Problem 21. Let A, B be n × n matrices with A2 = In and B 2 = In .

Assume that the commutator of A and B vanishes, i.e.

[A, B] = AB − BA = 0n .

Let a, b ∈ C. Calculate
eaA+bB .

Problem 22. Consider the 2 × 2 matrix

 
a11 a12
A= .
0 a22

Find exp(tA).

Problem 23. Can one find n × n matrices A such that ( ∈ R)

exp(iA) = In + (cos() − 1)A2 + i sin()A ?

Problem 24. Let α, β ∈ C. Let

 
α β
M (α, β) = .
0 −α

(i) Calculate exp(M (α, β)).

(ii) For which values of α, β ∈ C is the matrix nonnormal? Simplify the
result for α = iπ and β arbitrary. Is the matrix M (α = iπ, β) nonnormal?
Is the matrix exp(M (α = iπ, β) nonnormal?
 Functions of Matrices 95

Problem 25. Consider the two-dimensional rotation matrix

 
cos θ − sin θ
R=
sin θ cos θ

with 0 ≤ θ ≤ π. Find R1/2 .

Problem 26. Let f : R → R be an analytic function. Let θ ∈ R, n a

normalized vector in R3 and σ1 , σ2 , σ3 the Pauli spin matrices. We define

n · σ := n1 σ1 + n2 σ2 + n3 σ3 .

Then
1 1
f (θn · σ) ≡ (f (θ) + f (−θ))I2 + (f (θ) − f (−θ))(n · σ) .
2 2
Apply this identity to f (x) = sin(x).

Problem 27. Let a, b ∈ R and

 
a −b
M= .
b a

Calculate exp(M ).

Problem 28. Let A be an n × n matrix over C. Assume that all eigen-

values λ1 , λ2 , . . . , λn are pairwise distinct. Then etA can be calculated as
follows (Lagrange interpolation)
n n
X Y (A − λk In )
etA = eλj t .
j=1
(λj − λk )
k=1
k6=j

Let  
0 1
A= .
1 0
Calculate etA using this method.

Problem 29. Let A be an n × n matrix over C. Assume that all eigen-

values λ1 , λ2 , . . . , λn are pairwise distinct. Then etA can be calculated as
follows (Newton interpolation)
n
X j−1
Y
etA = eλ1 t In + [λ1 , . . . , λj ] (A − λk In ) .
j=2 k=1
96 Problems and Solutions

The divided differences [λ1 , . . . , λj ] depend on t and are defined recursively

by

eλ1 t − eλ2 t
[λ1 , λ2 ] :=
λ1 − λ2
[λ1 , . . . , λk ] − [λ2 , . . . , λk+1 ]
[λ1 , . . . , λk+1 ] := , k ≥ 2.
λ1 − λk+1
Let  
0 1
A= .
1 0
Calculate etA using this method.

Problem 30. Apply the Cayley-Hamilton theorem to the 3 × 3 matrix A

and express the result using the trace and determinant of A.

Problem 31. Let A, B, C be n × n matrices over C such that A2 = In ,

B 2 = In and C 2 = In . Furthermore assume that

[A, B]+ ≡ AB+BA = 0n , [B, C]+ ≡ BC+CB = 0n , [C, A]+ ≡ CA+AC = 0n

i.e. the anticommutators vanish. Let α, β, γ ∈ C. Calculate eαA+βB+γC

using
∞
αA+βB+γC
X (αA + βB + γC)j
e = .
j=0
j!

Problem 32. Let A, B be n × n matrices. Then we have the identity

det(eA eB e−A e−B ) ≡ exp(tr([A, B]))

where [A, B] := AB − BA defines the commutator. Show that

det(eA eB e−A e−B ) = 1 .

Problem 33. Let

     
0 1 0 0 1 0
e= , f= , h= .
0 0 1 0 0 −1

(i) Show that

   
1 1 1 0
exp(e) = , exp(−f ) = .
0 1 −1 1
 Functions of Matrices 97

(ii) Show that  

0 1
exp(e) exp(−f ) exp(e) = .
−1 0

Problem 34. Let A be an n × n matrix. The characteristic polynomial

det(λIn − A) = λn + a1 λn−1 + · · · + an = p(λ)

is closely related the the resolvent (λIn − A)−1 trough the formula
N1 λn−1 + N2 λn−2 + · · · + Nn N (λ)
(λIn − A)−1 = =
λn + a1 λn−1 + · · · + an p(λ)
where the adjugate matrix N (λ) is a polynomial in λ of degree n − 1 with
constant n × n coefficient matrices N1 , . . . , Nn . The Laplace transform of
the matrix exponential is the resolvent

L(etA ) = (λIn − A)−1 .

The Nk matrices and ak coefficients may be computed recursively as follows

1
N1 = In , a1 = − tr(AN1 )
1
1
N2 = AN1 + a1 In , a2 = − tr(AN2 )
2
..
.
1
Nn = ANn−1 + an−1 In , an = − tr(ANn )
n
0 = ANn + an In .

Let
1 0 0 1
 
0 −1 1 0
A= .
0 1 −1 0
1 0 0 1
Find the Nk matrices and the coefficients ak and thus calculate the resol-
vent.

Problem 35. Let A be an n × n matrix. The characteristic polynomial

det(λIn − A) = λn + a1 λn−1 + · · · + an = p(λ)

is closely related the the resolvent (λIn − A)−1 trough the formula
N1 λn−1 + N2 λn−2 + · · · + Nn N (λ)
(λIn − A)−1 = =
λn + a1 λn−1 + · · · + an p(λ)
98 Problems and Solutions

where the adjugate matrix N (λ) is a polynomial in λ of degree n − 1 with

constant n × n coefficient matrices N1 , . . . , Nn . The Laplace transform of
the matrix exponential is the resolvent

L(etA ) = (λIn − A)−1 .

The Nk matrices and ak coefficients may be computed recursively as follows

1
N1 = In , a1 = − tr(AN1 )
1
1
N2 = AN1 + a1 In , a2 = − tr(AN2 )
2
..
.
1
Nn = ANn−1 + an−1 In , an = − tr(ANn )
n
0 = ANn + an In .

Show that
p0 (λ)
tr(L(et A)) =
p(λ)
where p0 (λ) = dp(λ)/dλ.

Problem 36. Let A be an n × n positive definite matrix over R, i.e.

all the eigenvalues, which are real, are positive. We also have AT = A.
Consider the analytic function f : Rn → R
 
1
f (x) = exp − xT A−1 x .
2

Calculate the Fourier transform of f . The Fourier transform is defined by

Z
fˆ(k) := f (x)eik·x dx
Rn

where k · x ≡ kT x ≡ k1 x1 + · · · + kn xn and dx = dx1 . . . dxn . The inverse

Fourier transform is given by
Z
1
f (x) = fˆ(k)e−ik·x dk
(2π)n Rn

where dk = dk1 . . . dkn . Note that we have with a > 0

Z r
−(ax2 +bx+c) π (b2 −4ac)/(4a)
e dx = e .
R a
 Functions of Matrices 99

Problem 37. Let A be an n×n matrix. Suppose f is an analytic function

inside on a closed contour Γ which encircles λ(A), where λ(A) denotes the
eigenvalues of A. We define f (A) to be the n × n matrix
I
1
f (A) = f (z)(zIn − A)−1 dz .
2πi Γ

This is a matrix version of the Cauchy integral theorem. The integral is

defined on an element-by-element basis f (A) = (fjk ), where
I
1
fjk = f (z)eTj (zIn − A)−1 ek dz
2πi Γ

where ej (j = 1, 2, . . . , n) is the standard basis in Cn . Let f (z) = z 2 and

 
0 1
A= .
1 0

Calculate f (A).

Problem 38. Let A, B be n × n matrices over C. Calculate

eA BeA .

Set f () = eA BeA , where  is a real parameter. Then differentiate with
respect to . For  = 1 we have eA BeA .

Problem 39. Let A, B be positive definite matrices. Then we have the

integral representation (x ≥ 0)
Z ∞
ln(A + xB) − ln A ≡ (A + uIn )−1 xB(A + xB + uIn )−1 du .
0

Let    
2 −1 1 1
A= , B= .
−1 1 1 2
Calculate the left and right-hand side of the integral representation.

Problem 40. Let  ∈ R. Calculate

f () = e−σy σz eσy .

Hint. Differentiate the matrix-valued function f with respect to  and solve

the initial value problem of the resulting ordinary differential equation.
100 Problems and Solutions

Problem 41. Find the square root of the matrix

 
0 1 0
A = 0 0 0
0 0 0

i.e. find the matrices X such that X 2 = A.

Problem 42. Let A be an arbitrary n × n matrix. Can we conclude that

exp(A∗ ) = (exp(A))∗ ?

Problem 43. Let A be an invertible n × n matrix over R. Consider the

functions
1
Ej = (Acj − ej )T (Acj − ej )
2
where j = 1, . . . , n, cj is the j-th column of the inverse matrix of A, ej is
the j-th column of the n × n identity matrix. This means e1 , . . . , en is
the standard basis (as column vectors) in Rn . The cj are determined by
minimizing the Ej with respect to the cj . Apply this method to find the
inverse of the 3 × 3 matrix
 
1 0 1
A = 0 1 0  .
1 0 −1

Problem 44. Let A be an n × n matrix over C. Assume that A is

hermitian, i.e. A∗ = A. Thus A has only real eigenvalues. Assume that
A5 + A3 + A = 3In .
Show that A = In .

Problem 45. Let f be a function from U , an open subset of Rm , to Rn .

Assume that the component function fj (j = 1, . . . , n) possess first order
partial derivatives. Then we can associate the n × m matrix
 !
∂fj
, j = 1, . . . , n k = 1, . . . , m
∂xk p

where p ∈ U . The matrix is is called the Jacobian matrix of f at the

point p. When m = n the determinant of the square matrix f is called the
Jacobian of f . Let
A = { r ∈ R : r > 0 }, B = { θ ∈ R : 0 ≤ θ < 2π }
 Functions of Matrices 101

and f : A × B → R2 with f1 (r, θ) = r cos θ, f2 (r, θ) = r sin θ. Find the

Jacobian matrix and the Jacobian.

Problem 46. Let  

0 1
J= .
−1 0
Find all nonzero 2 × 2 matrices A such that
AJ = JA .

Problem 47. Let A be an n × n matrix over C. Let T be a nilpotent

matrix over C satisfying
T ∗ A + AT = 0 .
Show that
(eT )∗ AeT = A .

Problem 48. Let A, B be n × n matrices over C. Let β,  ∈ R. Show

that
!
Z β
−A (A+B)
exp(β(A + B)) ≡ exp(βA) In + de Be .
0

Problem 49. Consider the matrix

 
0 −1 0
A = 1 0 1 .
0 1 0
Let α ∈ R. Find exp(αA).

Problem 50. Let  ∈ R. Let

In − A
be a positive definite matrix. Calculate
exp(tr(ln(In − A))
using the identity det eM ≡ exp(tr(M )).

Problem 51. Consider the Pauli spin matrices σx , σy and σz . Can one
find an α ∈ R such that
exp(iασz )σx exp(−iασz ) = σy ?
102 Problems and Solutions

Problem 52. (i) Let a, b ∈ R. Let

 
a b
K= .
b a
Find exp(iK).
(ii) Use the result to find a, b such that
 
0 1
exp(iK) = .
1 0

Problem 53. Let P be an n × n projection matrix. Let  ∈ R. Calculate

exp(P ) .

Problem 54. (i) Let P1 , P2 , . . . , Pn be an n × n projection matrices.

Assume that Pj Pk = 0 (j 6= k) for all j, k = 1, 2, . . . , n. Let j ∈ R with
j = 1, 2, . . . , n. Calculate
exp(1 P1 + 2 P2 + · · · + n Pn ) .
(ii) Assume additionally that
P1 + P2 + · · · + Pn = In .
Simplify the result from (i) using this condition.

Problem 55. Let A, B be n × n hermitian matrices. There exists n × n

unitary matrices U and V (depending on A and B) such that
exp(iA) exp(iB) = exp(iU AU −1 + iV BV −1 ) .
Consider n = 2 and
   
0 1 1 1 1
A= , B=√ .
1 0 2 1 −1
Find U and V . Note that A and B are also unitary and represend the
NOT-gate and Hadamard gate, respectively. Furthermore
√
 
0 −1
[A, B] = 2 .
1 0

Problem 56. Let a, b ∈ C and

 
a b
M (a, b) = .
0 a
 Functions of Matrices 103

Calculate exp(M (a, b)).

Problem 57. Let A, B be n × n matrices over C. Assume that A and B

commute with the commutator [A, B]. Then
 
1
exp(A + B) = exp(A) exp(B) exp − [A, B] .
2
Can this formula be applied to the matrices
   
1 0 0 1
C= , D= .
0 0 0 0

Problem 58. Let  ∈ R. Let A, B be n × n matrices over C. Expand

eA eB e−A e−B

up to second order in .

Problem 59. Let α, β ∈ R. Consider the 2 × 2 matrix

 
−iα −β
B= .
−β iα

Find exp(tB), where t ∈ R and thus solve the initial value problem of the
matrix differential equation
dA
= BA(t) .
dt

Problem 60. Let A be an n × n matrix over C. Assume that for all

eigenvalues λ we have <(λ) < 0. Let B be an arbitrary n × n matrix over
C. Let Z ∞
∗
R := etA BetA .
0
Show that the matrix R satisfies the matrix equation

RA + A∗ R = −B .

Problem 61. Let A, B be n × n matrices over C such that [A, B] = A.

What can be said about the commutator

[eA , eB ]
104 Problems and Solutions

Problem 62. Consider the positive semidefinite matrix

 
2 1
A= .
1 2
Use the right-hand side of the identity
det(A) ≡ exp(tr(ln(A)))
to calculate det(A).

Problem 63. Let A, B be n × n matrices over C and A2 = In , B 2 = In .

Calculate
exp(z1 A + z2 B)
where z1 , z2 ∈ C.

Problem 64. The Cayley-Hamilton theorem can also be used to calculate

exp(A) and other entire functions for an n × n matrix. Let A be an n × n
matrix over C. Let f be an entire function, i.e., an analytic function on the
whole complex plane, for example exp(z), sin(z), cos(z). An infinite series
expansion for f (A) is not generally useful for computing f (A). Using the
Cayley-Hamilton theorem we can write
f (A) = an−1 An−1 + an−2 An−2 + · · · + a2 A2 + a1 A + a0 In (1)
where the complex numbers a0 , a1 , . . . , an−1 are determined as follows:
Let
r(λ) := an−1 λn−1 + an−2 λn−2 + · · · + a2 λ2 + a1 λ + a0
which is the right-hand side of (1) with Aj replaced by λj , where j =
0, 1, . . . , n − 1. or each distinct eigenvalue λj of the matrix A, we consider
the equation
f (λj ) = r(λj ) . (2)
If λj is an eigenvalue of multiplicity k, for k > 1, then we consider also the
following equations
f 0 (λ)|λ=λj = r0 (λ)|λ=λj
f 00 (λ)|λ=λj = r00 (λ)|λ=λj
···=···
(k−1)
f (λ) = r(k−1) (λ) .
λ=λj λ=λj

(i) Apply this technique to find exp(A) with

 
c c
A= , c ∈ R, c 6= 0 .
c c
 Functions of Matrices 105

(ii) Use the method given above to calculate exp(iK), where the hermitian
2 × 2 matrix K is given by
 
a b
K= , a, c ∈ R, b ∈ C .
b c

Problem 65. Let z ∈ C. Let A, B be n × n matrices over C. We say

that B is invariant with respect to A if

ezA Be−zA = B .

Obviously e−zA is the inverse of ezA . Show that, if this condition is satisfied,
one has [A, B] = 0n , where 0n is the n × n zero matrix. If ezA would be
unitary we have U BU ∗ = B.

Problem 66. Let z ∈ C and

   
0 1 b11 b12
A= , B= .
1 0 b12 b11

(i) Calculate exp(zA), exp(−zA) and exp(zA)B exp(−zA).

(ii) Calculate the commutator [A, B].

Problem 67. Let z ∈ C and

   
0 −i b11 b12
A= , B= .
i 0 −b12 b11

(i) Calculate exp(zA), exp(−zA) and exp(zA)B exp(−zA).

(ii) Calculate the commutator [A, B].

Problem 68. Let z ∈ C and

   
0 1 b11 b12
A= , B= .
0 0 0 b11

(i) Calculate exp(zA), exp(−zA) and exp(zA)B exp(−zA).

(ii) Calculate the commutator [A, B].

Problem 69. Consider the Pauli spin matrices σx , σy , σz . Find the

skew-hermitian matrices Σx , Σy , Σz such that

σx = exp(Σx ), σy = exp(Σy ), σz = exp(Σz ) .

Find the commutators [Σx , Σy ], [Σy , Σz ], [Σz , Σx ] and compare with the
commutators [σx , σy ], [σy , σz ], [σz , σx ].
106 Problems and Solutions

Problem 70. Let α ∈ R. Consider the matrix

 
cos α sin α
A(α) = .
sin α − cos α

(i) Show that the matrix is orthogonal.

(ii) Find the determinant of A(α). Is the matrix an element of SO(2, R)?
(iii) Do these matrices form a group under matrix multiplication?
(iv) Calculate
d
X= A(α) .
dα α=0
Calculate exp(αX) and compare this matrix with A(α). Discuss.
(v) Let β ∈ R and  
cos β sin β
B(β) = .
sin β − cos β
Is the matrix A(α) ⊗ B(β) orthogonal? Find the determinant of A(α) ⊗
B(α). Is this matrix an element of SO(4, R)?

Problem 71. We know that for any n × n matrix A over C the matrix
exp(A) is invertible with the inverse exp(−A). What about cos(A) and
cosh(A)?

Problem 72. (i) Let  ∈ R. Let A be an n × n matrix over C. Find

sinh(2A)
lim .
→0 sinh()

(ii) Assume that A2 = In . Calculate

sinh(2A)
.
sinh()

(iii) Assume that A2 = 0n . Calculate

sinh(2A)
.
sinh()

Problem 73. Let A be an n × n normal matrix over C with eigenvalues

λ1 , . . . , λn and corresponding pairwise orthonormal eigenvectors uj (j =
1, . . . , n). Then the matrix A can be written as (spectral decomposition)
n
X n
X
A= λj uj u∗j ≡ λj |uj ihuj | .
j=1 j=1
 Functions of Matrices 107

(i) Let z ∈ C. Use this spectral decomposition to calculate exp(zA).

