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Solutions to Selected Exercises Problem Set 1.2, page 9 s - 1 1. The lines intersect at (x, y) = (3, 1). Then 3(column 1) + I(column 2) = (4, 4). 3. These "planes" intersect in a line in four-dimensional space. The fourth plane nor- mally intersects that line in a point. An inconsistent equation like u + w = 5 leaves no solution (no intersection). + - r 5. The two points on the plane are (1, 0, 0, 0) and (0, 1, 0, 0). 7. Solvable for (3, 5, 8) and (1, 2, 3); not solvable for b = (3, 5, 7) orb = (1, 2, 2). 9. Column 3 = 2(column 2) - column 1.Ifb = (0, 0, 0), then (u, v, w) _ (c, -2c, c). 11. Both a = 2 and a = -2 give a line of solutions. All other a give x = 0, y = 0. 13. The row picture has two lines meeting at (4, 2). The column picture has 4(1, 1) + . t i r - i 1 - 1 2(-2, 1) = 4(column 1) + 2(column 2) = right-hand side (0, 6). 15. The row picture shows four lines. The column picture is infour-dimensional space. No solution unless the right-hand side is a combination of the two columns. 17. If x, y, z satisfy the first two equations, they also satisfy the third equation. The line L of solutions contains v = (1, 1, 0), w = (2, 1, 1), and u = 1v + 1w, and all combinations cv + dw with c + d = 1. 2 2 2 r - 1 19. Column 3 = column 1; solutions (x, y, z) _ (1, 1, 0) or (0, 1, 1) and you can add C 3 ' any multiple of (-1, 0, 1); b = (4, 6, c) needs c = 10 for solvability. 21. The second plane and row 2 of the matrix and all columns of the matrix are changed. The solution is not changed. 23. u = 0, v = 0; w = 1, because 1(column 3) = b. Problem Set 1.3, page 15 1. Multiply by £ = z = 5, and subtract to find 2x + 3y = 1 and -6y = 6. Pivots 2, -6. 3. Subtract -1 times equation 1 (or add 1 times equation 1). The new second equation is 3y = 3. Then y = 1 and x = 5. If the right-hand side changes sign, so does the solution: (x, y) = (-5, -1). l f . 2 - - S I 2 N 5. 6x + 4y is 2 times 3x + 2y. There is no solution unless the right-hand side is 2. 10 = 20. Then all points on the line 3x + 2y = 10 are solutions, including (0, 5) and (4, -1). 7. If a = 2, elimination must fail. The equations have no solution. If a = 0, elimination stops for a row exchange. Then 3y = -3 gives y = -1 and 4x + 6y = 6 gives x = 3. 9. 6x - 4y is 2 times (3x - 2y). Therefore, we need b2 = 2b1. Then there will be infinitely many solutions. The columns (3, 6) and (-2, -4) are on the same line.
Solutions to Selected Exercises 429 2x - 3y = 3 11. 2x - 3y = 3 x = 3 y + z = 1 gives y + z = 1 and y= 1 2y - 3z = 2 z = 0 Subtract 2 x row 1 from row 2 Subtract 1 x row 1 from row 3 Subtract 2 x row 2 from row 3. 13. The second pivot position will contain -2 - b. If b = -2, we exchange with row 3. If b = -1 (singular case), the second equation is -y - z = 0. A solution is (1, 1, -1). - 5z =0 15. If row 1 = row 2, then row 2 is zero after the first step; exchange the zero row with row 3 and there is no third pivot. If column 1 = column 2, there is no second pivot. 