First-Order Systems of Ordinary Differential Equations

Exercise 1

Answer each of the following questions.

  1. If \(\ABld\) is an \(m \times n\) matrix, how many columns does it have? How many rows?

  2. When can you not add two matrices together?

  3. When can you not multiply two matrices together?

  4. Is it always the case that \({\bf AB} = {\bf BA}\)?

  5. What is \({\bf I}\)? Given an \(m \times n\) matrix \({\bf A}\) and an \(n \times n\) matrix \({\bf I}\), what is \({\bf AI}\) and what are its dimensions? Does \({\bf AI} = {\bf IA}\)?

For problems 2-4, let\[{\bf A} = \begin{pmatrix} 1 & 2 & 1 \\ 3 & 1 & 1 \\ 2 & 1 & 2 \end{pmatrix} \,\hspace{0.7in} {\bf B} = \begin{pmatrix} 4 & 1 & 5 \\ 1 & 2 & 1 \\ 3 & 1 & 4 \end{pmatrix} \,.\]Calculate the following.

Exercise 2

\({\bf A} + {\bf B}\)

Exercise 3

\(2{\bf A} + {\bf B}\)

Exercise 4

\({\bf A} - {\bf B}\)

For problems 5-7, let\[{\bf A} = \begin{pmatrix} 2 & 1 \\ 8 & 4 \end{pmatrix} \hspace{0.7in} {\bf B} = \begin{pmatrix} 3 & 1\\ 2 & 1 \end{pmatrix}\,.\]Calculate the following.

Exercise 5

\({\bf AB}\)

Exercise 6

\({\bf BA}\)

Exercise 7

\(2{\bf A} - {\bf AB}\)

For problems 8-13 let,\[{\bf A} = \begin{pmatrix} 1+i & 2 \\ i & 1-3i \end{pmatrix} \,\hspace{0.7in} {\bf B} = \begin{pmatrix} i & 0 \\ 0 & 2i \end{pmatrix} \,.\]Calculate the following.

Exercise 8

\({\bf A}^{T}\)

Exercise 9

\({\bf \overline A}\)

Exercise 10

\({\bf A}^{*}\)

Exercise 11

\(({\bf AB})^{T}\)

Exercise 12

\({\bf B}^{T}{\bf A}^{T}\)

Exercise 13

\(({\bf AB})^{*}\)

Exercise 14

Show the following properties of invertibility as mentioned in the text. If \(\ABld\) and \(\BBld\) are \(n\times n\) invertible matrices and \(\alpha \neq 0\), then

  1. \(\displaystyle(\alpha\ABld)^{-1} = \frac{1}{\alpha}\ABld^{-1}\)

  2. \((\ABld\BBld)^{-1} = \BBld^{-1}\ABld^{-1}\)

  3. \((\ABld^{-1})^{-1} = \ABld\)

  4. \((\overline{\ABld})^{-1} = \overline{\ABld^{-1}}\)

  5. \((\ABld^T)^{-1} = (\ABld^{-1})^T\)

  6. \((\ABld^*)^{-1} = (\ABld^{-1})^*\)

Exercise 15

Answer the following questions,

  1. What is the definition of an inverse of a matrix \({\bf A}\)?

  2. If det(\({\bf A}) \ne 0\), is the matrix \({\bf A}\) invertible? If so, find \({\bf A}^{-1}\) if \({\bf A} = \begin{pmatrix} a&b\\c&d \end{pmatrix}\).

Exercise 16

Show the following properties of determinants as mentioned in the text. If \(\ABld\) is an \(2\times 2\) matrix then

  1. \(\det \left(\overline{\ABld}\right) = \overline{\det\left(\ABld\right)}\)

  2. \(\det \left(\ABld^T\right) = \det \left(\ABld\right)\)

  3. \(\det \left(\ABld^*\right) = \overline{\det\left(\ABld\right)}\)

For problems 17-21 calculate the determinants of the given matrices. State whether they are invertible or not. If invertible, calculate the inverse.

