Mathematical Food for Thought

 
 
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    Serves a Daily Special and an All-You-Can-Eat Course in Problem Solving. Courtesy of me, Jeffrey Wang.
 
The Matrix?! Topic: Calculus/Linear Algebra. November 18th, 2006

Definition: A square matrix  A is diagonalizable if there exist matrices  V, D such that  V is invertible,  D is diagonal (has only entries on the main diagonal), and  A = VDV^{-1} .

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Problem: Solve the differential equation  x^{\prime}(t) = Ax(t) where  A is a diagonalizable  n \times n square matrix and  x(t) is a vector valued function (which must have  n components).

Solution: Well this is a lot like the regular differential equation  y^{\prime} = ky which has solution  y = y_0 e^{kt} . So let’s guess that

 x(t) = e^{At}x(0)

is the solution. But what exactly does  e^{At} mean? Consider the following.

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Definition: If  f is a function and  D is a diagonal square matrix, then we say that  f(D) is simply the matrix with  f applied to all the elements on the diagonal.

If  A is diagonalizable, then we have  A = VDV^{-1} and we define  f(A) = Vf(D)V^{-1} .

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So does  x(t) = e^{At}x(0) work as a solution to the differential equation? It turns out that, by using the definition of the derivative we can show that

 \frac{d}{dt}[e^{Dt}] = De^{Dt}

and

 \frac{d}{dt}[e^{At}x(0)] = VDe^{Dt}V^{-1}x(0) .

However, if we use the function  g(x) = xe^{xt} , we get

 Ae^{At}x(0) = g(A)x(0) = Vg(D)V^{-1}x(0) = VDe^{Dt}V^{-1}x(0) ,

so  x^{\prime}(t) = \frac{d}{dt}[e^{At}x(0)] = Ae^{At}x(0) = Ax(t) ,

as desired. QED.

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Comment: Applying functions to matrices is a super cool thing and being able to solve differential equations with matrix coefficients is even better. Linear algebra provides all sorts of new ways to work with matrices.

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Practice Problem: Show that all symmetric square matrices are diagonalizable.

Simon Says Factor. Topic: Linear Algebra. November 12th, 2006

Problem: (2003 IMC Day 2 – #1) Let  A and  B be  n \times n real matrices such that  AB+B+A = 0 . Prove that  AB = BA .

Solution: Well, seeing the  AB+B+A , we think Simon’s Favorite Factoring Trick. But, we have to remember that we’re working with matrices, not numbers. So instead of  (x+1)(y+1) = xy+x+y+1 , we have

 (A+I_n)(B+I_n) = AB + I_nB+AI_n+I_n^2 ,

where  I_n is the  n \times n identity matrix (the equivalent of  1 in the matrix world). Recall that for any square matrix  M we have  MI = IM = M (where  I is the identity matrix of corresponding size), so

 AB + I_nB+AI_n+I_n^2 = AB+B+A+I_n = 0+I_n = I_n

from the given condition. But the equation

 (A+I_n)(B+I_n) = I_n

means that  A+I_n and  B+I_n are inverses of each other. Which consequently means we can multiply them in either order. So

 (A+I_n)(B+I_n) = (B+I_n)(A+I_n)

 AB+B+A+I_n = BA+A+B+I_n \Rightarrow AB = BA

as desired. QED.

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Comment: Just basic algebraic manipulations if you knew several key properties of matrices and recognized the factoring. Always good to keep these things handy!

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Practice Problem: (1999 IMC Day 1 – #1) Show that for all natural numbers  n there exists a real  n \times n matrix  A such that  A^3 = A+I . Furthermore, prove that  |A| > 0 for all such  A . [Reworded]

Dimensions Everywhere. Topic: Linear Algebra. November 9th, 2006

Problem: (1998 IMC Day 1 – #1) Let  V be a  10 -dimensional real vector space and  U_1, U_2 two linear subspaces such that  U_1 \subseteq U_2 ,  \dim U_1 = 3 , and  \dim U_2 = 6 . Let  \epsilon be the set of linear maps  T: V \rightarrow V which have  T(U_1) \subseteq U_1 and  T(U_2) \subseteq U_2 . Calculate the dimension of  \epsilon .

Solution: Well we have a total of  10 \cdot 10 = 100 degrees of freedom without the constraints. The constraint  T(U_1) \subseteq U_1 takes away  3 \cdot 7 = 21 (since all three dimensions of  U_1 have to map to  U_1 ), while the constraint  T(U_2) \subseteq U_2 takes away an additional  3 \cdot 4 = 12 (since the remaining three dimensions of  U_2 have to map to  U_2 ). Hence the total number of dimensions of linear maps is  100-21-12 = 67 . QED.

