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 Willi-Hans Steeb
Yorick Hardy

PROBLEMS
AND
SOLUTIONS IN
INTRODUCTORY
AND
ADVANCED M ATRIX
CALCULUS
Second Edition —

World Scientific
PROBLEMS
AND
SOLUTIONS IN
INTRODUCTORY
AND
ADVANCED MATRIX
CALCULUS
— Second Edition —
This page intentionally left blank
 W illi-Hans Steeb
Yorick Hardy
University of Johannesburgf South Africa &
University of South Africa, South Africa

PROBLEMS
AND
SOLUTIONS IN
INTRODUCTORY
AND
ADVANCED MATRIX
CALCULUS
— Second Edition —

O World Scientific
NEW JERSEY • LONDON • SINGAPORE • BEIJING - SHANGHAI • HONGKONG • TAIPEI • CHENNAI* TOKYO
Published by

World Scientific Publishing Co. Pte. Ltd.

5 Toh Tuck Link, Singapore 596224
USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601
UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE

Library o f Congress Cataloging-in-Publication Data

Names: Steeb, W.-H. |Hardy, Yorick, 1976-
Title: Problems and solutions in introductory and advanced matrix calculus.
Description: Second edition / by Willi-Hans Steeb (University o f Johannesburg,
South Africa & University o f South Africa, South Africa),
Yorick Hardy (University o f Johannesburg, South Africa & University o f South Africa,
South Africa). |New Jersey : World Scientific, 2016. |
Includes bibliographical references and index.
Identifiers: LCCN 2016028706| ISBN 9789813143784 (hardcover : alk. paper) |
ISBN 9789813143791 (pbk. : alk. paper)
Subjects: LCSH: Matrices--Problems, exercises, etc. |Calculus. |Mathematical physics.
Classification: LCC QA188 .S664 2016 |DDC 512.9/434~dc23
LC record available at https://lccn.loc.gov/2016028706

British Library Cataloguing-in-Publication Data

A catalogue record for this book is available from the British Library.

Copyright © 2017 by World Scientific Publishing Co. Pte. Ltd.

All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means, electronic or
mechanical, including photocopying, recording or any information storage and retrieval system now known or to
be invented, without written permission from the publisher.

For photocopying o f material in this volume, please pay a copying fee through the Copyright Clearance Center,
Inc., 222 Rosewood Drive, Danvers, M A 01923, USA. In this case permission to photocopy is not required from
the publisher.

Printed in Singapore
Preface

The purpose of this book is to supply a collection of problems in introductory

and advanced matrix problems together with their detailed solutions which will
prove to be valuable to undergraduate and graduate students as well as to re­
search workers in these fields. Each chapter contains an introduction with the
essential definitions and explanations to tackle the problems in the chapter. If
necessary, other concepts are explained directly with the present problems. Thus
the material in the book is self-contained. The topics range in difficulty from
elementary to advanced. Students can learn important principles and strategies
required for problem solving. Lecturers will also find this text useful either as
a supplement or text, since important concepts and techniques are developed in
the problems.

A large number of problems are related to applications. Applications include

wavelets, linear integral equations, Kirchhoff’s laws, global positioning systems,
Floquet theory, octonians, random walks, entanglement, tensor decomposition,
hyperdeterminant, matrix-valued differential forms, Kronecker product and im­
ages. A number of problems useful in quantum physics and graph theory are
also provided. Advanced topics include groups and matrices, Lie groups and
matrices and Lie algebras and matrices. Exercises for matrix-valued differential
forms are also included.

In this second edition new problems for braid groups, mutually unbiased bases,
vec operator, spectral theorem, binary matrices, nonnormal matrices, wavelets,
fractals, matrices and integration are added. Each chapter also contains sup­
plementary problems. Furthermore a number of Maxima and Sym bolicC++
programs are added for solving problems. Applications in mathematical and
theoretical physics are emphasized.

