MIT 线性代数习题

MIT 习题课地址

0、线性代数中的几何学

Solve
$$\begin{array}{rl}2x+y& =3\\ x-2y& =-1\end{array}$$
and find out its “row picture” and “column picture”

1、核心思想概述

Suppose $A$ is a matrix such that the complete solution to $Ax=\left[\begin{array}{c}1\\ 4\\ 1\\ 1\end{array}\right]$ is $x=\left[\begin{array}{c}0\\ 1\\ 1\end{array}\right]+c\left[\begin{array}{c}0\\ 2\\ 1\end{array}\right]$，what can you say about columns of $A$？

2、矩阵的消去法

Solve using the method of elimination:
$$\begin{array}{rl}x-y-z+u& =0\\ 2x+2z& =8\\ -y-2z& =-8\\ 3x-3y-2z+4u& =7\end{array}$$
3、逆矩阵

Find the conditions on $a$ and $b$ that make the matrix A invertible, and find $A^{-1}$ when it exists.
$$A=\left[\begin{array}{ccc}a& b& b\\ a& a& b\\ a& a& a\end{array}\right]$$
4、LU分解

Find the LU-decomposition of the matrix $A$ when it exists. For which real numbers $a$ and $b$ does it exist?
$$A=\left[\begin{array}{ccc}1& 0& 1\\ a& a& a\\ b& b& a\end{array}\right]$$

5、三维空间的子空间

$x_1=\left[\begin{array}{c}0\\ 1\\ 3\end{array}\right]$, $x_2=\left[\begin{array}{c}2\\ 4\\ 0\end{array}\right]$

• Find subspace $V_1$ generated by $x_1$，subspace $V_2$ generated by $x_2$，Describe $V_1\cap V_2$
• Find subspace $V_3$ generated by $\left[\begin{array}{cc}{x}_1& x_2\end{array}\right]$, Is $V_3$ equal to $V_1\cup V_2$? Find a subspace $S$ of $V_3$ such that $x_1\notin S,x_2\notin S$.
• What is V 3 ∩ { x y p l a n e } V_3 \cap \{xy\mathbb{ plane}\} V3​∩{xyplane} ?

6、向量子空间

Which are subspaces of R 3 = { [ l 1 l 2 l 3 ] } \mathbb{R}^3 = \{\begin{bmatrix} l_1\\l_2\\l_3\end{bmatrix}\} R3={⎣⎡​l1​l2​l3​​⎦⎤​}

1. $l_1+l_2-l_3=0$

2. $l_1{l}_2-l_3=0$

3. $\left[\begin{array}{c}{l}_1\\ l_2\\ l_3\end{array}\right]=\left[\begin{array}{c}1\\ 0\\ 0\end{array}\right]+c_1\left[\begin{array}{c}1\\ 0\\ -1\end{array}\right]+c_2\left[\begin{array}{c}1\\ 0\\ 1\end{array}\right]$

4. $\left[\begin{array}{c}{l}_1\\ l_2\\ l_3\end{array}\right]=\left[\begin{array}{c}0\\ 1\\ 0\end{array}\right]+c_1\left[\begin{array}{c}1\\ 0\\ -1\end{array}\right]+c_2\left[\begin{array}{c}1\\ 0\\ 1\end{array}\right]$

7、解$Ax=0$

The set $S$ of points $P(x,y,z)$ such that $x-5y+2z=9$ is a ____ in ${\mathbb{R}}^3$. It is ____ to the ____ $S_0$ of $P(x,y,z)$ such that $x-5y+2z=0$

8、解 $Ax=b$

Find all solutions, depending on $b_1$，$b_2$，$b_3$：
$$\begin{array}{rl}x-2y-2z& =b_1\\ 2x-5y-4z& =b_2\\ 4x-9y-8z& =b_3\end{array}$$
9、向量空间的基底与维数

Find the dimension of the vector space spanned by the following vectors
$$\begin{gathered} \left[\begin{array}{ccccc}1& 1& -2& 0& -1\end{array}\right] \\ \left[\begin{array}{ccccc}1& 2& 0& -4& 1\end{array}\right] \\ \left[\begin{array}{ccccc}0& 1& 3& -3& 2\end{array}\right] \\ \left[\begin{array}{ccccc}2& 3& 0& -2& 0\end{array}\right] \end{gathered}$$
and find a basis for that space.

10、四个基本子空间的计算

Suppose $B=\left[\begin{array}{ccc}1& & \\ 2& 1& \\ -1& 0& 1\end{array}\right]$$\left[\begin{array}{ccc}5& 0& 3\\ 0& 1& 1\\ 0& 0& 0\end{array}\right]$

Find a basis for and compute the dimension of each of the 4 fundamental subspaces of $B$.