17. Row 2 becomes 3y - 4z = 5, then row 3 becomes (q + 4)z = t - 5. If q = -4, the system is singular - no third pivot. Then, if t = 5, the third equation is 0 = 0. Choosing z = 1, the equation 3y - 4z = 5 gives y = 3 and equation 1 gives x=-9. l f . , , ° f 19. The system is singular if row 3 is a combination of rows 1 and 2. From the end view, the three planes form a triangle. This happens if rows 1+ 2 = row 3 on the left-hand side but not the right-hand side: for example, x + y + z = 0, x - 2y - z = 1, 2x - y = 9. No two planes are parallel, but still no solution. 21. The fifth pivot is s . The nth pivot is ("+1)1) . 23. Triangular system u+ v+ w= 2 2v + 2w = -2 2w= 2 u = 3 Solution v = -2. w= 1 25. (u, v, w) = (3/2, 1/2,. -3). Change to +1 would make the system singular (2 equal columns). 27. a = 0 requires a row exchange, but the system is nonsingular: a = 2 makes it singular (one pivot, infinity of solutions); a = -2 makes it singular (one pivot, no solution). 29. The second term be + ad is (a + b)(c + d) - ac - bd (only 1 additional n - ' A . ' multiplication). . , 31. Elimination fails for a = 2 (equal columns), a = 4 (equal rows), a = 0 (zero i v . column). Problem Set 1.4, page 26 1. 17 4 , 17 5 -2 , 3. 4 [f]. With sides to (2, 1) and (0, 3), the parallelogram goes to (2, 4). 3. Inner products 54 and 0, column times row gives -6 -10 -2 3 21 5 35 1 7 5. Ax = (0, 0, 0), so x = (2, 1, 1) is a solution; other solutions are cx = (2c, c, c). ' - ` 7. Examples: Diagonal 1 0 0 0 2 0 0 0 7 , symmetric 1 3 4 skew-symmetric 4 0 3 -3 0 0 . -4 0 0 4 3 2 0 , triangular 0 7 1 0 0 3 2 0 4 0 7
430 Solutions to Selected Exercises 9. (a) all (b) fil = ail/all (d) second pivot a22 - a21-a12. all (c) new aid is aid - ail`a11 all 11. The coefficients of rows of B are 2, 1, 4 from A. The first row of AB is [6 3]. 1 ],B=[g jc=[? ]D=AE=F=[ 0 13. A= [1 15. AB1=B1Agivesb=c=0.AB2=B2Agivesa=d.SoA=aI. 17. A(A + B) + B(A + B), (A + B)(B + A), A2 + AB + BA + B2 always equal -1]. + - I 1 (A + B)2. 19b] p q] _ [a+ [b[r s] - p + br 21. AA; B_ 1 ()C = 0 o] = zero matrix. c +dr c +ds aq + bsc d d r s 23. E32E21b = (1, -5, -35) but E21E32b = (1, -5, 0). Then row 3 feels no effect from row 1. 25. Changing a33 from 7 to 11 will change the third pivot from 5 to 9. Changing a33 from 7 to 2 will change the pivot from 5 to no pivot. D C B 27. To reverse E31i add 7 times row 1 to row 3. The matrix is R31 = 0 7 1 0 1 0 0 0 . 1 29. E13= 1 0 0 31. E21 has f21 a+ b+ c= 4 33. a + 2b + 4c = 8 a+3b+9c=14 1 1 0 1 0 ; 0 0 1 1 0 1 0 1 2 0 ; E31 E13 = 0 1 1 0 1 0 1 0 . Test on the identity matrix! 1 E32 has 32 = - , E43 has f43 = - .Otherwise the E's match I . I M A gives a=2 b = 1. c=1 35. (a) Each column is E times a column of B. [1 2 4- 2 4 8Rows (b) EB = [11 2 Ol] 2 1 4 of EB are combinations of rows of B, so they are multiples of [1 2 4]. 37. (row 3) x is 39. BA=3Iis5by5,AB=5Iis3by3,ABD=5Dis3byl,ABD:No,A(B+C): a3 j xj, and (A2)11 = (row 1) (column 1) = No. 41. (a) B = 41. (b) B = 0. (d) Every row of B is 1, 0, 0. 0 0 (c) B = 0 1 0 1 1 0 0 43. (a) mn (every entry). (b) mnp. (c) n3 (th is is n2 dot product s). 1 45. 2 3 3 0] + 4 [1 2 1] = 6 6 0 + 4 8 4 = 10 2 1 6 6 0 1 2 1 7 l 0 [ 0 01 ] 3 3 0 3 3 14 8 0 4 1 0