(ii) Apply it to A = σx .

Problem 74. Consider the matrices

   
0 1 0 0
A= , B= .
0 0 1 0
Is sin(A) invertible? Is cos(A) invertible? Is sin(B) invertible? Is cos(B)
invertible?

Problem 75. Is cos(A) invertible for all n × n matrices A over C?

Problem 76. Let A be a nilpotent matrix. Is the matrix cos(A) invert-

ible?

Problem 77. Consider the 2 × 2 matrices

   
0 1 0 0
A= , B= .
0 0 1 0
Find cosh(A), sinh(A), cosh(B), sinh(B). Which of these matrices are
invertible?

Problem 78. (i) Consider the permutation matrix

 
0 1
P = .
1 0
Find the eigenvalues and normalized eigenvectors and thus the spectral
decomposition of P .
(ii) Find the matrix X such that exp(X) = P .

Problem 79. (i) Consider the permutation matrix

 
0 0 1
P = 0 1 0 .
1 0 0
Find the eigenvalues and normalized eigenvectors of P and thus the spectral
decomposition of P .
(ii) Find the matrix X such that exp(X) = P .

Problem 80. Let A be an n × n matrix over C. Find

sinh(A)
lim .
→0 sinh()
108 Problems and Solutions

Problem 81. Consider the matrix

 
1 0 1
A = 0 1 0 .
1 0 1
Write the matrix A in the form
 
0 0 1
A = I3 + B, B = 0 0 0
1 0 0

and calculate eA using eA = eI3 eB .

Problem 82. Consider the 3 × 3 matrix

 
0 i 0
A =  0 0 −i  .
0 i 0

Calculate exp(iφA), where φ ∈ R.

Problem 83. Let A be an n × n matrix. The characteristic polynomial

det(λIn − A) = λn + a1 λn−1 + · · · + an = p(λ)

is closely related the the resolvent (λIn − A)−1 trough the formula

N1 λn−1 + N2 λn−2 + · · · + Nn N (λ)

(λIn − A)−1 = =
λn + a1 λn−1 + · · · + an p(λ)
where the adjugate matrix N (λ) is a polynomial in λ of degree n − 1 with
constant n × n matrices N1 , . . . , Nn . The Laplace transform of the matrix
exponential is the resolvent

L(etA ) = (λIn − A)−1 .

The Nk matrices and ak coefficients may be computed recursively as follows

1
N1 = In , a1 = − tr(AN1 )
1
1
N2 = AN1 + a1 In , a2 = − tr(AN2 )
2
..
.
1
Nn = ANn−1 + an−1 In , an = − tr(ANn )
n
0 = ANn + an In .
 Functions of Matrices 109

Let
1 0 0 1
 
0 −1 1 0
A= .
0 1 −1 0
1 0 0 1
Find the Nk matrices and the coefficients ak and thus calculate the resol-
vent.

Problem 84. Let A be a normal matrix with eigenvalues λ1 , . . . , λn and

corresponding normalized pairwise orthogonal eigenvectors u1 , . . . , un . Let
w, v ∈ Cn (column vectors). Find

w ∗ eA v

by expanding w and v with respect to the basis uj (j = 1, . . . , n).

Problem 85. Consider the matrices

   
0 1 0 0
A= , B= .
0 0 1 0

Find cos(A) and the inverse of this matrix. Find cos(B) and the inverse of
this matrix. Find the commutators [A, B] and [cos(A), cos(B)]. Discuss.

Problem 86. Let V be the 2 × 2 matrix

V = v0 I2 + v1 σ1 + v2 σ2 + v3 σ3

where v0 , v1 , v2 , v3 ∈ R. Consider the equation

exp(iV ) = (I2 − iW )(I2 + iW )−1

where  is real. Find W as a function of V .

Problem 87. Consider the rotation matrix

 
cos(ωt) sin(ωt)
R(t) =
− sin(ωt) cos(ωt)

where ω is the fixed frequency. Find the matrix

dR(t) T
H(t) = i~ R (t)
dt
and show it is hermitian.
110 Problems and Solutions

Problem 88. (i) Let σ1 be the Pauli matrix

 
0 1
σ1 = .
1 0
Calculate  
1
exp − iπ(σ1 − I2 ) .
2
(ii) Find all 2 × 2 matrices A and c ∈ C such that

exp(c(A − I2 )) = A .

Problem 89. Let B be an n × n matrix with B 2 = In . Show that

 
1
exp − iπ(B − In ) ≡ B .
2

Problem 90. Let A, B be n × n matrices over C and

exp(A) exp(B) = exp(C) .

Then the matrix C can be given as an infinite series of commutators of A

and B. Let z ∈ C. We write

exp(zA) exp(zB) = exp(C(zA, zB))

where
∞
X
C(zA, zB) = cj (A, B)z j .
j=1

Show that the expansion up to fourth order is given by

c1 (A, B) = A + B
1
c2 (A, B) = [A, B]
2
1 1
c3 (A, B) = [A, [A, B]] − [B, [A, B]
12 12
1
c4 (A, B) = − [A, [B, [A, B] .
24

Problem 91. The 2 × 2 matrices

   
0 1 0 0
A= , B=
0 0 1 0
 Functions of Matrices 111

are nonnormal, i.e. AA∗ 6= A∗ A and BB ∗ 6= B ∗ B. Note that A∗ = B. Are

the matrices
exp(A), exp(B)
normal? Are the matrices sin(A), sin(B), cos(A), cos(B) normal?

Problem 92. Let a, b ∈ C. Find

 
a b
exp .
0 −a

Problem 93. Find the unitary matrix

U (t) = eiφ sin(ωt)σx

with the Pauli spin matrix σx .

Chapter 8

Linear Differential
Equations

Problem 1. Let A be an n × n matrix over R. Consider the initial value

problem of the system of linear differential equations

du(t)
+ Au(t) = g(t), u(0) = u0 (1)
dt

where g(t) = (g1 (t), g2 (t), . . . , gn (t))T . The solution of the initial value
problem is
Z t
u(t) = e−tA u0 + e−(t−τ )A g(τ )dτ . (2)
0

(i) Discretize the system with the implicit Euler method with step size h.
(ii) Compare the two solutions of the two systems for the matrix
 
0 0 1
A = 0 1 0,
1 0 0

initial values u0 = (1 , 1 , 1)T with g(t) = (1, 0, 1)T and the step size
h = 0.1.

Problem 2. Let L and K be two n × n matrices. Assume that the entries

depend on a parameter t and are differentiable with repect to t. Assume

112
 Linear Differential Equations 113

that K −1 (t) exists for all t. Assume that the time-evolution of L is given
by
L(t) = K(t)L(0)K −1 (t) .
(i) Show that L(t) satisfies the matrix differential equation
dL
= [L, B](t)
dt
where [ , ] denotes the commutator and
dK −1
B=− K (t) .
dt
(ii) Show that if L(t) is hermitian and K(t) is unitary, then the matrix B(t)
is skew-hermitian.

Problem 3. Consider a system of linear ordinary differential equations

with periodic coefficients
 
du u2
= A(t)u, u=
dt u2

where A(t) is a 2 × 2 matrix of periodic functions with period T . By the

classical Floquet theory, any fundamental matrix Φ(t), which is defined as
a nonsingular matrix satisfying the matrix differential equation
dΦ
= A(t)Φ(t)
dt
can be expressed as
Φ(t) = P (t) exp(T R) .
Here P (t) is nonsingular matrix of periodic functions with the same period
T , and R, a constant matrix, whose eigenvalues λ1 and λ2 are called the
characteristic exponents of the periodic sytem (1). For a choice of funda-
mental matrix Φ(t), we have

exp(T R) = Φ(t0 )Φ(t0 + T )

which does not depend on the initial time t0 . The matrix exp(T R) is called
the monodromy matrix of the periodic system (1). Calculate

tr exp(T R) .

Problem 4. Let  
1 1
A= .
0 1
114 Problems and Solutions

(i) Calculate exp(tA), where t ∈ R.

(ii) Find the solution of the initial value problem of the differential equation
   
du1 /dt u1
=A
du2 /dt u2

with the initial conditions u1 (t = 0) = u10 , u2 (t = 0) = u20 . Use the result

from (i).

Problem 5. Solve the initial value problem for the matrix differential
equation
dA
[B, A()] =
d
where A() and B are 2 × 2 matrices with
 
0 1
B= .
1 0

Problem 6. Consider the initial problem of the matrix differential equa-

tion
dX
= A(t)X, X(0) = In
dt
where A(t) is an n × n matrix which depends smoothly on t and In is
the n × n identity matrix. It is known that the solution of this matrix
differential equation can locally be written as

X(t) = exp(Ω(t))

where Ω(t) is obtained as an infinite series

∞
X
Ω(t) = Ωk (t) .
k=1

This is the so-called Magnus expansion.

Implement this recursion in SymbolicC++ and apply it to
 
cos(t) − sin(t)
A(t) = .
sin(t) cos(t)

Problem 7. Let a, b ∈ R. Consider the linear matrix differential equation

d2 X dX
2
+a + bX = 0 .
dt dt
 Linear Differential Equations 115

Find the solution of the initial value problem.

Problem 8. Let A be an n × n matrix over R. The autonomous system

of first order differential equations du/dt = Au admits the solution of the
initial value problem u(t) = exp(A)u(0). Differentiation of the differential
equations yields the second order system

d2 u du
2
=A = A2 u .
dt dt
Thus we can write
du dv
= v = Au, = A2 u = Av
dt dt
or in matrix form
    
du/dt 0n In u(0)
=
dv/dt A2 0n v(0)

where 0n is the n × n zero matrix and In is the n × n identity matrix. Find

the solution of the initial value problem. Assume that A is invertible.
Chapter 9

Norms and Scalar

Products

Problem 1. Let U1 , U2 be unitary n × n matrices. Let v be a normalized

vector in Cn . Consider the norm of a k × k matrix M

kM k = max kM xk
kxk=1

where kxk denotes the Euclidean norm. Show that if kU1 − U2 k ≤  then

kU1 v − U2 vk ≤  .

Problem 2. Given the 2 × 2 matrix

 
cos α − sin α
A(α) = .
sin α cos α
Calculate
kA(α)k = sup kA(α)xk .
kxk=1

Problem 3. Let A be an n × n matrix. Let ρ(A) be the spectral radius

of A. Then we have
n
X n
X
ρ(A) ≤ min { max |aij |, max |aij | } .
1≤i≤n 1≤j≤n
j=1 i=1

116
 Norms and Scalar Products 117

Let  
0 1 2
A = 3 4 5 .
6 7 8
Calculate ρ(A) and the right-hand side of the inequality.

Problem 4. Consider the Hilbert space Cn . We define a norm of an n×n

matrix A over C
kAk := sup kAxk
kxk=1

where the right-hand side denotes the Euclidean norm. Let U be an n × n

unitary matrix. Show that kU k = 1.

Problem 5. Let A be an n × n positive semidefinite (and thus hermitian)

matrix. Is
kA1/2 k = kAk1/2 ?

Problem 6. Let A be an n × n positive semidefinite matrix. Show that

√
|x∗ Ay| ≤ x∗ Ax y∗ Ay
p

for all x, y ∈ C.

Problem 7. Let t ∈ R. Consider the symmetric matrix over R

 
t 1 0
A(t) =  1 t 1 .
0 1 t

Find the condition on t such that ρ(A(t)) < 1, where ρ(A(t)) denotes the
spectral radius of A(t).

Problem 8. (i) Let A be an n × n positive semidefinite matrix. Show

that (In + A)−1 exists.
(ii) Let B be an arbitrary n × n matrix. Show that the inverse of In + B ∗ B
exists.

Problem 9. Let A be an n×n matrix. One approach to calculate exp(A)

is to compute an eigenvalue decomposition A = XBX −1 and then apply
the formula eA = XeB X −1 . We have using the Schur decomposition

U ∗ AU = diag(λ1 , . . . , λn ) + N
118 Problems and Solutions

where U is unitary, the matrix N = (njk ) is a strictly upper triangular

(njk = 0, j ≥ k) and λ(A) = { λ1 , . . . , λn } is the spectrum of A. Using the
Padé approximation to calculate eA we have

Rpq = (Dpq (A))−1 Npq (A)

where
p
X (p + q − j)!p!
Npq (A) := Aj
j=0
(p + q)!j!(p − j)!
q
X (p + q − j)!q!
Dpq (A) := (−A)j .
j=0
(p + q)!j!(q − j)!

Let
0 6 0 0
 
0 0 6 0
A= .
0 0 0 6
0 0 0 0
Calculate kR11 − eA k, where k · k denotes the 2-norm.

Problem 10. Let A be an n × n matrix with kAk < 1. Then ln(In + A)

exists. Show that
kAk
k ln(In + A)k ≤ .
1 − kAk

Problem 11. Let A, B be n × n matrices over C. Show that

k[A, B]k ≤ 2kAk kBk

where [ , ] denotes the commutator.

Problem 12. Let A be an n × n matrix. Let

 
A In 0n
B =  In A In 
0n In A

where 0n is the n × n zero matrix. Calculate B 2 and B 3 .

Problem 13. Denote by k · kHS the Hilbert-Schmidt norm and by k · kO

the operator norm, i.e.
p √
kAkHS := tr(AA∗ ), kAkO := sup kAxk = sup λ
kxk=1 λ∈C, kxk=1
(A∗ A)x=λx
 Norms and Scalar Products 119

where A is an m × n matrix over C, x ∈ Cn and kxk is the Euclidean norm.

(i) Calculate
1
0 21
1
0 12
 
2 and 2 .
1
2 0 21 HS
1
2 0 12 O

(ii) Let A be an m × n matrix over C. Find the conditions on A such that

kAkHS = kAkO .

Problem 14. Let A, B be n × n matrices over C. Then

k[A, B]k ≤ kABk + kBAk ≤ 2kAk kBk

where k k denotes the norm. Let

   
0 1 1 1 1
A= , B=√ .
1 0 2 1 −1

Calculate k[A, B]k, kABk, kBAk, kAk, kBk and pthus verify the inequality
for these matrices. The norm is given by kCk = tr(CC ∗ ).

Problem 15. Let A be an n × n matrix. The logarithmic norm is defined

by
kIn + hAk − 1
µ[A] := lim .
h→0+ h
Let
kAk := sup |Axk .
x=1

Let A be the n × n identity matrix In . Find µ[In ].

Problem 16. Find a 2 × 2 unitary matrix U such that

   
∗ 0 1 0 0
U U= .
0 0 1 0

Problem 17. Consider the Hilbert space Rn . The scalar product hx, yi
x, y ∈ Rn is given by
n
X
hx, yi := xT y = xj yj .
j=1
120 Problems and Solutions
p
Thus the norm is given by kxk = hx, xi. Show that

|xT y| ≤ kxk · kyk .

Problem 18. Let { v1 , . . . , vm } be a linearly independent set of vectors

in the normed space Rn with m ≤ n.
(i) Show that there is a number c > 0 such that for every choice of real
numbers c1 , . . . , cm we have

kc1 v1 + · · · + cm vm k ≥ c (|c1 | + · · · + |cm |) . (1)

(ii) Consider R2 and

   
1 1
v1 = , v2 = .
0 1

Find a c for this case.

Problem 19. Let A be an n × n hermitian matrix. Let u, v ∈ Cn and

λ ∈ C. Consider the equation

Au − λu = v .

(i) Show that for λ nonreal (i.e. it has an imaginary part) the vector v
cannot vanish unless u vanishes.
(ii) Show that for λ nonreal we have

1
k(A − λIn )−1 vk ≤ kvk .
|=λ|

Problem 20. (i) Let A and C be invertible n × n matrices over R. Let

B be an n × n matrix over R. Assume that

kAk ≤ kBk ≤ kCk .

Is B invertible?
(ii) Let A, B, C be invertible n × n matrices over R with

kAk ≤ kBk ≤ kCk .

Is
kA−1 k ≥ kB −1 k ≥ kC −1 k ?
 Norms and Scalar Products 121

Problem 21. Let A be an n × n matrix over R. Assume that kAk < 1,

where
kAk := sup kAxk .
kxk=1

Show that the matrix B = In + A is invertible, i.e. B ∈ GL(n.R). To show

that the expansion
In − A + A2 − A3 + · · ·
converges apply

kAm − Am+1 + Am+2 − · · · ± Am+k−1 k ≤ kAm k · k1 + kAk + · · · + kAkk−1 k

1 − kAkk
= kAkm .
1 − kAk
Then calculate (In + A)(In − A + A2 − A3 + · · ·).

Problem 22. Let A be an n × n matrix over C. Let k.k be a subordinate

matrix norm for which kIn k = 1. Assume that kAk < 1.
(i) Show that (In − A) is nonsingular.
(ii) Show that
k(In − A)−1 k ≤ (1 − kAk)−1 .

Problem 23. Let A be an n × n matrix. Assume that kAk < 1. Show

that
kAk
k(In − A)−1 − In k ≤ .
1 − kAk

Problem 24. Let A be an n × n nonsingular matrix and B an n × n

matrix. Assume that kA−1 Bk < 1.
(i) Show that A − B is nonsingular.
(ii) Show that
kA−1 − (A − B)−1 k kA−1 Bk
−1
≤ .
kA k 1 − kA−1 Bk

Problem 25. Let M be an m × n matrix over C. The Frobenius norm

of M is given by
p p
kM kF := tr(M ∗ M ) = tr(M M ∗ ).

Let Um be m × m unitary matrix and Un be an n × n unitary matrix. Show

that
kUm M kF = kM Un kF = kM k.
122 Problems and Solutions

Show that kM kF is the square root of the sum of the squares of the singular
values of M .

Problem 26. Let M be an m × n matrix over C. Find the rank-1 m × n

matrix A over C which minimizes

kM − AkF .

Hint: Find the singular value decomposition of M = U ΣV ∗ and find A0

with rank 1 which minimizes

kΣ − A0 kF .

