Section 13.1

Chapter Problems

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Problem 13.1.1

Consider the 2×32 \times 3 matrix

A=(a11a12a13a21a22a23). A = \begin{pmatrix} a_{11} & a_{12} & a_{13} \\ a_{21} & a_{22} & a_{23} \end{pmatrix}.

Let B=ATB = A^{T}. Thus BB is a 3×23 \times 2 matrix. Find the 6×66 \times 6 permutation matrix PP such that

vec⁡(B)=Pvec⁡(A). \operatorname {vec}(B) = P\operatorname {vec}(A).
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Problem 13.1.2

Let AA be an m×nm \times n matrix over C\mathbb {C} and BB be a s×ts \times t matrix over C\mathbb {C}. Find the permutation matrix PP such that

vec⁡(A⊗B)=P(vec⁡(A)⊗vec⁡(B)). \operatorname {vec}(A \otimes B) = P(\operatorname {vec}(A) \otimes \operatorname {vec}(B)).
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Problem 13.1.3
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(i)

Let AA, BB be two n×nn \times n matrices. Is

vec⁡(A⊗B)=(vec⁡(A))⊗(vec⁡(B)) ? \operatorname {vec}(A \otimes B) = (\operatorname {vec}(A)) \otimes (\operatorname {vec}(B)) \, ?
(ii)

Let AA be an arbitrary 2×22 \times 2 matrix. Find the condition on AA such that

vec⁡(A)⊗vec⁡(A)=vec⁡(A⊗A). \operatorname {vec}(A) \otimes \operatorname {vec}(A) = \operatorname {vec}(A \otimes A).

What can we conclude about the rank of AA?

Problem 13.1.4

Let v→\overrightarrow {v} be a column vector in Rn\mathbb {R}^{n}. Show that vec⁡(v→v→T)=v→⊗v→\operatorname {vec}(\overrightarrow {v}\overrightarrow {v}^{T}) = \overrightarrow {v} \otimes \overrightarrow {v}.

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Problem 13.1.5

Let AA be an m×nm \times n matrix over C\mathbb {C}. Using

vec⁡m×n(A):=∑j=1ne→j,n⊗(Ae→j,n)=(In⊗A)∑j=1ne→j,n⊗e→j,n \operatorname {vec}_{m \times n}(A) := \sum _{j=1}^{n} \overrightarrow {e}_{j,n} \otimes (A\overrightarrow {e}_{j,n}) = (I_{n} \otimes A)\sum _{j=1}^{n} \overrightarrow {e}_{j,n} \otimes \overrightarrow {e}_{j,n}

and

vec⁡m×n−1(x→)=∑i=1m∑j=1n((e→j,n⊗e→i,m)∗x→)e→i,m⊗e→j,n∗. \operatorname {vec}_{m \times n}^{-1}(\overrightarrow {x}) = \sum _{i=1}^{m}\sum _{j=1}^{n} \left( (\overrightarrow {e}_{j,n} \otimes \overrightarrow {e}_{i,m})^{*}\overrightarrow {x} \right) \overrightarrow {e}_{i,m} \otimes \overrightarrow {e}_{j,n}^{*}.

Show that vec⁡m×n−1(vec⁡m×n(A))=A\operatorname {vec}_{m \times n}^{-1}(\operatorname {vec}_{m \times n}(A)) = A.

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Problem 13.1.6
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(i)

Let AX+XB=CAX+XB = C, where CC is an m×nm \times n matrix over R\mathbb {R}. What are the dimensions of AA, BB, and XX?

(ii)

Solve the equation

(0110)X+X(111111111)=(10−1010) \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix} X + X \begin{pmatrix} 1 & 1 & 1 \\ 1 & 1 & 1 \\ 1 & 1 & 1 \end{pmatrix} = \begin{pmatrix} 1 & 0 & -1 \\ 0 & 1 & 0 \end{pmatrix}

for the real-valued 2×32 \times 3 matrix XX.

Problem 13.1.7

Let AA be an m×nm \times n matrix over C\mathbb {C} and BB be an s×ts \times t matrix over C\mathbb {C}. For the rearrangement operator RR defined by

R(A⊗B):=vec⁡(A)(vec⁡(B))T R(A \otimes B) := \operatorname {vec}(A)(\operatorname {vec}(B))^{T}

and linear extension. Find

R((0110)⊗(123)). R\left( \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix} \otimes \begin{pmatrix} 1 \\ 2 \\ 3 \end{pmatrix} \right).
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Problem 13.1.8
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(i)

Let KK be a given n×nn \times n nonnormal matrix over C\mathbb {C}. We want to find all unitary n×nn \times n matrices such that UKU∗=K∗UKU^{*} = K^{*}. Now we can write KU∗=U∗K∗KU^{*} = U^{*}K^{*} and therefore

KU∗−U∗K∗=0n KU^{*} - U^{*}K^{*} = 0_{n}

where 0n0_{n} is the n×nn \times n zero matrix. This is a matrix equation (a special case of Sylvester) and using the vec-operator and Kronecker product we can cast the matrix equation into a vector equation. Write down this linear equation.