47. A times,B is A 1 Solutions to Selected Exercises 431 I B, [-] [ I I ], I I I [_]. 49. The (2, 2) block S = D - CA-1 B is the Schur complement: blocks in d - (cb/a). 51. A times X = [x1 x2 x3] will be the identity matrix I = [Ax, Axe Ax3]. 53. [a+b a+b (c + d c + dj agrees with [a + c b + d] when b = c and a = d. ra+c b+d 55. 2x + 3y + z + 5t = 8 is Ax = b with the 1 by 4 matrix A = [2 3 1 5]. The solutions x fill a 3D "plane" in four dimensions. 57. The dot product [1 4 5] y = (1 by 3)(3 by 1) is zero for points (x, y, z) on a x z plane x + 4y + 5z = 0 in three dimensions. The columns of A are one-dimensional vectors. 59. A * v = [3 4 5f and v' * v = 50; v * A gives an error message. 8 3 61. M= 1 5 7 6 4 9 2 5+u 5-u-v 5+v 5-u+v 5+u-v 5 5-v 5+u+v ; 5-u M3(1, 1, 1) = (15, 15, 15); M4(1, 1, 1, 1) = (34, 34, 34, 34) because the numbers 1 to 16 add to 136, which is 4(34). Problem Set 1.5, page 39 1. U is nonsingular 'when no entry on the main diagonal is zero. 3. 0 1 1 0 0 0 0 1 1 0 1 0- 0 1 -2, -1 1 0 = 0 1 0 ; -2 1 0 1 2 0 -1 1-1 1 (E-1F j 1G_1)(GFE) -_- E-1F-1FE = E-lE = I; also (GFE)(E-1F-1G-1) =I. 2 2 -1 2 3 7; after elimination, 0 -1 0 0 1 0= I also. -1 -1 1 0 1 - 0 2 - r. 1 - - / 0 1 - + O 0 3 7 -1 U v w 2 N O 0 O 0 K 3 5 0 3 5 0 0 0 1 1 -1 1 3 0 1 5. LU= 7. FGH= 1 0 0 0 2 0 0 0 1 2 1 0 00 ;HGF= 4 1 8 0 2 4 0 0 1 2 0 0 1 9. (a) Nonsingular when dld2d3 0 0. [01 downward: Lc = b gives c = 1. Then (b) Suppose d3 ; 0: Solve Lc = b going d1 0 0 -d1 d2 0 0 -d2 d3 01 u v = 10 gives w 1 l/d3 x= 1/d3 1/d3 1
432 Solutions to Selected Exercises 5 11. Lc = b going downward gives c = -2 ; Ux = c upward gives x = -2 0 0 s ' ' 2 13. Permutation rows 2 and 3 permutation rows 1 and 2 15. PA =LDUis PA = LDUis 17. L becomes 1 1 2 1 0 0 r l o 0 1 0 1 0 0 0 1 0 0 0 1 1 0 0 ' - 1 , 0 0 0 0 1 ' 1, 0 1 0 0 0 0 00 0 0 1 0 1 0 0 1 2 1 2 1 2 u v = -3 4 w u v w 1 0 3 - 1 1 1 . 1 1 0 1 = 0 1 4 2 3 1 1 2 4 2 = 1 2 1 1 0 1 0 0 0 1 0 0 1 0 0 o 0 0 0 n 1 ' - -1 o 0 + 1 0 0 1 0 0 0 0 -1 0 0 0 1 0 0 1 0 0 0 1 0 2 1 0 1 1 1 1 0 0 0 0 . MATLAB and other codes use PA = LU. n i t 1 19. a = 4 leads to a row exchange; 3b + lOa = 40 leads to a singular matrix; c = 0 r - 1 leads to a row exchange; c = 3 leads to a singular matrix. 21. 231 = 1 and 232 = 2 (233 = 1): reverse steps to recover x + 3y + 6z = 11 from Ux = c: 1 times (x + y + z = 5) + 2 times (y + 2z = 2) + 1 times (z = 2) gives x+3y+6z=11. ` / ' 23. 1 0 0 -2 1 1 ~ 1 -0 2 1 N 0 ° 1 1 1 1 A= 0 2 3 =U. . 0 0 -6 A= 2 1 0 U=E211E321U=LU. 1 0 0 o 0 o m 2 1 2 by 2: d = 0 not allowed; 1 1 2= 2 1 0 1 1 1 m n l 1 2 1 25. 27. A= 0 3 9 hasL=landD= 2 4 0 0 8 7 o a S g e f h i 12 d=1, e=1, then 2=1 f = 0 is not allowed no pivot in row 2. 1 7 A= L U has U = A (pivots on 2 the diagonal); A= LDU has U= D-lA = 0 1 0 0 1 4 3 1 with is on the diagonal.
