National Taiwan University

Finance Department, College of Management

FIN2009 Management Mathematics

Quizzes 1 and 2
Fall Semester, Year 2023-2024

Name (Please Print):

Student ID:

Note:
1. Quizzes 1 and 2 each include 10 questions.
2. The time allowed for this examination paper is 2 hours for the two quizzes.
3. Please write your answer directly below each question.

Questions Marks Your marks

Total 20

1
 Quiz 1

For true-false questions, you need to justify briefly (either statements or

counter-example is accepted) if your answer is False.

1. (T/F) A linear system of 2 equations can have exactly 2 different solutions. (1 mark)

<Your answer>:
<A brief justification (in English or Chinese)>:

False.
It can have no solutions if the system is inconsistent, have infinite solutions if both
equations are equivalent, and exactly one solution otherwise.

2. (T/F) For any matrix A, B, and C, AB = AC implies B = C. (1 mark)

<Your answer>:
<A brief justification>:

False.
The equation holds when A is invertible.
1 2
A counterexample is A = 1 −1 , B =
1 2
,C= . It’s clear that AB = 0 =

AC but A ≠ C.

3. (T/F) Let B be the reduced row echelon form of A. A is singular if B contains at least
one row of all zeros. (1 mark)

<Your answer>:
<A brief justification>:

True.
Since A is not row equivalent to identity matrix, A is singular.

2
4. Solve the following linear system. (1 mark)
x1 + �2 − �3 = − 1
2x1 + 2�2 + �3 = 1
3x1 + 5�2 − 2�3 = − 1

<Solution>
The above linear system can be displayed in a matrix form like
1 1 −1 �1 −1
2 2 1 �2 = 1
3 5 −2 �3 −1
We can use Gaussian elimination to get an upper triangular matrix form augumented
1 1 −1 −1 −2�1 +�2 1 1 −1 −1
2 2 1 1 0 0 3 3
3 5 −2 −1 3 5 −2 −1
matrix,

−3�1 +�3 1 1 −1 −1 1
� , �3 1 1 −1 −1
0 0 3 3 0 2 1 2 . We can compute that
3 2

0 2 1 2 0 0 1 1
�3 =1
�3 = 1, 2�2 + �3 = 2 �2 = , �1 + �2 − �3 = − 1
1
2
1
�3 =1, �2 =2
�1 =−
1
2
.

−1
�1 2
�2 = 1
�3
Therefore, .
2
1

3
 4 −1 2 0
5. Find the reduced row echelon form (RREF) of 2 1 −1 −11 . (1 mark)
2 −2 1 3
<Solution>
4 −1 2 0 −2�2 +�3 4 −1 2 0
2 1 −1 −11 2 1 −1 −11
2 −2 1 3 0 −3 2 14

−�1 +2�2 4 −1 2 0 �2 +�3 4 −1 2 0 1

− �3 4 −1 2 0
0 3 −4 −22 0 3 −4 −22 0 3 −4 −22
2

0 −3 2 14 0 0 −2 −8 0 0 1 4

4�3 +�2 −2�3 +�1 4 −1 0 −8 1

� 4 −1 0 −8 �2 +�1 4 0 0 −10
0 3 0 −6 0 1 0 −2 0 1 0 −2
3 2

0 0 1 4 0 0 1 4 0 0 1 4

1 0 0 − 4 −1 2 0
5
1
�
2 1 −1 −11 .
4 1 2
0 1 0 −2 , which is the RREF of
0 0 1 4 2 −2 1 3

4
6. Determine the inverse of the following matrix. (1 mark)
1 −2 0
−2 5 0
4 7 1
<Solution>
Let the given matrix denoted by A. We consider the augmented matrix [A|I3].
1 −2 0 1 0 0 −2�1 +�2 1 −2 0 1 0 0
−2 5 0 0 1 0 0 1 0 2 1 0
4 7 1 0 0 1 4 7 1 0 0 1

−4�1 −15�2 +�3 1 −2 0 1 0 0 2�2 +�1 1 0 0 5 2 0

0 1 0 2 1 0 0 1 0 2 1 0 .
0 0 1 −34 −15 1 0 0 1 −34 −15 1

1 −2 0 5 2 0
−2 5 0 2 1 0 .
4 7 1 −34 −15 1
Thus, the inverse of is

5
 1 1 3 1 2 1 1 4
0 −1 2 0 5 −2 −1 3
7. Let A = ,B= ,C= . Compute (ABCT)-1.

