ECE-GY 5253 Applied Matrix Theory Spring 2023
Hello, dear friend, you can consult us at any time if you have any questions, add WeChat: daixieit
Applied Matrix Theory
ECE-GY 5253 Final
Spring 2023
Firm deadline: May 10th (Wednesday), 8 pm (Eastern Time)
Problem 1
Are the following statements true or false? If true, write a proof; If false, give a counter-example.
(a) Let A,B ∈ Rn ×n be two symmetric matrices such that AB = BA. Then, there exist an orthog- onal matrix P and two diagonal matrices D , D\ , such that A = PDPT and B = PD\ PT .
(b) Consider linear equation Ax = b for matrix A ∈ Rn ×n and vectors x,b ∈ Rn . Then, the Gauss–Seidel iteration algorithm always converges to a true solution x* .
Problem 2
Consider a linear system,
z˙i (t) = j i zj (t) − zi (t), where i ∈ {1, ...,n}.
(a) Letting z(t) = [z1 (t),z2 (t), . . . ,zn (t)]T , the above systems can be written as a matrix-based
differential equation z˙(t) = Az(t). Find the matrix A.
(b) When n = 3, show that all states zi (t) converge to a common value, regardless of the initial conditions zi (0).
(c) Will the states zi (t) converge to a common value for n > 3? (Give the answer and show the proof)
Problem 3 (Bonus Question, 10 pts)
Consider the Euler discretization of the system in problem 2 and n is an arbitrary integer larger than 2, with sampling period T > 0: for i ∈ {1, ...,n},
zi (k + 1) = zi (k)+T 「(l) j i zj (k) − zi (k) .
When T < 1, will the states zi (k) asymptotically tend to a common value, say z* ? That is, zi (k) → z* as k → ∞ (Give the answer and show the proof).
2023-05-12