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A

Section A: Long Answer Questions

Attempt any TWO questions.

3 questions·10 marks each
1long10 marks

Define subspace of a vector space. Show that the intersection of two subspaces is a subspace but the union need not be. Give a counterexample for the union.

Subspace of a Vector Space

Definition. Let VV be a vector space over a field FF. A non-empty subset WVW \subseteq V is called a subspace of VV if WW is itself a vector space under the same operations of VV. Equivalently, WW is a subspace iff:

  1. 0W\mathbf{0} \in W (contains the zero vector),
  2. u,vWu+vWu, v \in W \Rightarrow u + v \in W (closed under addition),
  3. αF, uWαuW\alpha \in F,\ u \in W \Rightarrow \alpha u \in W (closed under scalar multiplication).

These reduce to the single test: for all u,vWu,v \in W and α,βF\alpha,\beta \in F,  αu+βvW\ \alpha u + \beta v \in W.

Intersection of Two Subspaces is a Subspace

Let W1W_1 and W2W_2 be subspaces of VV. Consider W=W1W2W = W_1 \cap W_2.

  • Non-empty: 0W1\mathbf{0} \in W_1 and 0W2\mathbf{0} \in W_2, so 0W1W2\mathbf{0} \in W_1 \cap W_2.
  • Closure: Take u,vW1W2u, v \in W_1 \cap W_2 and scalars α,βF\alpha, \beta \in F. Then u,vW1u,v \in W_1, so αu+βvW1\alpha u + \beta v \in W_1 (since W1W_1 is a subspace). Similarly u,vW2u,v \in W_2, so αu+βvW2\alpha u + \beta v \in W_2. Hence αu+βvW1W2\alpha u + \beta v \in W_1 \cap W_2.

Therefore W1W2W_1 \cap W_2 satisfies the subspace criterion and is a subspace of VV. \blacksquare

Union Need Not Be a Subspace

The union W1W2W_1 \cup W_2 generally fails closure under addition, because a sum of a vector from W1W_1 and one from W2W_2 may lie in neither.

Counterexample

Take V=R2V = \mathbb{R}^2 and the two subspaces (the coordinate axes):

W1={(x,0):xR},W2={(0,y):yR}.W_1 = \{(x,0) : x \in \mathbb{R}\}, \qquad W_2 = \{(0,y) : y \in \mathbb{R}\}.

Both are subspaces. Now (1,0)W1W1W2(1,0) \in W_1 \subseteq W_1 \cup W_2 and (0,1)W2W1W2(0,1) \in W_2 \subseteq W_1 \cup W_2, but

(1,0)+(0,1)=(1,1).(1,0) + (0,1) = (1,1).

Since (1,1)W1(1,1) \notin W_1 and (1,1)W2(1,1) \notin W_2, we have (1,1)W1W2(1,1) \notin W_1 \cup W_2. Closure under addition fails, so W1W2W_1 \cup W_2 is not a subspace.

(In fact, W1W2W_1 \cup W_2 is a subspace iff W1W2W_1 \subseteq W_2 or W2W1W_2 \subseteq W_1.)

vector-spacesubspace
2long10 marks

Reduce the given quadratic form to canonical form by an orthogonal transformation and determine its nature (positive definite, negative definite, etc.).

Reducing a Quadratic Form to Canonical Form by Orthogonal Transformation

Method (general procedure). A real quadratic form in nn variables can be written as Q(x)=xTAxQ(\mathbf{x}) = \mathbf{x}^T A \mathbf{x}, where AA is a real symmetric matrix. Since AA is symmetric it is orthogonally diagonalizable: there exists an orthogonal matrix PP (PTP=IP^TP = I) of normalized eigenvectors such that PTAP=D=diag(λ1,,λn)P^T A P = D = \operatorname{diag}(\lambda_1,\dots,\lambda_n). The orthogonal substitution x=Py\mathbf{x} = P\mathbf{y} gives the canonical form

Q=λ1y12+λ2y22++λnyn2.Q = \lambda_1 y_1^2 + \lambda_2 y_2^2 + \cdots + \lambda_n y_n^2.

Worked Example

Reduce Q=3x12+3x22+4x1x2Q = 3x_1^2 + 3x_2^2 + 4x_1 x_2 to canonical form.

