E 231 Assignment # 5

Issued: October 02, 2017 Due: October 09, 2017

1 Inverses
Let A Cnn .

(a) When is (I + eA ) invertible?

(b) When is (I A) invertible?

2 Matrix Exponentials
You are told that A has eigenvalues at 1 and 2 with corresponding eigenvectors
   
1 2
v1 = v2 = respectively.
0 1

(a) Find the matrix A.

(b) Calculate eA .

3 Functions of a Matrix

(a) Compute sin(A) where

 
3 4
A=
5 6

(b) Suppose A Cnn has all its eigenvalues in the right half complex plane. In other words,
Spec(A) {s C : real (s) 0}. Show that (I + A) is invertible.
(c) Suppose Spec(A) {s C : real (s) 0}. What can you say about the eigenvalues of
(I + A)1 (I A) ?

4 Schur Complements
Show that
 
P Q
A= > 0 R > 0, and P QR1 Q > 0
Q R

5 Square-roots of Matrices
Let A Cnn be a positive semi-definite matrix and let 1 , 2 , , n be the (real and nonneg-
ative) eigenvalues of A. In particular since A is Hermitian, it can be diagonalized by unitary
transformations, i.e., there exists a matrix U Cnn such that
1 0 0

0 2 0
U U = U U = I , U AU = 0 .. ..
. .
0 0 n

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 Define the new matrix
1
2 0 0
1 1
0 22 0
1

A2 = U U

0 .. ..
. .
1
0 0 n2

Note that we can take the square-roots of the i s because they are nonnegative.

(a) Show by direct multiplication that

1 1
A2 A2 = A
1
This is the reason A 2 is called the square-root of A.
1
(b) Show that A 2 is also positive semi-definite.
(c) Find the square-root of the matrix
 
4 3
A=
3 4

6 Positive-definite Matrices
Suppose A > 0 and B > 0.

(a) Show that the eigenvalues of AB are all > 0.

(b) Is AB positive definite ?

7 Positive-definite Matrices
Let P > 0. Show that P 1 exists and is positive definite.

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