The book can also be used as a text for linear and multilinear algebra or matrix
theory. The material was tested in the first author’s lectures given around the
world.

v
 Note to the Readers

The International School for Scientific Computing (ISSC) provides certificate

courses for this subject. Please contact the authors if you want to do this course
or other courses of the ISSC.

e-mail addresses of the first author:

S te e b w illiQ g m a il. com

steeb_wh@yahoo. com

e-mail address of the second author:

yorickhardyQ gm ail. com

Home page of the first author: h t t p : / / i s s c . uj . a c . za

Contents

Preface v

Notation ix

1 Basic Operations I

2 Linear Equations 47

3 Kronecker Product 71

4 Traces, Determinants and Hyperdeterminants 99

5 Eigenvalues and Eigenvectors 142

6 Spectral Theorem 205

7 Commutators and Anticommutators 217

8 Decomposition of Matrices 241

9 Functions of Matrices 260

10 Cayley-Hamilton Theorem 299

11 Hadamard Product 309

12 Norms and Scalar Products 318

13 vec Operator 340

14 Nonnormal Matrices 355

15 Binary Matrices 365

16 Star Product 371

17 Unitary Matrices 377

18 Groups, Lie Groups and Matrices 398

vii
viii Contents

19 Lie Algebras and Matrices 439

20 Braid Group 466

21 Graphs and Matrices 486

22 Hilbert Spaces and M utually Unbiased Bases 496

23 Linear Differential Equations 507

24 Differentiation and Matrices 520

25 Integration and Matrices 535

Bibliography 547

Index 551
Notation

is defined as
belongs to (a set)
i does not belong to (a set)
n intersection of sets
u union of sets
0 empty set
TcS subset T of set S
SnT the intersection of the sets S and T
SuT the union of the sets S and T
HS) image of set S under mapping /
f 09 composition of two mappings ( / o g)(x) = f(g (x ))
set of natural numbers
set of natural numbers including 0
set of integers
set of rational numbers
set of real numbers
K+ set of nonnegative real numbers
C set of complex numbers
Kn n-dimensional Euclidean space
space of column vectors with n real components
Cn n-dimensional complex linear space
space of column vectors with n complex components
H Hilbert space
Sn symmetric group on a set of n symbols

»(* ) real part of the complex number z

9 (* ) imaginary part of the complex number z
\z\ modulus of complex number z
\x + iy\ = (x2 + ?/2) 1/2, x , y € R
X column vector in Cn
XT transpose of x (row vector)
0 zero (column) vector
norm
x •y = x*y scalar product (inner product) in C n
x x y vector product in E 3

IX
x Notation

A, B, C m x n matrices
P n x n permutation matrix
U n x n projection matrix
U n x n unitary matrix
vec(A) vectorization of matrix A
det(A) determinant of a square matrix A
tr(A) trace of a square matrix A
Pf(A) Pfafiian of square matrix A
rank(A) rank of matrix A
At transpose of matrix A
A conjugate of matrix A
A* conjugate transpose of matrix A
A -1 inverse of square matrix A (if it exists)
In n x n unit matrix
I unit operator
On n x n zero matrix
AB matrix product o f m x n matrix A
and n x p matrix B
A »B Hadamard product (entry-wise product)
o f m x n matrices A and B
[A, B } := AB - BA commutator for square matrices A and B
[A, B ]+ := AB + BA anticommutator for square matrices A and B
A® B Kronecker product of matrices A and B
A® B Direct sum of matrices A and B
fijk Kronecker delta with Sjk = I for j = k
and Sjk = O for j ^ k
A eigenvalue
€ real parameter
t time variable
H Hamilton operator

The elementary matrices Ejk with j = I , . . . , m and k = I , . . . , n are del

I at entry (j, k ) and O otherwise.

