MATH 4435/6435 Exam #2 Name _______________________________

13 March 2013 Show ALL Work!

1a. Find the best least squares fit by a linear function to the data. (10 points)
x -1 0 1 2
y 0 1 3 9

1 1 0 1 1 0
0 1 1 1 0 1 2 0 1 1 0 1 2 1
1 1 3 1 1 1 1 1 1 1 1 1 1 3
2 1 9 2 1 9
6 2 21 4 2 21 58
1 1
2 4 13 2 6 13 36 20 20
m m
b b
m m
b b

( ( ( (
( ( ( (

( ( ( (
( ( ( (
= =
( ( ( (
( ( ( (

( ( ( (

( ( ( ( ( ( (
= = =
( ( ( ( ( (

29
1
18 10
(
=
( (







b. Find the residual vector. (5 points)

1 1 0 11 0 11
0 1 29 1 18 10 8
1 1 1
1 1 18 3 47 30 17 10 10 10
2 1 9 76 90 14
Ax b r

( ( ( ( (

( ( ( ( (
(

( ( ( ( (
= = = =
`
(
( ( ( ( (


( ( ( ( (



)

2. Let ,
n n
A B

and define
( )
,
T
A B tr A B = , where
1
( )
n
ii
i
tr A a
=
=

. Verify each of the

following. (5 points each)

a. , 0 A A and , 0 0 A A iff A = =

( ) ( ) ( ) ( )
( ) ( ) ( )
( ) ( )
2
1 1 1
2
1 1 1
2
0
0 0 , 0
n n n
T T
ki ki ki
ki
ii ik
k k k
n n n
T T
ki
ii
i i k
T
ki
A A A A a a a
tr A A A A a
tr A A iff a i k iff A
= = =
= = =
= = =
= =
= = =




Page 2

b. , , A B B A =

( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
1 1 1
1 1 1 1 1 1
, &
, ,
n n n
T T T T
ki ki
ki
ii ii ik
i k k
n n n n n n
T T T
ki ki ki ki
ki
ii ik
i i k k i k
A B tr A B A B A B A B a b
A B tr A B A B a b b a B A B A
= = =
= = = = = =
= = = =
= = = = = =





3. Let { }
1 2 3
, , u u u be an orthonormal basis for an inner product space V and let
1 2 3
2 2 u u u u = + + and
1 3
7 v u u = + . Determine the value of each of the following.
(4 points each)

a. , u v a) ___15_______
1 2 3 1 3 1 1 2 1 3 1 1 3 2 3 3 3
, 2 2 , 7 , 2 , 2 , 7 , 2 7 , 2 7 ,
1 0 0 0 0 14 15
u v u u u u u u u u u u u u u u u u u = + + + = + + + + +
= + + + + + =

b. u b) ____ 5______
2 2 2
1 2 2 5 u = + + =
c. v c) ___5 2______
2 2
1 7 50 5 2 v = + = =
d. The angle (in radians) between u and v. d) __0.32175_____
( )
1 1
15
cos cos 0.94868 0.32175
5 10

| |
=
|
\ .
radians
4. Use Gram-Schmidt to find the QR factorization of
2 1
1 1
2 1
A
(
(
=
(
(

. (10 points)
| |
| | ( ) | | | |
| | | | | |
11 1 1 1
1
12 2 1 1
2 1 22 2 1 2
2 1
3
3 2
5
3
1 4
3
3 2
2 1
3
3 2
1 1
3 2 1 2
3
2
1 1 5 1 5
, 1 1 1 1 5 2 1 2 2 1 2
3 3 3 3 9
2
5 1 4 1 3 2 2 1
1 1 1 2 1 2 1 4 1
9 9 9 9 9 3 3 2
2 1
3
1 1
0
2 1
T
T T
T T
r a q a
a
r a q p
a p r a p q
A QR

= = = =
(
| || |
(
= = = = =
| |
(
\ .\ .
(

(
= = = = = =
(

(
(
(
(
= = =
(
(
(
(


2
3
(
(


Page 3
5. Let
7 0 3
9 2 3
18 0 8
A

(
(
=
(
(

.

a. Find the eigenvalues of A. (10 points)

