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Imc Linear Algebra

The document is a training guide for IMC 2023 focused on linear algebra, authored by Robin Visser. It includes key definitions, theorems, and useful facts related to vector spaces, matrices, determinants, and orthogonality, along with a collection of practice problems to enhance understanding. The material is designed for individuals with a foundational knowledge of linear algebra, aiming to prepare them for competition.

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0% found this document useful (0 votes)
40 views11 pages

Imc Linear Algebra

The document is a training guide for IMC 2023 focused on linear algebra, authored by Robin Visser. It includes key definitions, theorems, and useful facts related to vector spaces, matrices, determinants, and orthogonality, along with a collection of practice problems to enhance understanding. The material is designed for individuals with a foundational knowledge of linear algebra, aiming to prepare them for competition.

Uploaded by

hGanieet
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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IMC 2023 Training - Linear Algebra

Robin Visser

25 January 2023

Below is a collection of some of the main definitions and theorems which I’ve found useful
for solving IMC linear algebra problems. Most of these problems require nothing more
than first year linear algebra and a bit of creativity!

1 Definitions
1.1 Vector spaces
(1.1.1) Let V be a vector space over F . A set of vectors {v1 , . . . , vn } ⊂ V is

(i) linearly independent if the only scalars α1 , . . . , αn ∈ F which satisfy

α1 v1 + · · · + αn vn = 0

are α1 = · · · = αn = 0.
(ii) spanning if, for all w ∈ V , there exist β1 , . . . , βn ∈ F such that

β1 v1 + · · · + βn vn = w.

(iii) a basis if its both linearly independent and spanning.

1.2 Orthogonality
(1.2.1) Let v, w ∈ Rn . We say v is orthogonal to w if their dot product v · w is 0, i.e. if
v = (a1 , . . . , an )T and w = (b1 , . . . , bn )T , then a1 b1 + · · · + an bn = 0.
More generally, for vectors v, w ∈ Cn , we say v and w are orthogonal if a1 b1 + · · · +
an bn = 0.

(1.2.2) Let X ⊂ Rn be a subspace. The orthogonal complement X ⊥ of X is the


subspace
X ⊥ := {y ∈ Rn | x · y = 0 ∀x ∈ X}.

1.3 Matrices
(1.3.1) An m × n matrix is a rectangular array of numbers
 
a11 a12 ··· a1n
 a21 a22 ... a2n 
A= . ..  .
 
.. ..
 .. . . . 
am1 am2 · · · amn

1
(1.3.2) The determinant of a square matrix A is
X
det(A) := sgn(σ)a1σ(1) a2σ(2) · · · anσ(n) .
σ∈Sn

e.g. if n = 2, then det(A) = a11 a22 − a12 a21 .

(1.3.3) The trace of a square matrix A is

tr(A) := a11 + a22 + · · · + ann .

(1.3.4) The characteristic polynomial of a square matrix A is pA (t) := det(tI − A).

(1.3.5) The eigenvectors of a square matrix A are non-zero vectors v such that Av = λv
for some scalar λ. The value λ is the eigenvalue associated with v.

(1.3.6) The minimal polynomial µA (t) of A is the unique monic polynomial of lowest
degree such that µA (A) = 0.

(1.3.7) The (column) rank of A is the maximal number of linearly independent columns
of A.

1.4 Types of matrices


(1.4.1) A matrix A = (aij ) is diagonal if aij = 0 for all i, j where i ̸= j.

(1.4.2) A matrix A is idempotent if A2 = A.

(1.4.3) A matrix A is nilpotent if Ak = 0 for some k ≥ 1.

(1.4.4) A matrix A is symmetric if A = AT .

(1.4.5) A matrix A is Hermitian if A = AT .

(1.4.6) A matrix A is normal if AAT = AT A.

(1.4.7) Two n × n matrices A, B are similar if there exists an invertible matrix P such
that A = P −1 BP

(1.4.8) A matrix A is diagonalisable (over F ) if there exists an invertible matrix P ∈


F n×n such that P −1 AP is diagonal.

