Chapter 1

Basic Operations

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Problem 1.1.1

Let e→1,e→2,e→3\overrightarrow {e}_{1}, \overrightarrow {e}_{2}, \overrightarrow {e}_{3} be the standard basis in R3\mathbb {R}^{3}

e→1=(100),e→2=(010),e→3=(001). \overrightarrow {e}_{1} = \begin{pmatrix} 1 \\ 0 \\ 0 \end{pmatrix}, \quad \overrightarrow {e}_{2} = \begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix}, \quad \overrightarrow {e}_{3} = \begin{pmatrix} 0 \\ 0 \\ 1 \end{pmatrix}.
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(i)

Consider the normalized vectors

a→=13(e→1+e→2+e→3),b→=13(−e→1−e→2+e→3), \overrightarrow {a} = \frac{1}{\sqrt{3}}(\overrightarrow {e}_{1}+\overrightarrow {e}_{2}+\overrightarrow {e}_{3}), \quad \overrightarrow {b} = \frac{1}{\sqrt{3}}(-\overrightarrow {e}_{1}-\overrightarrow {e}_{2}+\overrightarrow {e}_{3}), c→=13(−e→1+e→2−e→3),d→=13(e→1−e→2−e→3). \overrightarrow {c} = \frac{1}{\sqrt{3}}(-\overrightarrow {e}_{1}+\overrightarrow {e}_{2}-\overrightarrow {e}_{3}), \quad \overrightarrow {d} = \frac{1}{\sqrt{3}}(\overrightarrow {e}_{1}-\overrightarrow {e}_{2}-\overrightarrow {e}_{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 a→Tb→\overrightarrow {a}^{T}\overrightarrow {b}, b→Tc→\overrightarrow {b}^{T}\overrightarrow {c}, c→Td→\overrightarrow {c}^{T}\overrightarrow {d}, d→Ta→\overrightarrow {d}^{T}\overrightarrow {a}. Discuss.

Problem 1.1.2
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(i)

Consider the normalized vector v→\overrightarrow {v} in R3\mathbb {R}^{3} and the permutation matrix PP, respectively

v→=13(11−1),P=(010001100). \overrightarrow {v} = \frac{1}{\sqrt{3}} \begin{pmatrix} 1 \\ 1 \\ -1 \end{pmatrix}, \quad P = \begin{pmatrix} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 1 & 0 & 0 \end{pmatrix}.

Are the three vectors v→\overrightarrow {v}, Pv→P\overrightarrow {v}, P2v→P^{2}\overrightarrow {v} linearly independent?

(ii)

Consider the 4×44 \times 4 symmetric matrix AA and the vector b→\overrightarrow {b} in R4\mathbb {R}^{4}

A=(0100101001010010),b→=(1111). A = \begin{pmatrix} 0 & 1 & 0 & 0 \\ 1 & 0 & 1 & 0 \\ 0 & 1 & 0 & 1 \\ 0 & 0 & 1 & 0 \end{pmatrix}, \quad \overrightarrow {b} = \begin{pmatrix} 1 \\ 1 \\ 1 \\ 1 \end{pmatrix}.

Are the vectors b→\overrightarrow {b}, Ab→A\overrightarrow {b}, A2b→A^{2}\overrightarrow {b}, A3b→A^{3}\overrightarrow {b} in R4\mathbb {R}^{4} linearly independent? Show that the matrix AA is invertible. Look at the column vectors of the matrix AA

(0100),(1010),(0101),(0010). \begin{pmatrix} 0 \\ 1 \\ 0 \\ 0 \end{pmatrix}, \quad \begin{pmatrix} 1 \\ 0 \\ 1 \\ 0 \end{pmatrix}, \quad \begin{pmatrix} 0 \\ 1 \\ 0 \\ 1 \end{pmatrix}, \quad \begin{pmatrix} 0 \\ 0 \\ 1 \\ 0 \end{pmatrix}.

Find the inverse of AA.

Problem 1.1.3
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(i)

Consider the Hilbert space M2(R)M_{2}(\mathbb {R}) of the 2×22 \times 2 matrices over R\mathbb {R}. Show that the matrices

(1000),(1100),(1110),(1111) \begin{pmatrix} 1 & 0 \\ 0 & 0 \end{pmatrix}, \quad \begin{pmatrix} 1 & 1 \\ 0 & 0 \end{pmatrix}, \quad \begin{pmatrix} 1 & 1 \\ 1 & 0 \end{pmatrix}, \quad \begin{pmatrix} 1 & 1 \\ 1 & 1 \end{pmatrix}

are linearly independent.

(ii)

Use the Gram-Schmidt orthonormalization technique to find an orthonormal basis for M2(R)M_{2}(\mathbb {R}).

Problem 1.1.4

Consider the vector space of 2×22 \times 2 matrices over R\mathbb {R} and the matrices

A1=(1100),A2=(0101),A3=(0011),A4=(1010). A_{1} = \begin{pmatrix} 1 & 1 \\ 0 & 0 \end{pmatrix}, \quad A_{2} = \begin{pmatrix} 0 & 1 \\ 0 & 1 \end{pmatrix}, \quad A_{3} = \begin{pmatrix} 0 & 0 \\ 1 & 1 \end{pmatrix}, \quad A_{4} = \begin{pmatrix} 1 & 0 \\ 1 & 0 \end{pmatrix}.
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(i)

Are these four 2×22 \times 2 matrices linearly independent?

(ii)

An n×nn \times n matrix MM is called normal if MM∗=M∗MMM^{*} = M^{*}M. Which of the four matrices AjA_{j} (j=1,2,3,4j = 1,2,3,4) are normal matrices?

Problem 1.1.5

Let σ1,σ2,σ3\sigma_{1}, \sigma_{2}, \sigma_{3} be the Pauli spin matrices

σ1=(0110),σ2=(0−ii0),σ3=(100−1) \sigma _{1} = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}, \quad \sigma _{2} = \begin{pmatrix} 0 & -i \\ i & 0 \end{pmatrix}, \quad \sigma _{3} = \begin{pmatrix} 1 & 0 \\ 0 & -1 \end{pmatrix}

and σ0=I2\sigma_{0} = I_{2}. Consider the vector space of 2×22 \times 2 matrices over C\mathbb {C}.

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(i)

Show that the 2×22 \times 2 matrices

12I2,12σ1,12σ2,12σ3 \frac{1}{\sqrt{2}}I_{2}, \quad \frac{1}{\sqrt{2}}\sigma _{1}, \quad \frac{1}{\sqrt{2}}\sigma _{2}, \quad \frac{1}{\sqrt{2}}\sigma _{3}

are linearly independent.

(ii)

Show that any 2×22 \times 2 complex matrix has a unique representation of the form

a0I2+ia1σ1+ia2σ2+ia3σ3 a_{0}I_{2}+ia_{1}\sigma _{1}+ia_{2}\sigma _{2}+ia_{3}\sigma _{3}

for some a0,a1,a2,a3∈Ca_{0}, a_{1}, a_{2}, a_{3} \in \mathbb {C}.

Problem 1.1.6

Consider the normalized vector v→0=(100)T\overrightarrow {v}_{0} = \begin{pmatrix} 1 & 0 & 0 \end{pmatrix}^{T} in R3\mathbb {R}^{3}. Find three normalized vectors v→1,v→2,v→3\overrightarrow {v}_{1}, \overrightarrow {v}_{2}, \overrightarrow {v}_{3} such that

∑j=03v→j=0→,v→jTv→k=−13(j≠k). \sum _{j=0}^{3} \overrightarrow {v}_{j} = \overrightarrow {0}, \quad \overrightarrow {v}_{j}^{T}\overrightarrow {v}_{k} = -\frac{1}{3} \quad (j \neq k).
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Problem 1.1.7
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(i)

Find four normalized vectors v→1,v→2,v→3,v→4\overrightarrow {v}_{1}, \overrightarrow {v}_{2}, \overrightarrow {v}_{3}, \overrightarrow {v}_{4} in R3\mathbb {R}^{3} such that

v→jTv→k=43δjk−13={1for j=k−1/3for j≠k. \overrightarrow {v}_{j}^{T}\overrightarrow {v}_{k} = \frac{4}{3}\delta _{jk}-\frac{1}{3} = \begin{cases} 1 & \text{for } j = k \\ -1/3 & \text{for } j \neq k \end{cases}.
(ii)

Calculate the vector and the matrix, respectively

∑j=14v→j,34∑j=14v→jv→jT. \sum _{j=1}^{4} \overrightarrow {v}_{j}, \quad \frac{3}{4}\sum _{j=1}^{4} \overrightarrow {v}_{j}\overrightarrow {v}_{j}^{T}.
Problem 1.1.8

Find the set of all four (column) vectors u→1,u→2,v→1,v→2\overrightarrow {u}_{1}, \overrightarrow {u}_{2}, \overrightarrow {v}_{1}, \overrightarrow {v}_{2} in R2\mathbb {R}^{2} such that the following conditions are satisfied v→1Tu→2=0\overrightarrow {v}_{1}^{T}\overrightarrow {u}_{2} = 0, v→2Tu→1=0\overrightarrow {v}_{2}^{T}\overrightarrow {u}_{1} = 0, v→1Tu→1=1\overrightarrow {v}_{1}^{T}\overrightarrow {u}_{1} = 1, v→2Tu→2=1\overrightarrow {v}_{2}^{T}\overrightarrow {u}_{2} = 1.

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Problem 1.1.9

Consider the 2×22 \times 2 matrices

A=(a11a12a12a11),C=(0110) A = \begin{pmatrix} a_{11} & a_{12} \\ a_{12} & a_{11} \end{pmatrix}, \quad C = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}

where a11,a12∈Ra_{11}, a_{12} \in \mathbb {R}. Can the expression A3+3AC(A+C)+C3A^{3}+3AC(A+C)+C^{3} be simplified for computation?

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Problem 1.1.10

Let AA, BB be 2×22 \times 2 matrices. Let AB=02AB = 0_{2} and BA=02BA = 0_{2}. Can we conclude that at least one of the two matrices is the 2×22 \times 2 zero matrix? Prove or disprove.

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Problem 1.1.11

Let AA, CC be n×nn \times n matrices over R\mathbb {R}. Let x→\overrightarrow {x}, y→\overrightarrow {y}, b→\overrightarrow {b}, d→\overrightarrow {d} be column vectors in Rn\mathbb {R}^{n}. Write the system of equations (A+iC)(x→+iy→)=(b→+id→)(A+iC)(\overrightarrow {x}+i\overrightarrow {y}) = (\overrightarrow {b}+i\overrightarrow {d}) as a 2n×2n2n \times 2n set of real equations.

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Problem 1.1.12

Let AA, BB be n×nn \times n symmetric matrices over R\mathbb {R}, i.e. AT=AA^{T} = A, BT=BB^{T} = B. What is the condition on AA, BB such that ABAB is symmetric?

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Problem 1.1.13
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(i)

Compute the matrix product

(x1x2x3)(4−12−101210)(x1x2x3). \begin{pmatrix} x_{1} & x_{2} & x_{3} \end{pmatrix} \begin{pmatrix} 4 & -1 & 2 \\ -1 & 0 & 1 \\ 2 & 1 & 0 \end{pmatrix} \begin{pmatrix} x_{1} \\ x_{2} \\ x_{3} \end{pmatrix}.
(ii)

Write the quadratic polynomial 3x12−8x1x2+2x22+6x1x3−3x323x_{1}^{2}-8x_{1}x_{2}+2x_{2}^{2}+6x_{1}x_{3}-3x_{3}^{2} in matrix form.

Problem 1.1.14

An n×nn \times n matrix MM is called normal if MM∗=M∗MMM^{*} = M^{*}M. Let AA, BB be normal n×nn \times n matrices. Assume that AB∗=B∗AAB^{*} = B^{*}A, BA∗=A∗BBA^{*} = A^{*}B. Show that their sum A+BA+B is normal. Show that their product ABAB is normal.

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Problem 1.1.15

Let AA be an n×nn \times n normal matrix. Show that ker⁡(A)=ker⁡(A∗)\operatorname {ker}(A) = \operatorname {ker}(A^{*}), where ker⁡\operatorname {ker} denotes the kernel.

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Problem 1.1.16
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(i)

Let AA be an n×nn \times n hermitian matrix. Show that AmA^{m} is a hermitian matrix for all m∈Nm \in \mathbb {N}.

(ii)

Let BB be an n×nn \times n hermitian matrix. Is iBiB skew-hermitian?

Problem 1.1.17
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(i)

Let AA be an n×nn \times n matrix with A2=0nA^{2} = 0_{n}. Is the matrix In+AI_{n}+A invertible?

(ii)

Let BB be an n×nn \times n matrix with B3=0nB^{3} = 0_{n}. Show that In+BI_{n}+B has an inverse.

Problem 1.1.18

Let AA be an n×nn \times n matrix over R\mathbb {R}. Assume that A2=0nA^{2} = 0_{n}. Find the inverse of In+iAI_{n}+iA.

