Linear Algebra Written Exam, January, 2022
Instructions
• Attempt all problems. You may get partial credit for partial solutions.
• Explain all answers. In particular, explain the relevance of each calculation. Points may be
deducted for unexplained answers.
• Cross out anything you think is wrong. Otherwise points may be deducted.
Problems
1. Prove these statements either true or false. A and B are matrices. All matrix and vector
entries are real.
(a) If A is square and det(A) < 0, then A has at least one real eigenvalue.
(b) If An → A as n → ∞ is a convergent sequence of d×d matrices, and if An is diagonalizable
for each n, then A is diagonalizable.
(c) If A is n × m (A has n rows and m columns) and B is m × n and AB = In×n , then
m = n.
(d) If A is symmetric and positive definite, then the set of x with xt Ax ≤ 1 is a convex set
(superscript t denotes the matrix transpose).
2. Suppose that u and v are n-component column vectors such that v t u 6= 0. Find a formula for
a matrix R with the properties that
Ru = −u, and Rx = x for any x such that v t x = 0.
Show that R is unique and satisfies R2 = I. Hint: consider the action of R on a vector
y = au + x, where a is a scalar.
3. Consider a polynomial of degree two in two variables, f (x, y) = a1 + a2 x + a3 y + a4 x2 + a5 xy +
a6 y 2 , where x, y and the coefficients a1 , . . . , a6 are all real. Let pj = (xj , yj ), j = 1, . . . , 6, be
six distinct points on the unit circle, and suppose six real numbers u1 , . . . , u6 are specified.
An interpolating quadratic polynomial would be f with coefficients set so that f (pj ) = uj for
each j. Show that there are values u1 , . . . , u6 for which no interpolating quadratic polynomial
exists. Hint: Show that f1 (x, y) = 1 (a constant function) and f2 (x, y) = x2 + y 2 have
f1 (pj ) = f2 (pj ) for each j.
4. Suppose zn is a sequence of complex numbers (not all zero) that satisfy zn+1 = zn + 14 zn−1 .
(a) Show that if z0 = 0 and z1 = 1, then zn+1 /zn → r as n → ∞. Identify r.
(b) Find numbers a and b so that |zn | → 0 as n → ∞ if and only if az1 + bz0 = 0.
5. Let A(t) by an n × m matrix whose entries are differentiable functions of a parameter t.
d
Denote the derivative of any quantity with respect to t by a dot. For example, dt A(t) = Ȧ(t).
t
Let A(t) = U (t) Σ(t) V (t) be the SVD (singular value decomposition) of A. (Reminder: this
means U and V are orthogonal matrices of dimension n and m respectively and Σ is n × m
with all entries equal to zero except the (j, j) entry σj ≥ 0, and σj+1 ≤ σj for all relevant j.)
(a) Let uj and vj be the j th columns of U and V , respectively. Show that Avj = σj uj and
utj A = σj vjt .
(b) Assume that σj , uj , and vj are differentiable functions of j. Derive the formula
σ̇j = utj Ȧvj .