a b b b a b a b c c c d a 1 ' - F 1 1 1 1 1 1 1 1 1- a a a b-a b-a b-a d-c c-b c-b Need b a 1 11 1 1 + 1 - F 1 - 1 0 ra a 1 = LIU; a a+b b 0 1 0 b b+c ( same U). 0 1 0 1 0 c = 5 gives c = 1 4 4 1 1 6 rl 0 1 1 1 1 x= 1 1 0 0 1 = (same L) b 3 gives x = 0 1 1 0 a a c. cj d a a a a a 1 1 0 1 1 29. 31. 33. 35. 37. A = LU. The 2 by 2 upper submatrix B has the first two pivots 2, 7. Reason: Elimination on A starts in the upper left corner with elimination on B. R D C 1 1 1 1 1 , - , 1 2 3 4 5 1 3 6 10 15 1 1 1 1 . - 1 a ' . - - + 1 4 10 20 35 1 5 15 35 70 Fl 1 1 1 2 1 1 2 3 4 1 3 1 6 4 1 1 l 4 3 3, 61 4 1 1 Pascal's triangle in L and U. MATLAB's lu code will wreck the pattern. chol does no row exchanges for symmetric matrices with positive pivots. 39. Each new right-hand side costs only n2 steps compared to n3/3 for full elimination v . , A\b. 41. 2 exchanges; 3 exchanges; 50 exchanges and then 51. 0 1 43. P= 0 0 0 1 0 1 0 0 o 1 ; P1 = 0 0 o m 0 1 0 0 0 1 and P2 = 0 1 0 0 1 1 0 0 (P2 gives a column exchange). 45. There are n! permutation matrices of order n. Eventually two powers of P must be G 1 . the same: If Pr = Ps then Pr-s = I. Certainly r - s < n! P= [P2 0 N . LLL l P3J is 5 by 5 with P2 = 0 . N r L1 L ]'3=[? 0 1 andP6=l. 0 0 010 47. The solution is x = (1, 1, ... , 1). Then x = Px. Problem Set 1.6, page 52 0 1. A11 = 2 3. A-1 = BL A21 1 0 ' C-1; A-1 = U-1L-1 P. 0 1 A31' [-sin6 cos8' sin 01 cos 8 _
434 Solutions to Selected Exercises 5. 7. A(AB) = (move parentheses) = (A2)(B) = I. 1/2 1/2 -!/2 1/2 1/2 /3/21' [1 0all have A2 = I. 0 1 9. If row 3 of A-1 were (a, b, c, d), then A-1 A = I would give 2a = 0, a + 3b = 0, 4a +f 8b = 1. This has no solution. 11. (a) + - M 10 01l 1+ 0 10 01 01 (b) [0 0 0 0 ] + [0 01] - [0 1] -Oll 1 _ 0 -1 0] - -1 1 1 1 (B-' + A-')-' = B(A + B)-'A. 6 13. ATB = 8; BTA = 8; ABT = [2 2]; BAT = [6 15. (a) n(n + 1)/2 entries on and above diagonal. p ( ' 2 2]° (b) (n - 1)n/2 entries above diagonal. 17. (a) The inverse of a lower (upper) triangular matrix is still lower (upper) triangu- lar. Multiplying lower (upper) triangular matrices gives a lower (upper) triangular (b) The main diagonals of Li 1 L2 D2 and D1 U, U2 1 are the same as those matrix. of D2 and D1 respectively. L- 1L2D2 = D1 U,U2so we have D1 = D2. By com- paring the off-diagonals of L i1 L2 D2 = D1 U1 U2both matrices must be diagonal. Li1L2D2 = D2, D1U1U2 1 = Dl, D, is invertible so L11L2 = I, U,UU l = I. Then L, = L2, U1 = U2- 19. 