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Problem 1.1.19

Let AA, BB be n×nn \times n matrices and cc a constant. Assume that the inverses of (A−cIn)(A-cI_{n}) and (A+B−cIn)(A+B-cI_{n}) exist. Show that

(A−cIn)−1B(A+B−cIn)−1≡(A−cIn)−1−(A+B−cIn)−1. (A-cI_{n})^{-1}B(A+B-cI_{n})^{-1} \equiv (A-cI_{n})^{-1}-(A+B-cI_{n})^{-1}.
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Problem 1.1.20
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(i)

A 3×33 \times 3 matrix MM over R\mathbb {R} is orthogonal if and only if the columns of MM form an orthonormal basis in R3\mathbb {R}^{3}. Show that the matrix

(3/30−6/33/32/26/63/3−2/26/6) \begin{pmatrix} \sqrt{3}/3 & 0 & -\sqrt{6}/3 \\ \sqrt{3}/3 & \sqrt{2}/2 & \sqrt{6}/6 \\ \sqrt{3}/3 & -\sqrt{2}/2 & \sqrt{6}/6 \end{pmatrix}

is orthogonal.

(ii)

Represent the nonnormal 3×33 \times 3 matrix

A=(101020−10−1)(relative to the natural basis) A = \begin{pmatrix} 1 & 0 & 1 \\ 0 & 2 & 0 \\ -1 & 0 & -1 \end{pmatrix} \quad \text{(relative to the natural basis)}

relative to the orthonormal basis in R3\mathbb {R}^{3}

{12(101),  (010),  12(10−1)}. \left\{ \frac{1}{\sqrt{2}} \begin{pmatrix} 1 \\ 0 \\ 1 \end{pmatrix}, \; \begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix}, \; \frac{1}{\sqrt{2}} \begin{pmatrix} 1 \\ 0 \\ -1 \end{pmatrix}\right\} .
Problem 1.1.21

Consider the rotation matrix

R(θ)=(cos⁡(θ)−sin⁡(θ)sin⁡(θ)cos⁡(θ)). R(\theta ) = \begin{pmatrix} \cos (\theta ) & -\sin (\theta ) \\ \sin (\theta ) & \cos (\theta ) \end{pmatrix}.

Let nn be a positive integer. Calculate Rn(θ)R^{n}(\theta ).

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Problem 1.1.22
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(i)

Consider the 2×22 \times 2 matrix

A=(1α1β) A = \begin{pmatrix} 1 & \alpha \\ 1 & \beta \end{pmatrix}

where α,β∈R\alpha , \beta \in \mathbb {R}. Find the condition on α\alpha, β\beta such that the inverse matrix exists. Find the inverse in this case.

(ii)

Let t≠0t \neq 0 and s∈Rs \in \mathbb {R}. Find the inverse of the matrix

M=(ts01). M = \begin{pmatrix} t & s \\ 0 & 1 \end{pmatrix}.
Problem 1.1.23

Let

A=(0100−1000000100−10),B=(00100001−10000−100). A = \begin{pmatrix} 0 & 1 & 0 & 0 \\ -1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 1 \\ 0 & 0 & -1 & 0 \end{pmatrix}, \quad B = \begin{pmatrix} 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ -1 & 0 & 0 & 0 \\ 0 & -1 & 0 & 0 \end{pmatrix}.

Can one find a 4×44 \times 4 permutation matrix such that A=PBPTA = PBP^{T}?

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Problem 1.1.24
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(i)

Consider the 3×33 \times 3 permutation matrix

P=(010001100). P = \begin{pmatrix} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 1 & 0 & 0 \end{pmatrix}.

Find all 3×33 \times 3 matrices AA such that PAPT=APAP^{T} = A.

(ii)

Consider the 4×44 \times 4 permutation matrix

P=(0100001000011000). P = \begin{pmatrix} 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ 1 & 0 & 0 & 0 \end{pmatrix}.

Find all 4×44 \times 4 matrices AA such that PAPT=APAP^{T} = A.

Problem 1.1.25
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(i)

Let π\pi be a permutation on {1,2,…,n}\left\{ 1,2,\ldots ,n\right\}. The matrix PπP_{\pi } for which pi∗=eπ(i)∗p_{i*} = e_{\pi (i)*} is called the permutation matrix associated with π\pi, where pi∗p_{i*} is the ii-th row of PπP_{\pi } and eij=1e_{ij} = 1 if i=ji = j and 0 otherwise. Let n=4n = 4 and π=(3  2  4  1)\pi = (3\; 2\; 4\; 1). Find PπP_{\pi }.

(ii)

Find the corresponding permutation matrix for the permutation

(12343412). \begin{pmatrix} 1 & 2 & 3 & 4 \\ 3 & 4 & 1 & 2 \end{pmatrix}.
Problem 1.1.26
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(i)

Find an invertible 2n×2n2n \times 2n matrix TT such that

T−1(0nIn−In0n)T=(0n−InIn0n). T^{-1} \begin{pmatrix} 0_{n} & I_{n} \\ -I_{n} & 0_{n} \end{pmatrix} T = \begin{pmatrix} 0_{n} & -I_{n} \\ I_{n} & 0_{n} \end{pmatrix}.
(ii)

Show that the 2n×2n2n \times 2n matrix

R=12(InInIn−In) R = \frac{1}{\sqrt{2}} \begin{pmatrix} I_{n} & I_{n} \\ I_{n} & -I_{n} \end{pmatrix}

is invertible. Find the inverse.

Problem 1.1.27

Let MM be an 2n×2n2n \times 2n matrix with n≥1n \geq 1. Then MM can be written in block form

M=(ABCD) M = \begin{pmatrix} A & B \\ C & D \end{pmatrix}

where A,B,C,DA, B, C, D are n×nn \times n matrices. Assume that M−1M^{-1} exists and that the n×nn \times n matrix DD is also nonsingular. Find M−1M^{-1} using this condition.

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Problem 1.1.28
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(i)

Let AA be an m×nm \times n matrix with m≥nm \geq n. Assume that AA has rank nn. Show that there exists an m×nm \times n matrix BB such that the n×nn \times n matrix B∗AB^{*}A is nonsingular. The matrix BB can be chosen such that B∗A=InB^{*}A = I_{n}.

(ii)

An n2×nn^{2} \times n matrix JJ is called a selection matrix such that JTJ^{T} is the n×n2n \times n^{2} matrix

[E11  E22  …  Enn] [E_{11} \; E_{22} \; \ldots \; E_{nn}]

where EiiE_{ii} is the n×nn \times n matrix of zeros except for a 1 in the (i,i)(i,i)-th position. Find JJ for n=2n = 2 and calculate JTJJ^{T}J. Calculate JTJJ^{T}J for arbitrary nn.

Problem 1.1.29

Let AA be an arbitrary n×nn \times n matrix over R\mathbb {R}. Can we conclude that A2A^{2} is positive semidefinite?

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Problem 1.1.30

An n×nn \times n matrix Π\Pi is a projection matrix if Π∗=Π\Pi^{*} = \Pi, Π2=Π\Pi^{2} = \Pi.

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(i)

Let Π1\Pi_{1} and Π2\Pi_{2} be projection matrices. Is Π1+Π2\Pi_{1}+\Pi_{2} a projection matrix?

(ii)

Let Π1\Pi_{1} and Π2\Pi_{2} be projection matrices. Is Π1Π2\Pi_{1}\Pi_{2} a projection matrix?

(iii)

Let Π\Pi be a projection matrix. Is In−ΠI_{n}-\Pi a projection matrix? Calculate Π(In−Π)\Pi (I_{n}-\Pi ).

(iv)

Is

Π=13(111111111) \Pi = \frac{1}{3} \begin{pmatrix} 1 & 1 & 1 \\ 1 & 1 & 1 \\ 1 & 1 & 1 \end{pmatrix}

a projection matrix?

(v)

Let ϵ∈[0,1]\epsilon \in [0,1]. Show that the 2×22 \times 2 matrix

Π(ϵ)=(ϵϵ−ϵ2ϵ−ϵ21−ϵ) \Pi (\epsilon ) = \begin{pmatrix} \epsilon & \sqrt{\epsilon -\epsilon ^{2}} \\ \sqrt{\epsilon -\epsilon ^{2}} & 1-\epsilon \end{pmatrix}

is a projection matrix. What are the eigenvalues of Π(ϵ)\Pi (\epsilon )? Be clever.

Problem 1.1.31

Let m≥1m \geq 1 and N≥2N \geq 2. Assume that N>mN > m. Let XX be an N×mN \times m matrix over R\mathbb {R} such that X∗X=ImX^{*}X = I_{m}.

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(i)

We define Π:=XX∗\Pi := XX^{*}. Calculate Π2\Pi^{2}, Π∗\Pi^{*} and tr⁡(Π)\operatorname {tr}(\Pi ).

(ii)

Give an example for such a matrix XX, where m=1m = 1 and N=2N = 2.

Problem 1.1.32
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(i)

A square matrix AA is called idempotent if A2=AA^{2} = A. Find all 2×22 \times 2 matrices AA over the real numbers which are idempotent and aij≠0a_{ij} \neq 0 for i,j=1,2i,j = 1,2.

(ii)

Let AA, BB be n×nn \times n idempotent matrices. Show that A+BA+B are idempotent if and only if AB=BA=0nAB = BA = 0_{n}.

Problem 1.1.33

Let AA, BB be n×nn \times n matrices over C\mathbb {C}. Assume that A+BA+B is invertible. Show that

(A+B)−1A=In−(A+B)−1B,A(A+B)−1=In−B(A+B)−1. (A+B)^{-1}A = I_{n}-(A+B)^{-1}B, \quad A(A+B)^{-1} = I_{n}-B(A+B)^{-1}.
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Problem 1.1.34
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(i)

Find 2×22 \times 2 matrices AA over C\mathbb {C} such that A2=−I2A^{2} = -I_{2}, A∗=−AA^{*} = -A.

(ii)

Find 2×22 \times 2 matrices CC, DD such that CD=02CD = 0_{2} and DC≠02DC \neq 0_{2}.

Problem 1.1.35

Find the 2×22 \times 2 matrices FF and F′F' from the two equations

(0010)=12(F+iF′),(0100)=12(F−iF′). \begin{pmatrix} 0 & 0 \\ 1 & 0 \end{pmatrix} = \frac{1}{2}(F+iF'), \quad \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} = \frac{1}{2}(F-iF').

Find the anticommutator of FF and F′F', i.e. [F,F′]+≡FF′+F′F[F,F']_{+} \equiv FF'+F'F.

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Problem 1.1.36
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(i)

Find all 2×22 \times 2 matrices XX such that

X(0110)=(0110)X. X \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix} = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix} X.
(ii)

Impose the additional conditions such that tr⁡(X)=0\operatorname {tr}(X) = 0 and det⁡(X)=+1\operatorname {det}\left(X\right) = +1.

Problem 1.1.37

Let v→\overrightarrow {v} be a normalized (column) vector in Cn\mathbb {C}^{n}. Consider the n×nn \times n matrix

A=v→v→∗−12In. A = \overrightarrow {v}\overrightarrow {v}^{*}-\frac{1}{2}I_{n}.
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(i)

Find A∗A^{*} and AA∗AA^{*}.

(ii)

Is the matrix AA invertible?

Problem 1.1.38

Find all 2×22 \times 2 matrices

A=(a11a120a22) A = \begin{pmatrix} a_{11} & a_{12} \\ 0 & a_{22} \end{pmatrix}

over R\mathbb {R} with a12≠0a_{12} \neq 0 such that A2=I2A^{2} = I_{2}.

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Problem 1.1.39

Let z=x+iyz = x+iy with x,y∈Rx,y \in \mathbb {R} and thus zˉ=x−iy\bar{z} = x-iy. Consider the maps

x+iy↔(x−yyx)=A(x,y),1↔(10),i↔(01). x+iy \leftrightarrow \begin{pmatrix} x & -y \\ y & x \end{pmatrix} = A(x,y), \quad 1 \leftrightarrow \begin{pmatrix} 1 \\ 0 \end{pmatrix}, \quad i \leftrightarrow \begin{pmatrix} 0 \\ 1 \end{pmatrix}.
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(i)

Calculate z2z^{2} and A2(x,y)A^{2}(x,y). Discuss.

(ii)

Find the eigenvalues and normalized eigenvectors of A(x,y)A(x,y).

(iii)

Calculate A(x,y)⊗A(x,y)A(x,y) \otimes A(x,y) and find the eigenvalues and normalized eigenvectors.

Problem 1.1.40

Let A∈Cn×mA \in \mathbb {C}^{n \times m} with n≥mn \geq m and rank⁡(A)=m\operatorname {rank}(A) = m.

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(i)

Show that the matrix m×mm \times m matrix A∗AA^{*}A is invertible.

(ii)

We set Π=A(A∗A)−1A\Pi = A(A^{*}A)^{-1}A. Show that Π\Pi is a projection matrix, i.e. Π2=Π\Pi^{2} = \Pi and Π=Π∗\Pi = \Pi^{*}.