(1.4.9) A set of matrices A1 , . . . , An are simultaneously diagonalisable if there exists


an invertible matrix P such that P −1 A1 P, . . . , P −1 An P are all diagonal.

(1.4.10) Let {v1 , . . . , vn } be n vectors in Rk (or Ck ). The Gram matrix of {v1 , . . . , vn } is


 
⟨v1 , v1 ⟩ ⟨v1 , v2 ⟩ . . . ⟨v1 , vn ⟩
 ⟨v2 , v1 ⟩ ⟨v2 , v2 ⟩ . . . ⟨v2 , vn ⟩ 
G({v1 , . . . , vn }) =  .
 
.. .. .. 
 .. . . . 
⟨vn , v1 ⟩ ⟨vn , v2 ⟩ . . . ⟨vn , vn ⟩

where ⟨vi , vj ⟩ is the usual inner product on Rk (or Ck ).

2
2 Useful facts
2.1 Bases
• Every vector space has a basis.

• All bases of V have the same cardinality. This is the dimension of V .

• Any linearly independent set can be extended to a basis.

• Any spanning set can be reduced to a basis.

• If V is a vector space of dimension n, then the following are equivalent for a set of
n vectors S = {v1 , . . . , vn }:

S is linearly independent ⇐⇒ S spans V ⇐⇒ S is a basis for V .

2.2 Orthogonality
• (Gram-Schmidt) Every vector space (with an inner product) has an orthonormal
basis.

• Any set of non-zero pairwise orthogonal vectors is a linearly independent set.

• Let X be subspace of Rn , then Rn = X ⊕ X ⊥ (namely, dim(X) + dim(X ⊥ ) = n)

2.3 Determinants
• Determinants are well-behaved with respect to row or column operations:

(i) Multiplying a row/column by c multiples the determinant by c.


(ii) Swapping two rows/columns multiples the determinant by −1.
(iii) Adding a scalar multiple of one row to another row does not change the deter-
minant.

• The determinant is homogeneous: det(cA) = cn det(A).

• The determinant is multiplicative: det(AB) = det(A)det(B).

• A matrix A is invertible if and only if det(A) ̸= 0.

• Transpositions: det(AT ) = det(A).

• If A has eigenvalues λ1 , . . . , λn (counted with multiplicity), then det(A) = λ1 λ2 · · · λn .

• If A is triangular, then det(A) = a11 a22 · · · ann .

• Determinants can be calculated recursively: Let Mi,j be the determinant of the


(n − 1) × (n − 1) matrix that is formed by removing the ith row and jth column
from A. Then

det(A) = (−1)i+1 ai1 Mi1 + (−1)i+2 ai2 Mi2 + · · · + (−1)i+n ain Min

for any i = 1, . . . , n.

3
2.4 Trace
• The trace is linear: tr(A + B) = tr(A) + tr(B) and tr(cA) = c tr(A)

• The trace is cyclic: tr(AB) = tr(BA)

• Transpositions: tr(A) = tr(AT )

• If A has eigenvalues λ1 , . . . , λn (counted with multiplicity), then tr(A) = λ1 + λ2 +


· · · + λn .

• More generally, tr(Ak ) = λk1 + λk2 + · · · + λkn (counted with multiplicity).

2.5 Rank
• The column rank of a matrix equals its row rank.

• An square n × n matrix A is invertible if and only if rank(A) = n.

• Decomposition: rank(A) is the smallest k such that there exists an m × k matrix C,


and an k × n matrix R such that A = CR.

• Largest minor: rank(A) is the largest k such that there is a k × k submatrix of A


with non-zero determinant.

• Number of non-zero eigenvalues of A is at most rank(A).

• Row operations do not change the rank.

• The rank is sub-additive: rank(A + B) ≤ rank(A) + rank(B).

2.6 Diagonalisation
• A matrix is diagonalisable over F if and only if its minimal polynomial is a product
of distinct linear factors over F .

• An n × n matrix is diagonalisable over F if and only if it has n linearly independent


eigenvectors (in F n ).