(ii)

Apply it to the case n=2n=2 with

K=(−ii0i). K = \begin{pmatrix} -i & i \\ 0 & i \end{pmatrix}.
Problem 13.1.9

Consider Lyapunov FX+XFT=CFX+XF^{T} = C and

F=(0110),C=(0110). F = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}, \qquad C = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}.

Find XX.

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Problem 13.1.10

Consider the matrices

A=(010231−1−20),B=(10−21),C=(12011−2). A = \begin{pmatrix} 0 & 1 & 0 \\ 2 & 3 & 1 \\ -1 & -2 & 0 \end{pmatrix}, \qquad B = \begin{pmatrix} 1 & 0 \\ -2 & 1 \end{pmatrix}, \qquad C = \begin{pmatrix} 1 & 2 \\ 0 & 1 \\ 1 & -2 \end{pmatrix}.

Find the solution of the equation AX+XB=CAX+XB = C, where XX is the 3×23 \times 2 matrix

X=(x11x12x21x22x31x32). X = \begin{pmatrix} x_{11} & x_{12} \\ x_{21} & x_{22} \\ x_{31} & x_{32} \end{pmatrix}.
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Remark.
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Using the vec-operation we can write the equation as linear equation

(I2⊗A+BT⊗I3)vec⁡(X)=vec⁡(C). (I_{2} \otimes A + B^{T} \otimes I_{3})\operatorname {vec}(X) = \operatorname {vec}(C).
Problem 13.1.11

Let AA, BB, XX be n×nn \times n matrices, where the matrices AA, BB are given. Assume that AX=BAX = B. Find XX using the vec-operator and the Kronecker product. Then consider the case that AA is invertible.

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Problem 13.1.12

Let AA, BB, CC, XX be n×nn \times n matrices, where the matrices AA, BB, CC are given. Assume that AXB=CAXB = C. Find XX using the vec operator and the Kronecker product. Then consider the case that AA and BB are invertible.

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Problem 13.1.13

Let AA, BB, CC, XX, YY be n×nn \times n matrices, where the matrices AA, BB, CC are given. Assume that AX+YB=CAX+YB = C. Apply the vec operator to this equation and then express the left-hand side using the Kronecker product.

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Problem 13.1.14

Let UU be an n×nn \times n unitary matrix. Show that the column vector vec⁡(U)\operatorname {vec}(U) cannot be written as a Kronecker product of two vectors in Cn\mathbb {C}^{n}.

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Problem 13.1.15

Let AA be an arbitrary n×nn \times n matrix. Let UU be an n×nn \times n unitary matrix U−1=U∗U^{-1} = U^{*}. Can we conclude that

vec⁡(U∗AU)=vec⁡(A) ?(1) \operatorname {vec}(U^{*}AU) = \operatorname {vec}(A) \, ? \tag {1}
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Problem 13.1.16

Consider the Frobenius norm. Let MM be an ms×ntms \times nt matrix over C\mathbb {C}. Find the m×nm \times n matrices AA over C\mathbb {C} and the s×ts \times t matrices BB over C\mathbb {C} which minimize

∥M−A⊗B∥F=∥R(M)−vec⁡(A)(vec⁡(B))T∥F. \left\| M-A \otimes B\right\| _{F} = \left\| R(M)-\operatorname {vec}(A)(\operatorname {vec}(B))^{T}\right\| _{F}.

Apply the method for m=2,n=1,s=2,t=2m=2, n=1, s=2, t=2 to the 4×24 \times 2 matrix

M=(01100110). M = \begin{pmatrix} 0 & 1 \\ 1 & 0 \\ 0 & 1 \\ 1 & 0 \end{pmatrix}.
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Problem 13.1.17

Let PP be an n×nn \times n permutation matrix and HH be an n×nn \times n hermitian matrix.

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(i)

Given the hermitian matrix HH we want to find the permutation matrices PP such that HP=PHHP = PH. The equation can be written as HP−PH=0nHP-PH = 0_{n}. This is a special case of the Sylvester equation. Applying the vec-operation and the Kronecker product we can write the equation as

(In⊗H−HT⊗In)vec⁡(P)=0→. (I_{n} \otimes H - H^{T} \otimes I_{n})\operatorname {vec}(P) = \overrightarrow {0}.

