Problem 5. Let n N. The goal of this problem is to show that if two real n x n matrices are similar over C, then they are also similar over IK (a) Prove that for all X, y є Rnxn, the function f(t) det (X + ty) is a polynomial in t. (b) Prove that if X and Y are real n × n matrices such that X + ừ is an invertible complex matrix, then there exists a...
1) Let R be the relation defined on N N as follows: (m, n)R(p, q) if and only if m - pis divisible by 3 and n - q is divisible by 5. For example, (2, 19)R(8,4). 1. Identify two elements of N X N which are related under R to (6, 45). II. Is R reflexive? Justify your answer. III. Is R symmetric? Justify your answer. IV. Is R transitive? Justify your answer. V.Is R an equivalence relation? Justify...
Problem 5 (a) Let A be an n × m matrix, and suppose that there exists a m × n matrix B such that BA = 1- (i) Let b є Rn be such that the system of equations Ax b has at least one solution. Prove that this solution must be unique. (ii) Must it be the case that the system of equations Ax = b has a solution for every b? Prove or provide a counterexample. (b) Let...
2. Let A be an n x n real symmetric matrix or a complex normal matrix. Prove that tr(A) = X1 + ... + and tr(AⓇA) = 1212 + ... +14.12 where ....... An are the eigenvalues of A repeated with multiplicity (for example, if n = 3 and the eigenvalues of A are -3 and 7 but -3 has multiplicity 2 then 11 = -3, 12 = -3, and Az = 7). 3. Let A be an n x...
In the context of multiple regression, define the n X n matrix M =- X(X'X)-'X'. (i) Show that M is symmetric and idempotent. (ii) Prove that m, the diagonals of the matrix M, satisfy 0 sm s 1 for t = 1, 2, ..., n. (iii) Consider the linear model y = XB + u satisfies the Gauss-Markov Assumptions. Let û be the vector of OLS residuals. Show that Eſûù' x) = oʻM (iv) Conclude that while the errors {u:...
In the context of multiple regression, define the n X n matrix M =- X(X'X)-'X'. (i) Show that M is symmetric and idempotent. (ii) Prove that m, the diagonals of the matrix M, satisfy 0 sm s 1 for t = 1, 2, ..., n. (iii) Consider the linear model y = XB + u satisfies the Gauss-Markov Assumptions. Let û be the vector of OLS residuals. Show that Eſûù' x) = oʻM (iv) Conclude that while the errors {u:...
Question B
7. (a) Let -1 0 0 (i) Find a unitary matrix U such that M-UDU where D is a diagonal matrix. 10 marks] (i) Compute the Frobenius norm of M, i.e., where (A, B) = trace(B·A). [4 marks] 3 marks] (iii) What is NM-illp? (b) Let H be an n × n complex matrix (6) What does it mean to say that H is positive semidefinite. (il) Show that H is positive semidefinite and Hermitian if and only...
Problem 4. Let A, B e Rmxn. We say that A is equivalent to B if there exist an invertible m x m n x n matrix Q such that PAQ = B. matrix P and an invertible (a) Prove that the relation "A is equivalent to B" is reflexive, symmetric, and transitive; i.e., prove that: (i) for all A E Rmx", A is equivalent to A; (ii) for all A, B e Rmxn, if A is equivalent to B...
Problem 1. Let A be an m x m matrix. (a) Prove by induction that if A is invertible, then for every n N, An is invertible. (b) Prove that if there exists n N such that An is invertible, then A is invertible. (c) Let Ai, . . . , An be m x m matrices. Prove that if the product Ai … An is an invertible matrix, then Ak is invertible for each 1 < k< n. (d)...
9. (2 pts per part) Let A be an m x n matrix, where m > n, and suppose that the rank of A is n (i.e., A has full column rank). Briefly justify your answers to each question below. a. Which two of the following statements are true? i. There are no vectors in Nul(A). ii. There is no basis for Nul(A). iii. dim(Nul(A)) = 0 iv. dim(Nul(A)) = m – n b. Are the columns of A a...