Apply the method to  

0 1
M = 1 0.
0 1

Problem 27. Let A be an n × n nonsingular matrix and B an n × n

matrix. Assume that kA−1 Bk < 1.
(i) Show that A − B is nonsingular.
(ii) Show that

kA−1 − (A − B)−1 k kA−1 Bk

≤ .
kA−1 k 1 − kA−1 Bk

Problem 28. Let A be an n × n matrix over C. The spectral radius of

the matrix A is the non-negative number ρ(A) defined by

ρ(A) := max{ |λj (A)| : 1 ≤ j ≤ n }

where λj (A) (j = 1, 2, . . . , n) are the eigenvalues of A. We define the norm

of A as
kAk := sup kAxk
kxk=1

where kAxk denotes the Euclidean norm. Is ρ(A) ≤ kAk? Prove or dis-
prove.
Chapter 10

Graphs and Matrices

Problem 1. A graph G(V, E) is a set of nodes V (points, vertices) con-

nected by a set of links E (edges, lines). We assume that there are n nodes.
The adjancy (n × n) matrix A = A(G) takes the form with 1 in row i,
column j if i is connected to j, and 0 otherwise. Thus A is a symmetric
matrix. Associated with A is the degree distribution, a diagonal matrix
with row-sums of A along the diagonal, and 0’s elsewhere. We assume that
dii > 0 for all i = 1, 2, . . . , n. We define the Laplacian as L := D − A. Let

0 1 1 0 0 0 0
 
1 0 1 1 0 0 0
1 1 0 1 0 1 0
 
A = 0 1 1 0 0 1 0 .
 
0 0 0 0 0 1 0
 
0 0 1 1 1 0 1
 
0 0 0 0 0 1 0

(i) Give an interpretation of A, A2 , A3 .

(ii) Find D and L.
(iii) Show that L admits the eigenvalue λ0 = 0 (lowest eigenvalue) with
eigenvector x = (1, 1, 1, 1, 1, 1, 1)T .

Problem 2. A graph G(V, E) is a set of nodes V (points, vertices) con-

nected by a set of links E (edges, lines). We assume that there are n nodes.
The adjacency (n × n) matrix A = A(G) takes the form with 1 in row i,
column j if i is connected to j, and 0 otherwise. Thus A is a symmetric

123
124 Problems and Solutions

matrix. Associated with A is the degree distribution D, a diagonal matrix

with row-sums of A along the diagonal, and 0’s elsewhere. D describes how
many connections each node has. We define the Laplacian as L := D − A.
Let A = (aij ), i.e. aij are the entries of adjacency matrix. Find the mimi-
mum of the weighted sum
n
1 X
S= (xi − xj )2 aij
2 i,j=1

with the constraint xT x = 1, where xT = (x1 , x2 , . . . , xn ). Use the La-

grange multiplier method. The sum is over all pairs of squared distances
between nodes which are connected, and so the solution should result in
nodes with large numbers of inter-connections being clustered together.
Chapter 11

Hadamard Product

Problem 1. Suppose A = (aij ) and B = (bij ) are two n × m matrices

with entries in some fields. Then the Hadamard product is the entrywise
product of A and B, that is, the m × n matrix A • B whose (i, j) entry is
aij bij . We have the properties. Suppose A, B, C are matrices of the same
size and λ is a scalar. Then

A•B=B •A
A • (B + C) = A • B + A • C
A • (λB) = λ(A • B) .

If A, B be n × n diagonal matrices, then A • B = AB. If A, B are n × n

positive definite matrices and (ajj ) are the diagonal entries of A, then

n
Y
det(A • B) ≥ det B ajj (1)
j=1

with equality if and only if A is a diagonal matrix. Let

   
5 1 13 4
A= , B= .
1 1 4 4

First show that A and B are positive definite and then calculate the left
and right-hand side of (1).

125
126 Problems and Solutions

Problem 2. Consider the matrices

1 0 0 1 1 0 0 0
   
0 0 0 0 0 0 1 0
A= , B =  .
0 0 0 0 0 1 0 0
1 0 0 1 0 0 0 1
Calculate the Hadamard product A • B. Show that

kA • Bk ≤ kA∗ Ak kB ∗ Bk

where the norm is given by the Hilbert-Schmidt norm.

Problem 3. Let A, B, C and DT be n × n matrices over R. The

Hadamard product is defined by (A • B)ij := aij bij . Show that

tr((A • B)(C T • D) = tr((A • B • C)D) .

Problem 4. If V and W are matrices of the same order, then their Schur
product V • W is defined by (entrywise multiplication)

(V • W )j,k := Vj,k Wj,k .

If all entries of V are nonzero, then we say that X is Schur invertible and
define its Schur inverse, V (−) , by V (−) • V = J, where J is the matrix with
all 1’s.

The vector space Mn (F) of n × n matrices acts on itself in three distinct

ways: if C ∈ Mn (F) we can define endomorphisms XC , ∆C and YC by

XC M := CM, ∆C M := C • M, YC := M C T .

Let A, B be n × n matrices. Assume that XA is invertible and ∆B is

invertible in the sense of Schur. Note that XA is invertible if and only if A
is, and ∆B is invertible if and only if the Schur inverse B (−) is defined. We
say that (A, B) is a one-sided Jones pair if

XA ∆B XA = ∆B XA ∆B .

We call this the braid relation. Give an example for a one-sided Jones pair.

Problem 5. Let A, B be n × n matrices. Let e1 , . . . , en be the standard

basis vectors in Cn . We form the n2 column vectors

(Aej ) • (Bek ), j, k = 1, . . . , n .
 Hadamard Product 127

If A is invertible and B is Schur invertible, then for any j

{ (Ae1 ) • (Bej ), (Ae2 ) • (Bej ), . . . (Aen ) • (Bej ) }

is a basis of the vector space Cn . Let

   
1 1 1 1 −1 1
A = 0 1 1, B =  −1 1 −1  .
0 0 1 1 −1 1
Find these bases for these matrices.

Problem 6. Let U be an n × n unitary matrix. Can we conclude that

U • U ∗ is a unitary matrix?

Problem 7. Let B = (bjk ) be a diagonalizable n × n matrix with eigen-

values λ1 , λ2 , . . . , λn . Thus, there is nonsingular n × n matrix A such
that
B = A(diag(λ1 , λ2 , . . . , λn ))A−1 .
Show that
b11 λ1
   
 b22  λ 
 .  = (A • (A−1 )T )  .2 

 ..   .. 
bnn λn
where • is the Hadamard product (Schur product, entrywise product). Thus
the vector of eigenvalues of B is transformed to the vector of its diagonal
entries by the ceofficient matrix A • (A−1 )T .

Problem 8. Let A, B, C, D be n × n matrices over R. Let

sT = ( 1 1 ... 1)

be a row vector in Rn . Show that

sT (A • B)(C T • D)s = tr(CΓD)

Pn
where Γ = (γij ) is a diagonal matrix with γjj = i=1 aij bij with j =
1, 2, . . . , n.

Problem 9. Given two matrices A and B of the same size. We use A • B

to denote the Schur product. If all entries of A are nonzero, then we say
that A is Schur invertible and define its Schur inverse, A(−) by
(−) 1
Aij := .
Aij
128 Problems and Solutions

Equivalently, we have A(−) • A = J, where J is the matrix with all ones.

An n × n matrix W is a type-II matrix if
T
W W (−) = nIn

where In is the n × n identity matrix. Find such a matrix for n = 2.

Problem 10. Let A be an invertible n × n matrix. Can we conclude that

A • A−1

is invertible?

Problem 11. The (n + 1) × (n + 1) Hadamard matrix H(n) of any

dimension is generated recursively as follows
 
H(n − 1) H(n − 1)
H(n) =
H(n − 1) −H(n − 1)

where n = 1, 2, . . . and
H(0) = (1) .
Find H(1), H(2) and H(3).

Problem 12. Show that

tr(A(B • C)) ≡ (vec(AT • B))T vec(C) .

Problem 13. Let ◦ be the Hadamard product. Let A be a positive

semidefinite n × n matrix. Let B be an n × n matrix with kBk ≤ 1, where
k . k denotes the spectral norm. Show that

max{ kA ◦ Bk : kBk ≤ 1 } = max ajj

where k k denotes the spectral norm.

Chapter 12

Unitary Matrices

Problem 1. (i) Let A, B be n × n matrices over R. Show that one can

find a 2n × 2n unitary matrix U such that
   
A B A + iB 0n
U U∗ = .
−B A 0n A − iB

Here 0n denotes the n × n zero matrix.

(ii) Use the result from (i) to show that
 
A B
det = det(A + iB)det(A + iB) ≥ 0 .
−B A

Problem 2. Let u be a column vector in Cn with u∗ u = 1, i.e. the vector

is normalized. Consider the matrix

U = In − 2uu∗ .

(i) Show that U is hermitian.

(ii) Show that U is unitary.

Problem 3. Can one find a 2 × 2 unitary matrix such that

   
−1 0 0 −1
U U −1 = .
0 1 −1 0

129
130 Problems and Solutions

Problem 4. Let σx , σy , σz be the Pauli spin matrices and

 
1 1 1
UH = √
2 1 −1
be the Hadamard matrix. Find
∗ ∗ ∗
UH σx UH , UH σy UH , UH σz UH .

Problem 5. Find all 2 × 2 hermitian and unitary matrices A, B such

that
AB = eiπ BA .

Problem 6. Find all (n + 1) × (n + 1) matrices A such that

A∗ U A = U

where U is the unitary matrix

 
0 0 i
U = 0 In−1 0
−i 0 0

and det(A) = 1. Consider first the case n = 2.

Problem 7. Consider the 2 × 2 hermitian matrices A and B with A 6= B

with the eigenvalues λ1 , λ2 ; µ1 , µ2 ; and the corresponding normalized eigen-
vectors u1 , u2 ; v1 , v2 , respectively. Form from the normalized eigenvectors
the 2 × 2 matrix  ∗
u1 v1 u∗1 v2

.
u∗2 v1 u∗2 v2
Is this matrix unitary? Find the eigenvalues of this matrix and the corre-
sponding normalized eigenvectors of the 2 × 2 matrix. How are the eigen-
values and eigenvectors are linked to the eigenvalues and eigenvectors of A
and B?

Problem 8. Let σ1 , σ2 , σ3 be the Pauli spin matrices. Let aj ∈ R with

j = 0, 1, 2, 3 and
a20 + a21 + a22 + a23 = 1 .
Show that
U = eiφ (a0 I2 + a1 iσ1 + a2 iσ2 + a3 iσ3 )
is a unitary matrix, where φ ∈ R.
 Unitary Matrices 131

Problem 9. Let In be the n × n unit matrix. Is the 2n × 2n matrix

 
1 In iIn
Ω= √
2 In −iIn
unitary?

Problem 10. Consider the two 2 × 2 unitary matrices

   
1 0 0 1
U1 = , U2 = .
0 1 1 0

Can one find a unitary 2 × 2 matrix V such that

U1 = V U2 V ∗ ?

Problem 11. Let U be an n × n unitary matrix.

(i) Is U + U ∗ invertible?
(ii) Is U + U ∗ hermitian?
(iii) Calculate exp((U + U ∗ )), where  ∈ R

Problem 12. Let U be an n × n unitary matrix. Then U + U ∗ is a

hermitian matrix. Can any hermitian matrix represented in this form?

Problem 13. (i) Find the condition on the n × n matrix A over C such
that In + A is a unitary matrix.
(ii) Let B be an 2 × 2 matrix over C. Find all solutions of the equation

B + B ∗ + BB ∗ = 02 .

Problem 14. Find all 2 × 2 invertible matrices A such that

A + A−1 = I2 .

Problem 15. Let z1 , z2 , w1 , w2 ∈ C. Consider the 2 × 2 matrices

   
0 z1 0 w1
U= , V =
z2 0 w2 0

where z1 z̄1 = 1, z2 z̄2 = 1, w1 w̄1 = 1, w2 w̄2 = 1. This means the matrices

U , V are unitary. Find the condition on z1 , z2 , w1 , w2 such that the
commutator [U, V ] is again a unitary matrix.
132 Problems and Solutions

Problem 16. Let σ1 , σ2 , σ3 be the Pauli spin matrices. Let α1 , α2 , α3 ∈

C. Find the conditions on α1 , α2 , α3 such that

U = α1 σ1 + α2 σ2 + α3 σ3

is a unitary matrix.

Problem 17. Consider n × n unitary matrices. A scalar product of two

n × n matrices U , V can be defined as
1
hU, V i := tr(U V ∗ ) .
n
Find two 2 × 2 unitary matrices U , V such that
1
hU, V i = .
2

Problem 18. Let

{ |a0 i, |a1 i, . . . .|an−1 i }
be an orthonormal basis in the Hilbert space Cn . The discrete Fourier
transform
n−1
1 X jk
|bj i = √ ω |ak i, j = 0, 1, . . . , n
n
k=0

where ω := exp(2πi/n) is the primitive n-th root of unity.

(i) Apply the discrete Fourier transform to the standard basis in C4
1 0 0 0
       
0 1 0 0
 ,  ,  ,   .
     
0 0 1 0
0 0 0 1

(ii) Apply the discrete Fourier transform to the Bell basis in C4

1 1 0 0
       
1 0 1  0  1 1 1  1 
√  , √  , √  , √  .
2 0 2 0 2 1 2 −1
1 −1 0 0

Problem 19. (i) Consider the Pauli spin matrices σ0 = I2 , σ1 , σ2 , σ3 .

The matrices are unitary and hermitian. Is the 4 × 4 matrix
 
1 σ0 σ1
√
2 σ2 σ3
 Unitary Matrices 133

unitary?
(ii) Is the 4 × 4 matrix  
1 σ0 σ1
√
2 −iσ2 σ3
unitary?

Problem 20. Let U be an 2 × 2 unitary matrix. Is the 4 × 4 matrix

   iφ 
0 0 e 0
V = ⊗U + ⊗ I2
0 1 0 0

unitary?

Problem 21. The Pauli spin matrices

     
0 1 0 −i 1 0
σ1 = , σ2 = , σ3 =
1 0 i 0 0 −1

are hermitian and unitary. Together with the 2 × 2 identity matrix σ0 = I2

they form an orthogonal basis in Hilbert space of the 2 × 2 matrices over
C with the scalar product tr(AB ∗ ). Let X be an n × n hermitian matrix.
Then (X + iIn )−1 exists and

U = (X − iIn )(X + iIn )−1

is unitary. This is the so-called Cayley transform of X. Find the Cayley

transform of the Pauli spin matrices and the 2 × 2 identiy matrix. Show
that these matrices also form an orthogonal basis in the Hilbert space.

Problem 22. Consider the unitary matrix with determinant +1

 
cosh(r) eiφ sinh(r)
U (r, φ) = .
e−iφ sinh(r) cosh(r)

where r, φ ∈ R. Find the eigenvalues and normalized eigenvectors. Con-

struct another unitary matrix using these normalized eigenvectors as columns
of this matrix.

Problem 23. Show that the two matrices

 iθ   
e 0 cos θ sin θ
A= , B =
0 e−iθ − sin θ cos θ

are conjugate in the Lie group SU (2).

134 Problems and Solutions

Problem 24. A wave-scattering problem can be described by its scat-

tering matrix U . In a stationary problem, U relates the outgoing-wave to
the ingoing-wave amplitudes. The condition of flux conservation implies
unitary of U , i.e.
UU† = I

where I is the identity operator. If, additionally, the scattering problem is

invariant under the operatiom of time reversal, we also have U = U T , i.e.
U is symmetric. Find all 2 × 2 unitary matrices that also satisfy U = U T .
Do these matrices form a subgroup of the Lie group U (2)?

Problem 25. Let U be an n × n unitary matrix. Let V be an n × n

unitary matrix such that V −1 U V = D is a diagonal matrix D. Is V −1 U ∗ V
a diagonal matrix?

Problem 26. Let U be an n × n unitary matrix. Is U + U ∗ invertible?

Problem 27. Let U , V be two n × n unitary matrices. Then we can

define a scalar product via

1
hU, V i := tr(U V ∗ ) .
n

Find 2 × 2 unitary matrices U , V such that hU, V i = 1/2.

Problem 28. Let ω := exp(2πi/4). Consider the 3 × 3 unitary matrices

     
ω 0 0 0 0 1 −i/2 (1 + i)/2 1/2
Σ=0 ω2 0 , C = 0 1 0, Ω =  (1 + i)/2 0 (1 − i)/2  .
0 0 ω3 1 0 0 1/2 (1 − i)/2 i/2

Do the matrices of the set

Λ := { Σj C k Ω` : 0 ≤ j ≤ 3, 0 ≤ k ≤ 1, 0 ≤ ` ≤ 2 }

form a group under matrix multiplication?

Problem 29. Let ω := exp(2πi/4). Consider the 4 × 4 unitary matrices

1 0 0 0 0 0 0 1
   
0 ω 0 0  1 0 0 0
σ= , Γ= .
0 0 ω2 0 0 1 0 0
3
0 0 0 ω 0 0 1 0
 Unitary Matrices 135

Let c > 0. The four-state Potts quantum chain is defined by the Hamilton
operator
N
1 X
(σj + σj2 + σj3 ) + c(Γj Γ3j+1 + Γ2j Γ2j+1 + Γ3j Γj+1 )


Ĥ = − √
π c j=1

where N is the number of sites and one imposes cyclic boundary conditions
N + 1 ≡ 1. Let N = 2. Find the eigenvalues and eigenvectors of Ĥ.

Problem 30. Let U be an n × n unitary matrix and A an arbitrary n × n

matrix. Then we know that
−1
U eA U −1 = eU AU .
Calculate U eA U with U 6= U −1 .

Problem 31. Consider the Bell matrix

1 0 0 1
 
1 0 1 1 0 
B=√ 
2 0 1 −1 0

1 0 0 −1
which is a unitary matrix. Each column vector of the matrix is a fully en-
tangled state. Are the normalized eigenvectors of B are also fully entangled
states?

Problem 32. Consider the unitary matrix

 iφ 
1 e 11 eiφ12
U (φ11 , φ12 , φ21 , φ22 ) = √ iφ21 .
2 e eiφ22
Calculate the proudct U (φ11 , φ12 , φ21 , φ22 )U (ψ11 , ψ12 , ψ21 , ψ22 ) and find the
conditions on φ11 , φ12 , φ21 , φ22 and ψ11 , ψ12 , ψ21 , ψ22 such that we have
again a matrix of this form.

Problem 33. Consider the Hamilton operator Ĥ = Ĥ0 + Ĥ1 , where

Ĥ0 = ~ωσz , Ĥ1 = ~ωσx .
Let U and U0 be the unitary matrices
U = exp(−iĤt/~), U0 = exp(−iĤ0 t/~) .
Let n be a positive integer. The Moller wave operators
Ω± := lim U n U0−n .
n→±∞
136 Problems and Solutions

Owing to their intertwining property the Moller wave operators transform

the eigenvectors of the free dynamics U0 = exp(−iĤ0 t/~) into eigenvectors
of the interacting dynamics U = exp(−iĤt/~). Find Ω± .

