U NIVERSIDAD N ACIONAL DE C OLOMBIA , S EDE M EDELLN

A LGEBRA L INEAL A PLICADA

P ROFESOR :C ARLOS E. M EJA

Taller # 1

S ECTIONS 1.2-1.3
1. Prove each of the following.
(a) A set of n linearly independent vectors in Rn is a basis for Rn .
(b) The set {e 1 , e 2 , ..., e n } is a basis of Rn .
(c) A set of m vectors in Rn , where m > n is linearly dependent.
(d) Any two bases in Rn have the same number of vectors.
(e) span {v 1 , v 2 , ..., v k } is a subspace or Rn , where span {v 1 , v 2 , ..., v k } is the set of linear combinations of the k vectors {v 1 , v 2 , ..., v k } from a vector space Rn .
(f) span {v 1 , v 2 , ..., v k } is the smallest subspace of Rn containing {v 1 , v 2 , ..., v k }.
2. Prove that if S = {s 1 , s 2 , ...s k } is an orthogonal set of nonzero vectors, then S is linearly
independent.
3. Let S an m-dimensional subspace of Rn . Then prove that S has an orthonormal basis.
(Hint: Let {v 1 , v 2 , ..., v k }) be a given basis of S. Define a set of vectors {u k } by:
v1
kv 1 k
v0

u k+1 = k+1
v 0
u1 =

k+1

where
T

0
v k+1
= v k+1 v k+1
u 1 u 1 v k+1
u 2 u 2 v k+1
uk uk ,
k = 1, 2, ..., m 1
Then show that {u 1 , u 2 , ..., u m } is an orthonormal basis of S. This is the classical GrahmSchmidt process
9. Let A be m n. Then A has rank 1 iff A can be written as A = ab T , where a and b are
nonzero column vectors.

S ECTIONS 1.4-1.6
23.

(a) Show that the matrix

uu T
uT u
where u is a column vector, is otrhogonal. (The matrix H is called House holder
matrix.)
H = I 2

(b) Show that the matrix

J=

c s
s c

where c 2 + s 2 = 1

is orthogonal. (The matrix J is called Givens matrix )

(c) Prove that the product of fwo orthogonal matrices is an orthogonal matrix.
(d) Prove that a triangular matrix that is orthogonal is diagonal.
24. Let A and B be two symmetric matrices.
(a) Prove that (A + B ) is symmetric.
(b) Probe that AB is not necessarly symetric. Derive a condition under which AB is
symmetric.
(c) If A and B are symmetric positive definite, prove that (A + B ) is positive definite. Is also AB positive definite? Give reasons for your answer. When is (A B )
symmetric positive definite?
26. Let A be a symmetric positive definite matrix and x be a nonzero n-vector. Prove that
A + xx T is positive definite.
27. Prove that a diagonally dominant matrix is nonsingular, and a diagonally dominant
symmetric matrix whit positive diagonal entries is positive definite.
29. Prove that a symmetric matrix A is positive definite iff A 1 exists and is positive definite.
30. Let A be an m n matrix (m n) having full rank. Then A T A is positive definite.

31. Prove the following basic facts un the eigenvalues and eigenvectors.
(a) A matrix A is nonsingular iff A does not have a zero eigenvalue.
(Hint: det (A) = 1 2 ...n .)
(b) The eigenvalues of A T and A are the same.
(c) If two matrices have the same eigenvalues, they need not be similar (construct
your own example to show this).
(d) A symmetric matrix is positive definite iff all its eigenvalues are positive.
(e) The eigenvalues of a triangular matrix are its diagonal elements.
(f) The eigenvalues of an orthogonal matrix have moduli 1.
(g) Let A be a symmetric matrix an let Q be orthogonal such that Q T AQ is diagonal.
Then show that the columns of Q are the eigenvectors of A
(h) The eigenvectors of a symmetric matrix can be chosen to de orthogonal.
32. Let A be a symmetric matrix whit eigenvalues 1 , 2 , ..., n , andorthonormal eigenvectors v 1 , v 2 , ..., v n . Then show that
A = 1 v 1 v 1T + 2 v 2 v 2T + + n v n v nT
34. What are the singular values of a symmetric matrix? What are the singular values of a
symmetric positive definite matrix? Prove that a square matrix A is nonsingular iff it
has no zero singular value.

S ECTIONS 1.7-1.8
37. Show that, if x and y aretwo vectors, then

||x|| ||y|| ||x y|| ||x|| + ||y||

38. If x and y are two n-vectors, then prove that

(Cauchy-Schwarz inequality)
(a) x T y ||x||2 ||y||2
(b) ||x y T ||2 = ||x||2 ||y||2
39. Let x and y two orthogonal vectors; then prove that
||x + y||22 = ||x||22 + ||y||22
43.

(a) Prove that the vector lenght is preserved by orthogonal matrix multiplication.
That is, if x Rn and Q Rnn be orthogonoal, then ||Qx||2 = ||x||2 (isometry
lemma).
(b) Is the statement in part (a) true if 1 and infinity norms are used? Give reasons
for your answer.

46. Prove that the spectral norm of a symmetric matrix is the same as its spectral radius.
47. Let A Rnn and let x, y, and z, be n-vectors such that Ax = b and Ay = b + z. Then
prove that
||z||2
||x y||2 ||A 1 ||2 ||z||2
||A||2
(assuming that A 1 exists).
50. Prove that ||A T A||2 = ||A||22
51. Prove that
||AB ||F ||A||F ||B ||F
||AB ||F ||A||2 ||B ||F
52. Let A = (a 1 , ..., a n ), where a j is the j th column of A. Then prove that
||A||2F =

n
X

||a i ||22

i =1

53. Prove that if A and A + E are both nonsingular, then

(A + E )1 A 1 kE k A 1 (A + E )1
(Banach lemma). What is the implication of this result?