The Pauli spin matrices are defined as

0
Gi := CT2 := 1
Chapter I

Basic Operations

Let F be a field, for example the set of real numbers R or the set of complex
numbers C. Let ra, n be two integers > I. An array A of numbers in F

/ an &12 «13 « ln ^
^21 «22 «23 «2 n
— (0>ij)

\ ®ml «m2 «m3 •• «mn J

is called an m x n matrix with entry in the z-th row and j -th column. A row
vector is a I x n matrix. A column vector is an n x I matrix. We have a zero
matrix, in which = 0 for all z, j. In denotes the n x n identity matrix with
the diagonal elements equal to I and 0 otherwise.

Let A = ( aij ) and B = (6^ ) be two m x n matrices. We define A + B to be the

m x n matrix whose entry in the z-th row and j - th column is aij + bij. Matrix
multiplication is only defined between two matrices if the number of columns of
the first matrix is the same as the number of rows of the second matrix. If A is
an m x n matrix and B is an n x p matrix, then the matrix product AB is an
m x p matrix defined by
n
(A B )iJ — air brj
r=l

for each pair z and j, where (AB)ij denotes the ( z ^ - t h entry in A B . Let
A = (a^ ) and B = ( b^-) be two m x n matrices with entries in some field. Then
their Hadamard product is the entry wise product of A and B , that is the m x n
matrix Am B whose (z, j)-th entry is

I
2 Problems and Solutions

Let V be a vector space and let

B = { v i , v 2, . . . , v n}

be a finite subset of V . The set B is a linearly independent set in V if

C i V i + C2 V 2 H----------- b Cn V n = 0

only admits the trivial solution

Ci — c2 — * — Cn — 0

for the scalars ci, C2, . . . , cn. We define the span of B by

span(B ) = { CiVi + C2V2 H------- b cnv n : for scalar Ci , c2, . . . , Cn }.

If span(B) = V, then B is said to span V (or B is a spanning set for V). If B is

both linearly independent and a spanning set for V then B is said to be a basis
for Vr, and we write dim (F) = |B|. In this case, the dimension dim (F) of V is
the number of elements |B| = n of B. A vector space which has no finite basis
is infinite dimensional. Every basis for a finite dimensional vector space has the
same number of elements.

The set o f m x n matrices forms an mn dimensional vector space, for example

the 2 x 2 matrices over C form vector space over C with standard basis

Another basis for the 2 x 2 matrices over C is given in terms of the Pauli spin
matrices

However, this is not a basis for the 2 x 2 matrices over R. For the 2 x 2 matrices
over E we have the same standard basis as for the 2 x 2 matrices over C. Another
basis for the 2 x 2 matrices over M is

For the vector space C 2 an orthonormal basis frequently used is the Hadamard
basis
 Basic Operations 3

P r o b le m I . Let e i, e 2, e 3 be the standard basis in E 3

'V
ei e2 e3

(i) Consider the normalized vectors

I
a — (ei + e 2 + e 3), b = ( - e i - e 2 + e3),

I
c = - = ( - e i + e2 - e3), d = - = ( e i - e2 - e3).
V3 V 3V
These vectors are the unit vectors giving the direction of the four bonds of an
atom in the diamond lattice. Show that the four vectors are linearly dependent,
(ii) Find the scalar products aTb, b Tc, c Td, d Ta. Discuss.

S olu tion I. (i) From Cia + c2b + c3c + C4d = 0 we find that c\ = C2 = C3 =
C4 = I is a nonzero solution. Thus the vectors are linearly dependent.
(ii) We find aTb = - 1 /3 , b Tc = - 1 /3 , c Td = - 1 /3 , d Ta = - 1 /3 .

P r o b le m 2 . (i) Consider the normalized vector v in E 3 and the permutation

matrix P , respectively

I\ /0 1 0
1 , P= 0 0 1
-I/ Vi 0 0

Are the three vectors v, P v , P 2V linearly independent?