Problem 34. Consider the unitary matrices

 iφ   
e 1 0 0 0 0 eiφ4
U1 (φ1 , φ2 , φ3 ) =  0 eiφ2 0 , U2 (φ4 , φ5 , φ6 ) =  0 eiφ5 0 .
0 0 eiφ3 eiφ6 0 0

What is the condition on φ1 , . . . , φ6 such that [U1 , U2 ] = 03 ?

Problem 35. Consider the matrices

   √ 
eiα cos θ eiβ sin θ 0 0 0 1/√2
U = −e−iβ sin θ
 e−iα 0 , N =  0 0 1/ 2  .
0 0 eiγ 1 1 0

Find the commutator [U, N ].

Problem 36. Let n ≥ 2 and even. Let U be a unitary antisymmetric

n × n matrix. Show that there exists a unitary matrix V such that
   
0 1 0 1
V T UV = ⊕ ··· ⊕
−1 0 −1 0

where ⊕ denotes the direct sum.

Problem 37. Let U be a unitary and symmetric matrix. Show that there
exists a unitary and symmetric matrix V such that U = V 2 .

Problem 38. Is the matrix

 
1 1 1
1 
U=√ 1 exp(i2π/3) exp(i4π/3) 
3 1 exp(i4π/3) exp(i2π/3)

unitary? Find the eigenvalues and eigenvectors of U .

√
Problem 39. (i) Let τ = ( 5 − 1)/2 be the golden mean number.
Consider the 2 × 2 matrices
 −i7π/10 √ 
−τ e−iπ/10
 
e 0 √ −i τ
B1 = , B2 = .
0 −e−i3π/10 −i τ −τ eiπ/10
 Unitary Matrices 137

The matrices are invertible. Are the matrices unitary? Is B1 B2 B1 =

B2 B1 B2 ?
(ii) Show that using computer algebra
 
0 i
B2−2 B14 B2−1 B1 B2−1 B1 B2 B1−2 B2 B1−1 B2−5 B1 B2−1 ≈
i 0

Problem 40. Let U be an n × n unitary matrix. Show that | det(U )| = 1.

Problem 41. Let A be an n × n matrix over R. Show that if λ is an

eigenvalue of A, then λ̄ is also an eigenvalue of A. Give an example for a
2 × 2 matrix, where the eigenvalues are complex.

Problem 42. Let V be an n × n normal matrix over C. Assume that all

its eigenvalues have absolute value of 1, i.e. they are of the form eiφ . Show
that V is unitary.

Problem 43. (i) What are the conditions on φ11 , φ12 , φ21 , φ22 ∈ R such
that  iφ 
1 e 11 eiφ12
U (φ11 , φ12 , φ21 , φ22 ) = √ iφ iφ
2 e 21 e 22
is a unitary matrix?
(ii) What are the condition on φ11 , φ12 , φ21 , φ22 ∈ R such that U (φ11 , φ12 , φ21 , φ22 )
is an element of SU (2)?
Chapter 13

Numerical Methods

Problem 1. Let A be an invertible n × n matrix over R. Consider the

system of linear equation Ax = b or
n
X
aij xj = bi , i = 1, 2, . . . , n .
j=1

Let A = C − R. This is called a splitting of the matrix A and R is the

defect matrix of the splitting. Consider the iteration

Cx(k+1) = Rx(k) + b, k = 0, 1, 2, . . . .

Let    
4 −1 0 4 0 0
A =  −1 4 −1  , C = 0 4 0
0 −2 4 0 0 4
and    
3 0
b = 2, x(0) = 0 .
2 0

The iteration converges if ρ(C −1 R) < 1, where ρ(C −1 R) denotes the spec-
tral radius of C −1 R. Show that ρ(C −1 R) < 1. Perform the iteration.

Problem 2. Let A be an n × n matrix over R and let b ∈ Rn . Consider

the linear equation Ax = b. Assume that ajj 6= 0 for j = 1, 2, . . . , n. We

138
 Numerical Methods 139

define the diagonal matrix D = diag(ajj ). Then the linear equation Ax = b

can be written as
x = Bx + c
with B := −D−1 (A − D), c := D−1 b. The Jacobi method for the solution
of the linear equation Ax = b is given by
x(k+1) = Bx(k) + c, k = 0, 1, . . .
where x(0) is any initial vector in Rn . The sequence converges if
ρ(B) := max |λj (B)| < 1
j=1,...,n

where ρ(B) is the spectral radius of B. Let

 
2 1 0
A = 1 2 1 .
0 1 2
(i) Show that the Jacobi method can applied for this matrix.
(ii) Find the solution of the linear equation with b = (1 1 1)T .

Problem 3. Let A be an n × n matrix over R. The (p, q) Padé approxi-

mation to exp(A) is defined by
Rpq (A) := (Dpq (A))−1 Npq (A)
where
p
X (p + q − j)!p!
Npq (A) = Aj
j=0
(p + q)!j!(p − j)!
q
X (p + q − j)!q!
Dpq (A) = (−A)j .
j=0
(p + q)!j!(q − j)!

Nonsingularity of Dpq (A) is assured if p and q are large enough or if the

eigenvalues of A are negative. Find the Padé approximation for the matrix
 
0 1
A=
1 0
and p = q = 2. Compare with the exact solution.

Problem 4. Let A be an n × n matrix over R. Then we have the Taylor

expansion
∞ ∞
X (−1)k X (−1)k
sin(A) := A2k+1 , cos(A) := A2k .
(2k + 1)! (2k)!
k=0 k=0
140 Problems and Solutions

To calculate sin(A) and cos(A) from a truncated Taylor series approxima-

tion is only worthwhile near the origin. We can use the repeated application
of the double angle formula

cos(2A) ≡ 2 cos2 (A) − In , sin(2A) ≡ 2 sin(A) cos(A) .

We can find sin(A) and cos(A) of a matrix A from a suitably truncated

Taylor series approximates as follows

S0 = Taylor approximate to sin(A/2k )

C0 = Taylor approximate to cos(A/2k )

and the recursion
2
Sj = 2Sj−1 Cj−1 , Cj = 2Cj−1 − In

where j = 1, 2, . . .. Here k is a positive integer chosen so that, say kAk∞ ≈

2k . Apply this recursion to calculate sine and cosine of the 2 × 2 matrix
 
2 1
A= .
1 2

Use k = 2.

Problem 5. Let A be an n × n matrix. We define the j − k approximant

of exp(A) by
k  ` !j
X 1 A
fj,k (A) := . (1)
`! j
`=0

We have the inequality

1
keA − fj,k (A)k ≤ kAkk+1 ekAk (2)
j k (k + 1)!

and fj,k (A) converges to eA , i.e.

lim fj,k (A) = lim fj,k (A) = eA .

j→∞ k→∞

Let  
0 1
A= .
0 0

Find f2,2 (A) and eA . Calculate the right-hand side of the inequality (2).
 Numerical Methods 141

Problem 6. The power method is the simplest algorithm for computing

eigenvectors and eigenvalues Consider the vector space Rn with the Eu-
clidean norm kxk of a vector x ∈ R. The iteration is as follows: Given a
nonsingular n × n matrix M and a vector x0 with kx0 k = 1. One defines

M xt
xt+1 = , t = 0, 1, . . .
kM xt k

This defines a dynamical system on the sphere S n−1 . Since M is invertible

we have
M −1 xt+1
xt = , t = 0, 1, . . .
kM −1 xt+1 k
(i) Apply the power method to the nonnormal matrix
   
1 1 1
A= and x0 = .
0 1 0

(ii) Apply the power method to the Bell matrix

1 0 0 1 1
   
1 0 1 1 0  0
B=√  and x0 =   .
2 0 1 −1 0 0

1 0 0 −1 0
Chapter 14

Binary Matrices

Problem 1. For a 2 × 2 binary matrix

 
a11 a12
A= , ajk ∈ { 0, 1 }
a21 a22
we define the determinant as
det A = (a11 · a22 ) ⊕ (a12 · a21 )
where · is the AND-operation and ⊕ is the XOR-operation.
(i) Find the determinant for the following 2 × 2 matrices
           
1 0 0 1 1 1 0 1 1 0 1 1
, , , , , .
0 1 1 0 0 1 1 1 1 1 1 0
(ii) Find the determinant for the following 2 × 2 matrices
         
0 0 1 0 0 1 1 0 0 0
, , , ,
0 0 0 0 0 0 0 0 0 1
         
1 1 1 0 0 0 0 1 1 1
, , , , .
0 0 1 0 1 1 0 1 1 1

Problem 2. The determinant of a 3 × 3 matrix

 
a11 a12 a13
A =  a21 a22 a23 
a31 a32 a33

142
 Binary Matrices 143

is given by

det A = a11 a22 a33 + a12 a23 a31 + a13 a21 a32
−a13 a22 a31 − a11 a23 a32 − a12 a21 a33 .

For a binary matrix B we replace this expression by

det B = (b11 · b22 · b33 ) ⊕ (b12 · b23 · b31 ) ⊕ (b13 · b21 · b32 )
⊕(b13 · b22 · b31 ) ⊕ (b11 · b23 · b32 ) ⊕ (b12 · b21 · b33 ) .

(i) Calculate the determinant for the binary matrices

   
1 0 0 1 1 1
0 1 0, 0 1 1 .
0 0 1 0 0 1

(ii) Calculate the determinant for the binary matrices

     
1 1 0 1 0 0 1 0 1
1 1 0, 1 0 0, 0 1 0 .
0 0 0 1 0 0 1 0 1

Problem 3. The finite field GF (2) consists of the elements 0 and 1 (bits)
which satisfies the following addition (XOR-operation) and multiplication
(AND-operation) tables

⊕ 0 1 · 0 1
0 0 1 0 0 0
1 1 0 1 0 1

Find the determinant of the binary matrices

   
1 0 1 1 1 1
A = 0 1 0, B = 0 1 1 .
1 0 1 0 0 1

Problem 4. A boolean function f : { 0, 1}n → { 0, 1} can be transformed

from the domain {0, 1} into the spectral domain by a linear transformation

Ty = s

where T is a 2n × 2n orthogonal matrix, y = (y0 , y1 , . . . , y2n −1 )T , is the

two valued ({+1, −1} with 0 ↔ 1, 1 ↔ −1) truth table vector of the
144 Problems and Solutions

boolean function and sj (j = 0, 1, . . . , 7) are the spectral coefficients (s =

(s0 , s1 , . . . , s2n −1 )T ). Since T is invertible we have

T −1 s = y .

For T we select the Hadamard matrix. The 2n ×2n Hadamard matrix H(n)
is recursively defined as
 
H(n − 1) H(n − 1)
H(n) = , n = 1, 2, . . .
H(n − 1) −H(n − 1)

with H(0) = (1) (1 × 1 matrix). The inverse of H(n) is given by

1
H −1 (n) = H(n) .
2n
Now any boolean function can be expanded as the arithmetical polynomial
1
2n − s0 − s1 (−1)xn − s2 (−1)xn−1 − · · · − s2n −1 (−1)x1 ⊕x2 ⊕···⊕xn


f (x1 , . . . , xn ) =
2n+1
where ⊕ denotes the modulo-2 addition.

Consider the boolean function f : { 0, 1 }3 → { 0, 1 } given by

f (x1 , x2 , x3 ) = x̄1 · x̄2 · x̄3 + x̄1 · x2 · x̄3 + x1 · x2 · x̄3 .

Find the truth table, the vector y and then calculate, using H(3), the
spectral coefficients sj , (j = 0, 1, . . . , 7).

Problem 5. Consider the binary matrices

   
0 1 1 1
A= , B= .
1 0 1 1
Calculate the Hadamard product A • B.

Problem 6. Consider the two permutation matrices (NOT-gate and

XOR-gate)
0 0 0 1 1 0 0 0
   
0 0 1 0 0 1 0 0
N = , X= .
0 1 0 0 0 0 0 1
1 0 0 0 0 0 1 0
Can we generate all other permutation matrices from these two permutation
matrices?
Chapter 15

Groups, Lie Groups and

Lie Algebras

Problem 1. The Pauli matrix σx is not only hermitian, unitary and his
own inverse, but also a permutation matrix. Find all 2 × 2 matrices A such
that
σx−1 Aσx = A .

Problem 2. Let z ∈ C and z 6= 0.

(i) Do the 2 × 2 matrices
   
z 0 0 z
,
0 z −1 z −1 0
form a group under matrix multiplication?
(ii) Do the 3 × 3 matrices
   
z 0 0 0 0 z
0 1 0 ,  0 1 0
0 0 z −1 z −1 0 0
form a group under matrix multiplication?

Problem 3. Find all 3 × 3 permutation matrices P such that

 √ √   √ √ 
1/ 2 0 1/ 2 1/ 2 0 1/ 2
P −1  0√ 1 0√  P =  0√ 1 0√  .
1/ 2 0 −1/ 2 1/ 2 0 −1/ 2

145
146 Problems and Solutions

Show that these matrices form a group, i.e. a subgroup of the 3 × 3 per-
mutation matrices.

Problem 4. The generators of the braid group B3 are given by

   
1 0 1 1
σ1 = , σ2 = .
−1 1 0 1

Thus σ1 and σ2 are elements of the Lie group SL(2, R).

(i) Find σ1−1 and σ2−1 . Find σ1 σ2 and σ1−1 σ2 .
(ii) Is σ1 σ2 σ1 = σ2 σ1 σ2 ?

Problem 5. Let α ∈ R. Consider the hermitian matrix which is an

element of the noncompact Lie group SO(1, 1)
 
cosh(α) sinh(α)
A(α) = .
sinh(α) cosh(α)

Find the Cayley transform

B = (A − iI2 )(A + iI2 )−1 .

Note that B is a unitary matrix and therefore an element of the compact

Lie group U (n). Find B(α → ∞).

Problem 6. Let L be a finite dimensional Lie algebra and Z(L) the

center of L. Show that ad : L → g`(L) is a homomorphisim of the Lie
algebra L with kernel Z(L).

Problem 7. Consider the Lie algebra s`(2, R) with the basis

     
0 1 0 0 1 0
e= , f= , h= .
0 0 1 0 0 −1

Show that the Lie algebra s`(2, R) has no proper nontrivial ideals.

Problem 8. For the vector space of the n × n matrices over R we can

introduce a scalar product via

hA, Bi := tr(AB T ) .

Consider the Lie group SL(2, R) of the 2 × 2 matrices with determinant 1.

Find X, Y ∈ SL(2, R) such that

hX, Y i = 0
 Groups, Lie Groups and Lie Algebras 147

where neither X nor Y can be 2 × 2 identity matrix.

Problem 9. The isomorphism of the Lie algebras s`(2, C) and so(3, C)

has the form
 
  0 b−c −i(b + c)
a b
↔ c−b 0 2ia  .
c −a
i(b + c) −2ia 0

Let z ∈ C. Find
  
   0 b−c −i(b + c)
a b
exp z , exp z  c − b 0 2ia  .
c −a
i(b + c) −2ia 0

Problem 10. If A ∈ SL(2, R), then it can be uniquely be written in the

form    
cos φ sin φ a b
exp .
− sin φ cos φ b −a
Find this decomposition for the matrix
 
1 1
A= .
0 1

Problem 11. The unit sphere

4
X
S 3 := { (x1 , x2 , x3 , x4 ) ∈ R4 : x2j = 1 }
j=1

we identitify with the Lie group SU (2)

 
x1 + ix2 −x3 + ix4
(x1 , x2 , x3 , x4 ) 7→ .
x3 + ix4 x1 − ix2

(i) Map the standard basis of R4 into SU (2) and express these matrices
using the Pauli spin matrices and the 2 × 2 identity matrix.
(ii) Map the Bell basis

1 1 0 0
       
1 0 1  0  1 1 1  1 
√  , √  , √  , √ 
2 0 0 2 1 2 −1

2
1 −1 0 0
148 Problems and Solutions

into SU (2) and express these matrices using the Pauli spin matrices and
the 2 × 2 identity matrix.

Problem 12. In the decomposition of the simple Lie algebra s`(3, R) one
finds the 3 × 3 matrices
   
a11 a12 0 0 0 b13
A =  a21 a22 0 , B =  0 0 b23  .
0 0 −a11 − a22 b31 b32 0

Find the commutators [A, A0 ], [B, B 0 ] and [A, B]. Discuss.

Problem 13. Is the 3 × 3 matrix

 
sin θ cos φ − sin φ − cos θ cos φ
O(θ, φ) =  sin θ sin φ cos φ cos θ sin φ 
cos θ 0 sin θ

an element of the compact Lie group SO(3)?

Problem 14. We know that

     
0 1 1 0 0 0
X= , H= , Y =
0 0 0 −1 1 0

is an ordered basis of the simple Lie algebra s`(2, R) with

[X, H] = −2X, [X, Y ] = H, [Y, H] = 2Y .

Consider
0 0 0 1 1 0 0 0 0 0 0 0
     
0 0 1 0 0 1 0 0  0 0 0 0
X=
e , H=
e , Y =
e .
0 0 0 0 0 0 −1 0 0 1 0 0
0 0 0 0 0 0 0 −1 1 0 0 0
Find the commutators

[X,
e H],
e [X,
e Ye ], [Ye , H].
e

Problem 15. Are the matrices

1 1 1 1 1
 
 
1 1 1 1 1 0 1 1
A = 1 0 1, B = 1 0 0 1 1
 
1 1 0 1 1 1 0 0
 
1 1 1 0 1
 Groups, Lie Groups and Lie Algebras 149

elements of SL(3, R) and SL(5, R), respectively? We have to test that

det(A) = 1 and det(B) = 1.

Problem 16. (i) Let α ∈ R. Do the matrices

 
cos α i sin α
A(α) =
i sin α cos α
form a group under matrix multiplication?
(i) Let α ∈ R. Do the matrices
 
cosh α i sinh α
A(α) =
−i sinh α cosh α
form a group under matrix multiplication?

Problem 17. Do the matrices

a11 0 0 a14
 
 0 a22 a23 0 
A=
0 a32 a33 0

a41 0 0 a44
with det(A) 6= 0 form a group under matrix multiplication?

Problem 18. Consider the Lie group SL(n, C), i.e. the n × n matrices
over C with determinant 1. Can we find A, B ∈ SL(n, C) such that [A, B]
is an element of SL(n, C)?

Problem 19. Consider the 2 × 2 matrices

   
1 0 0 1
A(α) = , B= .
α 1 −1 0

Both are elements of the non-compact Lie group SL(2, C). Can one finds
α ∈ C such that the commutator [A(α), B] is again an element of SL(2, C)?