(1 mark)

<Solution>

1 1
−1
1 1 3 1 2 1 1 12 −1
−1
−2 −1 =
0 −1 2 0 5 0 −1 22 11
4 3
1 5
34 10
−1
= = 14 77
−22 −11 −
1
−
17
, which is the inverse of (ABCT)-1.
7 77

1 −4
4 −7
8. Let A = . Compute p(A) = A3+7A2+15A+9I2 , where I2 is 2×2 identity

matrix. (Hint: p(A) = q(A)(A + I2))

(1 mark)

<Solution>

p(A) = (A2+6A+9I2)(A+I2). And note that A2+6A+9I2 = 0, so p(A) = 0.

6
9. Determine the value of a such that for any real numbers x, y, z, the linear system
1 0 3 � 0
0 3 � � = |�|
0 � 12 � 12
has no solutions. (1 mark)

<Solution>

1 0 3 �
0 3 � � . Au can be presented as the following linear
0 � 12 �
Let A = and u =

1 0 3 � � + 3� 0
0 3 � � = 3� + �� = |�| . Since � + 3� = 0, we
0 � 12 � �� + 12� 12
system:

have x = − 3z. For the second and the third row, we multiply the second row by − 3
�

− + 12 � = − + 12. If − + 12 ≠ 0,
�2 �� �2
3 3 3
and add to the third row. We get

then � has unique solution. We have to solve � for − + 12 = 0. It’s clear that
�2
3

� = ± 6. If � =− 6, − + 12 = 0 ≠ 24 =− + 12, then 0z = 24, which has

�2 ��
3 3

no solutions.

10.Show that for any invertible matrix A, A-1 is unique. (1 mark)

<Proof>
Suppose there are two matrices B and C are inverses of A. We have BA = CA = I.
Then BA - CA = (B – C)A = 0, which implies B – C = 0 and thus B = C.

7
 Quiz 2

For true-false questions, you need to justify briefly (either statements or

counter-example is accepted) if your answer is False.

1. (T/F) � is a function that maps from �� to �� . If � is linear, then

� � + 푐� = � � + 푐� � ,
where � and � are both in �� and 푐 is a scalar. (1 mark)

<Your answer>:
<A brief justification (in English or Chinese)>:
True.
Since T is linear, we know the following properties hold:
� � + � = � � + �(�), and � 푐� =c� �
Therefore, � � + 푐� = � � + � 푐� = � � + 푐� � .

2. (T/F) � is a function that maps from �� to �� . � is not linear if � � > 0

for all � in �� . (1 mark)

<Your answer>:
<A brief justification>:
True.
Since T is linear, we know the following properties hold:
� � + � = � � + �(�), and � 푐� =c� �
If 푐 = 0, � 푐� = 푐� � = 0. In this case, � � = 0, where � =
푐� = �. ⟹ Because 0 is not in the range of T, T cannot be a linear
transformation.

3. (T/F) The Cauchy-Schwartz inequality (|� ∙ �| ≤ � � ) is an equality only

when the given two vectors � and � point to the same direction. (1 mark)

<Your answer>:
<A brief justification>:
False.
The Cauchy-Schwartz inequality: |� ∙ �| = � � |cosθ| ≤ � � .
The equality holds when cosθ = 1. ⟹ θ = 0° or 180°. ⟹ � and �
point to the same or the opposite direction.
Consider two vectors, (1, 0) and (-1, 0), for which the equality holds.

8
However, they point to the opposite direction.

9
 1 3 4
4. Let � = 5 12 −2 , find det (�−1 ). (1 mark)
−7 8 2
<Solution>

Note that det 퐴 = det 퐴 det . We have det MM−1 =

det � det � . −1

Thus, det M−1 = det . There are several ways to compute det � , the
1
�

cofactor expansion (Laplace expansion) is used here. After some computation, we

have
det M = 40 − 3 ⋅ −4 + 4 ⋅ 124 = 548

So det M−1 = 548 .