• An n × n matrix A is diagonalisable over F if it has n distinct eigenvalues in F (but


converse not true!)

• Any real symmetric matrix is diagonalisable (over R).

• The only nilpotent diagonalisable matrix is the zero matrix.

• A set of diagonalisable matrices commutes if and only if the set is simultaneously


diagonalisable.

2.7 Cayley-Hamilton Theorem


• Let A be an n × n matrix with characteristic polynomial p(x) := det(xI − A). Then
p(A) = 0. (i.e. the minimal polynomial divides the characteristic polynomial).

4
2.8 Gram matrices
• Any Gram matrix is positive semidefinite (i.e. Hermitian with nonnegative eigen-
values)

• Vectors {v1 , . . . , vn } are linearly independent if and only if Gram determinant is


non-zero.

• Rank of Gram matrix equals the rank of the k × n matrix formed by {v1 , . . . , vn }.

2.9 Miscellaneous
• Any eigenvalue λi of a matrix A is a root of both the characteristic polynomial pA (t)
and the minimal polynomial µA (t).

• For any two square matrices A, B, we have pAB (t) = pBA (t) (but could have
µAB (t) ̸= µBA (t)!)

• Any real symmetric matrix (or Hermitian matrix) has all real eigenvalues.

• A matrix is nilpotent if and only if all its eigenvalues are 0.

• For any idempotent matrix A, tr(A) = rank(A).

5
3 IMC Practice Problems
Below are a list of 59 IMC linear algebra problems, given (very roughly) in order of
difficulty. This should hopefully keep you busy until the competition in August :). Feel
free to drop me an email if you’re stuck and would like a hint!

1. Let A and B be n×n real matrices such that AB+A+B = 0. Prove that AB = BA.
2. Let A and B be real symmetric matrices with all eigenvalues strictly greater than 1.
Let λ be a real eigenvalue of matrix AB. Prove that |λ| > 1.
3. Let V be a 10-dimensional real vector space and U1 and U2 two linear subspaces
such that U1 ⊆ U2 , dimR U1 = 3 and dimR U2 = 6. Let E be the set of all linear
maps T : V → V which have U1 and U2 as invariant subspaces (i.e. T (U1 ) ⊆ U1 and
T (U2 ) ⊆ U2 ). Calculate the dimension of E as a real vector space.
4. Determine all pairs (a, b) of real numbers for which there exists a unique symmetric
2 × 2 matrix M with real entries satisfying trace(M ) = a and det(M ) = b.
5. For any integer n ≥ 2 and two n × n matrices with real entries A, B that satisfy
the equation A−1 + B −1 = (A + B)−1 prove that det(A) = det(B). Does the same
conclusion follow for matrices with complex entries?
6. (a) Show that for any m ∈ N there exists a real m × m matrix A such that A3 =
A + I, where I is the m × m identity matrix.
(b) Show that detA > 0 for every real m × m matrix satisfying A3 = A + I.
7. Let A be the n × n matrix, whose (i, j)-th entry is i + j for all i, j = 1, 2, . . . , n.
What is the rank of A?
8. Let n be a positive integer. Consider an n×n matrix with entries 1, 2, . . . , n2 written
in order starting top left and moving along each row in turn left-to-right. We choose
n entries of the matrix such that exactly one entry is chosen in each row and each
column. What are the possible values of the sum of the selected entries?
9. Determine all complex numbers λ for which there exist a positive integer n and a
real n × n matrix A such that A2 = AT and λ is an eigenvalue of A.
10. Let A be a real n × n matrix such that A3 = 0.
(a) Prove that there is a unique real n × n matrix X that satisfies the equation
X + AX + XA2 = A.
(b) Express X in terms of A.
11. (a) Let A be a n×n, n ≥ 2, symmetric invertible matrix with real positive elements.
Show that zn ≤ n2 − 2n, where zn is the number of zero elements in A−1 .
(b) How many zero elements are there in the inverse of the n × n matrix
 
1 1 1 1 ... 1
1 2 2 2 . . . 2 
 
1 2 1 1 . . . 1 
 
A= 1 2 1 2 . . . 2 ?