Problem 20. (i) Let A, B be elements of SL(n, R). Is A ⊗ B an element

of SL(n2 , R).
(ii) Let A, B be elements of SL(n, R). Is A ⊕ B an element of SL(2n, R).
(iii) Let A, B be elements of SL(2, R). Is
a11 0 0 a12
 
 0 b11 b12 0 
A ? B :=  .
0 b21 b22 0
a21 0 0 a22
150 Problems and Solutions

an element of SL(4, R)?

Problem 21. The Lie algebra s`(3, R) admits the decomposition

   
a11 a12 0 0 0 b13
A =  a21 a22 0 , B= 0 0 b23 
0 0 −a11 − a22 b31 b32 0
where ajk , bjk ∈ R. Find the commutator [A, B].

Problem 22. The simple Lie algebra s`(2, R) has a basis given by the
matrices
     
1 0 0 1 0 0
H= , E= , F =
0 −1 0 0 1 0
with the commutation relations
[H, E] = 2E, [H, F ] = −2F, [E, F ] = H .
The universal enveloping algebra U (s`(2, R)) of the Lie algebra s`(2, R) is
the associative algebra with generators H, E, F and the relations
HE − EH = 2E, HF − F H = −2F, EF − F E = H .
Find a basis of the Lie algebra s`(2, R) so that all matrices are invert-
ible. Find the inverse matrices of these matrices. Give the commutation
relations.

Problem 23. A Chevalley basis for the semisimple Lie algebra s`(3, R)
is given by
     
0 0 0 0 1 0 0 0 1
X1 =  0 0 1  , X2 =  0 0 0  , X3 =  0 0 0 
0 0 0 0 0 0 0 0 0
     
0 0 0 0 0 0 0 0 0
Y1 =  0 0 0  , Y2 =  1 0 0  , Y3 =  0 0 0 
0 1 0 0 0 0 1 0 0
   
0 0 0 1 0 0
H1 =  0 1 0  , H2 =  0 −1 0 
0 0 −1 0 0 0
where Yj = XjT for j = 1, 2, 3. The Lie algebra has rank 2 owing to H1 , H2
and [H1 , H2 ] = 0. Another basis could be formed by looking at the linear
combinations
Uj = Xj + Yj , Vj = Xj − Vj .
 Groups, Lie Groups and Lie Algebras 151

(i) Find the table of the commutator.

(ii) Calculate the vectors of commutators
     
[H1 , X1 ] [H1 , X2 ] [H1 , X3 ]
, ,
[H2 , X1 ] [H2 , X2 ] [H2 , X3 ]
and thus find the roots.

Problem 24. Consider the 2 × 2 matrices over R

   
−1 0 0 1
A= , B= .
1 0 0 −1
Calculate the commutator C = [A, B] and check whether C can be written
as a linear combination of A and B. If so we have a basis of a Lie algebra.

Problem 25. Do the set of 2 × 2 matrices

 i(α+β) 
e cosh(τ ) ei(α−β) sinh(τ )
e−i(α−β) sinh(τ ) e−i(α+β) cosh(τ )
form a group under matrix multiplication, where τ, α, β ∈ R?

Problem 26. Let 0 ≤ α < π/4. Consider the transformation

1
X(x, y, α) = p (x cos(α) + iy sin(α))
cos(2α)
1
Y (x, y, α) = p (−ix sin(α) + y cos(α)) .
cos(2α)
(i) Show that X 2 + Y 2 = x2 + y 2 .
(ii) Do the matrices
 
1 cos(α) i sin(α)
cos(2α) −i sin(α) cos(α)
p

form a group under matrix multiplication?

Problem 27. In the Lie group U (N ) of the N × N unitary matrices one

can find two N × N matrices U and V such that
U V = e2πi/N V U .
Any N × N hermitian matrix H can be written in the form
N
X −1 N
X −1
H= hjk U j V k .
j=0 k=0
152 Problems and Solutions

Using the expansion coefficients hjk one can associate to the hermitian
matrix H the function
N
X −1 N
X −1
h(q, q) = hjk e2πi(jp+kq)
j=0 k=1

where p = 0, 1, . . . , N − 1 and q = 0, 1, . . . , N − 1. Consider the case N = 2

and    
1 0 0 1
U= , V = .
0 eiπ 1 0
(i) Consider the hermitian and unitary matrix
 
0 −i
.
i 0
Find h(p, q).
(ii) Consider the hermitian and projection matrix
 
1 1 1
.
2 1 1
Find h(p, q).

Problem 28. Given the matrices

   
0 1 0 0
σ+ = , σ− = .
0 0 1 0
Consider the 4 × 4 matrices
       
02 σ− 02 02 σ+ 02 σ− 02
, , , .
02 02 σ+ 02 02 σ+ 02 σ−
Calculate the commutators of these matrices and extend the set so that one
finds a basis of a Lie algebra.

Problem 29. (i) The standard basis for the vector space of the 2 × 2
matrices is given by
       
1 0 0 1 0 0 0 0
E11 = , E12 = , E21 = , E22 = .
0 0 0 0 1 0 0 1
We define the star composition of two 2 × 2 matrices as the 4 × 4 matrix
a11 0 0 a12
 
 0 b11 b12 0 
A ? B :=  .
0 b21 b22 0
a21 0 0 a22
 Groups, Lie Groups and Lie Algebras 153

Show that the sixteen 4 × 4 matrices Ejk ? E`m (j, k, `, m = 1, 2) form a

basis in the vector space of the 4 × 4 matrices.
(ii) The matrices
     
0 1 0 0 1 0
X= , Y = , H=
0 0 1 0 0 −1

form a basis of the Lie algebra s`(2, R). Do the nine 4 × 4 matrices

X ? X, X ? Y, X ? H, Y ? X, Y ? Y, Y ? H, H ? X, H ? Y, H ? H

form a basis of a Lie algebra?

Problem 30. Consider the Lie algebra of real-skew symmetric 3 × 3

matrices  
0 a3 −a2
A =  −a3 0 a1  .
a2 −a1 0
Let R be a real orthogonal 3 × 3 matrix, i.e. RRT = I3 . Show that RART
is a real-skew symmetric matrix.

Problem 31. The matrices

     
1 0 0 1 0 0
H= , E= , F =
0 −1 0 0 1 0

form a basis of the simple Lie algebra s`(2, R). Define the matrices

∆(H) = H⊗I2 +I2 ⊗H, ∆(E) = E⊗H −1 +H⊗E, ∆(F ) = F ⊗H −1 +H⊗F .

Find the commutators

[∆(H), ∆(E)], [∆(H), ∆(F )], [∆(E), ∆(F )] .

Discuss.

Problem 32. Consider the 3 × 3 permutation matrix

 
0 1 0
P = 0 0 1 .
1 0 0

(i) Find P 2 , P 3 . Do the matrices P , P 2 , P 3 form a group under matrix

multiplication?
(ii) Find the eigenvalues and eigenvectors of P . Do the eigenvalues of P
form a group under multiplication?
154 Problems and Solutions

Problem 33. Consider the two 3 × 3 permutation matrices

   
0 1 0 0 0 1
C1 =  0 0 1  , A =  0 1 0  .
1 0 0 1 0 0
Can the remaining four 3 × 3 matrices be generated from C1 and A using
matrix multiplication?

Problem 34. Consider the two 4 × 4 permutation matrices

0 1 0 0 0 0 0 1
   
0 0 1 0 0 0 1 0
C1 =  , A =  .
0 0 0 1 0 1 0 0
1 0 0 0 1 0 0 0
Can the remaining twenty-two 4 × 4 matrices be generated from C1 and A
using matrix multiplication?

Problem 35. Consider the permutation matrix

 
0 1 0
C = 0 0 1 .
1 0 0
Find the condition on a 3 × 3 matrix A such that

CAC T = A .

Note that C T = C −1 .

Problem 36. Consider the permutation matrix

0 1 0 0
 
0 0 1 0
C= .
0 0 0 1
1 0 0 0
Find the condition on a 4 × 4 matrix A such that

CAC T = A .

Note that C T = C −1 .

Problem 37. Let c, d ∈ R and c, d 6= 0. Do the matrices

c cos α d−1 sin α
 

−d sin α c−1 cos α

 Groups, Lie Groups and Lie Algebras 155

form a group under matrix multiplication?

Problem 38. The Lie group 0(2) is generated by a rotation R1 and a

reflection R2
   
cos θ − sin θ cos θ sin θ
R1 = , R2 = .
sin θ cos θ sin θ − cos θ

Find the trace, determinant and eigenvalues of R1 and R2 .

Problem 39. (i) Consider the group G of all 3 × 3 permutation matrices.

Show that
1 X
g
|G|
g∈G

is a projection matrix. Here |G| denotes the number of elements in the

group.
(ii) Consider the subgroup given by the matrices
   
1 0 0 0 0 1
0 1 0, 0 1 0 .
0 0 1 1 0 0

Show that
1 X
g
|G|
g∈G

is a projection matrix.

Problem 40. Let A be an n × n matrix over C. Show that if AT = −A,

then eA ∈ O(n, C).

Problem 41. Let A be the 2 × 2 matrix

 
a11 eiφ11 a12 eiφ12
A=
a21 eiφ21 a22 eiφ22

where ajk ∈ R, ajk > 0 for j, k = 1, 2 and a12 = a21 . We also have φjk ∈ R
for j, k = 1, 2 and impose φ12 = φ21 . What are the conditions on ajk and
φjk such that I2 + iA is a unitary matrix?

Problem 42. Let α, β, φ ∈ R and α, β 6= 0. Consider the matrices

 
α cos φ −β sin φ
A(α, β, φ) = .
β −1 sin φ α−1 cos φ
156 Problems and Solutions

Do the matrices form a group under matrix multiplication?

Problem 43. Show that the four 2 × 2 matrices

       
1 0 −1 0 0 1 0 −1
A= , B= , C= , D=
0 1 0 −1 1 0 −1 0

from a group under matrix multiplication. Is the group abelian?

Problem 44. Let x ∈ R. Is the matrix

cos x 0 sin x 0
 
 0 cos x 0 sin x 
A(x) = 
− sin x 0 cos x 0

0 − sin x 0 cos x
an orthogonal matrix?

Problem 45. (i) Let  

a11 a12
A= .
a12 a11
where a11 , a12 ∈ R. Find all invertible 2 × 2 matrices S over R such that

SAS −1 = A .

Obviously the identity matrix I2 would be such as matrix.

(ii) Do the matrices S form a group under matrix multiplication? Prove or
disprove.
(iii) Use the result form (i) to calculate

(S ⊗ S)(A ⊗ A)(S ⊗ S)−1 .

Discuss.

Problem 46. Let α, β, γ ∈ R. Do the 3 × 3 matrices

 
cos(α) sin(α) β
M (α, β, γ) =  − sin(α) cos(α) γ 
0 0 1

form a group under matrix multiplication?

Problem 47. Do the eight 2 × 2 matrices

       
1 0 1 0 0 1 0 1
, , ,
0 1 0 −1 1 0 −1 0
 Groups, Lie Groups and Lie Algebras 157
       
1 1 1 1 1 −1 1 −1 1 1 1 1
√ , √ , √ , √
2 1 −1 2 1 1 2 1 1 2 −1 1
form a group under matrix multiplication? If not add the matrices so that
one has a group.

Problem 48. The Lie group SU (2) is defined by

SU (2) := { U 2 × 2 matrix : U U ∗ = I2 , det U = 1 } .

Let (3-sphere)

S 3 := { (x1 , x2 , x3 , x4 ) ∈ R4 : x21 + x22 + x23 + x24 = 1 } .

Show that SU (2) can be identified as a real manifold with the 3-sphere S 3 .

Problem 49. The Heisenberg group is the set of upper 3 × 3 matrices of

the form  
1 a c
H = 0 1 b
0 0 1
where a, b, c can be taken from some (arbitrary) commutative ring.
(i) Find the inverse of H.
(ii) Given two elements x, y of a group G, we define the commutator of x
and y, denoted by [x, y] to be the element x−1 y −1 xy. If a, b, c are integers
(in the ring Z of the integers) we obtain the discrete Heisenberg group H3 .
It has two generators
   
1 1 0 1 0 0
x = 0 1 0, y = 0 1 1 .
0 0 1 0 0 1

Find
z = xyx−1 y −1 .
Show that xz = zx and yz = zy.
(iii) The derived subgroup (or commutator subgroup) of a group G is the
subgroup [G, G] generated by the set of commutators of every pair of ele-
ments of G. Find [G, G] for the Heisenberg group.
(iv) Let  
0 a c
A = 0 0 b
0 0 0
and a, b, c ∈ R. Find exp(A).
158 Problems and Solutions

(v) The Heisenberg group is a simple connected Lie group whose Lie algebra
consists of matrices  
0 a c
L = 0 0 b .
0 0 0
Find the commutators [L, L0 ] and [L, L0 ], L0 ]], where [L, L0 ] := LL0 − L0 L.

Problem 50. Consider the matrices

     
1 0 0 0 0 0 0 0 1
h1 =  0 0 0  , h2 =  0 1 0  , h3 =  0 0 0
0 0 1 0 0 0 1 0 0
   
0 1 0 0 0 0
e = 0 0 0, f = 1 0 1 .
0 1 0 0 0 0
Show that the matrices form a basis of a Lie algebra.

Problem 51. Find all 2 × 2 matrices S over C with determinant 1 (i.e.

they are elements of SL(2, C)) such that
   
0 1 0 1
S −1 S= .
1 0 1 0
Obviously, the 2 × 2 identity matrix is such an element.

Problem 52. There are six 3 × 3 permutation matrices which form a

group under matrix multiplication.
(i) Can the six elements be generated from the two permutation matrices
   
0 1 0 0 0 1
A = 0 0 1, B = 0 1 0
1 0 0 1 0 0
using matrix multiplication?
(ii) Does A, A2 , A3 provide a subgroup?

Problem 53. There are twenty-four 4 × 4 permutation matrices which

form a group under matrix multiplication.
(i) Can the 24 elements be generated from the two permutation matrices
0 1 0 0 0 0 0 1
   
0 0 1 0 0 0 1 0
A= , B = 
0 0 0 1 0 1 0 0

1 0 0 0 1 0 0 0
 Groups, Lie Groups and Lie Algebras 159

using matrix multiplication?

(ii) Does A, A2 , A3 , A4 provide a subgroup?

Problem 54. Both

   
cos α − sin α cosh β sinh β
A(α) = , B(β) =
sin α cos α sinh β cosh β

are elements of the Lie group SL(2, R). Are

A(α) ⊗ B(β), A(α) ⊕ B(β), A(α) ? B(β)

elements of SL(4, R)?

Chapter 16

Inequalities

Problem 1. Let A be an n × n positive semidefinite matrix. Let B be

an n × n positive definite matrix. Then we have Klein’s inequality

tr(A(ln A − ln B)) ≥ tr(A − B) .

(i) Let
   
1/2 −1/2 1/2 0
A= , B= .
−1/2 1/2 0 1/2
Calculate the left-hand side and the right-hand side of the inequality.
(ii) When is the inequality an equality?

Problem 2. Let A, B be n × n hermitian matrices. Then (Golden-

Thompson-Symanzik inequality)

treA+B ≤ tr(eA eB ) .

Let A = σz and B = σx . Calculate the left and right-hand side of the

inequality.

Problem 3. Let A, B, C be positive definite n × n matrices. Then (Lieb

inequality)
Z ∞
tr(e ln A−ln B+ln C
) ≤ tr A(B + uIn )−1 C(B + uIn )−1 du .
0

160
 Inequalities 161

(i) Let
     
2 −1 1 1 4 2
A= , B= , C= .
−1 1 1 2 2 5

Calculate the left-hand side and right-hand side of the inequality.

(ii) Give a sufficient condition such that one has an equality.

Problem 4. Let A be an n × n skew-symmetric matrix over R. Show

that
det(In + A) ≥ 1
with equality holding if and only if A = 0.
Chapter 17

Braid Group

Let n ≥ 2. The braid group Bn of n strings has n−1 generators {σ1 , σ2 , . . . , σn−1 }
satisfying the relations

σj σj+1 σj = σj+1 σj σj+1 for j = 1, 2, . . . , N − 2

σj σk = σk σj for |j − k| ≥ 2
σj σj−1 = σj−1 σj =e

where e is the identity element. Thus it is generated by elements σj (σj

interchanges elements j and j + 1). Thus actually one should write σ12 ,
σ23 , . . . , σn−1n instead of σ1 , σ2 , . . . , σn−1 . The braid group Bn is a gener-
alization of the permutation group.

The word written in terms of letters, generators from the set

{ σ1 , . . . , σn−1 , σ1−1 , . . . , σn−1

−1
}

gives a particular braid. The length of the braid is the total number of
used letters, while the minimal irreducible length (referred sometimes as
the primitive word) is the shortest non-contractible length of a particular
braid which remains after applying all the group relations given above.

162
 Braid Group 163

Problem 1. Consider the braid group B5 with the generators σ1 , σ2 , σ3 ,

σ4 . Simplify
σ1−1 σ4−1 σ3−1 σ2 σ3 σ2 σ3−1 σ4 σ1 .

Problem 2. Consider the braid group B3 . A faithful representation for

the generators σ1 and σ2 is
   
1 0 1 1
σ1 = , σ2 = .
−1 1 0 1
Both are elements of SL(2, Z). Find the inverse of σ1 and σ2 . Do the
elements σ1 , σ2 , σ1−1 , σ2−1 and the 2 × 2 identity matrix form a group under
matrix multiplication?

Problem 3. Find all invertible 2 × 2 matrices A, B such that (braid-like

relation)
ABA = BAB .

Problem 4. Can one find 2 × 2 matrices A and B with [A, B] 6= 0 and

satisfying the braid-like relation
ABBA = BAAB .

Problem 5. (i) Do the 2 × 2 unitary matrices

 −iπ/4   
e 0 1 1 i
A= , B=√
0 ie−iπ/4 2 i 1
satisfy the braid-like relation
ABA = BAB .
(ii) Find the smallest n ∈ N such that An = I2 .
(iii) Find the smallest m ∈ N such that B m = I2 .

Problem 6. Consider the braid group Bn . Let e1 , e2 , . . . , en be the

standard basis in Rn . Then u ∈ Rn can be written as
n
X
u= ck ek .
k=1

Consider the linear operators Bj (j = 1, 2, . . . , n − 1) in Rn (α, β, γ, δ ∈

R, α, γ 6= 0) defined by
Bj u := c1 e1 + · · · + (αcj+1 + β)ej + (γcj + δ)ej+1 + · · · + cn en
164 Problems and Solutions

and the corresponding inverse operator Bj−1

1 1
Bj−1 u = c1 e1 + · · · + (cj+1 − δ)ej + (cj − β)ej+1 + · · · + cn en .
γ α
Show that the linear operators Bj satisfy the braid condition

Bj Bj+1 Bj = Bj+1 Bj Bj+1

if
γβ + δ = αδ + β .

