Homework 2
Homework 2
Prove that the system of equations will have a solution for every choice of right-hand
side (c1 ; c2 ; :::; cm ) if and only if
(a) Prove that the system of equations must have either no solution, one solution, or
in…nitely many solutions.
(b) Prove that the system of equations will have at most one solution for every choice
of right-hand side (c1 ; c2 ; :::; cm ) if and only if
1
(c) Prove that the system of equations has one and only one solution for every choice
of right-hand side (c1 ; c2 ; :::; cm ) if and only if
The variables whose values are determined by the system of equations (1) are called
endogenous variables. On the other hand, the variables whose values are determined
outside of system (1) are called exogenous variables. The division of the n variables
into endogenous and exogenous variables will be successful only if, after choosing values
for the exogenous variables and plugging them into system (1), one can then uniquely
solve the system for the endogenous variables.
(d) Let x1 ; x2 ; :::; xk and xk+1 ; xk+2 ; :::; xn be a partition of the n variables in (1) into
endogenous and exogenous variables, respectively. Provide, with clear explana-
tions, the necessary and su¢ cient conditions so that there is, for each choice
of values x0k+1 ; x0k+2 ; :::; x0n for the exogenous variables, a unique set of values
x01 ; x02 ; :::; x0k for the endogenous variables which solves (1).
4. Let A be an m n matrix, and let c be a vector in Rm : Prove that exactly one of the
following two alternatives holds.
2
6. We have so far studied the Spectral Decomposition Theorem for symmetric matrices
with distinct eigenvalues. The theorem can be extended to accommodate non-distinct
eigenvalues as follows.
Question:
Let A be an n n symmetric matrix. Show that if 0 is an eigenvalue of A of
multiplicity k; then rank (A) = n k:
7. In this problem you will prove, using the method of induction, the following theorem:
In the following steps we will prove this theorem. The proof has two major ingredi-
3
ents: the principal of induction and the theory of partitioned matrices. First a brief
introduction to the theory of partitioned matrices.
Suppose that A and B are two m n matrices which are partitioned in the same way,
that is, ! !
A11 A12 A13 B11 B12 B13
A= and B =
A21 A22 A23 B21 B22 B23
where A11 and B11 have the same dimensions, A12 and B12 have the same dimensions,
and so on. Then A and B can be added as if the blocks are scalar entries:
!
A11 + B11 A12 + B12 A13 + B13
A+B = :
A21 + B21 A22 + B22 A23 + B23
Similarly, two partitioned matrices A and C can be multiplied, treating the blocks as
scalars, if the blocks are all of a size such that the matrix multiplication of blocks can
be done. For example, if
! !
A11 A12 B11 B12 B13
A= and B = ;
A21 A22 B21 B22 B23
then !
A11 B11 + A12 B21 A11 B12 + A12 B22 A11 B13 + A12 B23
AB =
A21 B11 + A22 B21 A21 B12 + A22 B22 A21 B13 + A22 B23
so long as the various matrix products Aij Bjk can be formed. For example, A11 must
have as many columns as B11 has rows, and so on.
4
Next we need two lemmas.
Now we proceed to prove the theorem by using induction on the size n of A: The result
is trivially true for 1 1 matrices. It is straightforward to verify the theorem (you do
not have to do it) directly for 2 2 symmetric matrices by completing the square in
the corresponding quadratic form on R2 :
! !
a b x1
f (x1 ; x2 ) = (x1 ; x2 ) = ax21 + 2bx1 x2 + cx22 :
b c x2
So we will suppose that the theorem is true for n n matrices and prove it to be true
for (n + 1) (n + 1) matrices.
(a) The inductive hypothesis is given, and assume that sign of jAr j is the same as ( 1)r ;
r = 1; 2; :::; n + 1.
5
(iii) Show that jAj = d jAn j ; and argue that d < 0:
!
x
(iv) Let X be an arbitrary (n + 1)-vector. Write X = ; where x is an n-
xn+1
vector.
Argue that X T BX = xT An x + d (xn+1 )2 < 0:
(v) Conclude that A is negative de…nite.
(b) The inductive hypothesis is given, and assume that A is negative de…nite. (Note that
A is (n + 1) (n + 1)).