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Comment: A pretty standard problem on linear transformations and linear algebra. Easy by most standards, since it really only involves some simple calculations.

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Practice Problem: What is the dimension of the span of the vectors  (1, 2, 3) ,  (2, 3, 4) , and  (0, -1, -2) ?

Rank Me! Topic: Linear Algebra. November 7th, 2006

Problem: (2005 IMC Day 1 – #1) Let  A be a matrix such that  A_{ij} = i+j . Find the rank of  A .

Solution: Well we clearly have the  k th row of the matrix equal to

 R_k = (k+1, k+2, \ldots, k+n) .

So we just need to reduce this to row-echelon form through elementary operations. Well, we can take

 R_k \rightarrow R_k-R_{k-1}

for  k \ge 2 , so we now have

 R_1 = (2, 3, \ldots, n+1) and  R_k = (1, 1, \ldots 1)

for  k \ge 2 . Now for all  k > 2 , take

 R_k \rightarrow R_k-R_2

and take  R_1 \rightarrow R_1-2R_2 so our matrix becomes

 R_1 = (0, 1, \ldots, n-1) ,  R_2 = (1, 1, \ldots, 1) , and  R_k = (0, 0, \ldots, 0)

for  k>2 . Swapping  R_1 and  R_2 gives us row-echelon form, from which we can easily see that there are two pivot elements, which means the rank of  A is two. Note that for  k = 1 the rank is one. QED.

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Comment: Really not a difficult problem if you know any fundamental linear algebra and the operations you can perform on a matrix to calculate its rank. Linear algebra is super cool and even useful on competitions (when you get to college)!

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Practice Problem: For any matrix  A , prove that  \text{rank}(A) = \text{rank}(A^T) .

It’s A One-To-One Tie! Topic: Linear Algebra. May 26th, 2006

Note: Added my linear algebra book to the Math Books page.

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Definition: A function  f: A \to B is linear if  f(x+y) = f(x)+f(y) and  cf(x) = f(cx) for  x,y \in A and  c \in \mathbb{R} (or, rather, any field  \mathbb{F} ). Furthermore, it is one-to-one if and only if  f(x) = f(y) \Rightarrow x = y .

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Problem: Let  V and  W be vector spaces, and let  T: V \to W be linear. Then  T is one-to-one if and only if  T carries linearly independent subsets of  V onto linearly independent subsets of  W .

Solution: First we will show that if  T is one-to-one, then it carries linearly independent subsets of  V onto linearly independent subsets of  W .

Let  S be a linearly independent subset of  V . Suppose  S = \{x_1, x_2, \ldots, x_k\} . We want to show that  R = \{T(x_1), T(x_2), \ldots, T(x_k)\} is also linearly independent. Suppose that  R is not. Then there exist  a_1, a_2, \ldots, a_k not all zero such that

 a_1T(x_1)+a_2T(x_2)+\cdots+a_kT(x_k) = 0 .

Since  T is linear, we can rewrite this as

 T(a_1x_1)+T(a_2x_2)+\cdots+T(a_kx_k) = T(a_1x_1+a_2x_2+\cdots+a_kx_k) = 0 .

Since  T(0) = 0 and  T is one-to-one, we must have

 a_1x_1+a_2x_2+\cdots+a_kx_k = 0 .

But  S is linearly independent, so this is only possible if  a_1 = a_2 = \cdots = a_k = 0 , a contradiction. So  R is linearly independent.

Now, we will prove the converse – if  T takes linearly independent subsets of  V to linearly independent subsets of  W then  T is one-to-one. Let  x, y \in V be nonzero such that  T(x) = T(y) . It suffices to show that  x = y .

If  \{x, y\} is linearly dependent, then  x = cy for some  c \in \mathbb{R} , so

 T(x) = T(y) = T(cx) = cT(x) .

If  T(x) = T(y) \neq 0 , we have  c = 1 \Rightarrow x = y . In the case that  T(x) = T(y) = 0 , the set  \{x\} is linearly independent but  T takes it onto  \{0\} , which is linearly dependent, a contradiction.

If  \{x, y\} is linearly independent, then  \{T(x), T(y)\} is also linearly independent. But since  T(x) = T(y) , the set is clearly linearly dependent, a contradiction.

Lastly, we have  T(0) = 0 . So  T must be a one-to-one function, as desired. QED.

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Comment: Basically, we made extensive use of the properties of a linear transformation to prove both directions. A nice corollary to this proof is that if  T is one-to-one, then  S is linearly independent if and only if  T(S) is linearly independent.

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Practice Problem: Let  V and  W be vector spaces, and let  T: V \to W be linear. Then  T is one-to-one if and only if  N(T) = \{0\} (here,  N(T) is the kernal of  T , defined by  N(T) = \{x | T(x) = 0\} ).

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