Step 1 — Matrix. A=(3223)A = \begin{pmatrix} 3 & 2 \\ 2 & 3 \end{pmatrix} (off-diagonal entries are half the coefficient of x1x2x_1x_2).

Step 2 — Eigenvalues. det(AλI)=(3λ)24=λ26λ+5=0λ=5, 1.\det(A-\lambda I) = (3-\lambda)^2 - 4 = \lambda^2 - 6\lambda + 5 = 0 \Rightarrow \lambda = 5,\ 1.

Step 3 — Orthonormal eigenvectors.

  • λ=5\lambda = 5: (A5I)v=0v=12(1,1)T(A-5I)v=0 \Rightarrow v = \tfrac{1}{\sqrt2}(1,1)^T.
  • λ=1\lambda = 1: (AI)v=0v=12(1,1)T(A-I)v=0 \Rightarrow v = \tfrac{1}{\sqrt2}(1,-1)^T.

Step 4 — Orthogonal matrix. P=12(1111)P = \dfrac{1}{\sqrt2}\begin{pmatrix} 1 & 1 \\ 1 & -1 \end{pmatrix}, with PTP=IP^TP=I.

Step 5 — Canonical form. With x=Py\mathbf{x}=P\mathbf{y},

Q=5y12+1y22.Q = 5y_1^2 + 1\cdot y_2^2.

Nature of the Quadratic Form

The nature is decided by the signs of the eigenvalues (equivalently the canonical coefficients):

ConditionNature
all λi>0\lambda_i > 0positive definite
all λi0\lambda_i \ge 0 (some =0=0)positive semi-definite
all λi<0\lambda_i < 0negative definite
all λi0\lambda_i \le 0 (some =0=0)negative semi-definite
mixed signsindefinite

Here λ1=5>0\lambda_1 = 5 > 0 and λ2=1>0\lambda_2 = 1 > 0, so QQ is positive definite.

quadratic-formorthogonal
3long10 marks

Solve the system of linear equations using matrix inversion method and Cramer's rule. Compare the two methods.

Solving a Linear System by Matrix Inversion and by Cramer's Rule

Consider the representative system

x+y+z=6xy+2z=53x+y+z=8\begin{aligned} x + y + z &= 6 \\ x - y + 2z &= 5 \\ 3x + y + z &= 8 \end{aligned}

written as Ax=bA\mathbf{x} = \mathbf{b} with

A=(111112311),x=(xyz),b=(658).A = \begin{pmatrix} 1 & 1 & 1 \\ 1 & -1 & 2 \\ 3 & 1 & 1 \end{pmatrix},\quad \mathbf{x}=\begin{pmatrix} x\\y\\z\end{pmatrix},\quad \mathbf{b}=\begin{pmatrix}6\\5\\8\end{pmatrix}.

Determinant.

detA=1(12)1(16)+1(1+3)=3+5+4=6 (0),\det A = 1(-1-2) - 1(1-6) + 1(1+3) = -3 +5 +4 = 6 \ (\neq 0),

so a unique solution exists.

Method 1 — Matrix Inversion (x=A1b\mathbf{x} = A^{-1}\mathbf{b})

Cofactor / adjoint computation gives

adj(A)=(303521422),A1=16adj(A).\operatorname{adj}(A) = \begin{pmatrix} -3 & 0 & 3 \\ 5 & -2 & -1 \\ 4 & 2 & -2 \end{pmatrix},\qquad A^{-1} = \frac{1}{6}\operatorname{adj}(A).

Then

x=A1b=16(303521422)(658)=16(61218)=(123).\mathbf{x} = A^{-1}\mathbf{b} = \frac{1}{6}\begin{pmatrix} -3 & 0 & 3 \\ 5 & -2 & -1 \\ 4 & 2 & -2 \end{pmatrix}\begin{pmatrix}6\\5\\8\end{pmatrix} = \frac{1}{6}\begin{pmatrix} 6 \\ 12 \\ 18 \end{pmatrix} = \begin{pmatrix} 1\\2\\3 \end{pmatrix}.