Problem 7. If V and W are matrices of the same order, then their Schur
product V • W is defined by (entrywise multiplication)

(V • W )j,k := Vj,k Wj,k .

If all entries of V are nonzero, then we say that X is Schur invertible and
define its Schur inverse, V (−) , by V (−) • V = J, where J is the matrix with
all 1’s.

The vector space Mn (F) of n × n matrices acts on itself in three distinct

ways: if C ∈ Mn (F) we can define endomorphisms XC , ∆C and YC by

XC M := CM, ∆C M := C • M, YC := M C T .

Let A, B be n × n matrices. Assume that XA is invertible and ∆B is

invertible in the sense of Schur. Note that XA is invertible if and only if A
is, and ∆B is invertible if and only if the Schur inverse B (−) is defined. We
say that (A, B) is a one-sided Jones pair if

XA ∆B XA = ∆B XA ∆B .

We call this the braid relation. Give an example for a one-sided Jones pair.

Problem 8. The braid linking matrix B is a square symmetric k × k

matrix defined by B = (bij ) with bii the sum of half-twists in the i-th
branch, bij the sum of the crossings between the i-th and the j-th branches
of the ribbon graph with standard insertion. Thus the i-th diagonal element
of B is the local torsion of the i-th branch. The off-diagonal elements of
B are twice the linking numbers of the ribbon graph for the i-th and j-th
branches. Consider the braid linking matrix
 
−1 0 −1
B= 0 2 −1  .
−1 −1 0
 Braid Group 165

Discuss. Draw a graph.

Problem 9. Consider the five 4 × 4 matrices

i 0 0 0 1 0 i 0
   
0 i 0 0 1 0 1 0 i
B1 =   , B2 = √  ,
0 0 1 0 2 i 0 1 0
0 0 0 1 0 i 0 1
i 0 0 0 1 i 0 0
   
0 1 0 0 1 i 1 0 0 
B3 =   , B4 = √  ,
0 0 1 0 2 0 0 1 −i
0 0 0 i 0 0 −i 1
i 0 0 0
 
0 1 0 0
B5 =  .
0 0 i 0
0 0 0 1
Is
B1 B2 B1 = B2 B1 B2 , B2 B3 B2 = B3 B2 B3 , B3 B4 B3 = B4 B3 B4 , B4 B5 B4 = B5 B4 B5 ?

Problem 10. Let n ≥ 3 and let σ1 , . . . , σn−1 be the generators. The

braid group Bn on n-strings where n ≥ 3 has a finite presentation of Bn
given by
hσ1 , . . . , σn−1 : σi σj = σj σi , σi+1 σi σi+1 = σi σi+1 σi i
where 1 ≤ i, j < n − 1, |i − j| > 1 or j = n − 1. Here σi σj = σj σi and
σi σi+1 σi = σi+1 σi σi+1 are called the braid relations. The second one is
also called the Yang-Baxter equation.
(i) Consider B3 , a = σ1 σ2 σ1 and b = σ1 σ2 . Show that a2 = b3 .
(ii) Consider B3 . The cosets [σ1 ] of σ1 and [σ2 ] of σ2 map to the 2 × 2
matrices
   
1 1 1 0
[σ1 ] 7→ R = , [σ2 ] 7→ L−1 =
0 1 −1 1

where L, R ∈ SL(2, Z). Thus L−1 , R−1 ∈ SL(2, Z). Show that
RL−1 R = L−1 RL−1 .

Problem 11. (i) Do the matrices

   
−t 1 1 0
S1 = , S2 =
0 1 t −t
166 Problems and Solutions

satisfy the braid-like relation S1 S2 S1 = S2 S1 S2 .

(ii) Do the matrices S1 ⊗ S1 and S2 ⊗ S2 satisfy the braid-like relation

(S1 ⊗ S1 )(S2 ⊗ S2 )(S1 ⊗ S1 ) = (S2 ⊗ S2 )(S1 ⊗ S1 )(S2 ⊗ S2 ) ?

Problem 12.Consider the five 4 × 4 matrices

i 0 0 0 1 0 i 0 i 0 0 0
     
0 i 0 0 1 0 1 0 i 0 1 0 0
B1 =   , B2 = √  , B3 =  ,
0 0 1 0 2 i 0 1 0 0 0 1 0
0 0 0 1 0 i 0 1 0 0 0 i

1 i 0 0 i 0 0 0
   
1 i 1 0 0  0 1 0 0
B4 = √  , B5 =  .
2 0 0 1 −i 0 0 i 0
0 0 −i 1 0 0 0 1
Are the matrices unitary? Is (braid-like relation)

Bj Bj+1 Bj = Bj+1 Bj Bj+1 , j = 1, 2, 3, 4

Chapter 18

vec Operator

Problem 1. Consider the 2 × 3 matrix

 
a11 a12 a13
A= .
a21 a22 a23

Let B = AT . Thus B is a 3 × 2 matrix. Find the 6 × 6 permutation matrix

P such that
vec(B) = P vec(A) .

Problem 2. Let A be an m × n matrix over C and B be a s × t matrix

over C. Find the permutation matrix P such that

vec(A ⊗ B) = P (vec(A) ⊗ vec(B)).

Problem 3. Let A be an m × n matrix over C. Using

n
X n
X
vecm×n A := ej,n ⊗ (Aej,n ) = (In ⊗ A) ej,n ⊗ ej,n
j=1 j=1

and
m X
n
∗

X
vec−1
m×n x = (ej,n ⊗ ei,m ) x ei,m ⊗ e∗j,n .
i=1 j=1

Show that
vec−1
m×n (vecm×n A) = A.

167
168 Problems and Solutions

Problem 4. Let A be an m × n matrix over C and B be a s × t matrix

over C. Show that

A ⊗ B = vec−1
ms×nt (LA,s×t (vecs×t B))

where
n
X
LA,s×t := (In ⊗ It ⊗ A ⊗ Is ) ej,n ⊗ It ⊗ ej,n ⊗ Is .
j=1

Problem 5. (i) Let

AX + XB = C
where C is an m × n matrix over R. What are the dimensions of A, B, and
X?
(ii) Solve the equation
 
  1 1 1  
0 1 1 0 −1
X + X 1 1 1 =

1 0 0 1 0
1 1 1

for the real valued matrix X.

Problem 6. Let A be an m × n matrix over C and B be an s × t matrix

over C. Define
R(A ⊗ B) := vecA (vecB)T .
Find an algebraic expression for R. Find
  
  1
0 1
R ⊗  2  .
1 0
3

R is the reshaping operator.

Problem 7. Show that

tr(ABCD) ≡ (vec(DT ))(A ⊗ C T )vec(B T ) .

Chapter 19

Star Product

Problem 1. Consider the 2 × 2 matrices

   
a11 a12 b11 b12
A= , B=
a21 a22 b21 b22
and the composition (star product)
b11 0 0 b12
 
 0 a11 a12 0 
A ? B :=  .
0 a21 a22 0
b21 0 0 b22
(i) What can be said about the trace of A ? B? What can be said about
the determinant of A ? B?
(ii) Let A1 , A2 , A3 , A4 be a basis in the vector space of 2 × 2 matrices over
C. Let B1 , B2 , B3 , B4 be a basis in the vector space of 2 × 2 matrices over
C. Do the 16 matrices Aj ? Bk (j, k = 1, 2, 3, 4) form a basis in the vector
space of 4 × 4 matrices?
(iii) Given the eigenvalues of A and B. What can be said about the eigen-
values of A ? B?
(iv) Can one find 4 × 4 permutation matrices P and Q such that
P (A ? B)Q = A ⊕ B ?
Here ⊕ denotes the direct sum

Problem 2. Consider the 2 × 2 matrices A, B over C

   
a11 a12 b11 b12
A= , B= .
a21 a22 b21 b22

169
170 Problems and Solutions

We define the following product

a11 0 0 a12
 
 0 b11 b12 0 
A ? B :=  .
0 b21 b22 0
a21 0 0 a22

(i) Answer the following questions: Let A and B be normal matrices. Is

A ? B normal. Let A and B be invertible matrices. Is A ? B an invertible
matrix? Let A and B be unitary matrices. Is A ? B a unitary matrix? Let
A and B be nilpotent matrices. Is A ? B a nilpotent matrix? Answer these
questions also for A ? A.
(ii) What is the conditions on A and B such that

A?B =A⊗B?

Problem 3. Let A, B be 2 × 2 matrices. We define

a11 0 0 a12
 
 0 b11 b12 0 
A ? B :=  .
0 b21 b22 0
a21 0 0 a22

Can one find a permutation matrix such that

a11 a12 0 0
 
 a21 a22 0 0  T
 = P (A ? B)P .
0 0 b11 b12

0 0 b21 b22

Problem 4. (i) Let A, B be 2 × 2 matrices. We define

a11 0 0 a12
 
 0 b11 b12 0 
A ? B :=  .
0 b21 b22 0
a21 0 0 a22

The 2 × 2 matrices
   
1 0 0 1
E= , N=
0 1 1 0

form a group under matrix multiplication. Do the four 4 × 4 matrices A ? A,

A ? B, B ? A, B ? B form a group under matrix multiplication?
 Star Product 171

(ii) Let G be a finite group represented by 2 × 2 matrices. Let the order be

n with the group elements g1 = e, g2 , . . . , gn . Do the 4 × 4 matrices gj ? gk
(j, k = 1, . . . , n) form a group under matrix multiplication.

Problem 5. Let A, B be 2 × 2 matrices. We define

a11 0 0 a12
 
 0 b11 b12 0 
A ? B :=  .
0 b21 b22 0
a21 0 0 a22

Show that one can find a 4 × 4 permutation matrix P such that

a11 a12 0 0
 
 a21 a22 0 0 
P (A ? B)P T = .
0 0 b11 b12
0 0 b21 b22

Problem 6. Let A, B be invertible 2 × 2 matrices. We define

b11 0 0 b12
 
 0 a11 a12 0 
A ? B :=  .
0 a21 a22 0
b21 0 0 b22

Is A ? B invertible?

Problem 7. (i) The 2 × 2 matrices

   
1 0 0 1
E= , N=
0 1 1 0

form a group under matrix multiplication. Do the four 4 × 4 matrices A ? A,

A ? B, B ? A, B ? B form a group under matrix multiplication?
(ii) Let G be a finite group represented by 2 × 2 matrices. Let the order be
n with the group elements g1 = e, g2 , . . . , gn . Do the 4 × 4 matrices gj ? gk
(j, k = 1, . . . , n) form a group under matrix multiplication.

Problem 8. Let A, B be 2 × 2 matrices. We define

a11 0 0 a12
 
 0 b11 b12 0 
A ? B :=  .
0 b21 b22 0
a21 0 0 a22
172 Problems and Solutions

Show that one can find a 4 × 4 permutation matrix P such that

a11 a12 0 0
 
a a22 0 0 
P (A ? B)P T =  21 .
0 0 b11 b12
0 0 b21 b22

Problem 9. Among others one can form a 4 × 4 matrix from two 2 × 2

matrices A and B using the direct sum A⊕B, the Kronecker product A⊗B
and the star product
a11 0 0 a12
 
 0 b11 b12 0 
A ? B :=  .
0 b21 b22 0
a21 0 0 a22
Given the eigenvalues and eigenvectors of A and B. What can be said
about the eigenvalues and eigenvectors of A ⊕ B, A ⊗ B, A ? B?

Problem 10. (i) Let A, B be invertible 2×2 matrices. Is A?B invertible?

(ii) Let U and V be elements of SU (2). Is U ? V an element of SU (4)?
(iii) Let X and Y be elements of SL(2, R). Is X ?Y an element of SL(4, R)?

Problem 11. Let A, B be normal 2 × 2 matrices with eigenvalues λ1 ,

λ2 and µ1 , µ2 , respectively. What can be said about the eigenvalues of
A ? B − B ? A?

Problem 12. (i) Given the eigenvalues of A and B. What can be said
about the eigenvalues of A ? B?
(ii) Can one find 4 × 4 permutation matrices P and Q such that
P (A ? B)Q = A ⊕ B ?
Here ⊕ denotes the direct sum

Problem 13. Let

   
A1 A2 B1 B2
A= , B=
A3 A4 B3 B4
where Aj , Bj (j = 1, 2, 3, 4) are 2 × 2 matrices. We define the product
A1 02 02 A2
 
 0 2 B1 B2 02 
A ? B := 
0 2 B3 B4 02

A3 02 02 A4
 Star Product 173

where 02 is the 2 × 2 zero matrix. Thus A ? B is an 8 × 8 matrix.

(i) Assume that A and B are invertible. Is A ? B invertible?
(ii) Assume that A, B are unitary. Is A ? B unitary?

Problem 14. Let A, B be the 4 × 4 matrices

   
A1 A2 B1 B2
A= , B=
A3 A4 B3 B4

where Aj , Bj (j = 1, 2, 3, 4) are 2 × 2 matrices. We define the product

A1 02 02 A2
 
 02 B1 B2 02 
A ? B := 
02 B3 B4 02

A3 02 02 A4

where 02 is the 2 × 2 zero matrix. Thus A ? B is an 8 × 8 matrix.

(i) Assume that A and B are invertible. Is A ? B invertible?
(ii) Assume that A, B are unitary. Is A ? B unitary?

Problem 15. Let A, B be 3 × 3 matrices. We define the composition

a11 0 a12 0 a13

 
 0 b11 b12 b13 0 
A♦B :=  a21 b21 a22 b22 b23 a23  .
 
0 b31 b32 b33 0
 
a31 0 a32 0 a33

Let √
 √ 
1/ 2 0 1/ 2
M =  0√ 1 0√  .
1/ 2 0 −1/ 2
Find the eigenvalues of M and M ♦M .

Problem 16. Let P and Q be 2 × 2 projection matrices. Is the 4 × 4

matrix P ? Q a projection matrix? Apply it to P ? P where
 
1 1 1
P = .
2 1 1
Chapter 20

Nonnormal Matrices

Problem 1. A square matrix M over C is called nonnormal if M M ∗ =

M ∗ M . Let sj := 2 sin(2πj/5) with j = 1, 2, . . . , 5. Consider the 5 × 5
matrix
s1 1 0 0 −1
 
 −1 s2 1 0 0 
M =  0 −1 s3 1 0 .
 
0 0 −1 s4 1
 
1 0 0 −1 s5
Show that the matrix is nonnormal. Find the eigenvalues and eigenvectors.
Is the matrix diagonalizable?

Problem 2. Let  6= 0. Show that the matrix

 
1 
A=
0 −1
is nonnormal. Give the eigenvalues and eigenvectors.

Problem 3. Let a > 0, b ≥ 0 and φ ∈ [0, π]. What are the conditions a,
b, φ such that  
0 a
A(a, b, φ) =
eiφ b 0
is a normal matrix?

Problem 4. Let A, B be nonnormal matrices. Is A ⊗ B nonnormal? Is

A ⊕ B nonnormal?

174
 Nonnormal Matrices 175

Problem 5. Can we conclude that an invertible matrix is normal?

Problem 6. Show that not all nonnormal matrices are non-diagonalizable,

but, vice versa all non-diagonalizable matrices are non-normal.

Problem 7. Find all 2 × 2 matrices over C which are nonnormal but

diagonalizable.
Chapter 21

Miscellaneous

Problem 1. (i) For n = 4 the transform matrix for the Daubechies

wavelet is given by
√ 
c0 c1 c2 c3 c0 1 + √3
    
 c −c2 c1 −c0   c1  1  3 + √3 
D4 =  3 ,  = √  .
c2 c3 c0 c1 c2 4 2 3 − √3
c1 −c0 c3 −c2 c3 1− 3

Is D4 orthogonal? Prove or disprove.

(ii) For n = 8 the transform matrix for the Daubechies wavelet is given by

c0 c1 c2 c3 0 0 0 0
 
 c3 −c2 c1 −c0 0 0 0 0 
0 0 c0 c1 c2 c3 0 0 
 
0 0 c3 −c2 c1 −c0 0 0 
 
D8 =  .
0 0 0 0 c0 c1 c2 c3 
0 0 0 0 c3 −c2 c1 −c0 
 
c2 c3 0 0 0 0 c0 c1
 
c1 −c0 0 0 0 0 c3 −c2

Is D8 orthogonal? Prove or disprove.

Problem 2. Consider the 2n × 2n matrix

 
0n In
J := .
−In 0n

176
 Miscellaneous 177

We define that the 2n×2n matrix H over R is Hamiltonian if (JH)T = JH.

We define that the 2n × 2n matrix S over R is symplectic if S T JS = J.
Show that if H is Hamiltonian and S is symplectic, then the matrix S −1 HS
is Hamiltonian.

Problem 3. Let A be an n × n matrix over R. Consider the 2n × 2n

matrix  
In In
S= .
A In + A
Let  
A + 2In −In
Se = .
In 0n
Can we find an invertible 2n × 2n matrix T such that

Se = T −1 ST ?

Problem 4. Let
0 0 1 0 1 i 0 0
   
 0 0 0 1 1 0 0 −i 1 
J = , P =√  .
−1 0 0 0 2 i 1 0 0
0 −1 0 0 0 0 1 −i

Find P ∗ P . Show that P ∗ JP is a diagonal matrix.

Problem 5. Let J be the 2n × 2n matrix

 
0n In
J := .
−In 0n

We define symplectic G-reflectors to be those 2n × 2n symplectic matrices

that have a (2n − 1)-dimensional fixed-point subspace. It can be shown
that any symplectic G-reflector can be expressed in the form

G = I2n + βuuT J (1)

for some 0 6= β ∈ F, 0 6= u ∈ F2n and u is considered as a column vector.

The underlying field is F. Conversely, any G given by (1) is always a
symplectic G-reflector. Show that det G = +1.