1 3 5 0 1 1 0 0 1 1 0 0 0 3 0 0 0 2 1 0 0 5 3 1 1; 0 1 b/a 1 1 [b/a a 0 11 [0 d - (b2/a)] [0 0 ] - 1 LDLT. 21. From B(I - AB) = (I - BA)B we get (I - BA)-1 = B(I - AB)-1B-1, an explicit inverse provided B and I - AB are invertible. Second approach: If I - BA is not invertible, then BAx = x for some nonzero x. Therefore ABAx = Ax, or ABy = y, and I - AB could not be invertible. (Note that y = Ax is nonzero, from BAx = x.) 23. 25. [z] ° .1] so A-1 = 0 2 .2]' [y] (a) In Ax = (1, 0, 0), equation 1 + equation 2 - equation 3 is 0 = 1. right-hand sides must satisfy b, + b2 = b3. third pivot. (b) The (c) Row 3 becomes a row of zeros-no 1]. 27. If B exchanges rows 1 and 2 of A, then B-1 exchanges columns 1 and 2 of A-'. 29. If A has a column of zeros, so does BA. So BA = I is impossible. There is no A-1. F1 [ I 31. + - W F -1 1 1r1 1JI L 1 1 1J 1 lrl rl rl i 1] =[ 0 -1 1 = E; 1] then 1 1 1 1 1 is L = E-',after reversing the order of these 3 elementary matrices and changing -1 to +1.
Solutions to Selected Exercises 435 33. A * ones(4,1) gives the zero vector, so A cannot be invertible. 35. 37. 1 2 [ + - r [3 I 0 0 3 7 1 0 8 0 a 1 0 b c 1 0 1 01] 1 0 0 39. [ 2 0 2 2 0 1 1 0 [ 2 0 1 0 3 1 1 0 -2 1 O l - 2 [0 - 1] 01 [0 8 o -3 -1] o w 1 0 - 0 1 0 0 a 1 0 1 0 1 0 0 0 0 1 0 0 - 1 O] 0 0 1 0 0 1 1 0 -b -c 0 0 " 1 - r 0 1 1 -a ac-b -c 0 0 1 0 0 - [o 1 1 1/2 0 = [I A-'] . 1 43. A-1 = 1 0 0 LO diagonal. I0], 45. [-C 41. Not invertible for c = 7 (equal columns), c = 2 (equal rows), c = 0 (zero column). 1 OH 01 0 1 1 1 0 1 0 0 . The 5 by 5 A-1 also has is on the diagonal and super- [-DACA-1 D 1]> and [-D 47. For Ax = b with A = ones(4, 4) = singular matrix and b = ones(4, 1), A\b will pick x = (1, 0, 0, 0) and pinv(A) * b will pick the shortest solution x = (1, 1, 1, 1)/4. 01 49. AT = [0 3], A-1 = [_1 1/3], (A'-')T = (AT)-1 = [1 -3]' AT = A and then A-1 = c [O _1] = (A-')T = (AT)-1. 51. ((AB)-1)'r = (B`'A-I)T = (A-1)T(B-I)T; (U`1)T is lower triangular. 53. (a) xTAy = a22 = 5. (b) xT A = [4 5 6]. (c) Ay = []. 55. (Px)T(Py) = xT PT Py = xTy because pTp = I ; usually Px y = X. PT y 0 0 1 1 0 0 0 1 0 1 2 3 1 2 1, 21 3 0 0 1 1 0 0 0 1 0 1 1 2 57. PAPT recovers the symmetry. 59. (a) The transpose of RTAR is RTATRTT = RTAR = n by n. (b) (RTR)jJ = (column j of R) (column j of R) = length squared of column j.
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