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16 views

Given Solution

Uploaded by

Samuel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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ASTU PCE6301 Identification _ Section1 Midterm exam 2020/12/14

Name ID
1. Given

A=
[−21 −21 ]
1.1 Find eigenvalues and eigenvectors of A
Sol:
1, 2λ =−3 ,−1
A , find eigenvalues and eigenvectors
1.2 Define B=e
Sol:
Since Ax=λx --> e A x=e λ x
λ ( e A )=−3 ,−1, e−vector=[ 1 ,−1 ] , [ 1 , 1 ]
T T

1.3 Find the solution to the differential equation,

Sol:
dx
dt
=Ax , x ( 0 )=
0
1 []
x ( 0 )=
[ 01]=c [−11 ]+ c [ 11]
1 2

−1 1
c 1= , c 2=
2 2
Hence

x (t )=
2
1.4 Find the solution to the differential equation,
e
−1 2 [ ]
−1 −3 t 1 1 −1 t 1
+ e
1 []
Sol:
dx
dt
=Ax , x ( 0 )=
1
1 []
2. Given
[ 11]
x (t )=e
−t

A=
[ 0.8
0.2 0.7 ]
0.3

2.1 Find eigenvalues and eigenvectors of A


Sol:
T T
λ=1 , x= [ 3 2 ] , λ=0.5 x=[ −11 ]
2.2 Find eigenvalues and eigenvectors of A2 , A 4
Sol:
2 2
a) A x= A ( Ax )= A ( λx ) =λ x
2 2 2 T T
 e-value of A =1 , ( 0.5 ) and e-vectors, x=[ 3 2 ] , x= [−1 1 ]
4 4 4 T T
A  e-value of A =1 , ( 0.5 ) and e-vectors , x=[ 3 2 ] , x= [−1 1 ]
b) 4

2.3 Find the solution to the differential equation at k = 10

Sol:
x k+1 =A x k , x ( 0 )=
[01 ]
2 11
x 1= A x 0 , x 2= A ( A x 0 )= A x 0 , … , x 11 =A x 0
Hence
11
x 11= A x 0 =A
11
( c [ 32]+ c [−11])=A {( 0.2) [ 32]+( 0.6 ) [−11] }
1 2
11

¿
[0.40.6]+( 0.5 ) [−0.6
2.4 Find the solution to the differential equation at k = 10;
0.6 ]
11
Sol:
x k+1 =A x k , x ( 0 )=
[−11]
11
x 11= A x 0 =A
11
[−11]=( 0.5) [−11]11

3. A door is opened between rooms that hold v ( 0 )=50people, and w ( 0 )=20 people. The movement
between rooms in proportional to the difference v−w :
dv dw
=w−v , =v−w
dt dt
3.1) show that (v+ w) is constant (70people).
Sol:
d
( v + w )=0
dt
( v+ w ) =x 0=70
3.2) Find
lim v (t )∧lim w(t )
t →∞ t→∞
T T
Sol: Ax=λx−→ λ=−2, 0 , [ 1−1 ] , [ 1 1 ]

Hence
[ ]
w (t) −1 2 1 [ ]
v (t) =c e−2 t 1 + c e 0 t 1 =e−2t 15 + 35
1
−15 35 [] [ ][ ]
lim v ( t ) =35 , lim w (t)=35
t →∞ t→∞
4. Find the best line C+ Dt (find C and D) to fit b=[ 1 ,9 , 9 , 21 ] ,at times t=0 , 1 ,3 , 4 .
Sol:

[ ][ ] [ ]
1 0 1
1 1 C 9
=
1 3 D 9
1 4 21
−1 T T
Ax=b−→ ^x =( A A ) A b x^ =[ C D ] =[ 2 4 ]
 T T

5. Find the projection vector the vector b onto the line a

[] [] [] [ ]
1 1 1 −1
a) b= 2 ∧a= 1 b) b= 3 ∧a= −3
3 1 1 −1
T
b a
Sol: Projection b on a = Proja ( b )= T
a
a a
T
S-a) Proja ( b )=[ 22 2 ]
T
S-b) Proja ( b )=[ 13 1 ]