Problem 1.1.41

Let AA be an n×nn \times n hermitian matrix and Π\Pi be an n×nn \times n projection matrix. Then ΠAΠ\Pi A \Pi is again a hermitian matrix. Is this still true if AA is a normal matrix, i.e. AA∗=A∗AAA^{*} = A^{*}A?

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Problem 1.1.42

An n×nn \times n matrix CC of the form

C=(c0cn−1…c2c1c1c0cn−1c2⋮c1c0⋮cn−2⋱⋱cn−1cn−1cn−2c1c0) C = \begin{pmatrix} c_{0} & c_{n-1} & \ldots & c_{2} & c_{1} \\ c_{1} & c_{0} & c_{n-1} & & c_{2} \\ \vdots & c_{1} & c_{0} & & \vdots \\ c_{n-2} & & \ddots & \ddots & c_{n-1} \\ c_{n-1} & c_{n-2} & & c_{1} & c_{0} \end{pmatrix}

is called a circulant matrix. Show that the set of all n×nn \times n circulant matrices form an nn-dimensional vector space.

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Problem 1.1.43

Two n×nn \times n matrices AA, BB are called similar if there exists an invertible n×nn \times n matrix SS such that A=SBS−1A = SBS^{-1}. If AA is similar to BB, then BB is also similar to AA, since B=S−1ASB = S^{-1}AS.

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(i)

Show that the two 2×22 \times 2 matrices

A=(0100),B=(0010)=AT A = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix}, \quad B = \begin{pmatrix} 0 & 0 \\ 1 & 0 \end{pmatrix} = A^{T}

are similar.

(ii)

Consider the two 2×22 \times 2 invertible matrices

A=(1021),B=(1001). A = \begin{pmatrix} 1 & 0 \\ 2 & 1 \end{pmatrix}, \quad B = \begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix}.

Are the matrices similar?

(iii)

Consider the two 2×22 \times 2 invertible matrices

C=(100−1),D=(0110). C = \begin{pmatrix} 1 & 0 \\ 0 & -1 \end{pmatrix}, \quad D = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}.

Are the matrices similar?

Problem 1.1.44

An n×nn \times n matrix is called nilpotent if some power of it is the zero matrix, i.e. there is a positive integer pp such that Ap=0nA^{p} = 0_{n}.

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(i)

Show that every nonzero nilpotent matrix is nondiagonalizable.

(ii)

Consider the 4×44 \times 4 matrix

N=(0000100001000010). N = \begin{pmatrix} 0 & 0 & 0 & 0 \\ 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \end{pmatrix}.

Show that the matrix is nilpotent.

(iii)

Is the matrix product of two n×nn \times n nilpotent matrices nilpotent?

Problem 1.1.45

A matrix AA for which Ap=0nA^{p} = 0_{n}, where pp is a positive integer, is called nilpotent. If pp is the least positive integer for which Ap=0nA^{p} = 0_{n} then AA is said to be nilpotent of index pp. Find all 2×22 \times 2 matrices AA over the real numbers which are nilpotent with p=2p = 2, i.e. A2=02A^{2} = 0_{2}.

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Problem 1.1.46

Let

a→=(a1a2a3),b→=(b1b2b3) \overrightarrow {a} = \begin{pmatrix} a_{1} \\ a_{2} \\ a_{3} \end{pmatrix}, \quad \overrightarrow {b} = \begin{pmatrix} b_{1} \\ b_{2} \\ b_{3} \end{pmatrix}

be vectors in R3\mathbb {R}^{3}. The vector product ×\times is defined as

a→×b→:=(a2b3−a3b2a3b1−a1b3a1b2−a2b1). \overrightarrow {a} \times \overrightarrow {b} := \begin{pmatrix} a_{2}b_{3}-a_{3}b_{2} \\ a_{3}b_{1}-a_{1}b_{3} \\ a_{1}b_{2}-a_{2}b_{1} \end{pmatrix}.
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(i)

Show that we can find a 3×33 \times 3 matrix S(a→)S(\overrightarrow {a}) such that a→×b→=S(a→)b→\overrightarrow {a} \times \overrightarrow {b} = S(\overrightarrow {a})\overrightarrow {b}.

(ii)

Express the Jacobi identity

a→×(b→×c→)+c→×(a→×b→)+b→×(c→×a→)=0→ \overrightarrow {a} \times (\overrightarrow {b} \times \overrightarrow {c})+\overrightarrow {c} \times (\overrightarrow {a} \times \overrightarrow {b})+\overrightarrow {b} \times (\overrightarrow {c} \times \overrightarrow {a}) = \overrightarrow {0}

using the matrices S(a→)S(\overrightarrow {a}), S(b→)S(\overrightarrow {b}) and S(c→)S(\overrightarrow {c}).

Problem 1.1.47

Let

x→=(x1x2x3),y→=(y1y2y3) \overrightarrow {x} = \begin{pmatrix} x_{1} \\ x_{2} \\ x_{3} \end{pmatrix}, \quad \overrightarrow {y} = \begin{pmatrix} y_{1} \\ y_{2} \\ y_{3} \end{pmatrix}

be two normalized vectors in R3\mathbb {R}^{3}. Assume that x→Ty→=0\overrightarrow {x}^{T}\overrightarrow {y} = 0, i.e. the vectors are orthogonal. Is the vector x→×y→\overrightarrow {x} \times \overrightarrow {y} a unit vector again? We have

x12+x22+x32=1,y12+y22+y32=1(1) x_{1}^{2}+x_{2}^{2}+x_{3}^{2} = 1, \quad y_{1}^{2}+y_{2}^{2}+y_{3}^{2} = 1 \tag {1}

and

x→Ty→=x1y1+x2y2+x3y3=0.(2) \overrightarrow {x}^{T}\overrightarrow {y} = x_{1}y_{1}+x_{2}y_{2}+x_{3}y_{3} = 0. \tag {2}
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Problem 1.1.48

Consider the three linear independent normalized column vectors in R3\mathbb {R}^{3}

a→1=12(101),a→2=(010),a→3=12(10−1). \overrightarrow {a}_{1} = \frac{1}{\sqrt{2}} \begin{pmatrix} 1 \\ 0 \\ 1 \end{pmatrix}, \quad \overrightarrow {a}_{2} = \begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix}, \quad \overrightarrow {a}_{3} = \frac{1}{\sqrt{2}} \begin{pmatrix} 1 \\ 0 \\ -1 \end{pmatrix}.
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(i)

Find the ``volume'' Va→:=a→1T(a→2×a→3)V_{\overrightarrow {a}} := \overrightarrow {a}_{1}^{T}(\overrightarrow {a}_{2} \times \overrightarrow {a}_{3}).

(ii)

From the three vectors a→1\overrightarrow {a}_{1}, a→2\overrightarrow {a}_{2}, a→3\overrightarrow {a}_{3} we form the 3×33 \times 3 orthogonal matrix

A=(1/201/20101/20−1/2). A = \begin{pmatrix} 1/\sqrt{2} & 0 & 1/\sqrt{2} \\ 0 & 1 & 0 \\ 1/\sqrt{2} & 0 & -1/\sqrt{2} \end{pmatrix}.

Find the determinant and trace. Discuss.

(iii)

Find the vectors

b→1=1Va→a→2×a→3,b→2=1Va→a→3×a→1,b→3=1Va→a→1×a→2. \overrightarrow {b}_{1} = \frac{1}{V_{\overrightarrow {a}}}\overrightarrow {a}_{2} \times \overrightarrow {a}_{3}, \quad \overrightarrow {b}_{2} = \frac{1}{V_{\overrightarrow {a}}}\overrightarrow {a}_{3} \times \overrightarrow {a}_{1}, \quad \overrightarrow {b}_{3} = \frac{1}{V_{\overrightarrow {a}}}\overrightarrow {a}_{1} \times \overrightarrow {a}_{2}.

Are the three vectors linearly independent?

Problem 1.1.49

Let v→1,v→2,v→3\overrightarrow {v}_{1}, \overrightarrow {v}_{2}, \overrightarrow {v}_{3} be three normalized linearly independent vectors in R3\mathbb {R}^{3}. Give an interpretation of AA defined by

cos⁡(12A)=1+v→1⋅v→2+v→2⋅v→3+v→3⋅v→12(1+v→1⋅v→2)(1+v→2⋅v→3)(1+v→3⋅v→1) \cos \left(\frac{1}{2}A\right) = \frac{1+\overrightarrow {v}_{1} \cdot \overrightarrow {v}_{2}+\overrightarrow {v}_{2} \cdot \overrightarrow {v}_{3}+\overrightarrow {v}_{3} \cdot \overrightarrow {v}_{1}}{\sqrt{2(1+\overrightarrow {v}_{1} \cdot \overrightarrow {v}_{2})(1+\overrightarrow {v}_{2} \cdot \overrightarrow {v}_{3})(1+\overrightarrow {v}_{3} \cdot \overrightarrow {v}_{1})}}

where ⋅\cdot denotes the scalar product. Consider first the case where v→1,v→2,v→3\overrightarrow {v}_{1}, \overrightarrow {v}_{2}, \overrightarrow {v}_{3} denote the standard basis in R3\mathbb {R}^{3}.

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Problem 1.1.50

Let v→\overrightarrow {v} be a column vector in Rn\mathbb {R}^{n} and v→≠0→\overrightarrow {v} \neq \overrightarrow {0}. Let

A:=v→v→Tv→Tv→ A := \frac{\overrightarrow {v}\overrightarrow {v}^{T}}{\overrightarrow {v}^{T}\overrightarrow {v}}

where T^{T} denotes the transpose, i.e. v→T\overrightarrow {v}^{T} is a row vector. Calculate A2A^{2}.

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Problem 1.1.51
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(i)

A square matrix AA over C\mathbb {C} is called skew-hermitian if A=−A∗A = -A^{*}. Show that such a matrix is normal, i.e. we have AA∗=A∗AAA^{*} = A^{*}A.

(ii)

Let AA be an n×nn \times n skew-hermitian matrix over C\mathbb {C}, i.e. A∗=−AA^{*} = -A. Let UU be an n×nn \times n unitary matrix, i.e. U∗=U−1U^{*} = U^{-1}. Show that B:=U∗AUB := U^{*}AU is a skew-hermitian matrix.

Problem 1.1.52

Let AA, XX, YY be n×nn \times n matrices. Assume that XA=InXA = I_{n}, AY=InAY = I_{n}. Show that X=YX = Y.

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Problem 1.1.53
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(i)

Let AA, BB be n×nn \times n matrices. Assume that AA is nonsingular, i.e. A−1A^{-1} exists. Show that if BA=0nBA = 0_{n}, then B=0nB = 0_{n}.

(ii)

Let AA, BB be n×nn \times n matrices and A+B=InA+B = I_{n}, AB=0nAB = 0_{n}. Show that A2=AA^{2} = A and B2=BB^{2} = B.

Problem 1.1.54

Find a 2×22 \times 2 matrix AA over R\mathbb {R} such that

A(10)=12(11),A(01)=12(1−1). A \begin{pmatrix} 1 \\ 0 \end{pmatrix} = \frac{1}{\sqrt{2}} \begin{pmatrix} 1 \\ 1 \end{pmatrix}, \quad A \begin{pmatrix} 0 \\ 1 \end{pmatrix} = \frac{1}{\sqrt{2}} \begin{pmatrix} 1 \\ -1 \end{pmatrix}.
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Problem 1.1.55

Consider the vector space R4\mathbb {R}^{4}. Find all pairwise orthogonal vectors (column vectors) x→1,…,x→p\overrightarrow {x}_{1}, \ldots , \overrightarrow {x}_{p}, where the entries of the column vectors can only be +1+1 or −1-1. Calculate the matrix

∑j=1px→jx→jT \sum _{j=1}^{p} \overrightarrow {x}_{j}\overrightarrow {x}_{j}^{T}

and find the eigenvalues and eigenvectors of this matrix.

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Problem 1.1.56

The (n+1)×(n+1)(n+1) \times (n+1) Hadamard matrix H(n)H(n) of any dimension is generated recursively as follows

H(n)=(H(n−1)H(n−1)H(n−1)−H(n−1)) H(n) = \begin{pmatrix} H(n-1) & H(n-1) \\ H(n-1) & -H(n-1) \end{pmatrix}

where n=1,2,…n = 1,2,\ldots and H(0)H(0) is the 1×11 \times 1 matrix H(0)=(1)H(0) = (1). The column vectors in the matrix H(n)H(n) form a basis in Rn\mathbb {R}^{n}. They are pairwise orthogonal to each other. Find H(1)H(1), H(2)H(2), H(3)H(3) and H(3)HT(3)H(3)H^{T}(3). Find the eigenvalues of H(1)H(1) and H(2)H(2).