. . . . . .
 .. .. .. .. . . .. 

 
..
1 2 1 2 ... .

6
12. Let V be a real vector space, and let f, f1 , f2 , . . . , fk be linear maps from V to R.
Suppose that f (x) = 0 whenever f1 (x) = f2 (x) = · · · = fk (x) = 0. Prove that f is a
linear combination of f1 , f2 , . . . , fk .

13. Let X be a nonsingular matrix with columns X1 , X2 , . . . , Xn . Let Y be a matrix


with columns X2 , X3 , . . . , Xn , 0. Show that the matrices A = Y X −1 and B = X −1 Y
have rank n − 1 and have only 0’s for eigenvalues.

14. Let A be a 3 × 3 real matrix such that the vectors Au and u are orthogonal for each
column vector u ∈ R3 . Prove that:

(a) AT = −A, where AT denotes the transpose of A;


(b) there exists a vector v ∈ R3 such that Au = v × u for every u ∈ R3 , where v × u
denotes the vector product in R3 .

15. Let aj = a0 + jd for j = 0, . . . , n, where a0 , d are fixed real numbers. Put


 
a0 a1 a2 . . . a n
 a1 a0 a1 . . . an−1 
 
 a2 a1 a0 . . . an−2 
A= 
 .. .. .. .. .. 
. . . . . 
an an−1 an−2 . . . a0

Calculate det(A).

16. Compute the determinant of the n × n matrix A = [aij ],


(
(−1)|i−j| , if i ̸= j
aij =
2, if i = j.

17. Let A be a real 4 × 2 matrix and B be a real 2 × 4 matrix such that


 
1 0 −1 0
0 1 0 −1
AB = −1 0

1 0
0 −1 0 1

Find BA.

18. Let k be a positive integer. Find the smallest positive integer n for which there
exist k nonzero vectors v1 , . . . , vk in Rn such that for every pair i, j of indices with
|i − j| > 1 the vectors vi and vj are orthogonal.

19. Let A be a real n×n matrix and suppose that for every positive integer m there exists
a real symmetric matrix B such that 2021B = Am + B 2 . Prove that |detA| ≤ 1.

20. Let n be a positive integer. Find all n × n real matrices A with only real eigenvalues
satisfying
A + Ak = AT
for some integer k ≥ n.

21. Let n ≥ 2 be an integer. What is the minimal and maximal possible rank of an n × n
matrix whose n2 entries are precisely the numbers 1, 2, . . . , n2 ?

7
22. Let M be an invertible matrix of dimension 2n × 2n, represented in block form as
   
A B E F
M= and M −1 =
C D G H
Show that detM · detH = detA.
23. Let A and B be n × n real matrices such that rk(AB − BA + I) = 1. Prove that
1
trace(ABAB) − trace(A2 B 2 ) = n(n − 1).
2
24. A four-digit number Y EAR is called very good if the system
Y x + Ey + Az + Rw = Y
Rx + Y y + Ez + Aw = E
Ax + Ry + Y z + Ew = A
Ex + Ay + Rz + Y w = R
of linear equations in the variables x, y, z and w has at least two solutions. Find all
very good YEARs in the 21st century.
25. Let k and n be positive integers. A sequence (A1 , . . . , Ak ) of n × n real matrices is
preferred by Ivan the Confessor if A2i = 0 for 1 ≤ i ≤ k, but Ai Aj = 0 for 1 ≤ i, j ≤ k
with i ̸= j. Show that k ≤ n in all preferred sequences, and give an example of a
preferred sequence with k = n for each n.
26. Let A = (aij )ni,j=1 be a symmetric n×n matrix with real entries, and let λ1 , λ2 , . . . , λn
denote its eigenvalues. Show that
X X
aii ajj ≥ λi λj
1≤i<j≤n 1≤i<j≤n

and determine all matrices for which equality holds.


