2 problems found
Verify that if \[ \mathbf{P}=\begin{pmatrix}1 & 2\\ 2 & -1 \end{pmatrix}\qquad\mbox{ and }\qquad\mathbf{A}=\begin{pmatrix}-1 & 8\\ 8 & 11 \end{pmatrix} \] then \(\mathbf{PAP}\) is a diagonal matrix. Put $\mathbf{x}=\begin{pmatrix}x\\ y \end{pmatrix}\( and \)\mathbf{x}_{1}=\begin{pmatrix}x_{1}\\ y_{1} \end{pmatrix}.$ By writing \[ \mathbf{x}=\mathbf{P}\mathbf{x}_{1}+\mathbf{a} \] for a suitable vector \(\mathbf{a},\) show that the equation \[ \mathbf{x}^{\mathrm{T}}\mathbf{Ax}+\mathbf{b}^{\mathrm{T}}\mathbf{x}-11=0, \] where $\mathbf{b}=\begin{pmatrix}18\\ 6 \end{pmatrix}\( and \) \mathbf{x}^{\mathrm{T}} \( is the transpose of \)\mathbf{x},$ becomes \[ 3x_{1}^{2}-y_{1}^{2}=c \] for some constant \(c\) (which you should find).
Solution: \begin{align*} \mathbf{PAP} &= \begin{pmatrix}1 & 2\\ 2 & -1 \end{pmatrix}\begin{pmatrix}-1 & 8\\ 8 & 11 \end{pmatrix}\begin{pmatrix}1 & 2\\ 2 & -1 \end{pmatrix} \\ &= \begin{pmatrix}1 & 2\\ 2 & -1 \end{pmatrix}\begin{pmatrix}15 & -10\\ 30 & 5 \end{pmatrix} \\ &= \begin{pmatrix}75 & 0\\ 0 & -25 \end{pmatrix} \end{align*} Which is diagonal as required. Letting \(\mathbf{x}=\mathbf{P}\mathbf{x}_{1}+\mathbf{a}\) \begin{align*} && \mathbf{x}^{\mathrm{T}}\mathbf{Ax}+\mathbf{b}^{\mathrm{T}}\mathbf{x}-11&=0 \\ \Leftrightarrow && (\mathbf{P}\mathbf{x}_{1}+\mathbf{a})^T\mathbf{A}(\mathbf{P}\mathbf{x}_{1}+\mathbf{a}) + \mathbf{b}^T(\mathbf{P}\mathbf{x}_{1}+\mathbf{a}) - 11 &= 0 \\ \Leftrightarrow && \mathbf{x}_{1}^T\mathbf{PAP}\mathbf{x}_1 + \mathbf{x}_{1}^T\mathbf{PAa} + \mathbf{a}^T\mathbf{AP}\mathbf{x}_{1}+\mathbf{a}^T\mathbf{Aa} + \mathbf{b}^T(\mathbf{P}\mathbf{x}_{1}+\mathbf{a}) - 11 &= 0 \\ \Leftrightarrow && \mathbf{x}_{1}^T\mathbf{PAP}\mathbf{x}_1 +(2\mathbf{a}^T\mathbf{A}+\mathbf{b}^T)\mathbf{P}\mathbf{x}_{1}+\mathbf{a}^T\mathbf{Aa} + \mathbf{b}^T\mathbf{a} - 11 &= 0 \\ \end{align*} It would be nice if we picked \(\mathbf{a}\) such that \(2\mathbf{a}^T\mathbf{A}+\mathbf{b}^T = 0\), if \(\mathbf{a} = \begin{pmatrix} a_1 \\a_2 \end{pmatrix}\) then this equation becomes: \begin{align*} && 2\begin{pmatrix}-a_1 + 8a_2 & 8a_1+11a_2 \end{pmatrix} + \begin{pmatrix}18 & 6 \end{pmatrix} &= 0 \\ \Rightarrow && a_1 = 1, a_2 = -1 \end{align*} So our equation is now \begin{align*} && \mathbf{x}_{1}^T\mathbf{PAP}\mathbf{x}_1 +(2\mathbf{a}^T\mathbf{A}+\mathbf{b}^T)\mathbf{P}\mathbf{x}_{1}+\mathbf{a}^T\mathbf{Aa} + \mathbf{b}^T\mathbf{a} - 11 &= 0 \\ \Leftrightarrow && \mathbf{x}_{1}^T\mathbf{PAP}\mathbf{x}_1-6 +12 - 11 &= 0 \\ \Leftrightarrow && 25(3x_1^2 - y_1^2) &= 5 \\ \Leftrightarrow && 3x_1^2 - y_1^2 &= \frac{1}{5} \end{align*}
For any square matrix \(\mathbf{A}\) such that \(\mathbf{I-A}\) is non-singular (where \(\mathbf{I}\) is the unit matrix), the matrix \(\mathbf{B}\) is defined by \[ \mathbf{B}=(\mathbf{I+A})(\mathbf{I-A})^{-1}. \] Prove that \(\mathbf{B}^{\mathrm{T}}\mathbf{B}=\mathbf{I}\) if and only if \(\mathbf{A+A}^{\mathrm{T}}=\mathbf{O}\) (where \(\mathbf{O}\) is the zero matrix), explaining clearly each step of your proof. {[}You may quote standard results about matrices without proof.{]}
Solution: We use the following properties: \((\mathbf{AB})^T = \mathbf{B}^T\mathbf{A}^T\), \((\mathbf{AB})^{-1} = \mathbf{B}^{-1}\mathbf{A}^{-1}\), and \((\mathbf{A}^T)^{-1} = (\mathbf{A}^{-1})^T\) \begin{align*} &&\mathbf{I} &= \mathbf{B}^{\mathrm{T}}\mathbf{B} \\ \Leftrightarrow && {\mathbf{B}^{T}}^{-1} &= \mathbf{B} \\ \Leftrightarrow && (\mathbf{I+A})(\mathbf{I-A})^{-1} &= {((\mathbf{I+A})(\mathbf{I-A})^{-1})^{T}}^{-1} \\ &&&= {((\mathbf{I+A})(\mathbf{I-A})^{-1})^{-1}}^{T} \\ &&&= ((\mathbf{I-A})(\mathbf{I+A})^{-1})^{T} \\ &&&= {(\mathbf{I+A})^{-1}}^T(\mathbf{I-A})^T \\ &&&= {(\mathbf{I+A}^T)}^{-1}(\mathbf{I-A}^T) \\ \Leftrightarrow && (\mathbf{I+A}^T)(\mathbf{I+A}) &= (\mathbf{I-A}^T)(\mathbf{I-A}) \\ \Leftrightarrow && \mathbf{I}+\mathbf{A}+\mathbf{A}^T+\mathbf{A}^T\mathbf{A} &= \mathbf{I}-\mathbf{A}-\mathbf{A}^T+\mathbf{A}^T\mathbf{A} \\ \Leftrightarrow && 2( \mathbf{A}^T+\mathbf{A}) &= \mathbf{O} \\ \Leftrightarrow && \mathbf{A}+\mathbf{A}^T &= \mathbf{O} \end{align*}