线性代数 · 免费预览

MIT 18.06 习题集 2

矩阵代数、逆矩阵、LU 分解与矩阵乘法。

1. MIT 18.06 Problem Set 2 — how this assessment works

This lesson reproduces the Problem Set “MIT 18.06 Problem Set 2” from MIT OpenCourseWare 18.06 Linear Algebra (Spring 2010) (https://ocw.mit.edu/courses/18-06-linear-algebra-spring-2010/), licensed under CC BY-NC-SA 4.0. Work through 13 problems in order: type your reasoning in the answer box or write it on the handwriting pad, then submit for AI grading.

How the grading works Every problem is graded by an AI mathematics teacher that reads the official solution shipped with the course. It checks your work criterion by criterion, awards partial credit for correct steps, and returns written feedback. Equivalent mathematics and valid alternative methods are accepted — a different route to the same result can still earn full marks.

If your answer is incomplete, the feedback names exactly which steps are missing, so you can correct them and try again.

2. MIT 18.06 PSET2 Problem 1 — Gauss-Jordan elimination for an upper triangular inverse (4 pts)

Use Gauss-Jordan elimination on [U I][U \ I] to find the upper triangular U−1U^{-1}:

UU−1=I[1ab01c001][x1x2x3]=[100010001].U U^{-1}=I \qquad [ \begin{array}{ccc} 1 & a & b \\ 0 & 1 & c \\ 0 & 0 & 1 \end{array} ][ \begin{array}{ccc} x_1 & x_2 & x_3 \end{array} ]=[ \begin{array}{ccc} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{array} ] .

3. MIT 18.06 PSET2 Problem 2 — Inverse of a bidiagonal matrix (12 pts)

(Recommended) AA is a 4 by 4 matrix with 1's on the diagonal and −a,−b,−c-a,-b,-c on the diagonal above. Find A−1A^{-1} for this bidiagonal matrix.

4. MIT 18.06 PSET2 Problem 3 — LU factorization of a symmetric matrix (4 pts)

(Recommended) Compute LL and UU for the symmetric matrix

A=[aaaaabbbabccabcd].A=[ \begin{array}{cccc} a & a & a & a \\ a & b & b & b \\ a & b & c & c \\ a & b & c & d \end{array} ] .

Find four conditions on a,b,c,da, b, c, d to get A=LUA=LU with four pivots.

5. MIT 18.06 PSET2 Problem 4 — Uniqueness of the LDU factorization (4 pts)

If A=LDUA=LDU and also A=L1D1U1A=L_1 D_1 U_1 with all factors invertible, then L=L1L=L_1 and D=D1D=D_1 and U=U1U=U_1. "The three factors are unique."

Derive the equation L1−1LD=D1U1U−1L_1^{-1} L D=D_1 U_1 U^{-1}. Are the two sides triangular or diagonal? Deduce L=L1L=L_1 and U=U1U=U_1 (they all have diagonal 1's). Then D=D1D=D_1.

6. MIT 18.06 PSET2 Problem 5 — K = LU for the 6 by 6 second difference matrix (12 pts)

For the 6 by 6 second difference constant-diagonal matrix KK, put the pivots and multipliers into K=LUK=LU. (L and U will have only two nonzero diagonals, because K has three.) Find a formula for the i,ji, j entry of L−1L^{-1}, by software like MATLAB using inv(L) or by looking for a nice pattern.

−1,2,−1 matrixK=[2−1−1∙∙∙∙∙∙∙∙∙∙−1−12]=toeplitz([2 −1 0 0 0 0]).-1, 2,-1 \text{ matrix} \qquad K=[ \begin{array}{cccccc} 2 &-1 & & & & \\ -1 & \bullet & \bullet & & & \\ & \bullet & \bullet & \bullet & & \\ & & \bullet & \bullet & \bullet & \\ & & & \bullet & \bullet &-1 \\ & & & &-1 & 2 \end{array} ]=\text{toeplitz}([2\ -1\ 0\ 0\ 0\ 0]) .

7. MIT 18.06 PSET2 Problem 6 — The pattern of 7K^{-1} (12 pts)

If you print K−1K^{-1}, it doesn't look good. But if you print 7K−17K^{-1} (when KK is 6 by 6), that matrix looks wonderful. Write down 7K−17K^{-1} by hand, following this pattern:

1 Row 1 and column 1 are (6, 5, 4, 3, 2, 1).

2 On and above the main diagonal, row ii is ii times row 1.

3 On and below the main diagonal, column jj is jj times column 1.

Multiply KK times that 7K−17K^{-1} to produce 7I7I. Here is that pattern for n=3n=3 (3 by 3 case; the determinant of this KK is 4):

(K)(4K−1)=[2−10−12−10−12][321242123]=[444].(K)(4K^{-1})=\begin{bmatrix} 2 &-1 & 0 \\ -1 & 2 &-1 \\ 0 &-1 & 2 \end{bmatrix}\begin{bmatrix} 3 & 2 & 1 \\ 2 & 4 & 2 \\ 1 & 2 & 3 \end{bmatrix}=\begin{bmatrix} 4 & & \\ & 4 & \\ & & 4 \end{bmatrix} .