Problem 6. Consider the two polynomials

p1 (x) = a0 + a1 x + · · · + an xn , p2 (x) = b0 + b1 x + · · · + bm xm
178 Problems and Solutions

where n = deg(p1 ) and m = deg(p2 ). Assume that n > m. Let

p2 (x)
r(x) = .
p1 (x)

We expand r(x) in powers of 1/x, i.e.

c1 c2
r(x) = + 2 + ···
x x
From the coefficients c1 , c2 , . . . ,c2n−1 we can form an n × n Hankel matrix
c
1 c2 ··· cn 
 c2 c3 ··· cn+1 
Hn = 
 .. .. .. .
.. 
. . . .
cn cn+1 ··· c2n−1

The determinant of this matrix is proportional to the resultant of the two

polynomials. If the resultant vanishes, then the two polynomials have a non-
trivial greatest common divisor. Apply this theorem to the polynomials

p1 (x) = x3 + 6x2 + 11x + 6, p2 (x) = x2 + 4x + 3 .

Problem 7. Consider the 3 × 3 matrix

 √ √ 
−1/2
√ − 3/6 √6/3
A =  −√ 3/6 −5/6 √ − 2/3  .
6/3 − 2/3 1/3

Show that AT = A−1 by showing that the column of the matrix are nor-
malized and pairwise orthonormal.

Problem 8. Let Pj (j = 0, 1, 2, . . .) be the Legendre polynomials

1
P0 (x) = 1, P1 (x) = x, P2 (x) = (3x2 − 1), . . . .
2
Calculate the infinite dimensional matrix A = (Ajk )
Z +1
dPk (x)
Ajk = Pj (x) dx
−1 dx

where j, k = 0, 1, . . .. Consider the matrix A as a linear operator in the

Hilbert space `2 (N0 ). Is kAk < ∞?
 Miscellaneous 179

Problem 9. Consider the vector space R3 and the vector product ×. The
vector product is not associative. The associator of three vectors u, v, w
is defined by

ass(u × (v × w)) := (u × v) × w − u × (v × w) .

The associator measures the failure of associativity.

(i) Consider the unit vectors
     
1 0 0
u = 0, v = 1, w = 0 .
0 0 1

Find the associator.

(ii) Consider the normalized vectors
     
1 0 1
1   1 
u= √ 0 , v = 1, w= √ 0 .
2 1 0 2 −1

Find the associator.

Problem 10. Find the Moore-Penrose pseudo inverses of

 
1 0  
 0 1, 1
, (1 1).
0
−1 0

Problem 11. Let j be a positive integer. Let A, B be n × n matrices

over R. Calculate
1
lim ((A + B)j − Aj ) .
→0 

Calculate
d
tr(A + B)j =0
.
d

Problem 12. Let A be an n × n matrix over R. Show that there exists

nonnull vectors x1 , x2 in Rn such that

xT1 Ax1 xT Ax xT Ax2

T
≤ T ≤ 2T
x1 x1 x x x2 x2

for every nonnull vector x in Rn .

180 Problems and Solutions

Problem 13. A generalized Kronecker delta can be be defined as follows


 1 if J = (j1 , . . . , jr ) is an even permutation of I = (i1 , . . . , ir )
δI,J := −1 if J is an odd permutation of I
0 if J is not a permutation of I


Find δ126,621 , δ126,651 , δ125,512 .

Problem 14. Let cj > 0 for j = 1, . . . , n. Show that the n × n matrices

√
cj ck
  
1/cj + 1/ck
, √
cj + ck cj ck

(k = 1, . . . , n) are positive definite.

Problem 15. Let R ∈ Cm×m and S ∈ Cn×n be nontrivial involutions.

This means that R = R−1 6= ±Im and S = S −1 6= In . A matrix A ∈ Cm×n
is called (R, S)-symmetric if RAS = A. Consider the case m = n = 2 and
the Pauli spin matrices
   
0 1 0 −i
R= , S= .
1 0 i 0

Find all 2 × 2 matrices A over C such that RAS = A.

Problem 16. Let X ∈ Rn×n . Show that X can be written as

X = A + S + cIn

where A is antisymmetric (AT = −A), S is symmetric (S T = S) with

tr(S) = 0 and c ∈ R.

Problem 17. Find the partial differential equation given by the condition
 
0 ∂u/∂x1 ∂u/∂x2
det  ∂u/∂x1 ∂ 2 u/∂x21 ∂ 2 u/∂x1 ∂x2  .
2
∂u/∂x2 ∂ u/∂x2 ∂x1 ∂ 2 u/∂x22

Find a nontrivial solution of the partial differential equation.

Problem 18. Consider the 2 × 2 matrix

 
f1 () f2 ()
A() =
f3 () f4 ()
 Miscellaneous 181

where fj (j = 1, 2, 3, 4) are smooth functions and det(A()) > 0 for all .

Show that
tr((dA())A()−1 ) = d(ln(det(A())))
where d is the exterior derivative.

Problem 19. Consider vectors in the vector space R3 and the vector
product. Consider the mapping of the vectors into 3 × 3 skew-symmetric
matrices    
a 0 c −b
 b  ↔  −c 0 a .
c b −a 0
Calculate    
a1 a2
 b1  ×  b2 
c1 c2
and [M1 , M2 ], where
   
0 c1 −b1 0 c2 −b2
M1 =  −c1 0 a1  , M2 =  −c2 0 a2  .
b1 −a1 0 b2 −a2 0

Discuss.

Problem 20. Let u1 (t), u2 (t), u3 (t) ∈ R3 . Solve the initial value problem
of the nonlinear autonomous system of first order differential equations

du1 du2 du3

= u2 × u3 , = u3 × u1 , = u1 × u2
dt dt dt
where × denotes the vector product.

Problem 21. Let u(t) ∈ R3 . Solve the initial value problem for the
differential equation
d2 u du
=u×
dt2 dt
where × denotes the vector product.

Problem 22. Let An be the n × n matrices of the form

0 0 0 t
   
  0 0 t
0 t 0 0 t 0
A1 = 1, A2 = , A3 =  0 1 0, A4 = 
t r 0 t r 0

t 0 r
t 0 0 r
182 Problems and Solutions

0 0 0 0 t
 
0 0 0 t 0
A5 =  0 0 1 0 0  .
 
0 t 0 r 0
 
t 0 0 0 r
Thus the even dimensional matrix A2n has t along the skew-diagonal and
r along the lower main diagonal. Otherwise the entries are 0. The odd
dimensional matrix A2n+1 has t along the skew-diagonal except 1 at the
centre and r along the lower main diagonal. Otherwise the entries are 0.
Find the eigenvalues of these matrices.

Problem 23. Let

   
z1 w1
z= , w=
z2 w2

be elements of C2 . Solve the equation z∗ w = w∗ z.

Problem 24. Let A, B be n × n matrices over C. We define the quasi-

multiplication
1
A • B :=(AB + BA) .
2
Obviously A • B = B • A. Show that
(A2 • B) • A = A2 • (B • A) .
This is called the Jordan identity.

Problem 25. Let Cn×N be the vector space of all n×N complex matrices.
Let Z ∈ Cn×N . Then Z ∗ ≡ Z̄ T , where T denotes transpose. One defines a
Gaussian measure µ on Cn×N by
1
dµ(Z) := exp(−tr(ZZ ∗ ))dZ
π nN
where dZ denotes the Lebesgue measure on Cn×N . The Fock space F(Cn×N )
consists of all entire functions on Cn×N which are square integrable with
respect to the Gaussian measure dµ(Z). With the scalar product
Z
hf |gi := f (Z)g(Z)dµ(Z), f, g ∈ F(Cn×N )
Cn×N

one has a Hilbert space. Show that this Hilbert space has a reproducing
kernel K. This means a continuous function K(Z, Z 0 ) : Cn×N × Cn×N → C
such that Z
f (Z) = K(Z, Z 0 )f (Z 0 )dµ(Z 0 )
Cn×N
 Miscellaneous 183

for all Z ∈ Cn×N and f ∈ F(Cn×N ).

Problem 26. The vector space of all n×n matrices over C form a Hilbert
space with the scalar product defined by

hA, Bi := tr(AB ∗ ) .

This implies a norm kAk2 = tr(AA∗ ).

(i) Consider the Lie group U (n). Find two unitary 2 × 2 matrices U1 , U2
such that kU1 − U2 k takes a maximum.
(ii) Are the matrices
   
0 1 1 1 1
U1 = , U2 = √
1 0 2 1 −1

such a pair?

Problem 27. Let σj (j = 0, 1, 2, 3) be the Pauli spin matrices, where

σ0 = I2 . Does the set of matrices
   
σj 02 0 2 σj
, , j, k = 0, 1, 2, 3
0 2 σk σk 0 2

form a group under matrix multiplication. If not add the elements to find
a group. Here 02 is the 2 × 2 zero matrix.

Problem 28. Let A be a symmetric 2 × 2 matrix over R

 
a00 a01
A= .
a10 a11

Thus a01 = a10 . Assume that

a00 a01 = a201 , a00 a11 = a01 a11 .

Find all matrices A that satisfy these conditions.

Problem 29. Let A, B be 3 × 3 matrices. We define the composition

a11 0 a12 0 a13

 
 0 b11 b12 b13 0 
A♦B :=  a21 b21 a22 b22 b23 a23  .
 
0 b31 b32 b33 0
 
a31 0 a32 0 a33
184 Problems and Solutions

Let √
 √ 
1/ 2 0 1/ 2
M =  0√ 1 0√  .
1/ 2 0 −1/ 2
Find the eigenvalues of M and M ♦M .

Problem 30. Find a 3 × 3 matrix A over R which satisfies

A2 AT + AT A2 = 2A, AAT A = 2A, A3 = 0

Thus the matrix is nilpotent.

Problem 31. Consider the skew-symmetric matrix over R

 
0 −a3 a2
A =  a3 0 −a1 
−a2 a1 0
where a1 , a2 , a3 ∈ R. Find the eigenvalues. Let 03 be the 3 × 3 zero
matrix. Let A1 , A2 , A3 be skew-symmetric 3 × 3 matrices over R. Find the
eigenvalues of the 9 × 9 matrix
 
03 −A3 A2
B =  A3 03 −A1  .
−A2 A1 03

Problem 32. Consider the four 2 × 2 matrices

       
1 1 1 1 0 0 1 1 −1 1 0 0
P = √ , Q= √ , R= √ , S=√ .
2 0 0 2 1 −1 2 0 0 2 1 1

(i) Show that they form an orthonormal basis in the Hilbert space of the
2 × 2 matrices with the scalar product hX, Y i = tr(XY ∗ ).
(ii) Find the multiplication table.

Problem 33. Find the Cayley transform of the Hermitian matrix

 
h11 h12
H= , h11 , h22 ∈ R, h12 ∈ C .
h̄12 h22

Problem 34. Let S be an invertible n × n matrix. Find the inverse of

the 2n × 2n matrix
0n S −1
 

S 0n
 Miscellaneous 185

where 0n is the n × n zero matrix.

Problem 35. Consider the n × n matrices

0 1 0 ... 0
 
0 0 1 ... 0
.
.  , B = diag(1 ω ω 2 . . . ω n−1 )

A= . 
0 0 0 ... 1
1 0 0 ... 0
where ω is the n-th primitive root of unity. We have An = B n = In and
ω n = 1. We have
AB = ωBA .
Let R = A ⊗ In and S = B ⊗ In . Find RS. Let X = A ⊗ A and Y = B ⊗ B.
Find XY . Find the commutator [X, Y ].

Problem 36. Find all 2 × 2 matrices C over R such that

C T C + CC T = I2 , C 2 = 02 .

Problem 37. Let δj , ηj ∈ R with j = 1, 2, 3. Any 3×3 unitary symmetric

matrix U can be written in the product form
 iδ    iδ 
e 1 0 0 η1 γ12 γ13 e 1 0 0
U = 0 eiδ2 0   γ12 η2 γ23   0 eiδ2 0 
iδ3
0 0 e γ13 γ23 η3 0 0 eiδ3

where γjk = Njk exp(iβjk ) with Njk , βjk ∈ R. It follows that

Ujj = ηj exp(2iδj ), Ujk = Njk exp(i(δj + δk + βjk )) .

The unitary condition U U ∗ = I3 provides

3
X
2
Njk + ηj = 1, j = 1, 2, 3
k6=j

and

N12 (η1 exp(iβ12 ) + η2 exp(−iβ12 )) = N13 N23 exp(i(π + β23 − β13 ))

and cyclic (1 → 2 → 3 → 1). Write the unitary symmetric matrix

 
0 0 i
W = 0 i 0
i 0 0
186 Problems and Solutions

in this form.

Problem 38. Consider the map f : C2 7→ R3

 
  sin(2θ) cos(φ)
cos(θ)
7→  sin(2θ) sin(φ)  .
eiφ sin(θ)
cos(2θ)

Consider the map for the special cases θ = 0, φ = 0 and θ = π/4, φ = π/4.

Problem 39. (i) Consider the hermitian 3 × 3 matrices to describe a

particle with spin-1
     
0 1 0 0 −i 0 1 0 0
~  ~
S1 := √ 1 0 1  , S2 := √  i 0 −i  , S3 := ~  0 0 0  .
2 0 1 0 2 0 i 0 0 0 −1

With S+ := S1 + iS2 , S− := S1 − iS2 we find

   
√ 0 1 0 √ 0 0 0
S+ = 2~  0 0 1, S− = 2~  1 0 0 . (3)
0 0 0 0 1 0

An example of a spin-1 particle is the photon. Let m, n be normalized

vectors in R3 which are orthogonal, i.e. mT n = 0. Find the eigenvalues of
the 3 × 3 matrix
K = (m · S)2 − (n · S)2
where m · S = m1 S1 + m2 S2 + m3 S3 .
(ii) Show that
Pm = I3 − (m · S)2
is a projection operator.

Problem 40. Let A, B be 2 × 2 matrices over R. Find A, B such that

mink[A, B] − I2 k

where [ , ] denotes the commutator and for the norm k k consider the Frobe-
nius norm and max-norm.

Problem 41. Let A be an n × n matrix over R. Assume that A−1 exists.

Let u, v ∈ Rn , where u, v are considered as column vectors. (i) Show that
if
vT A−1 u = −1
 Miscellaneous 187

then A + uvT is not invertible.

(ii) Assume that vT A−1 u 6= −1. Show that

A−1 uvT A−1

(A + uvT )−1 = A−1 − .
1 + vT A−1 u

Problem 42. Can we find an invertible 2 × 2 matrix S over the real

numbers such that
   
0 1 1 0
S S −1 = ?
1 0 0 −1

Problem 43. Let A and B be n × n matrices over R. Assume that

A 6= B, A3 = B 3 and A2 B = B 2 A. Is A2 + B 2 invertible?

Problem 44. Let  

3 2
A=
4 3
and I2 be the 2 × 2 identity matrix. For j ≥ 1, let dj be the greatest
common divisor of the entries of Aj − I2 . Show that

lim dj = ∞ .
j→∞

Problem 45. Let a, d ∈ R and b ∈ C. Consider the hermitian matrix

 
a b
K= .
b∗ d

Show that the matrix can be written as linear combination of the 2 × 2

identity matrix and the Pauli spin matrices.

Problem 46. (i) Consider the polynomial

p(x) = x2 − sx + d, s, d ∈ C .

Find a 2 × 2 matrix A such that its characteristic polynomial is p.

(ii) Consider the polynomial

q(x) = −x3 + sx2 − qx + d, s, q, d ∈ C .

Find a 3 × 3 matrix B such that its characteristic polynomial is q.

188 Problems and Solutions

Problem 47. Let A be an n × n positive definite matrix over R, i.e.

xT Ax > 0 for all x ∈ Rn . Calculate
Z
exp(−xT Ax)dx .
Rn

Problem 48. Let A, B be n × n matrices over C. The matrix A is called

similar to the matrix B if there is a n × n invertible matrix S such that

A = S −1 BS .

If A is similar to B, then B is also similar to A, since B = SAS −1 .

(i) Consider the two matrices
   
1 0 1 0
A= , B= .
2 1 0 1

Are the matrices similar?

(ii) Consider the two matrices
   
1 0 0 1
C= , D= .
0 −1 1 0

Are the matrices similar?

(iii) Consider the two matrices
   
1 0 0 1
X= , Y = .
1 0 0 1

Are the two matrices normal? Are the matrices similar? Are the matrices
X ⊗ Y and Y ⊗ X similar?

Problem 49. (i) Consider the matrix

 √ 
1/2 1/2 1/ √2
R =  1/2√ 1/2√ −1/ 2  .
1/ 2 −1/ 2 0

Show that R−1 = R∗ = R. Use these properties and tr(R) to find all the
eigenvalues of R. Find the eigenvectors.
(ii) Let    
0 1 0 0 0 1
A1 =  1 0 0  , A2 =  0 0 1 .
0 0 1 1 1 0
Calculate RA1 R−1 and RA2 R−1 . Discuss.
 Miscellaneous 189

Problem 50. (i) Are the matrices

   
1 0 0 1
A= , B=
1 0 0 1
similar? Prove or disprove.
(ii) Are the matrices A ⊗ B and B ⊗ A similar? Prove or disprove.

Problem 51. (i) Find the conditions on the 2 × 2 matrices over C such
that
ABA = BAB .
Find solutions where AB 6= BA, i.e. [A, B] 6= 02 .
(ii) Find the conditions on the 2 × 2 matrices A and B such that
A⊗B⊗A=B⊗A⊗B.
Find solutions where AB 6= BA, i.e. [A, B] 6= 02 .

Problem 52. Is every invertible matrix normal? Prove or disprove.

Problem 53. Consider the Hilbert space Md (C) of d × d matrices with

scalar product hA, Bi := tr(AB ∗ ), A, B ∈ Md (C). Consider an orthogonal
basis of d2 d × d hermitian matrices B1 , B2 , . . . , Bd2 , i.e.
hBj , Bk i = tr(Bj Bk ) = dδjk
since Bk∗ = Bk for a hermitian matrix. Let M be a d × d hermitian matrix.
Let
mj = tr(Bj M ) j = 1, . . . , d2 .
Given mj and Bj (j = 1, . . . , d2 ). Find M .

Problem 54. Let A be an n × n matrix over R. Assume that A−1 exists.

Let u, v ∈ Rn , where u, v are considered as column vectors. (i) Show that
if
vT A−1 u = −1
then A + uvT is not invertible.
(ii) Assume that vT A−1 u 6= −1. Show that
A−1 uvT A−1
(A + uvT )−1 = A−1 − .
1 + vT A−1 u

Problem 55. Let σ1 , σ2 , σ3 be the Pauli spin matrices. Let

U (α, β, γ) = e−iασ3 /2 e−iβσ2 /2 e−iγσ3 /2
190 Problems and Solutions

where α, β, γ are the three Euler angles with the range 0 ≤ α < 2π,
0 ≤ β ≤ π and 0 ≤ γ < 2π. Show that
 −iα/2
cos(β/2)e−iγ/2 −e−iα/2 sin(β/2)eiγ/2

e
U (α, β, γ) = . (1)
e−iα/2 sin(β/2)e−iγ/2 eiα/2 cos(β/2)eiγ/2

Problem 56. Consider the Hilbert space H of the 2 × 2 matrices over

the complex numbers with the scalar product

hA, Bi := tr(AB ∗ ), A, B ∈ H .