11、矩阵的空间

Show that the set of $2\times 3$ matrices whose null space contains $\left[\begin{array}{c}2\\ 1\\ 1\end{array}\right]$ is a vector subspace, and find a basis for it. What about the set of those whose column space contains $\left[\begin{array}{c}2\\ 1\end{array}\right]$.

12、测验题目讲解1

$A=\left[\begin{array}{ccc}1& 1& 1\\ 1& 2& 3\\ 3& 4& k\end{array}\right]$

a) For which $k$ does $Ax=\left[\begin{array}{c}2\\ 3\\ 7\end{array}\right]$ have a unique solution

b) Which $k$, does $Ax$ has infinitely many solution.

c) When $k=4$, find LU decomposition.

d) For all $k$, find complete solution.

13、图像与网络

• Find incidence matrix $A$

• $N(A)$, $N(A^T)$

• $\mathbb{T}r(A^{T}A)$

14、正交向量和子空间

$S$ is spanned by $\left[\begin{array}{cccc}1& 2& 2& 3\end{array}\right]$ and $\left[\begin{array}{cccc}1& 3& 3& 2\end{array}\right]$.

1. Find a basis for $S^{\perp }$

2. Can every $v$ in ${\mathbb{R}}^4$ be written uniquely in terms of $S$ and $S^{\perp} $

15、子空间上的投影

Find the orthogonal projection matrix onto the plane: $x+y-z=0$

16、最小二乘逼近

Find the quadratic equation through the origin that is a best fit for the points $(1,1),(2,5),(-1,-2)$

17、Gram-Schmidt 正交化

Find $q_1,q_2,q_3$( orthogonal) from columns of $A$. Then write $A$ as $QR$ ($Q$ orthogonal, $R$ upper triangular)

$A=\left[\begin{array}{ccc}1& 2& 4\\ 0& 0& 5\\ 0& 3& 6\end{array}\right]$

18、行列式的性质

Find the determinants of

$A=\left[\begin{array}{ccc}101& 201& 301\\ 102& 202& 302\\ 103& 203& 303\end{array}\right]$

$B=\left[\begin{array}{ccc}1& a& a^2\\ 1& b& b^2\\ 1& c& c^2\end{array}\right]$

$C=\left[\begin{array}{c}1\\ 2\\ 3\end{array}\right]\left[\begin{array}{ccc}1& -4& 5\end{array}\right]$

$D=\left[\begin{array}{ccc}0& 1& 3\\ -1& 0& 4\\ -3& -4& 0\end{array}\right]$

19、行列式

Find the determinants of

$A=\left[\begin{array}{ccccc}x& y& 0& 0& 0\\ 0& x& y& 0& 0\\ 0& 0& x& y& 0\\ 0& 0& 0& x& y\\ y& 0& 0& 0& x\end{array}\right]$

$B=\left[\begin{array}{ccccc}x& y& y& y& y\\ y& x& y& y& y\\ y& y& x& y& y\\ y& y& y& x& y\\ y& y& y& y& x\end{array}\right]$

Hint: You may combine two of the methods: (1) Elimination (2) $\sum \pm a_{1\alpha }{a}_{2\beta }{a}_{3\gamma }$ (3) By cofactors

20、行列式与体积

$T$ is a tetrahedron with vertex $O(0,0,0),A_1(2,2,-1),A_2(1,3,0),A_3(-1,1,4)$, Compute Vol(T). If $A_1$, $A_2$ are fixed, but $A_3$ is moved to $A_3^{{}^{\prime }}(-201,-199,104)$, compute Vol(T) again.

21、特征值和特征向量

Given the invertible $A=\left[\begin{array}{ccc}1& 2& 3\\ 0& 1& -2\\ 0& 1& 4\end{array}\right]$, find the eigenvalues and eigenvectors of $A^2$, $A^{-1}-I$

22、矩阵的方幂

Find a formula for $C^k$ where $C=\left[\begin{array}{cc}2b-a& a-b\\ 2b-2a& 2a-b\end{array}\right]$, calculate $C^{100}$ when $a=b=-1$

23、微分方程与exp(At)

Solve the differential equation $y^{{}^{\prime \prime \prime }}+2y^{{}^{\prime \prime }}-y^{{}^{\prime }}-2y=0$ for the general solution. What is the matrix $A$. Find the first column of exp($At$)

24、马尔科夫矩阵

A particle jumps between positions A and B with the following probabilities.