27. Let n be a fixed positive integer. Determine the smallest possible rank of an n × n
matrix that has zeros along the main diagonal and strictly positive real numbers off
the main diagonal.
28. Does there exist a real 3 × 3 matrix A such that tr(A) = 0 and A2 + AT = I?
29. Let A, B and C be real square matrices of the same size, and suppose that A is
invertible. Prove that if (A − B)C = BA−1 , then C(A − B) = A−1 B.
30. Let A1 , A2 , . . . , Ak be n × n idempotent complex matrices such that
Ai Aj = −Aj Ai for all i ̸= j.
Prove that at least one of the given matrices has rank ≤ nk .
31. Determine all rational numbers a for which the matrix
 
a −a −1 0
a −a 0 −1
 
1 0 a −a
0 1 a −a
is the square of a matrix with all rational entries.

8
32. Define the sequence A1 , A2 , . . . of matrices by the following recurrence:
   
0 1 An I2n
A1 = , An+1 = (n = 1, 2, . . . )
1 0 I2n An

where Im is the m × m identity matrix. Prove that An has n + 1 distinct integer


eigenvalues λ0 < λ1 < · · · < λn with multiplicities n0 , n1 , . . . , nn , respectively.

33. Let A, B ∈ Mn (C) be two n × n matrices such that

A2 B + BA2 = 2ABA.

Prove that there exists a positive integer k such that (AB − BA)k = 0.

34. Let n be a positive integer, and consider the matrix A = (aij )1≤i,j≤n , where
(
1 if i + j is a prime number,
aij =
0 otherwise.

Prove that |detA| = k 2 for some integer k.

35. Let n > 1 be an odd positive integer and A = (aij )i,j=1...n be the n × n matrix with

2 if i = j

aij = 1 if i − j ≡ ±2 (mod n)

0 otherwise

Find det(A).

36. Let A be an n × n-matrix with integer entries and b1 , . . . , bk be integers satisfying


detA = b1 · · · · · bk . Prove that there exist n × n-matrices B1 , . . . , Bk with integer
entries such that A = B1 · · · · · Bk and detBi = bi for all i = 1, . . . , k.

37. Let v0 be the zero vector in Rn and let v1 , v2 , . . . , vn+1 ∈ Rn be such that the
Euclidean norm |vi − vj | is rational for every 0 ≤ i, j ≤ n + 1. Prove that v1 , . . . , vn+1
are linearly dependent over the rationals.

38. In the linear space of all real n × n matrices, find the maximum possible dimension
of a linear subspace V such that

∀X, Y ∈ V trace(XY ) = 0

39. For n ≥ 1 let M be an n × n complex matrix with distinct eigenvalues λ1 , λ2 , . . . , λk


with multiplicities m1 , m2 , . . . , mk respectively. Consider the linear operator LM
defined by LM (X) = M X + XM T , for any complex n × n matrix X. Find its
eigenvalues and their multiplicities.

40. Let A be an n × n real matrix such that 3A3 = A2 + A + I. Show that the sequence
Ak converges to an idempotent matrix.

41. Let A be an n × n complex matrix such that A ̸= λI for all λ ∈ C. Prove that A is
similar to a matrix having at most one non-zero entry on the main diagonal.

9
42. Let A, B be square complex matrices of the same size such that

rank(AB − BA) = 1

Show that (AB − BA)2 = 0.

43. Let α ∈ R\{0} and suppose that F and G are linear maps (operators) from Rn into
R2 satisfying F ◦ G − G ◦ F = αF .

(a) Show that for all k ∈ N one has F k ◦ G − G ◦ F k = αkF k .


(b) Show that there exists k ≥ 1 such that F k = 0.

44. Let A be a n × n diagonal matrix with characteristic polynomial

(x − c1 )d1 (x − c2 )d2 . . . (x − ck )dk

where c1 , c2 , . . . , ck are distinct (which means that c1 appears d1 times on the diag-
onal, c2 appears d2 times on the diaognal, etc. and d1 + d2 + . . . dk = n).
Let V be the space of all n × n matrices B such that AB = BA. Prove that the
dimension of V is d21 + d22 + · · · + d2k .