Consider H=σ1H = \sigma_{1}. Find all PP.

(ii)

Given the permutation matrix PP we want to find the hermitian matrices HH such that PH−HP=0nPH-HP = 0_{n}. This is a special case of the Sylvester equation. Applying the vec-operation and the Kronecker product we can write the equation as

(In⊗P−PT⊗In)vec⁡(H)=0→. (I_{n} \otimes P - P^{T} \otimes I_{n})\operatorname {vec}(H) = \overrightarrow {0}.

Consider P=σ1P = \sigma_{1}. Find all HH.

Problem 13.1.18

Consider the Pauli spin matrices σ1\sigma_{1}, σ3\sigma_{3}. The unitary and hermitian normal matrices σ1\sigma_{1} and σ3\sigma_{3} have the same eigenvalues, namely +1+1 and −1-1. Find all invertible 2×22 \times 2 matrices XX such that

X−1σ1X=σ3. X^{-1}\sigma _{1}X = \sigma _{3}.

Proceed as follows: Multiply the equation with XX and after rearrangements we have

σ1X−Xσ3=02. \sigma _{1}X - X\sigma _{3} = 0_{2}.

This is a special case of the Sylvester equation. It can be written as

(I2⊗σ1−σ3T⊗I2)vec⁡(X)=(0000),vec⁡(X):=(x11x21x12x22). (I_{2} \otimes \sigma _{1} - \sigma _{3}^{T} \otimes I_{2})\operatorname {vec}(X) = \begin{pmatrix} 0 \\ 0 \\ 0 \\ 0 \end{pmatrix}, \qquad \operatorname {vec}(X) := \begin{pmatrix} x_{11} \\ x_{21} \\ x_{12} \\ x_{22} \end{pmatrix}.

Solve this linear equation to find the matrix XX, but one still has to take into account that the matrix XX is invertible.

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Problem 13.1.19

Let A∈Cnm≡⨂mCn\mathbf{A} \in \mathbb {C}^{n^{m}} \equiv \bigotimes^{m}\mathbb {C}^{n} and x→∈Cn\overrightarrow {x} \in \mathbb {C}^{n}. Define the product

Ax→m−1:=[In⊗x→⊗⋯⊗x→⏟(m−1) times]TA. \mathbf{A}\overrightarrow {x}^{m-1} := \left[ I_{n} \otimes \underbrace{\overrightarrow {x} \otimes \cdots \otimes \overrightarrow {x}}_{(m-1) \text{ times}} \right]^{T}\mathbf{A}.

Let AA be an n×nn \times n matrix over C\mathbb {C}. Find vec⁡(AT)x→1\operatorname {vec}(A^{T})\overrightarrow {x}^{1}. What is the relationship between this product and the matrix product Ax→A\overrightarrow {x}?

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Problem 13.1.20

Let A∈Cnm≡⨂mCn\mathbf{A} \in \mathbb {C}^{n^{m}} \equiv \bigotimes^{m}\mathbb {C}^{n}. If λ∈C\lambda \in \mathbb {C} and x→∈Cn\overrightarrow {x} \in \mathbb {C}^{n}, x→≠0→\overrightarrow {x} \neq \overrightarrow {0}, satisfies Ax→m−1=λx→\mathbf{A}\overrightarrow {x}^{m-1} = \lambda \overrightarrow {x} then (λ,x→)(\lambda , \overrightarrow {x}) is said to be an eigenpair of A\mathbf{A}, where λ\lambda is the eigenvalue of A\mathbf{A} and x→\overrightarrow {x} is a corresponding eigenvector. Two eigenpairs (λ,x→)(\lambda , \overrightarrow {x}) and (λ′,x→′)(\lambda ', \overrightarrow {x}') are equivalent when tm−2λ=λ′t^{m-2}\lambda = \lambda ' and tx→=x→′t\overrightarrow {x} = \overrightarrow {x}' for some non-zero complex number tt.

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(i)

Find the eigenpairs for the tensor A=(0110)T\mathbf{A} = \begin{pmatrix} 0 & 1 & 1 & 0 \end{pmatrix}^{T} and n=2n=2.

(ii)

Find the eigenpairs for the tensor A=(11111111)T\mathbf{A} = \begin{pmatrix} 1 & 1 & 1 & 1 & 1 & 1 & 1 & 1 \end{pmatrix}^{T} and n=2n=2.