Chapter 2: Q2.8-10Q (page 93)
10: With \({\mathop{\rm u}\nolimits} = \left( { - 2,3,1} \right)\) and A as in Exercise 8, determine if u is in Nul A.a
\({\mathop{\rm u}\nolimits} \)is in Nul A.
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Generalize the idea of Exercise 21(a) [not 21(b)] by constructing a \(5 \times 5\) matrix \(M = \left[ {\begin{array}{*{20}{c}}A&0\\C&D\end{array}} \right]\) such that \({M^2} = I\). Make C a nonzero \(2 \times 3\) matrix. Show that your construction works.
Let \(X\) be \(m \times n\) data matrix such that \({X^T}X\) is invertible., and let \(M = {I_m} - X{\left( {{X^T}X} \right)^{ - {\bf{1}}}}{X^T}\). Add a column \({x_{\bf{0}}}\) to the data and form
\(W = \left[ {\begin{array}{*{20}{c}}X&{{x_{\bf{0}}}}\end{array}} \right]\)
Compute \({W^T}W\). The \(\left( {{\bf{1}},{\bf{1}}} \right)\) entry is \({X^T}X\). Show that the Schur complement (Exercise 15) of \({X^T}X\) can be written in the form \({\bf{x}}_{\bf{0}}^TM{{\bf{x}}_{\bf{0}}}\). It can be shown that the quantity \({\left( {{\bf{x}}_{\bf{0}}^TM{{\bf{x}}_{\bf{0}}}} \right)^{ - {\bf{1}}}}\) is the \(\left( {{\bf{2}},{\bf{2}}} \right)\)-entry in \({\left( {{W^T}W} \right)^{ - {\bf{1}}}}\). This entry has a useful statistical interpretation, under appropriate hypotheses.
In the study of engineering control of physical systems, a standard set of differential equations is transformed by Laplace transforms into the following system of linear equations:
\(\left[ {\begin{array}{*{20}{c}}{A - s{I_n}}&B\\C&{{I_m}}\end{array}} \right]\left[ {\begin{array}{*{20}{c}}{\bf{x}}\\{\bf{u}}\end{array}} \right] = \left[ {\begin{array}{*{20}{c}}{\bf{0}}\\{\bf{y}}\end{array}} \right]\)
Where \(A\) is \(n \times n\), \(B\) is \(n \times m\), \(C\) is \(m \times n\), and \(s\) is a variable. The vector \({\bf{u}}\) in \({\mathbb{R}^m}\) is the “input” to the system, \({\bf{y}}\) in \({\mathbb{R}^m}\) is the “output” and \({\bf{x}}\) in \({\mathbb{R}^n}\) is the “state” vector. (Actually, the vectors \({\bf{x}}\), \({\bf{u}}\) and \({\bf{v}}\) are functions of \(s\), but we suppress this fact because it does not affect the algebraic calculations in Exercises 19 and 20.)
Suppose Aand Bare \(n \times n\), Bis invertible, and ABis invertible. Show that Ais invertible. (Hint: Let C=AB, and solve this equation for A.)
[M] Suppose memory or size restrictions prevent your matrix program from working with matrices having more than 32 rows and 32 columns, and suppose some project involves \(50 \times 50\) matrices A and B. Describe the commands or operations of your program that accomplish the following tasks.
a. Compute \(A + B\)
b. Compute \(AB\)
c. Solve \(Ax = b\) for some vector b in \({\mathbb{R}^{50}}\), assuming that \(A\) can be partitioned into a \(2 \times 2\) block matrix \(\left[ {{A_{ij}}} \right]\), with \({A_{11}}\) an invertible \(20 \times 20\) matrix, \({A_{22}}\) an invertible \(30 \times 30\) matrix, and \({A_{12}}\) a zero matrix. [Hint: Describe appropriate smaller systems to solve, without using any matrix inverse.]
[M] For block operations, it may be necessary to access or enter submatrices of a large matrix. Describe the functions or commands of your matrix program that accomplish the following tasks. Suppose A is a \(20 \times 30\) matrix.
[Note: It may not be necessary to specify the zero blocks in B.]
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