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Problem 1.1.57

A Hadamard matrix is an n×nn \times n matrix HH with entries in {−1,+1}\left\{ -1,+1\right\} such that any two distinct rows or columns of HH have inner product 0. Construct a 4×44 \times 4 Hadamard matrix starting from the column vector x→1=(1111)T\overrightarrow {x}_{1} = \begin{pmatrix} 1 & 1 & 1 & 1 \end{pmatrix}^{T}.

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Problem 1.1.58

Consider the 3×33 \times 3 symmetric matrix over R\mathbb {R}

A=(22−222−2−2−26). A = \begin{pmatrix} 2 & 2 & -2 \\ 2 & 2 & -2 \\ -2 & -2 & 6 \end{pmatrix}.
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(i)

Let XX be an m×nm \times n matrix. The column rank of XX is the maximum number of linearly independent columns. The row rank is the maximum number of linearly independent rows. The row rank and the column rank of XX are equal (called the rank of XX). Find the rank of AA and denote it by kk.

(ii)

Locate a k×kk \times k submatrix of AA having rank kk.

(iii)

Find 3×33 \times 3 permutation matrices PP and QQ such that in the matrix PAQPAQ the submatrix from (ii) is in the upper left portion of AA.

Problem 1.1.59

Find all n×nn \times n matrices AA over R\mathbb {R} that satisfy the equation ATA=0nA^{T}A = 0_{n}.

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Problem 1.1.60

A square matrix AA such that A2=InA^{2} = I_{n} is called involutory.

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(i)

Find all 2×22 \times 2 matrices over the real numbers which are involutory. Assume that aij≠0a_{ij} \neq 0 for i,j=1,2i,j = 1,2.

(ii)

Show that an n×nn \times n matrix AA is involutory if and only if (In−A)(In+A)=0n(I_{n}-A)(I_{n}+A) = 0_{n}.

Problem 1.1.61
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(i)

Let AA be an n×nn \times n symmetric matrix over R\mathbb {R}. Let PP be an arbitrary n×nn \times n matrix over R\mathbb {R}. Show that PTAPP^{T}AP is symmetric.

(ii)

Let BB be an n×nn \times n skew-symmetric matrix over R\mathbb {R}, i.e. BT=−BB^{T} = -B. Let PP be an arbitrary n×nn \times n matrix over R\mathbb {R}. Show that PTBPP^{T}BP is skew-symmetric.

Problem 1.1.62

Let AA be an m×nm \times n matrix. The column rank of AA is the maximum number of linearly independent columns. The row rank is the maximum number of linearly independent rows. The row rank and the column rank of AA are equal (called the rank of AA). Find the rank of the 4×44 \times 4 matrix

A=(12345678910111213141516). A = \begin{pmatrix} 1 & 2 & 3 & 4 \\ 5 & 6 & 7 & 8 \\ 9 & 10 & 11 & 12 \\ 13 & 14 & 15 & 16 \end{pmatrix}.
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Problem 1.1.63

A Cartan matrix AA is a square matrix whose elements aija_{ij} satisfy the following conditions:

  1. aija_{ij} is an integer, one of {−3,−2,−1,0,2}\left\{ -3,-2,-1,0,2\right\}

  2. ajj=2a_{jj} = 2 for all diagonal elements of AA

  3. aij≤0a_{ij} \leq 0 off of the diagonal

  4. aij=0a_{ij} = 0 iff aji=0a_{ji} = 0

  5. There exists an invertible diagonal matrix DD such that DAD−1DAD^{-1} gives a symmetric and positive definite quadratic form. Give a 2×22 \times 2 non-diagonal Cartan matrix and its eigenvalues.

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Problem 1.1.64

Let AA, BB, CC, DD be n×nn \times n matrices over R\mathbb {R}. Assume that ABTAB^{T} and CDTCD^{T} are symmetric and ADT−BCT=InAD^{T}-BC^{T} = I_{n}, where T^{T} denotes transpose. Show that ATD−CTB=InA^{T}D-C^{T}B = I_{n}.

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Problem 1.1.65

Let nn be a positive integer. Let AnA_{n} be the (2n+1)×(2n+1)(2n+1) \times (2n+1) skew-symmetric matrix for which each entry in the first nn subdiagonals below the main diagonal is 1 and each of the remaining entries below the main diagonal is −1-1. Give A1A_{1} and A2A_{2}. Find the rank of AnA_{n}.

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Problem 1.1.66

A vector u→=(u1,u2,…,un)\overrightarrow {u} = (u_{1},u_{2},\ldots ,u_{n}) is called a probability vector if the components are nonnegative and their sum is 1.

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(i)

Is the vector u→=(1/2,0,1/4,1/4)\overrightarrow {u} = (1/2,0,1/4,1/4) a probability vector?

(ii)

Can the vector v→=(2,3,5,1,0)\overrightarrow {v} = (2,3,5,1,0) be ``normalized'' so that we obtain a probability vector?

Problem 1.1.67

An n×nn \times n matrix P=(pij)P = (p_{ij}) is called a stochastic matrix if each of its rows is a probability vector, i.e. if each entry of PP is nonnegative and the sum of the entries in each row is 1. Let AA and BB be two stochastic n×nn \times n matrices. Is the matrix product ABAB also a stochastic matrix?

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Problem 1.1.68

The numerical range, also known as the field of values, of an n×nn \times n matrix AA over the complex numbers, is defined as

F(A):={z→∗Az→:∥z→∥=z→∗z→=1,  z→∈Cn}. F(A) := \left\{ \overrightarrow {z}^{*}A\overrightarrow {z} : \left\| \overrightarrow {z}\right\| = \overrightarrow {z}^{*}\overrightarrow {z} = 1, \; \overrightarrow {z} \in \mathbb {C}^{n}\right\} .

The Toeplitz-Hausdorff convexity theorem tells us that the numerical range of a square matrix is a convex compact subset of the complex plane.

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(i)

Find the numerical range for the 2×22 \times 2 matrices

B=(1000),C=(0011). B = \begin{pmatrix} 1 & 0 \\ 0 & 0 \end{pmatrix}, \quad C = \begin{pmatrix} 0 & 0 \\ 1 & 1 \end{pmatrix}.
(ii)

Let α∈R\alpha \in \mathbb {R} and the 5×55 \times 5 symmetric matrix

A=(α10001α10001α10001α10001α). A = \begin{pmatrix} \alpha & 1 & 0 & 0 & 0 \\ 1 & \alpha & 1 & 0 & 0 \\ 0 & 1 & \alpha & 1 & 0 \\ 0 & 0 & 1 & \alpha & 1 \\ 0 & 0 & 0 & 1 & \alpha \end{pmatrix}.

Show that the set F(A)F(A) lies on the real axis. Show that ∣z→∗Az→∣≤α+8\left|\overrightarrow {z}^{*}A\overrightarrow {z}\right| \leq \alpha +8.

Problem 1.1.69

Let AA be an n×nn \times n matrix over C\mathbb {C} and F(A)F(A) the field of values. Let UU be an n×nn \times n unitary matrix.

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(i)

Show that F(U∗AU)=F(A)F(U^{*}AU) = F(A).

(ii)

Apply the theorem to the two 2×22 \times 2 matrices which are unitarily equivalent

A1=(0110),A2=(100−1). A_{1} = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}, \quad A_{2} = \begin{pmatrix} 1 & 0 \\ 0 & -1 \end{pmatrix}.
Problem 1.1.70

Let AA be an m×nm \times n matrix over C\mathbb {C}. The Moore-Penrose pseudo inverse matrix A+A^{+} is the unique n×mn \times m matrix which satisfies

AA+A=A,A+AA+=A+,(AA+)∗=AA+,(A+A)∗=A+A. AA^{+}A = A, \quad A^{+}AA^{+} = A^{+}, \quad (AA^{+})^{*} = AA^{+}, \quad (A^{+}A)^{*} = A^{+}A.

We also have that

x→=A+b→(1) \overrightarrow {x} = A^{+}\overrightarrow {b} \tag {1}

is the shortest length least square solution to the problem Ax→=b→A\overrightarrow {x} = \overrightarrow {b}.

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(i)

Show that if (A∗A)−1(A^{*}A)^{-1} exists, then A+=(A∗A)−1A∗A^{+} = (A^{*}A)^{-1}A^{*}.

(ii)

Let

A=(132435). A = \begin{pmatrix} 1 & 3 \\ 2 & 4 \\ 3 & 5 \end{pmatrix}.

Find the Moore-Penrose matrix inverse A+A^{+} of AA.

Problem 1.1.71

The Fibonacci numbers are defined by the recurrence relation (linear difference equation of second order with constant coefficients) sn+2=sn+1+sns_{n+2} = s_{n+1}+s_{n}, where n=0,1,…n = 0,1,\ldots and s0=0s_{0} = 0, s1=1s_{1} = 1. Write this recurrence relation in matrix form. Find s6s_{6}, s5s_{5}, and s4s_{4}.

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Problem 1.1.72

Assume that A=A1+iA2A = A_{1}+iA_{2} is a nonsingular n×nn \times n matrix, where A1A_{1} and A2A_{2} are real n×nn \times n matrices. Assume that A1A_{1} is also nonsingular. Find the inverse of AA using the inverse of A1A_{1}.

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Problem 1.1.73

Let AA and BB be n×nn \times n matrices over R\mathbb {R}. Assume that A≠BA \neq B, A3=B3A^{3} = B^{3} and A2B=B2AA^{2}B = B^{2}A. Is A2+B2A^{2}+B^{2} invertible?

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Problem 1.1.74

Let AA be a symmetric 2×22 \times 2 matrix over R\mathbb {R}

A=(a00a01a10a11). A = \begin{pmatrix} a_{00} & a_{01} \\ a_{10} & a_{11} \end{pmatrix}.

Thus a01=a10a_{01} = a_{10}. Assume that a00a01=a012a_{00}a_{01} = a_{01}^{2}, a00a11=a01a11a_{00}a_{11} = a_{01}a_{11}. Find all matrices AA that satisfy these conditions.

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Problem 1.1.75

Consider the invertible 2×22 \times 2 matrix

J=(01−10)⇒J−1=(0−110). J = \begin{pmatrix} 0 & 1 \\ -1 & 0 \end{pmatrix} \Rightarrow J^{-1} = \begin{pmatrix} 0 & -1 \\ 1 & 0 \end{pmatrix}.

Find all nonzero 2×22 \times 2 matrices AA such that AJ=JAAJ = JA.

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Problem 1.1.76

Consider the column vector in R8\mathbb {R}^{8}

x→=(20.0  6.0  4.0  2.0  10.0  6.0  8.0  4.0)T \overrightarrow {x} = (20.0 \; 6.0 \; 4.0 \; 2.0 \; 10.0 \; 6.0 \; 8.0 \; 4.0)^{T}

where T^{T} denotes transpose. Consider the matrices

H1=12(11000000001100000000110000000011) H_{1} = \frac{1}{2} \begin{pmatrix} 1 & 1 & 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 1 & 1 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 1 & 1 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 & 1 & 1 \end{pmatrix} G1=12(1−1000000001−1000000001−1000000001−1) G_{1} = \frac{1}{2} \begin{pmatrix} 1 & -1 & 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 1 & -1 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 1 & -1 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 & 1 & -1 \end{pmatrix} H2=12(11000011),G2=12(1−100001−1) H_{2} = \frac{1}{2} \begin{pmatrix} 1 & 1 & 0 & 0 \\ 0 & 0 & 1 & 1 \end{pmatrix}, \quad G_{2} = \frac{1}{2} \begin{pmatrix} 1 & -1 & 0 & 0 \\ 0 & 0 & 1 & -1 \end{pmatrix} H3=12(11),G3=12(1−1). H_{3} = \frac{1}{2}\begin{pmatrix} 1 & 1 \end{pmatrix}, \quad G_{3} = \frac{1}{2}\begin{pmatrix} 1 & -1 \end{pmatrix}.
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(i)

Calculate the vectors

H_1x, G_1x H_2H_1x, G_2H_1x, H_2G_1x, G_2G_1x H_3H_2H_1x, G_3H_2H_1x, H_3G_2H_1x, G_3G_2H_1x, H_3H_2G_1x, G_3H_2G_1x, H_3G_2G_1x, G_3G_2G_1x.

(ii)

Calculate HjHjTH_{j}H_{j}^{T}, GjGjTG_{j}G_{j}^{T}, HjGjTH_{j}G_{j}^{T} for j=1,2,3j = 1,2,3.

(iii)

How can we reconstruct the original vector x→\overrightarrow {x} from the vector

(H3H2H1x→,G3H2H1x→,H3G2H1x→,G3G2H1x→,H3H2G1x→,G3H2G1x→,H3G2G1x→,G3G2G1x→). (H_{3}H_{2}H_{1}\overrightarrow {x}, G_{3}H_{2}H_{1}\overrightarrow {x}, H_{3}G_{2}H_{1}\overrightarrow {x}, G_{3}G_{2}H_{1}\overrightarrow {x}, H_{3}H_{2}G_{1}\overrightarrow {x}, G_{3}H_{2}G_{1}\overrightarrow {x}, H_{3}G_{2}G_{1}\overrightarrow {x}, G_{3}G_{2}G_{1}\overrightarrow {x}).

