R E - EXAM

Linear Algebra and Optimisation

Autumn 2023
IT University of Copenhagen

March 18, 2024

Instructions

• This is a 4 hour written exam with all written and printed aids allowed (A33)

• There are 8 problems and 4 pages.

• Each problem is divided into questions

• The point value of each problem and the distribution of points among questions is given explicitly.

• There is a total of 100 points to be earned.

• The problems are formulated in english and should be answered in english.

• Read each question completely before trying to solve it.

• Please order and number the pages before handing in.

• Solutions must be hand-written

• Access to aid in the form of books, own notes, e-books, also on laptops and iPads is permitted.

• Use of internet including email and social media is not permitted.

• Use of any other hardware or software such as MatLab or pocket calculators is not permitted

• Any form of communication between students or with the outside world is not permitted.

• Any use of AI technology is not permitted.

1
1 Systems of linear equations (15 points)

a) [10 points] Compute the set of solutions to the following system of linear equations.

3w − 3x + 15y + 6z = 9
2w + x + 7y + z = −9
2w + 8y + 4z = 0

For the next question consider the matrix

 
3 −3 15 6
A = 2 1 7 1
2 0 8 4

b) [5 points] Compute the rank and the dimensions of the row and column space of A. Give a basis for
the null space of A.

Solution

a) There is a solution for all real numbers s and t of the form

w = −4 − 4t x=t−3 y=t z=2

b) The rank is 3, and so are the dimensions of the column and row spaces. The null space has dimension
1 and is spanned by the vector
(−4, 1, 1, 0)
which therefore form a basis for the null space.

2 Eigenvectors (15 points)

Consider the matrix  
−2 1
A=
2 −3

a) [10 points] Compute the eigenvectors and eigenvalues for A.

Let xn and yn be defined as

   
xn n 0
=A
yn 3

b) [5 points] Give a closed formula for xn , i.e., an expression that does not involve matrix multiplication.

2
Solution

a) Eigenvalues are −1 and −4. The eigenvectors are any non-zero scalar multiples of (1, −2) (for −4)
and (1, 1) for −1.

b)
xn = (−1)n − (−4)n

3 Linear independence and coordinates (15 points)

Consider the following four matrices
       
1 −1 0 2 2 1 3 7
A= B= C= D=
2 −3 −1 3 0 −3 1 6

a) [8 points] Are A, B and C linearly independent as vectors in the vector space M2,2 of 2 × 2 matrices?
Argue for your answer.
Consider the subspace V = Span({A, B}) of M2,2 . You may take for granted that B ′ = {A, B} is
a basis for V , and do not have to prove that.

b) [7 points] Compute the coordinates of D relative to the basis B ′ for V .

Solution

a) Yes they are independent. The student should argue.

b) [D]B ′ = (3, 5)

4 Bases for vector spaces (8 points)

Let u = (1, 1, 2) and consider the set

V = {x ∈ R3 | x • u = 0}

You may take for granted that V is a subspace of R3 and do not have to prove that.

a) [8 points] Construct a basis for V .

Solution

a) {(−1, 1, 0), (−2, 0, 1)}

3
5 Matrices (7 points)
This problem asks you to find a matrix A such that the equation
   
b11 b12 b13 b11 b12 b13
A b21 b22 b23  = b21 − 2b31 b22 − 2b32 b23 − 2b33 
b31 b32 b33 b31 b32 b33

holds for any matrix  

b11 b12 b13
b21 b22 b23 
b31 b32 b33

a) [7 points] Construct a matrix A satisfying the above equation.

Solution

a)
 
1 0 0
A = 0 1 −2
0 0 1

6 Gradients (20 points)

2 y)
For this problem, consider the function f (x, y) = esin(x .

a) [7 points] Compute the gradient of f

√
Let T be the tangent plane to f at the point x = π, y = 2.

√
b) [7 points] For which value of z is the point (3 π, 4, z) on T ?

√ 
−1 √1

c) [6 points] Compute the directional derivative for f at the point ( π, 2) in the direction √ 2
, 2
.

Solution

2 y) 2 y)
a) ∇f (x, y) = (2xy cos(x2 y)esin(x , x2 cos(x2 y)esin(x ).

b) z = 10π + 1.
√
c) √1 (π − 4 π)
2

4
7 Optimisation (10 points)

a) [10 points] Use Lagrange multipliers to find the minima and maxima for the function f (x, y) = xy 2
under the constraint 4x2 + y 2 = 12

Solution

a) The maximal value is 1 and the minimal value is −1.

8 Double integrals (10 points)

Consider the function f (x, y) = xy and the area of the plane

D = {(x, y) | x ≥ 0, y ≥ 0, x + y 2 ≤ 1}

RR
a) [10 points] Compute the double integral D f (x, y)dA

Solution

1
a) 12 .