Method 2 — Cramer's Rule

Replace each column of AA by b\mathbf{b}:

D=detA=6.D = \det A = 6. Dx=det(611512811)=6,Dy=det(161152381)=12,Dz=det(116115318)=18.D_x = \det\begin{pmatrix} 6&1&1\\5&-1&2\\8&1&1\end{pmatrix}=6,\quad D_y = \det\begin{pmatrix} 1&6&1\\1&5&2\\3&8&1\end{pmatrix}=12,\quad D_z=\det\begin{pmatrix}1&1&6\\1&-1&5\\3&1&8\end{pmatrix}=18.

Hence

x=DxD=1,y=DyD=2,z=DzD=3.x=\frac{D_x}{D}=1,\quad y=\frac{D_y}{D}=2,\quad z=\frac{D_z}{D}=3.

Both methods give (x,y,z)=(1,2,3)(x,y,z) = (1,2,3).

Comparison of the Two Methods

AspectMatrix InversionCramer's Rule
RequirementA1A^{-1} must exist (detA0\det A \neq 0)detA0\det A \neq 0
Core computationone inverse A1A^{-1}, then one productn+1n+1 determinants
ReusabilityA1A^{-1} reusable for many b\mathbf{b}must redo determinants for each b\mathbf{b}
Efficiency for large nnpoor (Gaussian elimination preferred)very poor (O(n!)O(n!\,) for determinants)
Best usesmall systems, repeated right-hand sidessmall (2×22\times2, 3×33\times3) systems

Both are practical only for small systems with non-singular AA; for large systems Gaussian elimination / LU decomposition is preferred.

linear-systemscramers-rule
B

Section B: Short Answer Questions

Attempt any EIGHT questions.

9 questions·5 marks each
4short5 marks

Define an orthogonal matrix and state its properties.

Orthogonal Matrix

Definition. A real square matrix AA is orthogonal if its transpose equals its inverse, i.e.

ATA=AAT=IA1=AT.A^T A = A A^T = I \quad\Longleftrightarrow\quad A^{-1} = A^T.

Equivalently, the rows (and columns) of AA form an orthonormal set.

Properties.

  1. detA=±1\det A = \pm 1.
  2. A1=ATA^{-1} = A^T, so the inverse is trivially obtained.
  3. The product of two orthogonal matrices is orthogonal; the inverse/transpose of an orthogonal matrix is orthogonal (they form a group O(n)O(n)).
  4. Orthogonal transformations preserve lengths and inner products: Ax=x\|A\mathbf{x}\| = \|\mathbf{x}\| and (Ax)(Ay)=xy(A\mathbf{x})\cdot(A\mathbf{y}) = \mathbf{x}\cdot\mathbf{y}.
  5. Eigenvalues have absolute value 11 (lie on the unit circle).

Example. A=(cosθsinθsinθcosθ)A = \begin{pmatrix} \cos\theta & -\sin\theta \\ \sin\theta & \cos\theta \end{pmatrix} is orthogonal with detA=1\det A = 1.

matrix
5short5 marks

What is meant by the consistency of a system of equations?

Consistency of a System of Equations

A system of linear equations Ax=bA\mathbf{x} = \mathbf{b} is said to be consistent if it has at least one solution; otherwise it is inconsistent (no solution).

Test (Rouché–Capelli theorem). Let [Ab][A\,|\,\mathbf{b}] be the augmented matrix. Then:

  • Consistent iff rank(A)=rank([Ab])\operatorname{rank}(A) = \operatorname{rank}([A\,|\,\mathbf{b}]).
    • If this common rank =n= n (number of unknowns) \Rightarrow unique solution.
    • If this common rank <n< n \Rightarrow infinitely many solutions.
  • Inconsistent iff rank(A)<rank([Ab])\operatorname{rank}(A) < \operatorname{rank}([A\,|\,\mathbf{b}]).

Example. x+y=2, x+y=5x+y=2,\ x+y=5 is inconsistent because rank(A)=1\operatorname{rank}(A)=1 but rank([Ab])=2\operatorname{rank}([A|\mathbf b])=2.

linear-systems
6short5 marks

Define the range of a linear transformation.

Range of a Linear Transformation

Let T:VWT : V \to W be a linear transformation between vector spaces VV and WW. The range (or image) of TT is the set of all images of vectors of VV:

Range(T)=T(V)={T(v):vV}W.\operatorname{Range}(T) = T(V) = \{\, T(v) : v \in V \,\} \subseteq W.