Show that the rescaled Pauli matrices µj = √1 σj , j = 1, 2, 3

2
     
1 0 1 1 0 −i 1 1 0
µ1 = √ , µ2 = √ , µ3 = √
2 1 0 2 i 0 2 0 −1

plus the rescaled 2 × 2 identity matrix

 
1 1 0
µ0 = √
2 0 1

form an orthonormal basis in the Hilbert space H.

Problem 57. Can we find an invertible 2 × 2 matrix S over the real

numbers such that
   
0 1 1 0
S S −1 = ?
1 0 0 −1

Problem 58. Let A and B be n × n matrices over R. Assume that

A 6= B, A3 = B 3 and A2 B = B 2 A. Is A2 + B 2 invertible?

Problem 59. Let A, B be n × n matrices over C. Assume that A and

A + B are invertible. Show that

(A + B)−1 ≡ A−1 − A−1 B(A + B)−1 .

Apply the identity to A = σx , B = σz .

Problem 60. Let A be an n × n matrix over R and let u be an n-vector

in Rn (column vector) with u 6= u. In numerical linear algebra we often
have to compute
2uuT
 
In − T (1)
u u
 Miscellaneous 191

where In is the n × n identity matrix. Naively we would form the matrix

(In − 2uuT /uT u) from the vector u and then form the matrix product
explicitly with A. This would require O(m3 ) flops. Provide a faster com-
putation for expression (1).

Problem 61. Let z ∈ C. Construct all 2 × 2 matrices A and B over C

such that
exp(zA)B exp(−zA) = e−z B .

Problem 62. Let fjk : R → R be analytic functions, where j, k = 1, 2.

Find the differential equations for fjk such that
        
f11 () f12 () d f11 () f12 () d f11 () f12 () f11 () f12 ()
= .
f21 () f22 () d f21 () f22 () d f21 () f22 () f21 () f22 ()

Problem 63. Consider the matrices

  Z t
cos(t) − sin(t)
A(t) = , B(t) = A(s)ds .
sin(t) cos(t) 0

Find the commutator [A(t), B(t)]. Discuss. What is the condition such
that [A(t), B(t)] = 02 .

Problem 64. Find all 2 × 2 matrices A1 , A2 , A3 such that

A1 A2 = A2 A3 , A3 A1 = A2 A3 .

Problem 65. Let A be an n × n normal matrix with pairwise different

eigenvalues. Are the matrices
n
Y A − λk In
Pj =
λj − λk
k=1,j6=k

projection matrices?

Problem 66. Let n ≥ 2 and ω = exp(2πi/n). Consider the diagonal and

permutation matrices, respectively
1 0 0 ... 0 0 1 0 ... 0
   
0 ω 0 ... 0  0 0 1 ... 0
0 0 ω2 . . . 0  , P =  ... ... ... .. 
  
D= . . ..
 .. .. .
.. .
.. 
 
0 0 0 ... 1
n−1
0 0 0 ... ω 1 0 0 ... 0
192 Problems and Solutions

(i) Show that Dn = P n = In .

(ii) Show that the set of matrices

{ Dj P k : j, k = 0, 1, 2, . . . , n − 1 }

form a basis of the vector space of n × n matrices.

(iii) Show that

P D = ωDP, P j Dk = ω jk Dk P j .

(iv) Find the matrix

X = ζP + ζ −1 P −1 + ηD + η −1 D−1

and calculate the eigenvalues.

Problem 67. Let z ∈ C. Consider the 2 × 2 matrices

       
1 z 1 z z 1 z 1
A= , B= , C= , D= .
z 1 z −1 1 z −1 z

Find the condition on z such that A, B, C, D are invertible.

Problem 68. Let φ : R → R be an analytic functions. Consider the

matrices
   
eiφ(t) 1 1 eiφ(t)
A(t) = , B(t) = .
1 eidφ(t)/dt eidφ(t)/dt 1

(i) Find the differential equation for φ from the condition

tr(AB) = 0 .

(ii) Find the differential equation for φ from the condition

det(AB) = 0 .

Problem 69. How many 3×3 binary matrices can one form which contain
three 1’s? Write down these matrices. Which of them are invertible?

Problem 70. Let s = 1/2, 1, 3/2, 2, . . . be the spin. Let n = 2s + 1, i.e.

for s = 1/2 we have n = 2, for s = 1 we have n = 3 etc. Consider the n × n
matrix Vs = (Vjk ) with

Vjk = exp(c(s − j + 1)(s − k + 1))

 Miscellaneous 193

where j, k = 1, 2, . . . , n and c is a positive constant.

(i) Let s = 1/2, i.e. n = 2. Let
 
1 1 1
R1/2 = √ .
2 1 −1
−1
Find R1/2 V1/2 R1/2 .
(ii) Let s be positive integer with n = 2s + 1 and the n × n matrix
 
1 1
.. .

 . .. 

1 √0 1
 
1 
 
Rs = √  0 2 0


2
 1 0 −1



. . . .

 . . 
1 −1

Find Rs Vs Rs .
(iii) Let s be 1/2, 3/2, . . . with n = 2s + 1 and the n × n matrix
 
1 1
.. .

 . .. 

1 
1 1

Rs = √  .

2 1 −1 

. . .. 
 . . 
1 −1

Find Rs Vs Rs .

Problem 71. Let A be an n × n matrix over C. Consider the Taylor

series
1 1 2 1·3 3
(In + A)1/2 = In + A − A + A − ···
2 2·4 2·4·6
and
1 1·3 2 1·3·5 3
(In + A)−1/2 = In − A + A − A + ···
2 2·4 2·4·6
What is the condition (the norm) on A such that the Taylor series exist?
Can it be applied to the matrix
 
1 1
A= ?
1 1

Note that for n = 1 we have the condition −1 < A ≤ +1.

194 Problems and Solutions

Problem 72. Let A be a normal matrix with eigenvalues λ1 , . . . , λn and

pairwise orthonormal eigenvectors aj (column vectors), i.e. a∗j ak = δjk .
Then we can write A as (spectral decomposition)
n
X
A= λj aj a∗j .
j=1

Analogously for a normal matrix B we have

n
X
B= µk bk b∗k .
k=1

(i) Find the condition on λj , aj and µk , bk such that tr(AB ∗ ) = 0, i.e. the
two matrices are orthogonal to each other.
(ii) Find the condition on λj , aj and µk , bk such that [A, B] = 0n , i.e. the
the commutator of the matrices vanishes.

Problem 73. Let A be a normal matrix with eigenvalues λ1 , . . . , λn and

pairwise orthonormal eigenvectors aj (column vectors), i.e. a∗j ak = δjk .
Then we can write A as (spectral decomposition)
n
X
A= λj aj a∗j .
j=1

Analogously for a normal matrix B we have

n
X
B= µk bk b∗k .
k=1

Let z ∈ C. Use the spectral decomposition to calculate

ezA Be−zA .

Problem 74. Let U be an n × n unitary matrix. Let H = U + U ∗ .

Calculate
exp(zH) .

Problem 75. Consider the Bell matrix

1 0 0 1
 
1 0 1 1 0 
B=√  .
2 0 1 −1 0
1 0 0 −1
 Miscellaneous 195

(i) Find all matrices A such that BAB ∗ = A.

(ii) Find all matrices A such that BAB ∗ is a diagonal matrix.

Problem 76. Consider the invertible 2 × 2 matrix

 
cos(x) sin(x)
A(θ) = .
− sin(x) cos(x)

Show that
d(ln(det(A))) = tr(A−1 dA)
where d denotes the exterior derivative.

Problem 77. Let n ≥ 2. An invertible integer matrix, A ∈ GLn (Z),

generates a toral automorphism f : Tn → Tn via the formula

f ◦ π = π ◦ A, π : Rn → Tn := Rn /Zn .

The set of fixed points of f is given by

#Fix(f ) := { x∗ ∈ Tn : f (x∗ ) = x∗ }

Now we have: if det(In − A) 6= 0, then

#Fix(f ) = | det(In − A)| .

Let n = 2 and  
2 1
A= .
1 1
Show that det(I2 − A) 6= 0 and find #Fix(f ).

Problem 78. Consider the Hamilton operator

Ĥ = ~ωσ 1 · σ 2 ≡ ~ω(σx ⊗ σx + σy ⊗ σy + σz ⊗ σz ) .

Find the eigenvalues and normalized eigenvectors of Ĥ.

Problem 79. Consider the symmetric matrix over R

 
2 1 −1
A= 1 1 0 .
−1 0 1

Find a invertible matrix B such that B −1 AB is a diagonal matrix.

196 Problems and Solutions

Problem 80. Let V1 be a hermitian n × n matrix. Let V2 be a positive

semidefinite n × n matrix. Let k be a positive integer. Show that
tr((V2 V1 )k )
1/2 1/2
can be written as tr(V k ), where V := V2 V1 V2 .

Problem 81. Can one find a 2 × 2 unitary matrix such that

   
−1 0 −1 0 −1
U U = .
0 1 −1 0

Problem 82. Let σ1 , σ2 , σ3 be the Pauli spin matrices. Consider the

4 × 4 gamma matrices
     
02 σ1 02 σ2 02 σ3
γ1 = , γ2 = , γ3 =
−σ1 02 −σ2 02 −σ3 02
and  
I2 02
γ0 = .
02 −I2
Find γ1 γ2 γ3 γ0 and tr(γ1 γ2 γ3 γ0 ).

Problem 83. Let j be a positive integer. Let A, B be n × n matrices

over R. Calculate
1
lim ((A + B)j − Aj ) .
→0 
Calculate
d
tr(A + B)j =0 .
d

Problem 84. Let σ1 , σ2 , σ3 be the Pauli spin matrices. Let A, B be two

arbitrary 2 × 2 matrices. Is
3   
1 X 1 1
tr(AB) ≡ tr(σj A) tr(σj B) ?
2 j=1
2 2

Problem 85. In the following we count from (0, 0) to (n − 1, n − 1) for

n × n matrices. Let ω := exp(2πi/n). Consider the n × n matrices
0 1 0 ... 0
 
1
 
0 0 1 ... 0
. . . ω
. . ..
  
H= . .
, G= .. .
0
  . 
1 
n−1
ω
1 0 0
 Miscellaneous 197

Then H n = Gn = In , HH ∗ = GG∗ = In , HG = ωGH. Let U be the

unitary matrix
1
U = √ (ω jk )
n
where j, k = 0, 1, . . . , n − 1. Show that
U HU −1 = G .

Problem 86. The standard simplex ∆n is defined by the set in Rn

n
X
∆n := { (x1 , . . . , xn )T : xj ≥ 0, xj = 1 }
j=1

Consider n affinely independent points B1 , . . . , Bn ∈ ∆n . They span an

(n − 1)-simplex denoted by Λ = Con(B1 , . . . , Bn ), that is
n
X
Λ = Con(B1 , . . . , Bn ) = { λ1 B1 +· · ·+λn Bn : λj = 1, λ1 , . . . , λn ≥ 0 } .
j=1

The set corresponds to an invertible n×n matrix whose columns are B1 , . . . ,

Bn . Conversely, consider the matrix C = (bjk ), where Ck = (b1k , . . . , bnk )T
(k = 1, . . . , n). If det(C) 6= 0 and the sum of the entries in each column is
1, then the matrix C corresponds to an (n − 1)-simplex Con(B1 , . . . , Bn ) in
∆n . Let C1 and C2 be n × n matrices with nonegative entries and all the
columns of each matrix add up to 1. Show that C1 C2 and C2 C1 are also
such matrices. Are the n2 × n2 matrices C1 ⊗ C2 , C2 ⊗ C1 such matrices?

Problem 87. (i) Consider the analytic function f : R2 → R2

f1 (x1 , x2 ) = sinh(x2 ), f2 (x1 , x2 ) = sinh(x1 ) .
Show that this function admits the (only) fixed point (0, 0). Find the
functional matrix at the fixed point
 
∂f1 /∂x1 ∂f1 /∂x2
.
∂f2 /∂x1 ∂f2 /∂x2 (0,0)

(ii) Consider the analytic function g : R2 → R2

g1 (x1 , x2 ) = sinh(x1 ), g2 (x1 , x2 ) = − sinh(x2 ) .
Show that this function admits the (only) fixed point (0, 0). Find the
functional matrix at the fixed point
 
∂g1 /∂x1 ∂g1 /∂x2
.
∂g2 /∂x1 ∂g2 /∂x2 (0,0)
198 Problems and Solutions

(iii) Multiply the two matrices found in (i) and (ii).

(iv) Find the composite function h : R2 → R2

h(x) = (f ◦ g)(x) = f (g(x)) .

Show that this function also admits the fixed point (0, 0). Find the func-
tional matrix at this fixed point
 
∂h1 /∂x1 ∂h1 /∂x2
.
∂h2 /∂x1 ∂h2 /∂x2 (0,0)

Compare this matrix with the matrix found in (iii).

Problem 88. Is the matrix

1
U = √ (I2 ⊗ I2 ⊗ I2 + iσ1 ⊗ σ1 ⊗ σ1 + iσ3 ⊗ σ3 ⊗ σ3
3
unitary?

Problem 89. Consider the matrices

   
0 1 0 i
A0 = , B0 = .
−1 0 i 0

Let n = 0, 1, 2, . . .. Study the sequence of matrices

An+1 = An Bn , Bn+1 = An .

Discuss. Is the sequence of matrices periodic?

Problem 90. Let S, T be n × n matrices over C with

S 2 = In , (T S)2 = In .

Show that
ST S −1 = T −1 , ST −1 S = T .

Problem 91. Consider the alphabet Σ = {U, V, W }, axiom: ω = U and

the set of production rules

U 7→ U V W, V 7→ U V, W 7→ U .

(i) Apply it to U = σ1 , V = σ2 , W = σ3 and matrix multiplication. Is the

sequence periodic?
(ii) Apply it to U = σ1 , V = σ2 , W = σ3 and the Kronecker product.
 Miscellaneous 199

Problem 92. (i) Consider the 2 × 2 matrix

 
cos(ωt) sin(ωt)
V (t) = .
− sin(ωt) cos(ωt)

Calculate dV (t)/dt and then find the commutator [dV (t)/dt, V (t)].
(ii) Let V (t) be a 2 × 2 matrix where all the entries are smooth functions
of t. Calculate dV (t)/dt and then find the conditions on the entries such
that [dV (t)/dt, V (t)] = 02 .

Problem 93. Let fj (x1 , x2 ) (j = 1, 2, 3) be realvalued smooth functions.

Consider the matrix
 
f3 −if2 + f1
N (x1 , x2 ) = f1 σ1 + f2 σ2 + σ3 ≡ .
if2 + f1 −f3

Find dN , N ∗ . Then calculate d(N ∗ dN ). Find the conditions of f1 , f2 , f3

such that
d(N ∗ dN ) = 02
where 02 is the 2 × 2 zero matrix.

Problem 94. (i) Find all invertible 2 × 2 matrices over R such that
   
0 1 0 0
T T −1 = .
0 0 1 0

(ii) Do these matrices form a group?

Problem 95. (i) Let A, B be n × n matrices over C. Assume that the

inverse of A and A + B exists. Show that

(A + B)−1 ≡ A−1 − A−1 B(A + B)−1 .

Apply the identity to

   
1 1 0 1 0 1
A= √ , B=√ .
2 0 −1 2 1 0
200 Problems and Solutions
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Index

Associator, 179 Gaussian measure, 182

Golden ration, 56
Baker-Campbell-Hausdorff formula, Golden-Thompson-Symanzik inequal-
93 ity, 160
Binary matrices, 143 Gordan’s theorem, 17
Block form, 9
Brad group, 162 Hadamard matrix, 8, 128
Braid group, 165 Hadamard product, 125
Braid relation, 126, 164 Hamiltonian, 177
Braid-like relation, 163 Hankel matrix, 178
Heisenberg group, 157
Cartan matrix, 7 Hilbert-Schmidt norm, 30
Cauchy integral theorem, 99 Hyperdeterminant, 41
Cayley transform, 146 Hypermatrix, 41
Cayley-Hamilton theorem, 44, 91, 96,
104 Icosahedron, 58
Central difference scheme, 21 Idempotent, 37
Characteristic polynomial, 97, 108
Chevalley basis, 150 Jacobi method, 139
Commutator, 157 Jacobian, 100
Conformal transformation, 11 Jacobian matrix, 100
Cross-ratio, 11 Jordan algebra, 84
Jordan identity, 182
Daubechies wavelet, 176
Double angle formula, 140 Klein’s inequality, 160

Entire function, 104 Lagrane identity, 12

Equivalence relation, 20 Lagrange interpolation, 95
Euler angles, 86, 190 Laplace equation, 21
Exterior product, 29 Laplace transform, 97, 108
Laplacian, 124
Farkas’ theorem, 17 Legendre polynomials, 31
Floquet theory, 113 Levi-Civita symbol, 35
Fock space, 182 Lieb inequality, 160
Fourier transform, 98 Logarithmic norm, 119

206
Index 207

Moller wave operators, 135 Trotter formula, 92

Monge-Ampere determinant, 33 truncated Bose annihilation opera-
Monodromy matrix, 113 tor, 79
type-II matrix, 128
Newton interpolation, 95
Nilpotent, 5, 44 Universal enveloping algebra, 150
Normal, 6, 11
Normal matrix, 6

One-sided Jones pair, 126, 164

Padé approximation, 118, 139

Pascal matrix, 53
Pauli spin matrix, 91
Pencil, 50
Pfaffian, 31
Polar decomposition, 86
Potts model, 55
Potts quantum chain, 135
Power method, 141

Quotient space, 20

Reproducing kernel, 182

Resolvent, 56, 97, 108
Resolvent equation, 56
Resultant, 178
Rotation matrix, 86

Schur decomposition, 117

Schur invertible, 127
Similar, 9, 188
Spectral theorem, 57
Spin-1, 186
Splitting, 138
Standard simplex, 197
Symplectic, 177
Symplectic matrix, 62

Ternary commutator, 81
Ternutator, 81
Tetrahedron, 14, 24, 40
Three-body problem, 20
Trace norm, 30
Triangle, 24