The problem plays a role in wavelet theory.

Problem 1.1.77

Given a signal as the column vector

x→=(3.0  0.5  2.0  7.0)T. \overrightarrow {x} = (3.0 \; 0.5 \; 2.0 \; 7.0)^{T}.

The pyramid algorithm (for Haar wavelets) is as follows: The first two entries (3.0  0.5)T(3.0 \; 0.5)^{T} in the signal give an average of (3.0+0.5)/2=1.75(3.0+0.5)/2 = 1.75 and a difference average of (3.0−0.5)/2=1.25(3.0-0.5)/2 = 1.25. The second two entries (2.0  7.0)(2.0 \; 7.0) give an average of (2.0+7.0)/2=4.5(2.0+7.0)/2 = 4.5 and a difference average of (2.0−7.0)/2=−2.5(2.0-7.0)/2 = -2.5. Thus we end up with a vector

(1.75  1.25  4.5  −2.5)T. (1.75 \; 1.25 \; 4.5 \; -2.5)^{T}.

Now we take the average of 1.75 and 4.5 providing (1.75+4.5)/2=3.125(1.75+4.5)/2 = 3.125 and the difference average (1.75−4.5)/2=−1.375(1.75-4.5)/2 = -1.375. Thus we end up with the vector

y→=(3.125  −1.375  1.25  −2.5)T. \overrightarrow {y} = (3.125 \; -1.375 \; 1.25 \; -2.5)^{T}.
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(i)

Find a 4×44 \times 4 matrix AA such that

x→≡(3.00.52.07.0)=Ay→≡A(3.125−1.3751.25−2.5). \overrightarrow {x} \equiv \begin{pmatrix} 3.0 \\ 0.5 \\ 2.0 \\ 7.0 \end{pmatrix} = A\overrightarrow {y} \equiv A \begin{pmatrix} 3.125 \\ -1.375 \\ 1.25 \\ -2.5 \end{pmatrix}.
(ii)

Show that the inverse of AA exists. Then find the inverse.

Problem 1.1.78

The 8×88 \times 8 matrix

H=(111010001110−100011−10010011−100−1001−10100101−10100−101−10−100011−10−1000−1) H = \begin{pmatrix} 1 & 1 & 1 & 0 & 1 & 0 & 0 & 0 \\ 1 & 1 & 1 & 0 & -1 & 0 & 0 & 0 \\ 1 & 1 & -1 & 0 & 0 & 1 & 0 & 0 \\ 1 & 1 & -1 & 0 & 0 & -1 & 0 & 0 \\ 1 & -1 & 0 & 1 & 0 & 0 & 1 & 0 \\ 1 & -1 & 0 & 1 & 0 & 0 & -1 & 0 \\ 1 & -1 & 0 & -1 & 0 & 0 & 0 & 1 \\ 1 & -1 & 0 & -1 & 0 & 0 & 0 & -1 \end{pmatrix}

plays a role in the discrete wavelet transform. Show that the matrix is invertible without calculating the determinant. Find the inverse.

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Problem 1.1.79
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(i)

For n=4n = 4 the transform matrix for the Daubechies wavelet is given by

D4=(c0c1c2c3c3−c2c1−c0c2c3c0c1c1−c0c3−c2),(c0c1c2c3)=142(1+33+33−31−3). D_{4} = \begin{pmatrix} c_{0} & c_{1} & c_{2} & c_{3} \\ c_{3} & -c_{2} & c_{1} & -c_{0} \\ c_{2} & c_{3} & c_{0} & c_{1} \\ c_{1} & -c_{0} & c_{3} & -c_{2} \end{pmatrix}, \quad \begin{pmatrix} c_{0} \\ c_{1} \\ c_{2} \\ c_{3} \end{pmatrix} = \frac{1}{4\sqrt{2}} \begin{pmatrix} 1+\sqrt{3} \\ 3+\sqrt{3} \\ 3-\sqrt{3} \\ 1-\sqrt{3} \end{pmatrix}.

Is D4D_{4} orthogonal? Prove or disprove.

(ii)

For n=8n = 8 the transform matrix for the Daubechies wavelet is given by

D8=(c0c1c2c30000c3−c2c1−c0000000c0c1c2c30000c3−c2c1−c0000000c0c1c2c30000c3−c2c1−c0c2c30000c0c1c1−c00000c3−c2). D_{8} = \begin{pmatrix} c_{0} & c_{1} & c_{2} & c_{3} & 0 & 0 & 0 & 0 \\ c_{3} & -c_{2} & c_{1} & -c_{0} & 0 & 0 & 0 & 0 \\ 0 & 0 & c_{0} & c_{1} & c_{2} & c_{3} & 0 & 0 \\ 0 & 0 & c_{3} & -c_{2} & c_{1} & -c_{0} & 0 & 0 \\ 0 & 0 & 0 & 0 & c_{0} & c_{1} & c_{2} & c_{3} \\ 0 & 0 & 0 & 0 & c_{3} & -c_{2} & c_{1} & -c_{0} \\ c_{2} & c_{3} & 0 & 0 & 0 & 0 & c_{0} & c_{1} \\ c_{1} & -c_{0} & 0 & 0 & 0 & 0 & c_{3} & -c_{2} \end{pmatrix}.

Is D8D_{8} orthogonal? Prove or disprove.

Problem 1.1.80

Let AA, BB be n×nn \times n matrices over C\mathbb {C}. Assume that AA and A+BA+B are invertible. Then (A+B)−1≡A−1−A−1B(A+B)−1(A+B)^{-1} \equiv A^{-1}-A^{-1}B(A+B)^{-1}. Apply the identity to A=σ1A = \sigma_{1}, B=σ3B = \sigma_{3}.

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Problem 1.1.81

Let AA be a positive definite n×nn \times n matrix over R\mathbb {R}. Let x→∈Rn\overrightarrow {x} \in \mathbb {R}^{n}. Show that A+x→x→TA+\overrightarrow {x}\overrightarrow {x}^{T} is positive definite.

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Problem 1.2.1
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(i)

Are the four 2×22 \times 2 nonnormal matrices

12(1100),12(001−1),12(1−100),12(0011) \frac{1}{\sqrt{2}} \begin{pmatrix} 1 & 1 \\ 0 & 0 \end{pmatrix}, \quad \frac{1}{\sqrt{2}} \begin{pmatrix} 0 & 0 \\ 1 & -1 \end{pmatrix}, \quad \frac{1}{\sqrt{2}} \begin{pmatrix} 1 & -1 \\ 0 & 0 \end{pmatrix}, \quad \frac{1}{\sqrt{2}} \begin{pmatrix} 0 & 0 \\ 1 & 1 \end{pmatrix}

linearly independent?

(ii)

Show that the nine 3×33 \times 3 matrices

(100000000),(110000000),(111000000),(111001000),(111001001), \begin{pmatrix} 1 & 0 & 0 \\ 0 & 0 & 0 \\ 0 & 0 & 0 \end{pmatrix}, \quad \begin{pmatrix} 1 & 1 & 0 \\ 0 & 0 & 0 \\ 0 & 0 & 0 \end{pmatrix}, \quad \begin{pmatrix} 1 & 1 & 1 \\ 0 & 0 & 0 \\ 0 & 0 & 0 \end{pmatrix}, \quad \begin{pmatrix} 1 & 1 & 1 \\ 0 & 0 & 1 \\ 0 & 0 & 0 \end{pmatrix}, \quad \begin{pmatrix} 1 & 1 & 1 \\ 0 & 0 & 1 \\ 0 & 0 & 1 \end{pmatrix}, (111001011),(111001111),(111101111),(111111111) \begin{pmatrix} 1 & 1 & 1 \\ 0 & 0 & 1 \\ 0 & 1 & 1 \end{pmatrix}, \quad \begin{pmatrix} 1 & 1 & 1 \\ 0 & 0 & 1 \\ 1 & 1 & 1 \end{pmatrix}, \quad \begin{pmatrix} 1 & 1 & 1 \\ 1 & 0 & 1 \\ 1 & 1 & 1 \end{pmatrix}, \quad \begin{pmatrix} 1 & 1 & 1 \\ 1 & 1 & 1 \\ 1 & 1 & 1 \end{pmatrix}

form a basis in the vector space of the 3×33 \times 3 matrices. This basis is called the spiral basis (and can be extended to any dimension). Which of these matrices are nonnormal?

(iii)

Do the eight 3×33 \times 3 skew-hermitian matrices

Γ1=12(0i0i00000),Γ2=12(010−100000), \Gamma _{1} = \frac{1}{\sqrt{2}} \begin{pmatrix} 0 & i & 0 \\ i & 0 & 0 \\ 0 & 0 & 0 \end{pmatrix}, \quad \Gamma _{2} = \frac{1}{\sqrt{2}} \begin{pmatrix} 0 & 1 & 0 \\ -1 & 0 & 0 \\ 0 & 0 & 0 \end{pmatrix}, Γ3=12(i000−i0000),Γ4=12(00i000i00), \Gamma _{3} = \frac{1}{\sqrt{2}} \begin{pmatrix} i & 0 & 0 \\ 0 & -i & 0 \\ 0 & 0 & 0 \end{pmatrix}, \quad \Gamma _{4} = \frac{1}{\sqrt{2}} \begin{pmatrix} 0 & 0 & i \\ 0 & 0 & 0 \\ i & 0 & 0 \end{pmatrix}, Γ5=12(001000−100),Γ6=12(00000i0i0), \Gamma _{5} = \frac{1}{\sqrt{2}} \begin{pmatrix} 0 & 0 & 1 \\ 0 & 0 & 0 \\ -1 & 0 & 0 \end{pmatrix}, \quad \Gamma _{6} = \frac{1}{\sqrt{2}} \begin{pmatrix} 0 & 0 & 0 \\ 0 & 0 & i \\ 0 & i & 0 \end{pmatrix}, Γ7=12(0000010−10),Γ8=16(i000i000−2i) \Gamma _{7} = \frac{1}{\sqrt{2}} \begin{pmatrix} 0 & 0 & 0 \\ 0 & 0 & 1 \\ 0 & -1 & 0 \end{pmatrix}, \quad \Gamma _{8} = \frac{1}{\sqrt{6}} \begin{pmatrix} i & 0 & 0 \\ 0 & i & 0 \\ 0 & 0 & -2i \end{pmatrix}

together with the 3×33 \times 3 unit matrix form an orthonormal basis in the vector space of 3×33 \times 3 matrices over the complex number. Find all pairwise scalar products ⟨A,B⟩:=tr⁡(AB∗)\left\langle A, B \right\rangle := \operatorname {tr}(AB^{*}). Discuss.

Problem 1.2.2
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(i)

One can describe a tetrahedron in the vector space R3\mathbb {R}^{3} by specifying vectors v→1,v→2,v→3,v→4\overrightarrow {v}_{1}, \overrightarrow {v}_{2}, \overrightarrow {v}_{3}, \overrightarrow {v}_{4} normal to its faces with lengths equal to the faces' area. Give an example.

(ii)

Consider a tetrahedron defined by the triple of linearly independent vectors v→j∈R3\overrightarrow {v}_{j} \in \mathbb {R}^{3}, j=1,2,3j = 1,2,3. Show that the normal vectors to the faces defined by two of these vectors, normalized to the area of the face, is given by

n→1=12v→2×v→3,n→2=12v→3×v→1,n→3=12v→1×v→2. \overrightarrow {n}_{1} = \frac{1}{2}\overrightarrow {v}_{2} \times \overrightarrow {v}_{3}, \quad \overrightarrow {n}_{2} = \frac{1}{2}\overrightarrow {v}_{3} \times \overrightarrow {v}_{1}, \quad \overrightarrow {n}_{3} = \frac{1}{2}\overrightarrow {v}_{1} \times \overrightarrow {v}_{2}.

Show that

v→1=23Vn→2×n→3,v→2=23Vn→3×n→1,v→3=23Vn→1×n→2 \overrightarrow {v}_{1} = \frac{2}{3V}\overrightarrow {n}_{2} \times \overrightarrow {n}_{3}, \quad \overrightarrow {v}_{2} = \frac{2}{3V}\overrightarrow {n}_{3} \times \overrightarrow {n}_{1}, \quad \overrightarrow {v}_{3} = \frac{2}{3V}\overrightarrow {n}_{1} \times \overrightarrow {n}_{2}

where VV is the volume of the tetrahedron given by

V=13!(v→1×v→2)⋅v→3=29(n→1×n→2)⋅n→3. V = \frac{1}{3!}(\overrightarrow {v}_{1} \times \overrightarrow {v}_{2}) \cdot \overrightarrow {v}_{3} = \sqrt{\frac{2}{9}(\overrightarrow {n}_{1} \times \overrightarrow {n}_{2}) \cdot \overrightarrow {n}_{3}}.