Exercise 17

\(\begin{pmatrix} 1&4\\-2&3 \end{pmatrix}\)

Exercise 18

\(\begin{pmatrix} 3&-1\\6&1 \end{pmatrix}\)

Exercise 19

\(\begin{pmatrix} 10&1\\9&2 \end{pmatrix}\)

Exercise 20

\(\begin{pmatrix} 1&1&2\\2&1&1\\1&2&1 \end{pmatrix}\)

Exercise 21

\(\begin{pmatrix} 2&3&1\\-1&2&1\\4&-1&-1 \end{pmatrix}\)

For problem 22-24 solve the system of equations

Exercise 22

\(\begin{pmatrix} 2&-1\\-1&1 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix} = \begin{pmatrix}6\\-1 \end{pmatrix} \)

Exercise 23

\(\begin{pmatrix} 2&3\\1&-3 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix} = \begin{pmatrix}6\\-15 \end{pmatrix} \)

Exercise 24

\(\begin{pmatrix} 1&4\\3&7 \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix} = \begin{pmatrix}7\\6 \end{pmatrix} \)

For problems 25-26 use row reduction to solve the system of equations

Exercise 25

\(\begin{pmatrix} 1&0&-1\\3&1&1\\-1&1&2 \end{pmatrix} \begin{pmatrix} x \\ y \\z \end{pmatrix} = \begin{pmatrix}0\\1\\2 \end{pmatrix} \)

Exercise 26

\(\begin{pmatrix} 1&2&-1\\2&1&1\\1&-1&2 \end{pmatrix} \begin{pmatrix} x \\ y \\z \end{pmatrix} = \begin{pmatrix}2\\1\\-1 \end{pmatrix} \)

Exercise 27

Suppose we associate to every complex number \(a+ib\) a matrix

\[\ZBld(a+ib) = \begin{pmatrix} a & b \\ -b & a \end{pmatrix}.\]

If \(z\) and \(w\) are any two complex numbers, verify the following properties:

  1. \(\ZBld(z) + \ZBld(w) = \ZBld(z + w)\)

  2. \(\ZBld(z)\ZBld(w) = \ZBld(zw) = \ZBld(w)\ZBld(z)\)

  3. \(\ZBld(z)^T = \ZBld(a-ib) = \ZBld(\overline{z})\)

  4. \(\ZBld(z)\ZBld(z)^T = (a^2 + b^2)\IBld = \ZBld(z\overline{z})\)

  5. \(\det\ZBld(z) = a^2 + b^2 = z\overline{z}\)

  6. \(\displaystyle \ZBld(z)^{-1} = \frac{1}{a^2 + b^2}\ZBld(z)^T = \ZBld(z^{-1}), \quad z\neq 0.\)

Exercise 28

Recall that the derivative of a matrix valued function \(\ABld(t)\) is defined entrywise, \[\frac{\dee \ABld}{\dt} = \left(\frac{\dee a_{ij}}{\dt}\right).\] If \(\ABld(t)\) and \(\BBld(t)\) are matrix valued functions, show that \[\frac{\dee}{\dt}\left(\ABld\BBld\right) = \ABld\frac{\dee\BBld}{\dt} + \frac{\dee\ABld}{\dt}\BBld.\]

Exercise 29

Let \(\ABld\) be an upper triangular matrix, that is a matrix of the form \[\ABld = \begin{pmatrix} a_{11} & a_{12} & \cdots & a_{1n}\\ 0 & a_{22} & \cdots & a_{2n} \\ \vdots & & \ddots & \vdots\\ 0 & \cdots & 0 & a_{nn} \end{pmatrix}.\] What is \(\det \left(\ABld\right)\)? Give conditions on the entries of \(\ABld\) for it to be invertible.

Exercise 30

A matrix \(\ABld\) is refered to as nilpotent if there is a natural number \(n>0\), such that \[\ABld^n = \underbrace{\ABld\ABld \ldots \ABld}_{n\text{ times}} = {\mathbf 0}.\] Show that a nilpotent matrix cannot be invertible. In particular, show that any \(n\times n\) matrix \(\ABld\) of the form \[\ABld = \begin{pmatrix} 0 & a_{12} & a_{13} & \cdots & a_{1n}\\ 0 & 0 & a_{23} & \cdots & a_{2n}\\ \vdots & & \ddots & \ddots & \vdots\\ 0 & \cdots & \cdots & 0 & a_{n-1,n}\\ 0 & \cdots & \cdots & \cdots & 0 \end{pmatrix}\] is nilpotent with \(\ABld^n ={ \mathbf 0}\) (\(n\) being the size of the matrix). Using the formula derived in the previous problem, compute \(\det{\left(\ABld\right)}\) to verify the non-invertibility claim above.