[ ]
1 0
6. Given A= 1 1 ,
0 1
T
6.1) Find eigenvalues of A A
Sol : λ=1 ,3
T
6.2) Find eigenvalues of AA
Sol : Since e-values of AT A and AA T are same upto non-zero, hence e-values of AA T = 1,3,0
6.3) Find SVD matrixes U , Σ, V which depose of A as A=UΣ V T
Sol:

[ ][ ] [
−0.4082 0.7071 0.5774 1.732 0
]
T
T −0.7071 0.7071
A=UΣ V = −0.8165 −0.0000 −0.5774 0 1
−0.7071 −0.7071
−0.4082 −0.7071 0.5774 0 0

[ ]
σ1 0
6.4) Let U =[ u1 ,u2 , u3 ] , Σ= 0 σ 2 ,V =[ v1 , v 2 ] , Find
0 0
T T
A−σ 1 u1 v 1
Sol:

T T
σ 1=1.732 ,u1 =[−0.4082 −0.8165 −0.4082 ] , v 1= [−0.7071 −0.7071 ]
Hence

[ ]
0.5 0.5
T
A−σ 1 u1 v 1 = 0 0
−0.5 0.5

%%%%%%%%%%%%%%%%%%%%%%%%%%%%

ASTU PCE6301 Identification _ Section2 Midterm exam 2020/12/14


Name ID
1. Given

A=
[ 12 21]
1.1 Find eigenvalues and eigenvectors of A
Sol:
λ ( A )=−1 ,3 e-vector =[ −11 ]T , [ 1 1 ]T
1.2 Define B=e A , find eigenvalues and eigenvectors of B
Sol:
A
e x=λx
λ ( e A )=e−1 , e3 e-vector =[ −11 ] , [ 1 1 ]
T T

1.3 Find the solution to the differential equation,

Sol:
dx
dt
=Ax , x ( 0 )=
0
1 []
−t
x (t )=e c 1
[ ]
−1
1
3t 1
[]
−t 1 −1
+ e c2 =e ( )
1 2 1
3t 1 1
+e ( )
2 1 [ ] []
1.4 When t converges to infinity, with which initial condition gives a finite solution?
Sol:
−t which is convergent to zero as t converge to infinity, hence with the initial
Since λ=e
conditions

x ( 0) ∈
[{ −11]} , the solution should be convergent to zero

2. Given

A=
[ 0.6
0.4 0.8 ]
0.2

A. Find eigenvalues and eigenvectors of A


Sol:
Ax=λx
Hence λ=0.4 ,1 corresponding e-vectors as x=[ −1 1; 1 2 ] ;
B. Find eigenvalues and eigenvectors of A2 , A 4
Sol:
2 2
A x=( A ) Ax= ( A ) λx=λ x
e-values of ( A ) :0.4 ,1 corresponding e-vectors x=[ −1 1; 1 2 ]
2 2 2

e-values of ( A 4 ) :0.4 4 ,1 4 corresponding e-vectors x=[ −1 1; 1 2 ]

C. Find the steady state solution when k converges to infinity with the initial point

Sol:
[ 01]
x ss =lim x k , x ( 0 )=
k→∞

With the initial conditions


x =c ( 0.4 )
k [−11] +c 1 [ 12]
1
k
2
k

[ 1] [ 1 ] [2] 13 [ 1 ] 13 [ 2]
x = 0 =c −1 + c 1 =( ) −1 +( ) 1
0

Hence the solution to the problem is


1 2

k 1 −1
x k =( 0.4 ) ( )
3 1
k 1 1
+1 ( )
3 2 [ ] []
x ss =lim x k =
k→∞
1 1
3 2 ( )[ ]
D. Find the steady state solution when k converges to infinity with the initial point

Sol:
[ 12]
x ss =lim x k , x ( 0 )=
k→∞

Hence
[ 12] [−11]+c [ 12]=[ 12]
x = =c
0 1 2

x =lim x =
[ 12]
ss
k→∞
k

3. Find the best line C+ Dt (find C and D) to fit b=−1 ,1 , 3 , 5at times t=−1 , 0 ,1 , 2
Sol:
T
And find the error (error =b−A∗ [C^ , D
^] ¿. If the error is zero, explain why the error is zero.
Sol_1:

[ ][ ] [ ]
1 −1 −1
1 0 C 1
=
1 1 D 3
1 2 5
T −1
[ C^ , ^D ] =( AT A ) A T b=[ 1 2 ]
T

Sol_2
T
^,^
b− A∗[ C D ] = [0 0 0 0 ]
T

Since

[]
−1
1
∈column space of A
3
5
So that
[ ] [] [ ]
−1 1 −1
1 1 0
=(1) +(2)
3 1 1
5 1 2
T
4. For given matrix S. Let define the energy q=x S x. Write q as a sum of squares as
2 2
d 1 () + d 2 ()
A. S= [ 3−1 ;−1 3 ]
B. S=[2−1 ;−1 2]
Sol: Let
T
x=( x 1 , x 2 )
Since S is a symmetric function;
T
S= E D E , D=diagonal ¿−values , E=normalized e−vectors
Therefore if Sx=λx , then
T
x Sx =x ED E x=( E x ) D(E x )
T T T T T

T
Which implies ( ET x ) D (ET x) is a sum of square form.

( )
T
1
[ 1 1 ] ,( 1 ) [ −1 1 ]
T
Sol_A: λ ( S ) =2 , 4 and e-vectors are =
√2 √2
T
Then q=x Sx is
[ x1 x2 ] [−13 −13 ][ xx ]=[ x 1

2
1
1 1 −1 2 0 1
x2 ] ( ) [ ( )
√2 1 1 0 4 √ 2 −1 1 x 2 ][ ] [
1 1 x1
][ ]
1
¿( ) [ x 1+ x 2
2
−x1 + x 2 ]
2 0 x1 + x 2
0 4 −x1 + x 2[ ][ ]
¿ ( 12 ) ( 2( x + x ) + 4 (−x + x ) )=( x + x ) +2 (−x + x )
1 2
2
1 2
2
1 2
2
1 2
2

( √12 ) [1 1] ,( √12 )[−1 1]


T
T
Sol_B: λ ( S ) =1 ,3 and e-vectors are =

T
Then q=x Sx is
[ x1 x2] [−12 −12 ][ xx ]=[ x 1

2
1
1 1 −1 1 0 1
x2] (
√2
)
1 1 0 [
3
( )
√2 −1 ][ ] [
1 1 x1
1 x2 ][ ]
1
¿( ) [ x 1+ x 2
2
−x1 + x 2 ]
1 0 x 1+ x 2
[ ][
0 3 −x 1+ x 2 ]
( 12 ) ( ( x + x ) +3 (−x + x ) )= 12 ( x + x ) + 32 (−x + x )
2
2 2 2
¿ 1 2 1 2 1 2 1 2

T
5. Show that the following matrix fails to x S x> 0

[ ][ ]
4 1 1 x1
[ x1 x2 x3 ] 1 0 2 x2
1 2 5 x3
Is not positive when ( x 1 , x 2 , x 3 ) =(, ,)
Sol:

[ ][ ]
4 1 1 0
[ 0 10 0 ] 1 0 2 10 =0 is not positive
1 2 5 0
[ ]
2 2
6. Given A= 1 −1 ,
1 −1
T
A. Find eigenvalues of A A
Sol: λ ( A T A )=4 , 8
B. Find eigenvalues of AA T
Sol: Since λ ( A T A )= λ ( A A T ) upto non-zero values

λ ( A T A )=¿4,8,0
C. Find SVD matrixes U , Σ, V which depose of A as A=UΣ V T
Sol:

[ ] [ ]
1 0 0 2.8284 0
U = 0 1/ √ 2 −1/ √ 2 , Σ=
0 1/ √ 2 1/ √ 2
0
0
2 ,V=
0
1/ √ 2 −1/ √ 2
1/ √ 2 1/ √ 2 [ ]

[ ]
σ1 0
D. Let U =[ u1 ,u2 , u3 ] , Σ= 0 σ 2 ,V =[ v1 , v 2 ] , Find
0 0
T
A−σ 1 u1 v 1

[ ]
0 −0.5
Sol: 0 0
−0.5 0.5

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