Apply it to normalized vectors which form an orthonormal basis in R3\mathbb {R}^{3}

n→1=12(101),n→2=(010),n→3=12(10−1). \overrightarrow {n}_{1} = \frac{1}{\sqrt{2}} \begin{pmatrix} 1 \\ 0 \\ 1 \end{pmatrix}, \quad \overrightarrow {n}_{2} = \begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix}, \quad \overrightarrow {n}_{3} = \frac{1}{\sqrt{2}} \begin{pmatrix} 1 \\ 0 \\ -1 \end{pmatrix}.
Problem 1.2.3
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(i)

Show that any rank one positive semidefinite n×nn \times n matrix MM can be written as M=v→v→TM = \overrightarrow {v}\overrightarrow {v}^{T}, where v→\overrightarrow {v} is some (column) vector in Cn\mathbb {C}^{n}.

(ii)

Let u→\overrightarrow {u}, v→\overrightarrow {v} be normalized (column) vectors in Cn\mathbb {C}^{n}. Let AA be an n×nn \times n positive semidefinite matrix over C\mathbb {C}. Show that (u→∗v→)(u→∗Av→)≥0(\overrightarrow {u}^{*}\overrightarrow {v})(\overrightarrow {u}^{*}A\overrightarrow {v}) \geq 0.

(iii)

Show that if hermitian matrices SS and TT are positive semidefinite and commute (ST=TSST = TS), then their product STST is also positive semidefinite. We have to show that

(STv→)∗v→≥0 (ST\overrightarrow {v})^{*}\overrightarrow {v} \geq 0

for all v→∈Cn\overrightarrow {v} \in \mathbb {C}^{n}. Note that if S=0nS = 0_{n}, then obviously (STu)∗u→=0(STu)^{*}\overrightarrow {u} = 0. So assume that S≠0nS \neq 0_{n}, i.e. ∥S∥>0\left\| S\right\| > 0.

Problem 1.2.4

Show that the symmetric matrices

(1111),(101000101),(1001000000001001) \begin{pmatrix} 1 & 1 \\ 1 & 1 \end{pmatrix}, \quad \begin{pmatrix} 1 & 0 & 1 \\ 0 & 0 & 0 \\ 1 & 0 & 1 \end{pmatrix}, \quad \begin{pmatrix} 1 & 0 & 0 & 1 \\ 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \\ 1 & 0 & 0 & 1 \end{pmatrix}

are positive semidefinite. Extend to the n×nn \times n case.

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Problem 1.2.5

Let AA be a hermitian n×nn \times n matrix and A≠0nA \neq 0_{n}. Show that Am≠0nA^{m} \neq 0_{n} for all m∈Nm \in \mathbb {N}.

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Problem 1.2.6

Let A∈Rm×nA \in \mathbb {R}^{m \times n} be a nonzero matrix. Let x→∈Rn\overrightarrow {x} \in \mathbb {R}^{n}, y→∈Rm\overrightarrow {y} \in \mathbb {R}^{m} be vectors such that c:=y→TAx→≠0c := \overrightarrow {y}^{T}A\overrightarrow {x} \neq 0. Show that the matrix B:=A−c−1Ax→y→TAB := A-c^{-1}A\overrightarrow {x}\overrightarrow {y}^{T}A has rank exactly one less than the rank of AA.

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Problem 1.2.7
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(i)

Consider the two-dimensional Euclidean space and let e→1\overrightarrow {e}_{1}, e→2\overrightarrow {e}_{2} be the standard basis. Consider the seven vectors

v→0=0→,v→1=12e→1+32e→2,v→2=−12e→1−32e→2, \overrightarrow {v}_{0} = \overrightarrow {0}, \quad \overrightarrow {v}_{1} = \frac{1}{2}\overrightarrow {e}_{1}+\frac{\sqrt{3}}{2}\overrightarrow {e}_{2}, \quad \overrightarrow {v}_{2} = -\frac{1}{2}\overrightarrow {e}_{1}-\frac{\sqrt{3}}{2}\overrightarrow {e}_{2}, v→3=−12e→1+32e→2,v→4=12e→1−32e→2,v→5=−e→1,v→6=e→1. \overrightarrow {v}_{3} = -\frac{1}{2}\overrightarrow {e}_{1}+\frac{\sqrt{3}}{2}\overrightarrow {e}_{2}, \quad \overrightarrow {v}_{4} = \frac{1}{2}\overrightarrow {e}_{1}-\frac{\sqrt{3}}{2}\overrightarrow {e}_{2}, \quad \overrightarrow {v}_{5} = -\overrightarrow {e}_{1}, \quad \overrightarrow {v}_{6} = \overrightarrow {e}_{1}.

Find the distance between the vectors and select the vectors pairs with the shortest distance.

(ii)

Consider the vectors in R2\mathbb {R}^{2}

v→k=(cos⁡((k−1)π/4)sin⁡((k−1)π/4)),k=1,3,5,7 \overrightarrow {v}_{k} = \begin{pmatrix} \cos ((k-1)\pi /4) \\ \sin ((k-1)\pi /4) \end{pmatrix}, \quad k = 1,3,5,7

and

v→k=2(cos⁡((k−1)π/4)sin⁡((k−1)π/4)),k=2,4,6,8 \overrightarrow {v}_{k} = \sqrt{2} \begin{pmatrix} \cos ((k-1)\pi /4) \\ \sin ((k-1)\pi /4) \end{pmatrix}, \quad k = 2,4,6,8

which play a role for the lattice Boltzmann model. Find the angles between the vectors.

Problem 1.2.8

Show that the 4×44 \times 4 matrices

Π=12(11/20−1/21/211/2001/211/2−1/201/21),Π~=I4−Π \Pi = \frac{1}{2} \begin{pmatrix} 1 & 1/\sqrt{2} & 0 & -1/\sqrt{2} \\ 1/\sqrt{2} & 1 & 1/\sqrt{2} & 0 \\ 0 & 1/\sqrt{2} & 1 & 1/\sqrt{2} \\ -1/\sqrt{2} & 0 & 1/\sqrt{2} & 1 \end{pmatrix}, \quad \tilde{\Pi } = I_{4}-\Pi

are projection matrices. Describe the subspaces of R4\mathbb {R}^{4} they project into.

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Problem 1.2.9
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(i)

The vectors u→\overrightarrow {u}, v→\overrightarrow {v}, w→\overrightarrow {w} point to the vertices of a equilateral triangle

u→=(1/30),v→=(−1/(23)1/2),w→=(−1/(23)−1/2). \overrightarrow {u} = \begin{pmatrix} 1/\sqrt{3} \\ 0 \end{pmatrix}, \quad \overrightarrow {v} = \begin{pmatrix} -1/(2\sqrt{3}) \\ 1/2 \end{pmatrix}, \quad \overrightarrow {w} = \begin{pmatrix} -1/(2\sqrt{3}) \\ -1/2 \end{pmatrix}.

Find the area of this triangle.

(ii)

Let u→\overrightarrow {u}, v→\overrightarrow {v} be (column) vectors in Rn\mathbb {R}^{n}. Show that

A=∣(u→Tu→)(v→Tv→)−(u→Tv→)2∣ A = \sqrt{\left|(\overrightarrow {u}^{T}\overrightarrow {u})(\overrightarrow {v}^{T}\overrightarrow {v})-(\overrightarrow {u}^{T}\overrightarrow {v})^{2}\right|}

calculates the area spanned by the vectors u→\overrightarrow {u} and v→\overrightarrow {v}.

Problem 1.2.10

Assume that two planes in R3\mathbb {R}^{3} given by

kx1+ℓx2+mx3+n=0,k′x1+ℓ′x2+m′x3+n′=0 kx_{1}+\ell x_{2}+mx_{3}+n = 0, \quad k'x_{1}+\ell 'x_{2}+m'x_{3}+n' = 0

be the mirror images with respect to a third plane in R3\mathbb {R}^{3} given by

ax1+bx2+cx3+d=0. ax_{1}+bx_{2}+cx_{3}+d = 0.

Show that (r2=a2+b2+c2r^{2} = a^{2}+b^{2}+c^{2})

(k′ℓ′m′)=1r2(a2−b2−c22ab2ac2ab−a2+b2−c22bc2ac2bc−a2−b2+c2)(kℓm). \begin{pmatrix} k' \\ \ell ' \\ m' \end{pmatrix} = \frac{1}{r^{2}} \begin{pmatrix} a^{2}-b^{2}-c^{2} & 2ab & 2ac \\ 2ab & -a^{2}+b^{2}-c^{2} & 2bc \\ 2ac & 2bc & -a^{2}-b^{2}+c^{2} \end{pmatrix} \begin{pmatrix} k \\ \ell \\ m \end{pmatrix}.
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Problem 1.2.11
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(i)

Let AA be a hermitian n×nn \times n matrix over C\mathbb {C} with A2=InA^{2} = I_{n}. Find the matrix (A−1+iIn)−1(A^{-1}+iI_{n})^{-1}.

(ii)

Let BB be an n×nn \times n matrix over C\mathbb {C}. Find the condition on BB such that

(In+iB)(In−iB)=In. (I_{n}+iB)(I_{n}-iB) = I_{n}.

This means that (In−iB)(I_{n}-iB) is the inverse of (In+iB)(I_{n}+iB).

Problem 1.2.12

Consider the vector space Rd\mathbb {R}^{d}. Suppose that {v→j}j=1d\left\{ \overrightarrow {v}_{j}\right\}_{j=1}^{d} and {w→k}k=1d\left\{ \overrightarrow {w}_{k}\right\}_{k=1}^{d} are two bases in Rd\mathbb {R}^{d}. Then there is an invertible d×dd \times d matrix

T=(tjk)j,k=1d T = (t_{jk})_{j,k=1}^{d}

so that

v→j=∑k=1dtjkw→k,j=1,…,d. \overrightarrow {v}_{j} = \sum _{k=1}^{d} t_{jk}\overrightarrow {w}_{k}, \quad j = 1,\ldots ,d.

The bases {v→j}j=1d\left\{ \overrightarrow {v}_{j}\right\}_{j=1}^{d} and {w→k}k=1d\left\{ \overrightarrow {w}_{k}\right\}_{k=1}^{d} are said to have the same orientation if det⁡(T)>0\operatorname {det}\left(T\right) > 0. If det⁡(T)<0\operatorname {det}\left(T\right) < 0, then they have the opposite orientation. Consider the two bases in R2\mathbb {R}^{2}

{v→1=(10),  v→2=(01)},{w→1=12(11),  w→2=12(1−1)}. \left\{ \overrightarrow {v}_{1} = \begin{pmatrix} 1 \\ 0 \end{pmatrix}, \; \overrightarrow {v}_{2} = \begin{pmatrix} 0 \\ 1 \end{pmatrix}\right\} , \quad \left\{ \overrightarrow {w}_{1} = \frac{1}{\sqrt{2}} \begin{pmatrix} 1 \\ 1 \end{pmatrix}, \; \overrightarrow {w}_{2} = \frac{1}{\sqrt{2}} \begin{pmatrix} 1 \\ -1 \end{pmatrix}\right\} .

Find the orientation.

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Problem 1.2.13
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(i)

Let ω>0\omega > 0 (fixed) and t≥0t \geq 0. Show that the 4×44 \times 4 matrix

S(t)=14(1+3e−ωt1−e−ωt1−e−ωt1−e−ωt1−e−ωt1+3e−ωt1−e−ωt1−e−ωt1−e−ωt1−e−ωt1+3e−ωt1−e−ωt1−e−ωt1−e−ωt1−e−ωt1+3e−ωt) S(t) = \frac{1}{4} \begin{pmatrix} 1+3e^{-\omega t} & 1-e^{-\omega t} & 1-e^{-\omega t} & 1-e^{-\omega t} \\ 1-e^{-\omega t} & 1+3e^{-\omega t} & 1-e^{-\omega t} & 1-e^{-\omega t} \\ 1-e^{-\omega t} & 1-e^{-\omega t} & 1+3e^{-\omega t} & 1-e^{-\omega t} \\ 1-e^{-\omega t} & 1-e^{-\omega t} & 1-e^{-\omega t} & 1+3e^{-\omega t} \end{pmatrix}

is a stochastic matrix (probabilistic matrix). Find the eigenvalues of S(t)S(t). Let

π=12(1001). \pi = \frac{1}{2} \begin{pmatrix} 1 & 0 & 0 & 1 \end{pmatrix}.

Find the vectors πS(t)\pi S(t), (πS(t))S(t)(\pi S(t))S(t) etc.. Is S(t1+t2)=S(t1)S(t2)S(t_{1}+t_{2}) = S(t_{1})S(t_{2})?

(ii)

Let ϵ∈[0,1]\epsilon \in [0,1]. Consider the stochastic matrix

S(ϵ)=(ϵ1−ϵ1−ϵϵ). S(\epsilon ) = \begin{pmatrix} \epsilon & 1-\epsilon \\ 1-\epsilon & \epsilon \end{pmatrix}.