1

10
5. Use the Cramer’s rule to compute the solutions of the system
�1 + �2 + 3�3 = 2
−3�1 + 4�2 + 7�3 = 1
�1 − 5�2 − 4�3 =− 4
(1 mark)

<Solution>
1 1 3
Let 퐴 = −3 4 7 . We have det 퐴 = 47.
1 −5 −4

2 1 3
Let 퐴1 = 1 4 7 . We have det (퐴1 ) = 47.
−4 −5 −4

1 2 3
Let 퐴2 = −3 1 7 . We have det (퐴2 ) = 47.
1 −4 −4

1 1 2
Let 퐴3 = −3 4 1 . We have det (퐴3 ) = 0.
1 −5 −4
By Cramer’s rule, the solution of the linear system is
det 퐴1 47 det 퐴2 47 det 퐴3 0
�1 = = = 1, �2 = = = 1, �3 = =
det 퐴 47 det 퐴 47 det 퐴 47
=0

11
6. Use the determinants to find out if the matrix is invertible.
3 0 0 4
0 6 1 6
0 −5 4 −2
(1 mark)
7 2 3 −3

<Solution>
By the cofactor expansion, the determinant of the given matrix is
6 1 6 0 6 1
3 ⋅ det −5 4 −2 − 4 ⋅ det 0 −5 4 = 3 ⋅ −193 − 4 ⋅ 168 ≠ 0
2 3 −3 7 2 3
Thus, the given matrix is invertible.

12
7. T is a linear transformation. Find the standard matrix of T.
T: R2→R2, T((1, − 2)T) = (1, 0)T and T((2, 3)T) = (0, 1)T (1 mark)

<Solution>

� is a linear transformation. ⟹ Let � � = 퐴�.

⟹퐴 1 = 1 and 퐴 2 = 0 ⟹ 퐴 is a 2 × 2 matrix. Let 퐴 =

−2 0 3 1
� � .
푐 �
� � 1 = 1 ⟹ a − 2b = 1 and c − 2d = 0.
푐 � −2 0
� � 2
= 0 ⟹ 2� + 3� = 0 and 2푐 + 3� = 1.
푐 � 3 1
We obtain
3 2 2 1
a= , � =− , 푐 = , � =
7 7 7 7

8. Compute the orthogonal projection of � = 5, − 2 on � = (12, 5) and the

vector component of u orthogonal to a. (1 mark)

<Solution>

� ⋅ � = 50, ||�||2 = 169.

projau = 169 12, 5 = ,

50 600 250
169 169
.

The vector component of u orthogonal to a is � − proja� = 5, − 2 −

, = ,−
600 250 245 588
169 169 169 169

13
9. Determine whether the transformation �: �2 → �3 as
� �1 , �2 = (0.5�1 + �2, �22 − �21 , �1 − �1 �2 )
is linear. (1 mark)

<Solution>
It’s clear that T is non-linear.
Consider the scalar multiplication.
� cx1, 푐�2 = (0.5푐�1 + 푐�2 , 푐2 �22 − 푐2 �21 , 푐�1 − 푐2 �1 �2 )
푐� �1 , �2 = c 0.5x1 + x2 , x22 − x21 , x1 − x1x2
= (0.5cx1 + cx2 , cx22 − cx21 , cx1 − cx1 x2 )
⟹ The second and the third terms won’t be the same if 푐2 ≠ 푐.
⟹ � cx1 , 푐�2 ≠ 푐� �1 , �2

10.Show that det AB = det A det(B) for any n×n matrices A and B. (The
statement “For any square matrix M and elementary matrix E, det(EM) =
det(E)det(M)” needs no proof.) (1 mark)

<Proof>
If 퐴 is not invertible, neither is 퐴 . In this case, det 퐴 = det 퐴 =
0. Therefore, det 퐴 = det 퐴 det .
If 퐴 is invertible, it must be row equivalent to ��. So, there exist a sequence
of elementary matrices, �1 , �2, …, �� such that 퐴 = �� …�2 �1�� =
�� …�2 �1 .
Therefore, we have:
o det 퐴 = det ����−1 …�2 �1 =
det (�� ) det ��−1 …�2 �1 =…=
det(�� )det(��−1 )…det(�2 )det(�1 )det( ) =
det(�� )det(��−1 )…det(�2�1 )det( ) = … =
det(�� ��−1 …�2�1 )det( ) = det(퐴)det( ).

14