8. MIT 18.06 PSET2 Problem 7 — Permutation matrices of order three (4 pts)

(a) Find a 3 by 3 permutation matrix with P3=IP^3=I (but not P=IP=I). (b) Find a 4 by 4 permutation P^\widehat{P} with P^4≠I\widehat{P}^4 \neq I.

9. MIT 18.06 PSET2 Problem 8 — Which families of matrices are groups? (4 pts)

A group of matrices includes ABAB and A−1A^{-1} if it includes AA and BB. "Products and inverses stay in the group." Which of these sets are groups?

Lower triangular matrices LL with 1's on the diagonal, symmetric matrices SS, positive matrices MM, diagonal invertible matrices DD, permutation matrices PP, matrices with QT=Q−1Q^{T}=Q^{-1}. \emph{Invent two more matrix groups.}

10. MIT 18.06 PSET2 Problem 9 — Columns of an orthogonal matrix (12 pts)

Suppose QTQ^{T} equals Q−1Q^{-1} (transpose equal inverse, so QTQ=IQ^{T}Q=I).

(a) Show that the columns q1,…,qnq_1, \dots, q_n are unit vectors: ∥qi∥2=1\|q_i\|^2=1.

(b) Show that every two distinct columns of QQ are perpendicular: qiTqj=0q_i^{T}q_j=0 for i≠ji \neq j.

(c) Find a 2 by 2 example with first entry q11=cos⁡θq_{11}=\cos\theta.

11. MIT 18.06 PSET2 Problem 10 — Subspaces of symmetric, skew-symmetric, and unsymmetric matrices (4 pts)

True or false (check addition or give a counterexample):

(a) The symmetric matrices in M\mathbf{M} (with AT=AA^{T}=A) form a subspace.

(b) The skew-symmetric matrices in M\mathbf{M} (with AT=−AA^{T}=-A) form a subspace.

(c) The unsymmetric matrices in M\mathbf{M} (with AT≠AA^{T} \neq A) form a subspace.

12. MIT 18.06 PSET2 Problem 11 — Adding a column to a matrix (4 pts)

(Recommended) If we add an extra column bb to a matrix AA, then the column space gets larger unless ‾\underline{\hspace{2cm}}. Give an example where the column space gets larger and an example where it doesn't. Why is Ax=bAx=b solvable exactly when the column space \emph{doesn't} get larger—it is the same for AA and [A b][A \ b]?

13. MIT 18.06 PSET2 Problem 12 — The sum S + T of two subspaces (12 pts)

Suppose S\mathbf{S} and T\mathbf{T} are two subspaces of a vector space V\mathbf{V}.

(a) \textbf{Definition:} The sum S+T\mathbf{S}+\mathbf{T} contains all sums s+t\mathbf{s}+\mathbf{t} of a vector s\mathbf{s} in S\mathbf{S} and a vector t\mathbf{t} in T\mathbf{T}. Show that S+T\mathbf{S}+\mathbf{T} satisfies the requirements (addition and scalar multiplication) for a vector space.

(b) If S\mathbf{S} and T\mathbf{T} are lines in Rm\mathbf{R}^m, what is the difference between S+T\mathbf{S}+\mathbf{T} and S∪T\mathbf{S} \cup \mathbf{T}? That union contains all vectors from S\mathbf{S} and T\mathbf{T} or both. Explain this statement: \emph{The span of} S∪T\mathbf{S} \cup \mathbf{T} \emph{is} S+T\mathbf{S}+\mathbf{T}\emph{.} (Section 3.5 returns to this word "span.")

14. MIT 18.06 PSET2 Problem 13 — Column spaces of A and [A AB] (12 pts)

Show that the matrices AA and [A AB][A \ AB] (with extra columns) have the same column space. But find a square matrix with C(A2)\mathbf{C}(A^2) smaller than C(A)\mathbf{C}(A). \textbf{Important point:}

An nn by nn matrix has C(A)=Rn\mathbf{C}(A)=\mathbf{R}^n exactly when AA is an ‾\underline{\hspace{2cm}} matrix.

进入交互式练习

免费注册 · 即时批改 · 自动安排间隔复习。

免费开始这门课