Let n=1,2,…n = 1,2,\ldots. Show that

Sn(ϵ)=12(1+(2ϵ−1)n1−(2ϵ−1)n1−(2ϵ−1)n1+(2ϵ−1)n). S^{n}(\epsilon ) = \frac{1}{2} \begin{pmatrix} 1+(2\epsilon -1)^{n} & 1-(2\epsilon -1)^{n} \\ 1-(2\epsilon -1)^{n} & 1+(2\epsilon -1)^{n} \end{pmatrix}.
Problem 1.2.14

Can one find 4×44 \times 4 matrices AA and BB such that

A(0001001001001000)B=(1001000000001001)  ? A \begin{pmatrix} 0 & 0 & 0 & 1 \\ 0 & 0 & 1 & 0 \\ 0 & 1 & 0 & 0 \\ 1 & 0 & 0 & 0 \end{pmatrix} B = \begin{pmatrix} 1 & 0 & 0 & 1 \\ 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \\ 1 & 0 & 0 & 1 \end{pmatrix} \; ?

Of course at least one of the matrices AA and BB must be singular. The underlying field F\mathbb {F} could be R\mathbb {R} or char⁡(F)=2\operatorname {char}(\mathbb {F}) = 2.

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Problem 1.2.15
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(i)

Find all 2×22 \times 2 matrices such that A2≠02A^{2} \neq 0_{2} but A3=02A^{3} = 0_{2}.

(ii)

Find all non-hermitian 2×22 \times 2 matrices BB such that BB∗=I2BB^{*} = I_{2}.

(iii)

Find all hermitian 2×22 \times 2 matrices HH such that H2=02H^{2} = 0_{2}.

(iv)

Find all 2×22 \times 2 matrices CC over R\mathbb {R} such that CTC+CCT=I2C^{T}C+CC^{T} = I_{2}, C2=02C^{2} = 0_{2}.

(v)

Find all 2×22 \times 2 matrices A1A_{1}, A2A_{2}, A3A_{3} such that A1A2=A2A3A_{1}A_{2} = A_{2}A_{3}, A3A1=A2A3A_{3}A_{1} = A_{2}A_{3}.

(vi)

Find all 2×22 \times 2 matrices AA and BB such that A2=B2=I2A^{2} = B^{2} = I_{2}, AB=−I2AB = -I_{2}.

Problem 1.2.16

Let AA be an m×nm \times n matrix and BB be a p×qp \times q matrix. Then the direct sum of AA and BB, denoted by A⊕BA \oplus B, is the (m+p)×(n+q)(m+p) \times (n+q) matrix defined by

A⊕B:=(A00B). A \oplus B := \begin{pmatrix} A & 0 \\ 0 & B \end{pmatrix}.

Let A1A_{1}, A2A_{2} be m×mm \times m matrices and B1B_{1}, B2B_{2} be n×nn \times n matrices. Show that

(A1⊕B1)(A2⊕B2)=(A1A2)⊕(B1B2). (A_{1} \oplus B_{1})(A_{2} \oplus B_{2}) = (A_{1}A_{2}) \oplus (B_{1}B_{2}).
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Problem 1.2.17

Consider the symmetric matrix AA and the normalized vector v→\overrightarrow {v}

A=(010101010),v→=13(111). A = \begin{pmatrix} 0 & 1 & 0 \\ 1 & 0 & 1 \\ 0 & 1 & 0 \end{pmatrix}, \quad \overrightarrow {v} = \frac{1}{\sqrt{3}} \begin{pmatrix} 1 \\ 1 \\ 1 \end{pmatrix}.

Calculate Sj=v→∗Ajv→S_{j} = \overrightarrow {v}^{*}A^{j}\overrightarrow {v} for j=1,2,3j = 1,2,3. Can AA be reconstructed from S1,S2,S3S_{1}, S_{2}, S_{3} and the information that AA is real symmetric?

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Problem 1.2.18

The standard simplex Δn\Delta_{n} is defined by the set in Rn\mathbb {R}^{n}

Δn:={(x1,…,xn)T:xj≥0,  ∑j=1nxj=1}. \Delta _{n} := \left\{ (x_{1},\ldots ,x_{n})^{T} : x_{j} \geq 0, \; \sum _{j=1}^{n} x_{j} = 1\right\} .

Consider nn affinely independent points B1,…,Bn∈ΔnB_{1},\ldots ,B_{n} \in \Delta_{n}. They span an (n−1)(n-1)-simplex denoted by Λ=Con⁡(B1,…,Bn)\Lambda = \operatorname {Con}(B_{1},\ldots ,B_{n}), that is

Λ=Con⁡(B1,…,Bn)={λ1B1+⋯+λnBn:∑j=1nλj=1,  λ1,…,λn≥0}. \Lambda = \operatorname {Con}(B_{1},\ldots ,B_{n}) = \left\{ \lambda _{1}B_{1}+\cdots +\lambda _{n}B_{n} : \sum _{j=1}^{n} \lambda _{j} = 1, \; \lambda _{1},\ldots ,\lambda _{n} \geq 0\right\} .

The set corresponds to an invertible n×nn \times n matrix [Λ][\Lambda ] whose columns are B1,…,BnB_{1},\ldots ,B_{n}. Conversely, consider the matrix C=(bjk)C = (b_{jk}), where Ck=(b1k,…,bnk)TC_{k} = (b_{1k},\ldots ,b_{nk})^{T} (k=1,…,nk = 1,\ldots ,n). If det⁡(C)≠0\operatorname {det}\left(C\right) \neq 0 and the sum of the entries in each column is 1, then the matrix CC corresponds to an (n−1)(n-1)-simplex Con⁡(B1,…,Bn)\operatorname {Con}(B_{1},\ldots ,B_{n}) in Δn\Delta_{n}. Let C1C_{1} and C2C_{2} be n×nn \times n matrices with nonnegative entries and all the columns of each matrix add up to 1.

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(i)

Show that C1C2C_{1}C_{2} and C2C1C_{2}C_{1} are also such matrices.

(ii)

Are the n2×n2n^{2} \times n^{2} matrices C1⊗C2C_{1} \otimes C_{2}, C2⊗C1C_{2} \otimes C_{1} such matrices?

Problem 1.2.19
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(i)

Let SS, TT be n×nn \times n matrices over C\mathbb {C} with S2=InS^{2} = I_{n}, (TS)2=In(TS)^{2} = I_{n}. Thus SS and TT are invertible. Show that STS−1=T−1STS^{-1} = T^{-1}, ST−1S=TST^{-1}S = T.

(ii)

Let AA be an invertible n×nn \times n matrix over C\mathbb {C} and BB be an n×nn \times n matrix over C\mathbb {C}. We define the n×nn \times n matrix D:=A−1BAD := A^{-1}BA. Show that Dn=A−1BnAD^{n} = A^{-1}B^{n}A applying AA−1=InAA^{-1} = I_{n}.

Problem 1.2.20

Find all invertible 2×22 \times 2 matrices SS such that

(0100)S(0010)=(0010)S(0100). \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} S \begin{pmatrix} 0 & 0 \\ 1 & 0 \end{pmatrix} = \begin{pmatrix} 0 & 0 \\ 1 & 0 \end{pmatrix} S \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix}.
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Problem 1.2.21
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(i)

Consider the 3×23 \times 2 matrix

A=(111111). A = \begin{pmatrix} 1 & 1 \\ 1 & 1 \\ 1 & 1 \end{pmatrix}.

Can one find 2×32 \times 3 matrices BB such that AB=I2AB = I_{2}?

(ii)

Consider the 3×23 \times 2 matrix

X=(121111). X = \begin{pmatrix} 1 & 2 \\ 1 & 1 \\ 1 & 1 \end{pmatrix}.

Can one find 2×32 \times 3 matrices YY such that XY=I2XY = I_{2}?

Problem 1.2.22

Let x→∈R3\overrightarrow {x} \in \mathbb {R}^{3} and ×\times be the vector product. Find all solutions of

(100)×(x1x2x3)=(001)and(010)×(y1y2y3)=(1/201/2). \begin{pmatrix} 1 \\ 0 \\ 0 \end{pmatrix} \times \begin{pmatrix} x_{1} \\ x_{2} \\ x_{3} \end{pmatrix} = \begin{pmatrix} 0 \\ 0 \\ 1 \end{pmatrix} \quad \text{and} \quad \begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix} \times \begin{pmatrix} y_{1} \\ y_{2} \\ y_{3} \end{pmatrix} = \begin{pmatrix} 1/\sqrt{2} \\ 0 \\ 1/\sqrt{2} \end{pmatrix}.
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Problem 1.2.23
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(i)

Let AA be an 3×33 \times 3 matrix over R\mathbb {R} and u→,v→∈R3\overrightarrow {u}, \overrightarrow {v} \in \mathbb {R}^{3}. Find the conditions on AA, u→\overrightarrow {u}, v→\overrightarrow {v} such that

A(u→×v→)=(Au→)×(Av→). A(\overrightarrow {u} \times \overrightarrow {v}) = (A\overrightarrow {u}) \times (A\overrightarrow {v}).
(ii)

Consider the three vectors v→1,v→2,v→3\overrightarrow {v}_{1}, \overrightarrow {v}_{2}, \overrightarrow {v}_{3} in R3\mathbb {R}^{3}. Show that v→1⋅(v→2×v→3)=0\overrightarrow {v}_{1} \cdot (\overrightarrow {v}_{2} \times \overrightarrow {v}_{3}) = 0 if v→1,v→2,v→3\overrightarrow {v}_{1}, \overrightarrow {v}_{2}, \overrightarrow {v}_{3} are linearly dependent.

(iii)

Let u→,v→∈R3\overrightarrow {u}, \overrightarrow {v} \in \mathbb {R}^{3}. Show that (u→×v→)⋅(u→×v→)≡(u→⋅u→)(v→⋅v→)−(u→⋅v→)2(\overrightarrow {u} \times \overrightarrow {v}) \cdot (\overrightarrow {u} \times \overrightarrow {v}) \equiv (\overrightarrow {u} \cdot \overrightarrow {u})(\overrightarrow {v} \cdot \overrightarrow {v})-(\overrightarrow {u} \cdot \overrightarrow {v})^{2}.

(iv)

Let a→\overrightarrow {a}, b→\overrightarrow {b}, c→\overrightarrow {c}, d→\overrightarrow {d} be vectors in R3\mathbb {R}^{3}. Show that (Lagrange identity)

(a→×b→)⋅(c→×d→)≡det⁡(a→⋅c→b→⋅c→a→⋅d→b→⋅d→). (\overrightarrow {a} \times \overrightarrow {b}) \cdot (\overrightarrow {c} \times \overrightarrow {d}) \equiv \det \begin{pmatrix} \overrightarrow {a} \cdot \overrightarrow {c} & \overrightarrow {b} \cdot \overrightarrow {c} \\ \overrightarrow {a} \cdot \overrightarrow {d} & \overrightarrow {b} \cdot \overrightarrow {d} \end{pmatrix}.
Problem 1.2.24
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(i)

Consider four nonzero vectors v→1,v→2,v→3,v→4\overrightarrow {v}_{1}, \overrightarrow {v}_{2}, \overrightarrow {v}_{3}, \overrightarrow {v}_{4} in R3\mathbb {R}^{3}. Let

w→:=(v→1×v→2)×(v→3×v→4)≠0→. \overrightarrow {w} := (\overrightarrow {v}_{1} \times \overrightarrow {v}_{2}) \times (\overrightarrow {v}_{3} \times \overrightarrow {v}_{4}) \neq \overrightarrow {0}.

Find w→×(v→1×v→2)\overrightarrow {w} \times (\overrightarrow {v}_{1} \times \overrightarrow {v}_{2}) and w→×(v→3×v→4)\overrightarrow {w} \times (\overrightarrow {v}_{3} \times \overrightarrow {v}_{4}). Discuss. Note that v→1\overrightarrow {v}_{1} and v→2\overrightarrow {v}_{2} span a plane in R3\mathbb {R}^{3} and v→3\overrightarrow {v}_{3} and v→4\overrightarrow {v}_{4} span a plane in R3\mathbb {R}^{3}.

(ii)

Let u→,v→,w→\overrightarrow {u}, \overrightarrow {v}, \overrightarrow {w} be vectors in R3\mathbb {R}^{3}. Show that (Jacobi identity)

u→×(v→×w→)+w→×(u→×v→)+v→×(w→×u→)=0→. \overrightarrow {u} \times (\overrightarrow {v} \times \overrightarrow {w})+\overrightarrow {w} \times (\overrightarrow {u} \times \overrightarrow {v})+\overrightarrow {v} \times (\overrightarrow {w} \times \overrightarrow {u}) = \overrightarrow {0}.
(iii)

Consider the normalized column vectors

v→1=(010)T,v→2=(101)T. \overrightarrow {v}_{1} = \begin{pmatrix} 0 & 1 & 0 \end{pmatrix}^{T}, \quad \overrightarrow {v}_{2} = \begin{pmatrix} 1 & 0 & 1 \end{pmatrix}^{T}.