Key facts.

  • Range(T)\operatorname{Range}(T) is a subspace of WW.
  • Its dimension is called the rank of TT: rank(T)=dim(Range(T))\operatorname{rank}(T) = \dim(\operatorname{Range}(T)).
  • Rank–nullity theorem: dimV=rank(T)+nullity(T)\dim V = \operatorname{rank}(T) + \operatorname{nullity}(T).

Example. For T:R2R2T:\mathbb{R}^2\to\mathbb{R}^2, T(x,y)=(x,0)T(x,y)=(x,0), the range is the xx-axis {(x,0):xR}\{(x,0):x\in\mathbb R\}, of dimension 11.

linear-transformation
7short5 marks

State the Gram-Schmidt orthogonalization process.

Gram–Schmidt Orthogonalization Process

Given a linearly independent set {v1,v2,,vn}\{v_1, v_2, \dots, v_n\} in an inner product space, the process constructs an orthogonal set {u1,,un}\{u_1,\dots,u_n\} (and, on normalizing, an orthonormal set {e1,,en}\{e_1,\dots,e_n\}) spanning the same subspace.

Steps. Define successively, subtracting projections onto the previously found vectors:

u1=v1,u_1 = v_1, u2=v2v2,u1u1,u1u1,u_2 = v_2 - \frac{\langle v_2, u_1\rangle}{\langle u_1,u_1\rangle}\,u_1, u3=v3v3,u1u1,u1u1v3,u2u2,u2u2,u_3 = v_3 - \frac{\langle v_3, u_1\rangle}{\langle u_1,u_1\rangle}\,u_1 - \frac{\langle v_3, u_2\rangle}{\langle u_2,u_2\rangle}\,u_2,

and in general

uk=vkj=1k1vk,ujuj,ujuj,k=1,2,,n.\boxed{\,u_k = v_k - \sum_{j=1}^{k-1} \frac{\langle v_k, u_j\rangle}{\langle u_j, u_j\rangle}\,u_j\,},\qquad k=1,2,\dots,n.

Normalization. ek=ukuk\displaystyle e_k = \frac{u_k}{\|u_k\|} gives an orthonormal basis.

The resulting {u1,,uk}\{u_1,\dots,u_k\} spans the same subspace as {v1,,vk}\{v_1,\dots,v_k\} for every kk.

gram-schmidt
8short5 marks

Define a quadratic form with an example.

Quadratic Form

Definition. A quadratic form in nn variables x1,,xnx_1,\dots,x_n over a field is a homogeneous polynomial of degree 22:

Q(x1,,xn)=i=1nj=1naijxixj,Q(x_1,\dots,x_n) = \sum_{i=1}^{n}\sum_{j=1}^{n} a_{ij}\,x_i x_j,

which can be written compactly as

Q(x)=xTAx,Q(\mathbf{x}) = \mathbf{x}^T A \mathbf{x},

where A=[aij]A = [a_{ij}] is a symmetric matrix (the matrix of the quadratic form). The off-diagonal entry aija_{ij} is taken as half the coefficient of xixjx_i x_j.

Example. Q(x,y)=2x2+3y2+4xyQ(x,y) = 2x^2 + 3y^2 + 4xy has matrix

A=(2223),Q=(xy)(2223)(xy).A = \begin{pmatrix} 2 & 2 \\ 2 & 3 \end{pmatrix},\qquad Q = \begin{pmatrix} x & y\end{pmatrix}\begin{pmatrix} 2 & 2 \\ 2 & 3\end{pmatrix}\begin{pmatrix} x \\ y \end{pmatrix}.
quadratic-form
9short5 marks

Find the eigenvalues of the identity matrix of order 3.

Eigenvalues of the Identity Matrix I3I_3

Let I3=(100010001)I_3 = \begin{pmatrix} 1&0&0\\0&1&0\\0&0&1\end{pmatrix}. The characteristic equation is

det(I3λI)=det(1λ0001λ0001λ)=(1λ)3=0.\det(I_3 - \lambda I) = \det\begin{pmatrix} 1-\lambda & 0 & 0 \\ 0 & 1-\lambda & 0 \\ 0 & 0 & 1-\lambda \end{pmatrix} = (1-\lambda)^3 = 0.

