Linear Algebra Exercises

Exercise 1. Prove that for 𝑼 unitary ||𝑼||=1

Exercise 2. Compute the singular value decomposition of 𝑹2(ΞΈ)βˆˆβ„2Γ—2, a rotation matrix in the x1x2-plane.

Exercise 3. Compute the singular value decomposition of 𝑹3,1(ΞΈ)βˆˆβ„3Γ—3, the rotation matrix in ℝ3 around the x1-axis.

Exercise 4. Compute the singular value decomposition of 𝑹m,j(ΞΈ)βˆˆβ„mΓ—m, the rotation matrix in ℝm around the xj-axis.

Exercise 5. Establish the geometric significance of the matrix 𝑨=𝑸𝑹m,j(ΞΈ), 𝑸 unitary, 𝑹m,j(ΞΈ) from above.

Exercise 6. Compute the singular value decomposition of 𝑨=𝑸𝑹m,j(ΞΈ), 𝑸 unitary, 𝑹m,j(ΞΈ) from above.

Exercise 7. Prove that the singular values of 𝑨 hermitian are the absolute value of its eigenvalues.

Exercise 8. For π‘¨βˆˆβ„‚mΓ—m invertible with singular value decomposition 𝑨=π‘ΌπšΊπ‘½βˆ—, determine the SVD of 𝑨-1 in terms of 𝑼,𝚺,𝑽.

Exercise 9. For π‘¨βˆˆβ„mΓ—n, π‘©βˆˆβ„pΓ—q, pβ©½m, qβ©½n, 𝑩 a submatrix of 𝑨, prove ||𝑩||pβ©½||𝑨||p, for any p, 1β©½p⩽∞.

Exercise 10. Consider 𝒖,π’—βˆˆV, 𝒱=(V,ℝ,+,β‹…) a vector space with norm induced by a scalar product ||𝒖||2=(𝒖,𝒖). Prove that ||𝒖||=||𝒗||β‡’ (𝒖+𝒗)βŠ₯(𝒖-𝒗). Is the converse true?

Exercise 11. Let ℬ={𝒖1,…,𝒖m} be an orthonormal basis for 𝒱=(V,ℝ,+,β‹…) with norm induced by a scalar product. For 𝒙=i=1mΞΎi𝒖i, prove

i=1m|ΞΎi|2=||𝒙||2.

Exercise 12. Let π’ž={𝒖1,…,𝒖n} be an orthonormal set for 𝒱=(V,ℝ,+,β‹…) with norm induced by a scalar product. For 𝒙=i=1mΞΎi𝒖i, prove

i=1n|ΞΎi|2=||𝒙||2.

Exercise 13. For π‘¨βˆˆβ„mΓ—n, rank(𝑨)=nβ©½m, prove the QR factorization 𝑸𝑹=𝑨 is unique with 𝑸 orthogonal, 𝑹 upper triangular.

Exercise 14. For π‘¨βˆˆβ„mΓ—m skew-symmetric prove that 𝑼=(𝑰-𝑨)(𝑰-𝑨)-1=(𝑰-𝑨)-1(𝑰-𝑨), and 𝑼 is unitary.

Exercise 15. Prove that if 𝑷 is an orthogonal projector then 𝑰-2𝑷 is unitary.