(ii) Consider the 4 x 4 symmetric matrix A and the vector b in E 4

I 0 / 1V
( °1 0 I 0

Vo
0 I
0
0
I
I
0/
- ViIJ •
Are the vectors b, Ah, A2b, A 3b in E 4 linearly independent? Show that the
matrix A is invertible. Look at the column vectors of the matrix A

/° \ / 1V /° \
1 0 I 0
0 I 0 1
VoJ \oJ \ lj VoJ
Find the inverse of A.

S olu tion 2 . (i) Yes the three vectors

P 2V = - =
4 Problems and Solutions

are linearly independent, i.e. they form a basis in the vector space E 3.
(ii) We obtain the four vectors

( l\
2 [2\
3
[Z
5
\
b, Ab A2b Ai b
2 3 5
V i/ \ 2/ \3/

Thus the vectors b and A b are linearly independent. However A2b = A b + b,

A 3b = A2b + A b . Thus b, A b and A3b are linearly dependent. The column
vectors in A are linearly independent. Thus the inverse of A exists and is given
by
1 0
,4" 1 =
0I 0 0 "01V
0 0 0 I
V-I 0 1 0 J
Note that det(A) = I and thus det(A 1J = I.

P r o b le m 3. (i) Consider the Hilbert space M 2(E) of the 2 x 2 matrices over

E. Show that the matrices

VO °)
(1 oj ’ v( °1 M
oj ’ (1 Mj ’ (1
V1 o V1 M
lj
are linearly independent.
(ii) Use the Gram-Schmidt orthonormalization technique to find an orthonormal
basis for M 2(E ).

S o lu tio n 3. (i) From

a(o o)+6(o o)+c(i o)+d(i IH l D

we find that the only solution is a = 6 = c = d = 0.
(ii) We obtain the standard basis

/I 0\ /0 A (0 0\ /0 0\
VO oj ’ V0 °/ V1 °/ V0 1Z

P r o b le m 4. Consider the vector space of 2 x 2 matrices over E and the

matrices

D' * -(! !)■ * - ( ! ?)• * -(! 0)

(i) Are these four 2 x 2 matrices linearly independent?
(ii) An n x n matrix M is called normal if M M * = M *M . Which of the four
matrices Aj (j = 1 ,2,3,4 ) are normal matrices?
 Basic Operations 5

S olu tion 4. (i) No. We have

(o o) =(o l) +(l 0)-(1 1)'

(ii) None of these matrices is normal.

P r o b le m 5. Let 07, 02, 03 be the Pauli spin matrices

^ = ( ! 0 )’ a2 = ( 0i o‘ )* CT3=(o -1)
and (To = I2. Consider the vector space of 2 x 2 matrices over C.
(i) Show that the 2 x 2 matrices

Tf2' T f 1' T f 2' Tf z

are linearly independent.
(ii) Show that any 2 x 2 complex matrix has a unique representation of the form

00/2 + icL\(J\ + ia2<J2 + ^ 3(73

for some oq, 01, 02,03 € C.

S olu tion 5. (i) From the condition

I — I I
co—
j= i2 + c i —^=07 c2^Tfcr2 03(73 — ^2

we find the four equations Co + C3 = 0, c\ — ¢2¾= 0, c\ + ¢2¾= 0, Co — C3 = 0

with the only solution Co = c\ = C2 = C3 = 0.
(ii) Since

j . . . ( ao + 203 ia\ + 02
Q>oh + iaiCTi + 202(72 + 203(73 = I . • I
\ 201 — O2 O o- 203 J

we obtain
00-^2 H- ^Oi(Ti + 202(72 + 2O3O3
-(; 2)
where a, )0,7 ,5 G C. Thus

a + J ft + 7 P -i a — J
oo -, Oi "j a2 = -, 0, 3 =
2i " 2i “ ’

P r o b le m 6 . Consider the normalized vector vo = ( I 0 0 ) T in M3. Find

three normalized vectors v i, V2, V3 such that

v J = °> v J v fc = - I u # *0-
J=O
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