( ) ( )( ) ( )( )
( )( )( ) ( )( )
( ) ( )( ) ( )( )
( ) ( )
{ }
2
2
7 0 3
det 9 2 3 7 2 8 3 0 18 2
18 0 8
7 2 8 3 18 2
2 7 8 54 2 2
2 1
( ) 2,1 A

(
(
= ( (

(
(

= + + +
= + + = + + (

= +
=





b. Find the eigenspace of one eigenvalues. (5 points)
1
2
3
9 0 3 3 0 1 /3 1 0
( 2) 9 0 3 0 0 0 ( 2 ) 0 , 1
18 0 6 0 0 0 3 0
x
A I x N A I span
x

= ( ( ( (

( ( ( (
= = + =
`
( ( ( (

( ( ( ( =
)


1
2
3
6 0 3 3 1 1 3 1 1 / 2 1
(1) 9 3 3 2 0 1 0 2 1 / 2 ( ) 1
18 0 9 2 0 1 0 0 0 2
x
A I x N A I span
x

=
( ( ( (

( ( ( (
= = =
`
( ( ( (

( ( ( ( =

)


6. Let
n
x

.

a. Show
1
x n x

. (5 points)


1
1
1 1 1
max
n n n
i j
j n
i i i
x x x x n x


= = =
= = =




b. Give an example to show when equality holds. (4 points)


| |
1
1 1 1 3 3(1) 3
T
x x x

= = = =



Page 4

7. True or False. If the statement is true, prove it; if the statement is false, provide an
appropriate counterexample. (5 points each)

a. If
n n
A

then
( )
2
T
F
A tr A A =
True

( ) ( )
2
2
1 1
n n
T
ij
F
j i
A a tr A A
= =
= =

by 2(a).




b. If
| |
, f C a b then ( ) ( ) f f a f b = + defines a norm on C[a,b].

False

( ) ( ) f f a f b = + =0 when ( ) ( )( ) f x x a x b =




c. If u

is a unit vector in
n
and 2
T
H I uu =

then H is orthogonal.

True


( ) ( ) ( )
( )( ) ( )
2 2 2 2
2 2 2 2 4 4 4
T T T
T T T T T T T
T T T T T T T T T
H I uu I uu I u u I uu H
H H I uu I uu I uu uu u u u u I uu uu I
= = = = =
= = + = + =






d. An n n matrix A is said to be idempotent if
2
A A = . If is an eigenvalue of such a matrix
then must be 0 or 1.

True
Let ( )
2 2 2
, 0 1 0 0, 1 Ax x x x Ax A x x = = = = = = = =

.




Page 5

e. If
m n
A

with N(A) ={0} then the system Ax =b will have a unique least squares
solution.

True

m n
A

with N(A) ={0} so A has full column rank, n, so
T
A Ahas full rank and so is
invertible. Thus, Ax =b has the unique solution
( )
1
T T
x A A A b

.





MATH 6435 Students ONLY
Let { }
1 1
,..., , ,...,
k k n
x x x x
+
be an orthonormal basis for an inner product space V. Let S
1
be the
subspace of V spanned by { }
1
,...,
k
x x and let S
2
be the subspace of V spanned by{ }
1
,...,
k n
x x
+
.

a. Show that
1 2
S S . (5 points)

Let
1 2
1 1
, , ,
k n
i i j j
i j k
u u x x S v v x x S
= = +
= =

. Then
1 1 1 1
, , , , , , , 0
k n k n
i i j j i j i j
i j k i j k
u v u x x v x x u x v x x x
= = + = = +
= = =



So
1 2
S S .


b. Let x be in V and let p
1
and p
2
be the projections of x onto S
1
and S
2
respectively. Show
that if x
1
S

then p
1
=0 and
1 2
S S

= . (5 points)


1 1 2 2 1 2
1 1
, , ,
k n
i i j j
i j k
p x x x S p x x x S x p p
= = +
= = = +

. If x
1
S

then
1
x S
1 2 2
, 0 1,..., 0
i
x x i k p x p S = = = = . Thus,
1 2
S S

. If
2 1 1 2 1
x S x S x S S S



1 2
S S