Math 307: Sample final 1

Calculators and notes are not permitted. You will be provided with a sheet of MAT-
LAB/Octave commands. Show all the steps of your working. The exam is divided
into 6 shorter questions worth 10 marks each and 3 longer questions worth 20 marks
each.

1. [10] (i) Find bases for the range and nullspace of the matrix A defined by
 
1 0 3 4
A = 0 1 −2
 1
0 0 0 0

(ii) Without calculating the reduced row echelon form of A give the dimension of N (AT )
and find a basis for N (AT ). Explain how you found your answer.

2. [10] (i) Define what it means for a pair of vectors v1 and v2 to form an orthonormal basis for
a subspace V.
(ii) Using the Gram–Schmidt procedure, find an orthonormal basis for the span of the vectors
   
1 5
2 ,  4 
2 −2

3. [10] (i) Show that 5 and 15 are eigenvalues of

 
13 4
A=
4 7

and find corresponding eigenvectors.

(ii) Hence write down an orthogonal matrix P such that P T AP is diagonal.

4. [10] Write down the MATLAB/Octave commands you would use to find the smallest mag-
nitude eigenvalue of the matrix A by the power method. Assume A has been entered into
MATLAB/Octave:

A = [1 -3 3; 3 -5 3; 6 -6 4];

You find that the method does not converge, what does this mean about the smallest magni-
tude eigenvalue of A?

5. [10] Answer each of the following with TRUE or FALSE. 2 marks are awarded for a correct
answer, 0 for no answer and −1 for an incorrect answer.

(a) Eigenvectors for distinct eigenvalues are orthogonal for a real square symmetric matrix.
(b) The eigenvalues of a positive semi-definite matrix are always strictly greater than zero.

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 (c) If a square matrix has a repeated eigenvalue then it cannot be diagonalized.
(d) AAT is positive semi-definite if A is any real matrix.
(e) If all eigenvalues of A are zero, then A is the zero matrix.
6. [10] Define
  what it means for a real, square matrix P to be stochastic. The 1-norm of a vector
v1
 v2 
v =  .  is defined as
 
 .. 
vn
n
X
kvk1 = |vi |.
i=1
Using this norm show that any eigenvalue λ of a stochastic matrix P has magnitude at most
1.
7. [20] We want to find a finite difference approximation for the solution to the differential
equation
f 00 (x) + eαx f = 1,
where α is a parameter, with boundary conditions f (0) = 1 and f 0 (1) = 0.
(a) Write down an approximation for f 00 (xi ).
(b) Assume α = 1. Write down the approximation to the differential equation at an interior
point (i.e. not one of the two boundary points).
(c) Write down the approximation to the boundary conditions.
(d) For α = 1, we now want to find the approximate solution at the five points x = x0 = 0,
x = x1 = 0.25, x = x2 = 0.5, x = x3 = 0.75, x = x4 = 1. Find a matrix equation to
solve to find the approximate values of the function at the three interior points.
(e) Assume α = 0 so eαx = 1. Write down the MATLAB/Octave commands you would use
to find the approximate solution of the differential equation at 51 equally-spaced points
between 0 and 1. Hint: you may have to change an element in the matrix representing
the second derivative.
8. [20] This question is about Fourier series.
(a) Show that the functions e2πint and e2πimt are orthonormal on the interval [0, 1] for n 6= m.
(b) We can write the periodic function f (t) defined on the interval [0, 1] as the Fourier series
∞
X
f (t) = cn e2πint .
n=−∞
R1
Explain why cm = 0 e−2πimt f (t) dt.
(c) Consider the function (
1 0 ≤ t < 1/2
f (t) =
0 1/2 ≤ t < 1.
Find the representation of f (t) as a Fourier series. Simplify any expressions you find as
much as you can.

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 (d) What does Parseval’s formula imply in this case?

9. [20] A burglar plies his trade on three different city blocks: 1, 2 and 3. The block he visits
on any given night depends only on the block he visited the previous night.
At block 1 he always gets scared away without any haul and the following night always goes
to block 2. His haul at block 2 is usually very good and so there is a probability of 1/2
that he returns there the following night. If he does not return, then he goes to one of the
other two blocks with equal probability of 1/4. His haul at block 3 is average, leaving him
with no lasting impression, and the following night he goes to any of the 3 blocks with equal
probability of 1/3.

(a) Write down the stochastic matrix P that updates the state vector containing probabilities
that he is at each block.
(b) Show that the eigenvalues of P are 1, 0 and −1/6 and find corresponding eigenvectors.
(c) The burglar starts his career at block 3. What is the probability that he will be at block
3 again after n nights’ of work? Do not simplify your final solution by inverting any
matrices.