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Math 551: Applied PDE and Complex Vars Fall 2017

Problem Set 1 Assigned Weds Aug 30 Due Weds Sep 6

Linear Algebra Review


-1. Homework policy: Homework is due IN CLASS on the due date. Unexcused late homeworks will
not be accepted. Any extensions or excuses must be requested before the due date.
Office hours: We will vote on regular office hour times, but for next week, office hours will be Tues,
Sep 5, Noon-3:00pm. You can always email me at any time with your questions or to request to
schedule a time to talk with me.

0. Reading : Haberman, Appendix to section 5.5 (pp. 178183).

1. The eigen-expansion method for solving systems of linear equations


Consider the matrix equation Lu = b:

6 2 7 4
8 0 7 u = 12 .
4 4 6 40

You are given that the eigenvalues for L = are {1 = 2, 2 = 6, 3 = 8}.

(a) Find the eigenvectors {1 , 2 , 3 }, scale them so that the first component of each is equal
to one.
(b) Show that {1 , 2 , 3 } are not orthogonal, but that they are linearly independent.
Hint: Calculate the dot products i j . Recall the definition: vectors are linearly indepen-
dent if c1 1 + c2 2 + c3 3 = 0 only for c1 = c2 = c3 = 0. One test for this is to calculate a
determinant, explain.
(c) Find the adjoint eigenvectors { 1 , 2 , 3 }. Scale them so that the first component of each
is equal to one.
P
(d) Determine the expansion coefficients ck and compute the solution u = ck k .

2. Linear algebra with complex vectors


For vectors whose entries are complex numbers (x, y Cn ) the inner product is defined as hx, yi
xy, where y is the complex conjugate of vector y, entry by entry in the vector, with a + ib = aib.

(a) Show that the real inner product (x y) does not satisfy the norm property for complex
vectors.
Hint: What happens for the vector x = (1, i)T ?
(b) Let x = (a + ib, c + id)T , where a, b, c, d are real numbers. Show that the complex inner
product is a norm, with |x|2 = hx, xi 0.
(c) How is the value of the complex inner product hx, yi related to the value of hy, xi?
(d) If A is a matrix with complex entries, what is the formula for the adjoint A with respect
to the complex inner product? How are the adjoint eigenvalues k related to the k of A?
 
i 1
(e) Find {k , k , k } for A = and show that 1 2 and 2 1 .
2 i+2
(f) Problem 5.5A.6, page 183.
Hint: For (a) consider the complex inner product of the matrix times an eigenvector against
the same eigenvector, and consider what happens when you factor a constant out of the inner
product (from the first vs. second factor) to end up showing that (k k ) = 0. This works
for both complex-Hermitian matrices and real-symmetric matrices.
(continued )
3. Linear algebra with a different inner product

(a) Problem 5.5A.3, page 183.


(b) Find the adjoint eigenvectors of A with respect to the regular dot product.
Verify the orthogonality of i j .
1 
4 0
(c) Let M = . Show that the books a b dot product can be written as a weighted
0 1
inner product defined by ha, bi a Mb.
(d) Find the positive diagonal matrix C such that M = C2 .
(e) Multiply the eigenvalue equation A = on the left by M to get MA = M. Write
M = C2 and = C1 y in this equation. Show that the vectors y are eigenvectors for
By = y, where B is a symmetric matrix Find B.
(f) Explain why the orthogonality relation for the ys is y1 y2 = 0 and use it to justify the
orthogonality of the s in the weighted inner product from part (c). Hint: use y = C in
the dot product.

4. Solution of initial value problems for matrix-vector ODE systems


Problem 5.5A.4, part (a), page 183.

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