Homework #6

due 3/2/07

(This one should not require too much time)

1. Solve A.2 (a) and (b) by hand.

Part (a)

1 2 3 1
A 3 2 1 , b 2
Given
1 0 1 1

Using Gaussian elimination we have

1 2 3 1 1 2 3 1 1 2 3 1 R3 R3 1 R2 1 2 3 1
R2 R2 3 R1 R3 R3 R1 2 R2 R2 4 R3
3 2 1 2 0 4 8 1 0 4 8 1 0 4 8 1

1 0 1 1
1 0 1 1
0 2 2 0
0 0 2 0.5
1 2 3 1

0 4 0 1

0 0 2 0.5

From this we get the simultaneous equations
x1 2 x 2 3 x3 1
4 x2 1
2 x 3 0 .5
The answer is therefore given by
x1 0.75
x x 2 0.25
x3 0.25

We do not show it here, but the determinant at each step is always equal to -8.
By finding a solution (and the fact that the determinant is non-zero), we have shown that
A is nonsingular.

Part (b)

To find the inverse, we first calculate the adjunct of A.

T
2 2 2 2 2 4
adj A 2 2 2 2 2 8
4 8 4 2 2 4
Now we have already shown the determinant equal to -8, so the inverse is given by
 2 2 4 0.25 0.25 0 .5
adj A 1
A 1 2 2 8 0.25 0.25 1
det A 8
2 2 4 0.25 0.25 0.5
We can then calculate
0.25 0.25 0.5 1 0.25 0.5 0.5 0.75
x A b 0.25
1
0.25 1 2 0.25 0.5 1 0.25
0.25 0.25 0.5 1 0.25 0.5 0.5 0.25
So again we have
x1 0.75
x x 2 0.25
x3 0.25

2. Solve 4.6, also determine the eigenvalues of H .

Given the function

f x 3 2 x1 3x 2 2 x12 2 x1 x 2 6 x 22
The function has the form
f x a xTb xT cx
2 2 1
If we let a 3 , b , and c , we have
3 1 6
2 2 1 x1
f x 3 x1 x 2 x1 x2
3 1 6 x 2
x
3 2 x1 3x 2 2 x1 x 2 x1 6 x2 1
x2
3 2 x1 3x 2 2 x12 x1 x 2 x1 x 2 6 x 22
3 2 x1 3x 2 2 x12 2 x1 x 2 6 x 22

We could also represent the function with a single matrix as

3 1 3 / 2 1

f x 1 x1 x 2 1 2 1 x1
3 / 2 1 6 x 2
The Hessian of the function is found when we take the second derivatives of the function
and put them in a matrix so that
2 f 2 f

x12 x1x 2
H
f 2 f
2

x x x 22
2 1
The second derivatives of the function are given by
2 f 2 f 2 f 2 f
4, 12 , 2
x12 x 22 x 1 x 2 x 2 x 1
Therefore,
4 2
H
2 12
To find the eigenvalues of this matrix, we find
s4 2
det sI H s 4 s 12 4 s 2 16 s 44 0
2 s 12
16 16 2 4 44 16 4 5
s 82 5
2 2
So the eigenvalues of the Hessian matrix are given by
1, 2 8 2 5