Do the three vectors v→1,v→2,v→1×v→2\overrightarrow {v}_{1}, \overrightarrow {v}_{2}, \overrightarrow {v}_{1} \times \overrightarrow {v}_{2} form an orthonormal basis in R3\mathbb {R}^{3}?

(iv)

Let v→1,v→2,v→3,v→4\overrightarrow {v}_{1}, \overrightarrow {v}_{2}, \overrightarrow {v}_{3}, \overrightarrow {v}_{4} be column vectors in R3\mathbb {R}^{3}. Show that

(v→1×v→2)T(v→3×v→4)≡(v→1Tv→3)(v→2Tv→4)−(v→2Tv→3)(v→1Tv→4). (\overrightarrow {v}_{1} \times \overrightarrow {v}_{2})^{T}(\overrightarrow {v}_{3} \times \overrightarrow {v}_{4}) \equiv (\overrightarrow {v}_{1}^{T}\overrightarrow {v}_{3})(\overrightarrow {v}_{2}^{T}\overrightarrow {v}_{4})-(\overrightarrow {v}_{2}^{T}\overrightarrow {v}_{3})(\overrightarrow {v}_{1}^{T}\overrightarrow {v}_{4}).

A special case with v→3=v→1\overrightarrow {v}_{3} = \overrightarrow {v}_{1}, v→4=v→2\overrightarrow {v}_{4} = \overrightarrow {v}_{2} is

(v→1×v→2)T(v→1×v→2)≡(v→1Tv→1)(v→2Tv→2)−(v→2Tv→1)(v→1Tv→2). (\overrightarrow {v}_{1} \times \overrightarrow {v}_{2})^{T}(\overrightarrow {v}_{1} \times \overrightarrow {v}_{2}) \equiv (\overrightarrow {v}_{1}^{T}\overrightarrow {v}_{1})(\overrightarrow {v}_{2}^{T}\overrightarrow {v}_{2})-(\overrightarrow {v}_{2}^{T}\overrightarrow {v}_{1})(\overrightarrow {v}_{1}^{T}\overrightarrow {v}_{2}).
Problem 1.2.25

Consider the coordinates

p→1=(x1,y1,z1)T,p→2=(x2,y2,z2)T,p→3=(x3,y3,z3)T \overrightarrow {p}_{1} = (x_{1},y_{1},z_{1})^{T}, \quad \overrightarrow {p}_{2} = (x_{2},y_{2},z_{2})^{T}, \quad \overrightarrow {p}_{3} = (x_{3},y_{3},z_{3})^{T}

with p→1≠p→2\overrightarrow {p}_{1} \neq \overrightarrow {p}_{2}, p→2≠p→3\overrightarrow {p}_{2} \neq \overrightarrow {p}_{3}, p→3≠p→1\overrightarrow {p}_{3} \neq \overrightarrow {p}_{1}. We form the vectors

v→21=(x2−x1y2−y1z2−z1),v→31=(x3−x1y3−y1z3−z1). \overrightarrow {v}_{21} = \begin{pmatrix} x_{2}-x_{1} \\ y_{2}-y_{1} \\ z_{2}-z_{1} \end{pmatrix}, \quad \overrightarrow {v}_{31} = \begin{pmatrix} x_{3}-x_{1} \\ y_{3}-y_{1} \\ z_{3}-z_{1} \end{pmatrix}.

What does 12∣v→21×v→31∣\frac{1}{2}\left|\overrightarrow {v}_{21} \times \overrightarrow {v}_{31}\right| calculate? Apply it to p→1=(0,0,0)T\overrightarrow {p}_{1} = (0,0,0)^{T}, p→2=(1,0,1)T\overrightarrow {p}_{2} = (1,0,1)^{T}, p→3=(1,1,1)T\overrightarrow {p}_{3} = (1,1,1)^{T}.

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Problem 1.2.26

Consider the 4×44 \times 4 Haar matrix

K=12(111111−1−12−200002−2). K = \frac{1}{2} \begin{pmatrix} 1 & 1 & 1 & 1 \\ 1 & 1 & -1 & -1 \\ \sqrt{2} & -\sqrt{2} & 0 & 0 \\ 0 & 0 & \sqrt{2} & -\sqrt{2} \end{pmatrix}.

Find all 4×44 \times 4 hermitian matrices HH such that KHKT=HKHK^{T} = H.

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Problem 1.2.27

Consider the real symmetric 3×33 \times 3 matrix

A=(−1/2−3/66/3−3/6−5/6−2/36/3−2/31/3). A = \begin{pmatrix} -1/2 & -\sqrt{3}/6 & \sqrt{6}/3 \\ -\sqrt{3}/6 & -5/6 & -\sqrt{2}/3 \\ \sqrt{6}/3 & -\sqrt{2}/3 & 1/3 \end{pmatrix}.

Show that AT=A−1A^{T} = A^{-1} by showing that the column of the matrix are normalized and pairwise orthonormal.

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Problem 1.2.28

Let X∈Rn×nX \in \mathbb {R}^{n \times n}. Show that XX can be written as

X=A+S+cIn X = A+S+cI_{n}

where AA is antisymmetric (AT=−AA^{T} = -A), SS is symmetric (ST=SS^{T} = S) with tr⁡(S)=0\operatorname {tr}(S) = 0 and c∈Rc \in \mathbb {R}.

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Problem 1.2.29

Let cj>0c_{j} > 0 for j=1,…,nj = 1,\ldots ,n. Show that the n×nn \times n matrices

(cjckcj+ck),(1/cj+1/ckcjck) \left(\frac{\sqrt{c_{j}c_{k}}}{c_{j}+c_{k}}\right), \quad \left(\frac{1/c_{j}+1/c_{k}}{\sqrt{c_{j}c_{k}}}\right)

(k=1,…,nk = 1,\ldots ,n) are positive definite.

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Problem 1.2.30

Let a,b∈Ra,b \in \mathbb {R} and c2:=a2+b2c^{2} := a^{2}+b^{2} with c2>0c^{2} > 0. Consider the 2×22 \times 2 matrix

M(a,b)=1c(abb−a). M(a,b) = \frac{1}{c} \begin{pmatrix} a & b \\ b & -a \end{pmatrix}.

Show that M(a,b)M(a,b)=I2M(a,b)M(a,b) = I_{2}. Thus M(a,b)M(a,b) can be considered as a square root of I2I_{2}.

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Problem 1.2.31

Show that a nonzero 3×33 \times 3 matrix AA over R\mathbb {R} which satisfies

A2AT+ATA2=2A,AATA=2A,A3=03 A^{2}A^{T}+A^{T}A^{2} = 2A, \quad AA^{T}A = 2A, \quad A^{3} = 0_{3}

is given by

A=2(000100010)⇒AT=2(010001000). A = \sqrt{2} \begin{pmatrix} 0 & 0 & 0 \\ 1 & 0 & 0 \\ 0 & 1 & 0 \end{pmatrix} \Rightarrow A^{T} = \sqrt{2} \begin{pmatrix} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 0 & 0 & 0 \end{pmatrix}.
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Problem 1.2.32

Let x→\overrightarrow {x} be a normalized column vector in Rn\mathbb {R}^{n}, i.e. x→Tx→=1\overrightarrow {x}^{T}\overrightarrow {x} = 1. A matrix TT is called a Householder matrix if T:=In−2x→x→TT := I_{n}-2\overrightarrow {x}\overrightarrow {x}^{T}. Show that

T2=(In−2x→x→T)(In−2x→x→T)=In−4x→x→T+4x→x→T=In. T^{2} = (I_{n}-2\overrightarrow {x}\overrightarrow {x}^{T})(I_{n}-2\overrightarrow {x}\overrightarrow {x}^{T}) = I_{n}-4\overrightarrow {x}\overrightarrow {x}^{T}+4\overrightarrow {x}\overrightarrow {x}^{T} = I_{n}.
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Problem 1.2.33

Let AA be an n×nn \times n matrix over R\mathbb {R}. Show that there exists nonnull vectors x→1\overrightarrow {x}_{1}, x→2\overrightarrow {x}_{2} in Rn\mathbb {R}^{n} such that

x→1TAx→1x→1Tx→1≤x→TAx→x→Tx→≤x→2TAx→2x→2Tx→2 \frac{\overrightarrow {x}_{1}^{T}A\overrightarrow {x}_{1}}{\overrightarrow {x}_{1}^{T}\overrightarrow {x}_{1}} \leq \frac{\overrightarrow {x}^{T}A\overrightarrow {x}}{\overrightarrow {x}^{T}\overrightarrow {x}} \leq \frac{\overrightarrow {x}_{2}^{T}A\overrightarrow {x}_{2}}{\overrightarrow {x}_{2}^{T}\overrightarrow {x}_{2}}

for every nonnull vector x→\overrightarrow {x} in Rn\mathbb {R}^{n}.

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Problem 1.2.34

A generalized Kronecker delta can be defined as follows

δI,J:={1if J=(j1,…,jr) is an even permutation of I=(i1,…,ir)−1if J is an odd permutation of I0if J is not a permutation of I \delta _{I,J} := \begin{cases} 1 & \text{if } J = (j_{1},\ldots ,j_{r}) \text{ is an even permutation of } I = (i_{1},\ldots ,i_{r}) \\ -1 & \text{if } J \text{ is an odd permutation of } I \\ 0 & \text{if } J \text{ is not a permutation of } I \end{cases}

Show that δ126,621=−1\delta_{126,621} = -1, δ126,651=0\delta_{126,651} = 0, δ125,512=1\delta_{125,512} = 1. Give a computer algebra implementation.

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Problem 1.2.35
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(i)

Let j0,j1,k0,k1∈{0,1}j_{0},j_{1},k_{0},k_{1} \in \left\{ 0,1\right\}. Consider the tensor

Tk0,k1j0,j1. T^{j_{0},j_{1}}_{k_{0},k_{1}}.

Give a 1−11-1 map that maps Tk0,k1j0,j1T^{j_{0},j_{1}}_{k_{0},k_{1}} to a 22×222^{2} \times 2^{2} matrix S=(sℓ0,ℓ1)S = (s_{\ell_{0},\ell_{1}}) with ℓ0,ℓ1=0,1,2,3\ell_{0},\ell_{1} = 0,1,2,3, i.e.

(t0000t0100t1000t1100t0001t0101t1001t1101t0010t0110t1010t1110t0011t0111t1011t1111)↦(s00s01s02s03s10s11s12s13s20s21s22s23s30s31s32s33). \begin{pmatrix} t^{00}_{00} & t^{00}_{01} & t^{00}_{10} & t^{00}_{11} \\ t^{01}_{00} & t^{01}_{01} & t^{01}_{10} & t^{01}_{11} \\ t^{10}_{00} & t^{10}_{01} & t^{10}_{10} & t^{10}_{11} \\ t^{11}_{00} & t^{11}_{01} & t^{11}_{10} & t^{11}_{11} \end{pmatrix} \mapsto \begin{pmatrix} s_{00} & s_{01} & s_{02} & s_{03} \\ s_{10} & s_{11} & s_{12} & s_{13} \\ s_{20} & s_{21} & s_{22} & s_{23} \\ s_{30} & s_{31} & s_{32} & s_{33} \end{pmatrix}.
(ii)

Let j0,j1,j2,k0,k1,k2∈{0,1}j_{0},j_{1},j_{2},k_{0},k_{1},k_{2} \in \left\{ 0,1\right\}. Consider the tensor

Tk0,k1,k2j0,j1,j2. T^{j_{0},j_{1},j_{2}}_{k_{0},k_{1},k_{2}}.

Give a 1−11-1 map that maps Tk0,k1,k2j0,j1,j2T^{j_{0},j_{1},j_{2}}_{k_{0},k_{1},k_{2}} to a 23×232^{3} \times 2^{3} matrix S=(sℓ0,ℓ1)S = (s_{\ell_{0},\ell_{1}}) with ℓ0,ℓ1=0,1,…,23−1\ell_{0},\ell_{1} = 0,1,\ldots ,2^{3}-1.

(iii)

Let n≥2n \geq 2 and j0,j1,…,jn,k0,k1,…,kn∈{0,1}j_{0},j_{1},\ldots ,j_{n},k_{0},k_{1},\ldots ,k_{n} \in \left\{ 0,1\right\}. Consider the tensor

Tk0,k1,…,kn−1j0,j1,…,jn−1. T^{j_{0},j_{1},\ldots ,j_{n-1}}_{k_{0},k_{1},\ldots ,k_{n-1}}.

Give a 1−11-1 map that maps the tensor to a 2n×2n2^{n} \times 2^{n} matrix S=(sℓ0,ℓ1)S = (s_{\ell_{0},\ell_{1}}) with ℓ0,ℓ1=0,1,…,2n−1\ell_{0},\ell_{1} = 0,1,\ldots ,2^{n}-1. Give a SymbolicC++ implementation. The user provides nn.