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Linear Algebra: Challenging Problems for Students (Johns Hopkins Studies in the Mathematical Sciences) PDF

266 Pages·2009·5.96 MB·English
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lgeb _a Linear I· l '1. II F Z Ill \ \ c 2ND ED,ITIONI LINEAR ALGEBRA Johns Hopkins Studies in the Mathematical Sciences in association wth the Department of Mathematical Sciences The Johns Hopkins University LINEAR ALGEBRA Challenging Problems for Students Second Edition Fuzhen Zhang The Johns Hopkins University Press Baltimore © 1996, 2009 The Johns Hopkins Univet·sity Press All rights reserved. Published 2009 Pnnted in tho United States of America on acid-froo papor 987654321 The .Johns Hopkins University Pre~s 2715 North Charles Street llaltimore, Maryland 21218-4363 www.pressjhu edu Library of Congress Control Number: 2008936105 A catalog record for this book is available fJ'Om the Btitlsh Library. Special disc-ounts are m·ailable for bulk purchases o{this book. For more information, please l:onlad Spel"illl Sales at 410-516-6936 or [email protected] 11.edu. The Johns Hopkins University Press uses environmentally fiiendly book materials, mcludmg recycled text paper that is composed of at least 30 percent post-consumer waste, whenever possible. All of our book papers are acid-free, and our jackets and covers are pnnt.ed on pape1 with recycled content. To the memory of my grandfather and parents This page intentionally left blank Contents Preface to the 2nd Edition ............................................ ix Preface ................................................................ xi Frequently Used Notation and Terminology .......................... xiii Frequently Used Theorems ............................................ xv Chapter 1 Vector Spaces .................................... 1 Definitions and Facts ..................................... 1 Vector space · Vector spaces lR'\ C'\ 1Pn[x], and C[a, b] Matrices Mmxn(1F) ·Column space 1m. A· Null space Ker A · Linear independence · Basis · Dimension · Span Sum · Direct sum · Dimension identity · Subspace Chapter 1 Problems ...................................... 9 Chapter 2 Determinants, Inverses and Rank of Matrices, and Systems of Linear Equations ................ 21 Definitions and Facts .................................... 21 Determinant · Elementary operations · Inverse · Minor Cofactor · Adjoint matrix · Rank · Vandermonde deter minant · Determinants of partitioned matrices · Linear equation system · Solution space · Cramer's rule Chapter 2 Problems ..................................... 26 Chapter 3 Matrix Similarity, Eigenvalues, Eigenvectors, and Linear 'Iransform.ations ••••••••••••••.•••••• 45 Definitions and Facts .................................... 45 Similarity · Diagonalization · Eigenvalue · Eigenvector Eigenspace · Characteristic polynomial · Trace · Trian gulariza.tion · Jordan canonical form · Singular value Singular value decomposition · Linear transformation Matrix representation · Commutator [A, B] · Image 1m A · Kernel Ker A · Invariant subspaces Chapter 3 Problems ..................................... 51 vii viii CONTENTS Chapter 4 Special Matrices ...•....•................•....•. 75 Definitions and Facts .................................... 75 Hermitian matrix · Skew-Hermitian matrix · Positive semidefinite matrix · Square root · Trace inequalities Hadamard determinantal inequality· Spectral decom position · Hadamard product · Unitary matrix· Real orthogonal matrix · Normal matrix · Involution A2 = I Nilpotent matrix Am = 0 · Idempotent matrix A2 = A Permutation matrix Chapter 4 Problems ..................................... 77 Chapter 5 Inner Product Spaces .•....................•... 103 Definitions and Facts ................................... 103 Inner product · Vector norm · Distance · Cauchy Schwarz inequality · Orthogonality · Field of values Orthogonal complement · Orthonormal basis · Adjoint transformation · Orthogonal transformation · Dual space · Projection Chapter 5 Problems .................................... 107 Hints and Answers for Chapter 1 ...•......•............... 121 Hints and Answers for Chapter 2 ........•••......•••••.••• 133 Hints and Answers for Chapter 3 .•••••.••••.••••.••••••••• 153 Hints and Answers for Chapter 4 .•...........••..•••.•.... 185 Hints and Answers for Chapter 5 ..........•............... 224 Notation ............................................................ 239 Main R.eferences ..................................................... 241 Index ................................................................ 243 Preface to the 2nd Edition This is the second, revised, and expanded edition of the linear algebra problem book Linear Algebra: Challenging Problems for Students. The first edition of the book, containing 200 problems, was published in 1996. In addition to about 200 new problems in this edition, each chapter starts with definitions and facts that lay out the foundations and groundwork for the chapter, followed by carefully selected problems. Some of the new problems are straightforward; some are pretty hard. The main theorems frequently needed for solving these problems are listed on page xv. My goal has remained the same as in the first edition: to provide a book of interesting and challenging problems on linear algebra and matrix theory for upper-division undergraduates and graduate students in mathematics, statistics, engineering, and related fields. Through working and practicing on the problems in the book, students can learn and master the basic concepts, skills, and techniques in linear algebra and matrix theory. During the past ten years or so, I served as a collaborating editor for American Mathematical Monthly problem section, Wisociate editor for the International Linear Algebra Society Bulletin IMAGE Problem Corner, and editor for several other mathematical journals, from which some problems in the new edition have originated. I have also benefited from the math confer ences I regularly attend; they are the International Linear Algebra Society (ILAS) Conferences, Workshops on Numerical Ranges and Numerical Radii, R. C. Thompson (formerly Southern California) Matrix Meetings, and the International Workshops on Matrix Analysis and Applications. For exam ple, I learned Problem 4.21 from M.-D. Choi at the !LAS Shanghai Meeting in 2007; Problem 4.97 was a recent submission to IMAGE by G. Goodman and R. Hom; some problems were collected during tea breaks. I am indebted to many colleagues and friends who helped with the re vision; in particular, I thank Jane Day for her numerous comments and suggestions on this version. I also thank Nova Southeastern University (NSU) and the Farquhar College of Arts and Sciences (FCAS) of the uni versity for their support through various funds, including the President's Faculty Research and Development Grants (Awards), FCAS Minigrants, and FCAS Faculty Development FUnds. Readers are welcome to communicate with me at [email protected]. ix

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Linear algebra is a prerequisite for students majoring in mathematics and is required of many undergraduate and first-year graduate students in statistics, engineering, and related areas. This fully updated and revised text defines the discipline's main terms, explains its key theorems, and provides
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