If it starts at A, what is the probability it is at A and B after i) 1 step ii) n steps iii) $\infty$ steps

25、测验题目讲解2

$A=\left[\begin{array}{cccc}1& 2& 3& 4\\ 5& 6& 7& 8\\ 0& 0& 9& 10\\ 0& 0& 11& 12\end{array}\right]$

1. Find all the non-zero terms in the big formula $detA=\sum \pm a_{1\alpha }{a}_{2\beta }{a}_{3\gamma }{a}_{4\delta }$ and compute $\mathbb{det}A $
2. Find cofactors $C_{11}$,$C_{12}$,$C_{13}$ and $C_{14}$
3. Find column 1 of $A^{-1}$

26、对称矩阵与正定矩阵

Explain why each of the following is true.

a) Every positive definite matrix is invertible

b) The only positive definite projection matrix is $P=I$

c) D is diagonal with positive entries is positive definite

d) $S$ symmetric with $detS>0$ might not be positive definite

27、复矩阵

Diagonalize $A$ by constructing its eigenvalue matrix $\Lambda$ and eigenvector matrix $S$

$A=\left[\begin{array}{cc}2& 1-i\\ 1+i& 3\end{array}\right]={\bar{A}}^T=A^H$

28、正定矩阵与极小值

For which values of c is
$$B=\left[\begin{array}{ccc}2& -1& -1\\ -1& 2& -1\\ -1& -1& 2+c\end{array}\right]$$

• positive definite?
• positive semidefinite?

29、相似矩阵

Which of the following statements are true? Explain

(a) If $A$ and $B$ are similar matrices, then $2A^3+A-3I$ and $2B^3+B-3I$ are similar

(b) If $A$ and $B$ are $3\times 3$ matrices with eigenvalues 1,0,-1， then $A$ and $B$ are similar.

© The matrices $J_1=\left[\begin{array}{ccc}-1& 1& 0\\ 0& -1& 1\\ 0& 0& -1\end{array}\right]$ and $J_2=\left[\begin{array}{ccc}-1& 1& 0\\ 0& -1& 0\\ 0& 0& -1\end{array}\right]$ are similar

30、奇异值分解的运算

Find the singular value decomposition of the matrix $C=\left[\begin{array}{cc}5& 5\\ -1& 7\end{array}\right]$

31、线性变换

Let $T(A)=A^T$, $A$ is $2\times 2$

1. why is T linear? What is T^{-1}?

2. Write down the matrix of T in

$v_1=\left[\begin{array}{cc}1& 0\\ 0& 0\end{array}\right]$, $v_2=\left[\begin{array}{cc}0& 1\\ 0& 0\end{array}\right]$, $v_3=\left[\begin{array}{cc}0& 0\\ 1& 0\end{array}\right]$,$v_4=\left[\begin{array}{cc}0& 0\\ 0& 1\end{array}\right]$

$w_1=\left[\begin{array}{cc}1& 0\\ 1& 0\end{array}\right]$, $v_2=\left[\begin{array}{cc}0& 0\\ 0& 1\end{array}\right]$, $v_3=\left[\begin{array}{cc}0& 1\\ 1& 0\end{array}\right]$,$v_4=\left[\begin{array}{cc}0& 1\\ -1& 0\end{array}\right]$

3） Eigenvalues / eigenvectors of T?

32、基的变换

the vector space of all polynomials in x of degree $\le 2$ has a basis $1,x,x^2$. Let ${\omega }_1,{\omega }_2,{\omega }_3$ be a different basis of polynomials whose values at x = -1,-,1 are given by:

a) Express $y(x)=-x+5$ in this basis

b) Find the change of basis matrices ($1$,$x$,$x^2$) $\leftrightarrow (w_1,w_2,w_3)$

c) Find the matrix of taking derivatives in both basis

33、广义逆

Given $A=\left[\begin{array}{cc}1& 2\end{array}\right]$

i) What is $A^{+}$(pseudoinverse)

ii) $A{A}^{+}$ and $A^{+}A$

iii) If $x$ is in $N(A)$, what is $A^{+}Ax$

iv) If $x$ is in $C(A^T)$, what is $A^{+}Ax$

34、测验题目讲解3

Find the eigenvalues and eigenvectors of the following

i) Projection $P=\frac{a{a}^T}{a^{T}a}$, $a=\left[\begin{array}{c}3\\ 4\end{array}\right]$

ii) $Q=\left[\begin{array}{cc}0.6& -0.8\\ 0.8& 0.6\end{array}\right]$

iii) $R=2P-I$

35、期末考试题讲解

$A=\left[\begin{array}{ccc}1& 0& 1\\ 0& 1& 1\\ 1& 1& 0\end{array}\right]$. Two eigenvalues: ${\lambda }_1=1$, ${\lambda }_2=2$, First two pivots: $d_1=d_2=1$

(a) Find ${\lambda }_3$ and $d_3$

(b) What is the smallest $a_{33}$ that would make $A$ positive semidefinite? What is the smallest c that $A+cI$ is positive semi-definite？