45. Let n be a positive integer. At most how many distinct unit vectors can be selected
in Rn such that from any three of them, at least two are orthogonal?

46. Let A be a symmetric m × m matrix over the two-element field all of whose diagonal
entries are zero. Prove that for every positive integer n each column of the matrix
An has a zero entry.

47. Let A and B be real n × n matrices. Assume that there exist n + 1 different real
numbers t1 , t2 , . . . , tn+1 such that the matrices

Ci = A + ti B, i = 1, 2, . . . , n + 1

are nilpotent (i.e. Cin = 0). Show that both A and B are nilpotent.

48. The linear operator A on the vector space V is called an involution if A2 = E where
E is the identity operator on V . Let dimV = n < ∞.

(i) Prove that for every involution A on V there exists a basis of V consisting of
eigenvectors of A.
(ii) Find the maximal number of distinct pairwise commuting involutions on V .

49. Let A and B be real n × n matrices such that A2 + B 2 = AB. Prove that BA − AB
is an invertible matrix then n is divisible by 3.

50. Determine all positive integers n for which there exist n × n real invertible matrices
A and B that satisfy AB − BA = B 2 A.
2
51. (a) Let f : Mn → R be a linear map from the space Mn = Rn of real n × n
matrices to the reals. Prove that there exists a unique matrix C ∈ Mn such
that f (A) = tr(AC) for any A ∈ Mn .
(b) Suppose in addition to (a) that f (AB) = f (BA) for any A, B ∈ Mn . Prove
that there exists λ ∈ R such that f (A) = λ · tr(A).

10
52. An n × n complex matrix A is called t-normal if AAT = AT A where AT is the
transpose of A. For each n, determine the maximum dimension of a linear space of
complex n × n matrices consisting of t-normal matrices.

53. Let A be a n × n complex matrix whose eigenvalues have absolute value at most 1.
Prove that
n
∥An ∥ ≤ ∥A∥n−1 .
ln 2
pPn
(here ∥B∥ = sup∥x∥≤1 ∥Bx∥ for every n × n matrix B and ∥x∥ = 2
i=1 |xi | for
n
every complex vector x ∈ C .)

54. Let A be an n × n matrix with complex entries and suppose that n > 1. Prove that
−1
AA = In ⇐⇒ ∃S ∈ GLn (C) such that A = SS .

55. Determine whether there exist an odd positive integer n and n × n matrices A and
B with integer entries, that satisfy the following conditions:

(a) det(B) = 1;
(b) AB = BA;
(c) A4 + 4A2 B 2 + 16B 4 = 2019I.

56. For each positive integer k, find the smallest number nk for which there exist real
nk × nk matrices A1 , A2 , . . . , Ak such that all of the following conditions hold:

(1) A21 = A22 = · · · = A2k = 0,


(2) Ai Aj = Aj Ai for all 1 ≤ i, j ≤ k, and
(3) A1 A2 . . . Ak ̸= 0.

57. For an m × m real matrix A, eA is defined as ∞ 1 n


P
n=0 n! A . (The sum is convergent
for all matrices.) Prove or disprove, that for all real polynomials p and m × m real
matrices A and B, p(eAB ) is nilpotent if and only if p(eBA ) is nilpotent.

58. For n ≥ 0 define matrices An and Bn as follows: A0 = B0 = (1) and for every n > 0
   
An−1 An−1 An−1 An−1
An = and Bn = .
An−1 Bn−1 An−1 0

Denote the sum of all elements of a matrix M by S(M ). Prove that S(Ak−1
n ) =
S(An−1
k ) for every n, k ≥ 1.

59. Let Ai , Bi , Si (i = 1, 2, 3) be invertible real 2 × 2 matrices such that

(1) not all Ai have a common real eigenvector;


(2) Ai = Si−1 Bi Si for all i = 1, 2, 3;
 
1 0
(3) A1 A2 A3 = B1 B2 B3 = .
0 1

Prove that there is an invertible real 2 × 2 matrix S such that Ai = S −1 Bi S for all
i = 1, 2, 3.

11

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