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Matrix Analysis for Economics Students

Apuntes análisis matemático

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otros.belen
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0% found this document useful (0 votes)
23 views3 pages

Matrix Analysis for Economics Students

Apuntes análisis matemático

Uploaded by

otros.belen
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ANÁLISIS MATEMÁTICO (Grados en ECO Y ENI)

UAH - Departamento de Economía 1


Matrix Sheet 2A

1. Let A, B be square matrixes of size n. Analyze if it is true that:


a) AB = BA b) ( A + B )( A − B ) = A 2 − B 2
c) ( A + B ) = A 2 + 2 AB + B 2 d) A n · A m = A n + m = A m · A n
2

2. Solve these ecuations:


 X + 2Y = A 1 1 2 −1
a) AX = B b) XA = B c)*  ; siendo A =   y B =  
2 X − Y = B 3 6  0 − 4

1 1
3. Calculate A 2 , A3 , A 4 y A5 , being A the matrix A =  .
0 1
50
Could you guess what is the rule to get A and, in general, An ?

1 2  2 0
4. Calculate the n-power of the matrixes: A =   ; B =  
0 3  0 5

 1 − 1
 − 2 − 1 1  
5. Let the matrixes A =   y B =  2 0 .
 − 1 0 1 − 2 1 
 
a) Calculate the matrix C = B · A − A · B .
t t

 4
b) *Calculate the matriz X that A·B· X =   .
 2
 1 2
6. (Sydsaeter, prob. 3 de pág. 327). Calculate all the matrixes B so they commute with A =  
 2 3
in the sense that AB = BA.

1 2 a b 
7. *Given the matrix A =   , find all the matrixes that P =   so AP = PA.
0 1 c d 

8. (Sydsaeter, prob. 7 de pág. 332). A square matrix A is called idempotent sii A · A = A.


 2 − 2 − 4
 
a) Show that the matrix is idempotent: A =  − 1 3 4 
 1 − 2 − 3
 
n
b) Show that if A is idempotent, then A = A for all positive integer n.
c) *Show that if AB = A y BA = B, then A y B are idempotents.

9. (Sydsaeter, prob. 7 de pág. 334) A square matrix P is called orthogonal iif Pt · P = I.


r 0 r 
 
a) Show that if r = 1 / 2 , then the the matrix P is orthogonal: P =  r 0 − r  .
0 1 0 
 
 p − q
b) *Show that the matrix Q =   is orthogonal iif p2 + q2 = 1.
 q p 
ANÁLISIS MATEMÁTICO (Grados en ECO Y ENI)
UAH - Departamento de Economía 2
Matrix Sheet 2A

c) *Show that the product of two orthogonal matrixes of the same size is orthogonal.

10. *If two square matrixes, A y B, of size n × n, are similarity matrixes if there is one inverse
matrix, P, so that B = P–1AP, where P–1 is the inverse matrix of P. Show if the matrix are similar
1 2 1 0 
A =   y B =   .
0 1  0 − 1

11. (Sydsaeter, prob. 1 de pág. 374) Calculate the rank of the matrixes:
1 2 −1 3 
1 2  1 3 4  
A =   B =   C = 2 4 −4 7 
 8 16  2 0 1  −1 − 2 −1 − 2
 
 2 1
1 2  
12. Given the matrixes A =   y B =  3 1  , show that (B· A)t = At ·B t .
5 3  0 6
 

 1 2
  1 2 2
13. Given the matrixes A =  2 1  y B =   :
 2 2  2 1 2 
 
a) Calculate C = A · B y D = B · A.
 x   0
   
b) *Solve the equation system C · y  =  0  .
 z   0
   

 5 2 0  a b 0
   
14. *Given A =  2 5 0  y B =  c c 0  , find the solution to conditions for a, b, c so that
 0 0 1  0 0 1
   
AB = BA.

2 1   4 20 
15. Consider the matrix A =   y B =   .
 3 − 1   16 5 
a) Calculate A2 y (A2)–1.
b) Solve X in the matrix equation A2 X = B.
c) Calculate X.

x 1   0 1
16. Given the matrixes A =   , B =   and I the identity matrix of size 2.
 1 x + 1  1 1
a) Find the value of x so B 2 = A .
b) Find the value of x so A − I = B −1 .
c) Find the value of x so A·B = I .

(Exercises with (*) are voluntary and could be asked by the lecturer)
ANÁLISIS MATEMÁTICO (Grados en ECO Y ENI)
UAH - Departamento de Economía 3
Matrix Sheet 2A

Solutions and indications:


1 1 1 0 
1. (a) it is false, for example, it is not true for A =   y B =  
 2 2   1 0 
(b) y (c) they are false for the same reason. (d) it is true.
 4 − 2 / 3 5 −1   1 − 1/ 5   0 3/ 5 
2. a) X =   ; b) X =   ; c) X =   ; Y =  
 − 2 − 1/ 3   4 − 4 / 3  3 / 5 − 2 / 5  6 / 5 16 / 5 
1 n
3. A n =  
0 1
 1 3 n − 1 n  2 n 0 
4. A n =  ; B =  
n   0 5n 
 0 3   
 0 3 − 3
   − 2 / 3
5. a) C =  − 3 0 0  . b) X =  
 3 0 0   0 
 
a − b b
6.  
 b a 
a b
7. P =  
0 a
8. a) Show that A·A=A; b) Using the properties of the power; c) Substituting AB in the definition
of idempotent matrix.
9. a) Show that the definition of ortogonal matrix is verified; b) Calculate Qt·Q=I; c) AB is
orthogonal ⇔ (AB)t·(AB) = I
10. They are not similarity matrixes.
11. 1; 2; 2.
 5 4 6  x = −2t
  9 8 
13. C =  4 5 6  ; D =   b)  y = −2t
6 6 8 8 9  z = 3t
  
14. a = b = c.
 4 / 25 − 1 / 25 
7 1
15. a) A 2 =  ( )−1
 ; A 2 =  ( )
−1 0 3 
 . b) X = A 2 B . c) X =  
 3 4  − 3 / 25 7 / 25   4 − 1
16. a) x = 1. b) x = 0. c) x = −1.

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