Hence the only eigenvalue is

λ=1 (with algebraic multiplicity 3).\boxed{\lambda = 1\ \text{(with algebraic multiplicity 3).}}

Indeed I3x=x=1xI_3\mathbf{x} = \mathbf{x} = 1\cdot\mathbf{x} for every vector x\mathbf{x}, so every non-zero vector is an eigenvector with eigenvalue 11.

eigenvalues
10short5 marks

Define the nullity of a matrix.

Nullity of a Matrix

Definition. The nullity of an m×nm\times n matrix AA is the dimension of its null space (kernel) — the set of all solutions x\mathbf{x} of the homogeneous system Ax=0A\mathbf{x} = \mathbf{0}:

nullity(A)=dim(N(A)),N(A)={xRn:Ax=0}.\operatorname{nullity}(A) = \dim\big(N(A)\big),\qquad N(A) = \{\,\mathbf{x}\in\mathbb{R}^n : A\mathbf{x} = \mathbf{0}\,\}.

Rank–Nullity Theorem. For an m×nm\times n matrix,

rank(A)+nullity(A)=n (number of columns).\operatorname{rank}(A) + \operatorname{nullity}(A) = n \ (\text{number of columns}).

Thus nullity(A)=nrank(A)\operatorname{nullity}(A) = n - \operatorname{rank}(A), equal to the number of free variables in Ax=0A\mathbf x=\mathbf 0.

Example. If AA is 3×33\times3 with rank(A)=2\operatorname{rank}(A)=2, then nullity(A)=32=1\operatorname{nullity}(A)=3-2=1.

rank-nullity
11short5 marks

What is a unitary matrix?

Unitary Matrix

Definition. A complex square matrix UU is unitary if its conjugate transpose (Hermitian adjoint) equals its inverse:

UU=UU=IU1=U,U^{*}U = U U^{*} = I \quad\Longleftrightarrow\quad U^{-1} = U^{*},

where U=UTU^{*} = \overline{U}^{\,T} is the conjugate transpose. Equivalently, the columns (and rows) of UU form an orthonormal set under the complex inner product.

Properties.

  • detU=1|\det U| = 1.
  • Unitary transformations preserve the complex inner product and norm: Ux,Uy=x,y\langle U\mathbf{x}, U\mathbf{y}\rangle = \langle \mathbf{x},\mathbf{y}\rangle.
  • Eigenvalues lie on the unit circle (λ=1|\lambda| = 1).
  • A real unitary matrix is exactly an orthogonal matrix.

Example. U=12(1ii1)U = \dfrac{1}{\sqrt2}\begin{pmatrix} 1 & i \\ i & 1 \end{pmatrix} satisfies UU=IU^*U = I.

matrix
12short5 marks

Verify whether (1,1,0), (0,1,1), (1,0,1) span (R^3).

Do (1,1,0),(0,1,1),(1,0,1)(1,1,0),(0,1,1),(1,0,1) span R3\mathbb{R}^3?

Three vectors span R3\mathbb{R}^3 iff they are linearly independent, i.e. iff the determinant of the matrix formed by them is non-zero.

Form the matrix with these vectors as rows:

M=(110011101).M = \begin{pmatrix} 1 & 1 & 0 \\ 0 & 1 & 1 \\ 1 & 0 & 1 \end{pmatrix}.

Compute the determinant (expand along the first row):

detM=1(1110)1(0111)+0=111(1)=1+1=2.\det M = 1\,(1\cdot1 - 1\cdot0) - 1\,(0\cdot1 - 1\cdot1) + 0 = 1\cdot 1 - 1\cdot(-1) = 1 + 1 = 2.

Since detM=20\det M = 2 \neq 0, the three vectors are linearly independent. Being 33 independent vectors in the 33-dimensional space R3\mathbb{R}^3, they form a basis and therefore span R3\mathbb{R}^3.

Conclusion: Yes, {(1,1,0),(0,1,1),(1,0,1)}\{(1,1,0),(0,1,1),(1,0,1)\} spans R3\mathbb{R}^3.

basis

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