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東京大学 情報理工学系研究科 コンピュータ科学専攻 2015年2月実施 問題1

Author

kainoj

Description

(1) Suppose that AA is a real symmetric matrix. Let x\boldsymbol{x} and λ\lambda be an eigenvector and the corresponding eigenvalue of AA, respectively. Prove that λ\lambda is a real number.

(2) Suppose that AA is a real symmetric matrix. Let x1\boldsymbol{x}_1 and x2\boldsymbol{x}_2 be eigenvectors of AA; and λ1\lambda_1 and λ2\lambda_2 be the eigenvalues of AA that correspond to x1\boldsymbol{x}_1 and x2\boldsymbol{x}_2, respectively. Furthermore, assume that λ1λ2\lambda_1 \neq \lambda_2.

Prove that x1x2=0\boldsymbol{x}_1 \cdot \boldsymbol{x}_2 = 0. Here x1x2\boldsymbol{x}_1 \cdot \boldsymbol{x}_2 denotes the inner product of the two vectors x1\boldsymbol{x}_1 and x2\boldsymbol{x}_2.

(3) Let AA be a matrix

A=(xa1b1c1ya2b2c2za3b3c31111)A = \begin{pmatrix} x & a_1 & b_1 & c_1 \\ y & a_2 & b_2 & c_2 \\ z & a_3 & b_3 & c_3 \\ 1 & 1 & 1 & 1 \end{pmatrix}

where aia_i, bib_i, and cic_i ( i{1,2,3}i \in \{1, 2, 3\}) are real numbers such that the two vectors (b1a1,b2a2,b3a3)(b_1 - a_1, b_2 - a_2, b_3 - a_3) and (c1a1,c2a2,c3a3)(c_1 - a_1, c_2 - a_2, c_3 - a_3) are linearly independent. Let us define a function f:R3Rf: \mathbb{R}^3 \to \mathbb{R} by

f(x,y,z)=det(A)f(x, y, z) = \text{det}(A)

Prove that the equation f(x,y,z)=0f(x, y, z) = 0 determines a plane in the xyzxyz space.

(4) In the setting of Question (3), give three points that lie on the plane determined by f(x,y,z)=0f(x, y, z) = 0.

题目描述

(1)设 AA 为实对称矩阵,x\boldsymbol{x}AA 的特征向量,对应特征值为 λ\lambda。证明 λ\lambda 是实数。

(2)设 AA 为实对称矩阵,x1,x2\boldsymbol{x}_1,\boldsymbol{x}_2 分别是对应特征值 λ1,λ2\lambda_1,\lambda_2 的特征向量,且 λ1λ2\lambda_1\ne\lambda_2。证明

x1x2=0,\boldsymbol{x}_1\cdot\boldsymbol{x}_2=0,

其中“\cdot”表示向量内积。

(3)令

A=(xa1b1c1ya2b2c2za3b3c31111),A=\begin{pmatrix} x&a_1&b_1&c_1\\ y&a_2&b_2&c_2\\ z&a_3&b_3&c_3\\ 1&1&1&1 \end{pmatrix},

其中 ai,bi,ci (i{1,2,3})a_i,b_i,c_i\ (i\in\{1,2,3\}) 均为实数,并且向量 (b1a1,b2a2,b3a3)(b_1-a_1,b_2-a_2,b_3-a_3)(c1a1,c2a2,c3a3)(c_1-a_1,c_2-a_2,c_3-a_3) 线性无关。定义 f:R3Rf:\mathbb{R}^3\to\mathbb{R}

f(x,y,z)=det(A).f(x,y,z)=\det(A).

证明方程 f(x,y,z)=0f(x,y,z)=0xyzxyz 空间中确定一个平面。

(4)在第(3)问的设定下,给出位于该平面上的三个点。

考点

  • 实对称矩阵的谱性质:证明特征值为实数,并证明不同特征值对应的特征向量正交。
  • 行列式与线性相关:把 det(A)=0\det(A)=0 解释为矩阵列向量线性相关,并据此刻画几何对象。
  • 仿射平面:利用给定的线性无关条件证明零点集合确为平面,并识别平面上的具体点。

Kai

(1)

Let ARn×nA\in \mathbb{R}^{n\times n} such that A=ATA = A^T and Ax=λxAx = \lambda x for some eigenvector xx and corresponding eigenvalue λ\lambda. Suppose that λC\lambda \in \mathbb{C}, i.e. λ=a+ib\lambda = a + ib for some a,bRa,b\in\mathbb{R}. Let's start with Ax=λxAx = \lambda x:

Ax=λxtake conjugate transposexHAH=λHxHA is real, so A=AHxHA=λHxHmultiply by xxHAx=λHxHxnow, Ax=λxλxHx=λHxHxλ=λHa+bi=abi\begin{aligned} Ax &= \lambda x && \text{take conjugate transpose} \\ x^H A^H &= \lambda^H x^H && \text{$A$ is real, so $A=A^H$} \\ x^H A &= \lambda^H x^H && \text{multiply by $x$} \\ x^H A x &= \lambda^H x^H x && \text{now, $Ax = \lambda x$} \\ \lambda x^H x &= \lambda^H x^H x \\ \lambda &= \lambda^H \\ a + bi &= a - bi \end{aligned}

Hence, Im(λ)\text{Im}(\lambda) = 0, which means λR\lambda \in \mathbb{R}.

(2)

Start with the first eigenpair:

Ax1=λ1x1take transpose. A=ATx1TA=λ1x1Tmultiply by x2x1TAx2=λ1x1Tx2\begin{aligned} Ax_1 &= \lambda_1 x_1 && \text{take transpose. $A = A^T$} \\ x_1^T A &= \lambda_1 x_1^T && \text{multiply by $x_2$} \\ x_1^T A x_2 &= \lambda_1 x_1^T x_2 && \\ \end{aligned}

Now fiddle with the second eigenpair:

Ax2=λ2x2left-multiply by x1Tx1TAx2=λ2x1Tx2\begin{aligned} Ax_2 &= \lambda_2 x_2 && \text{left-multiply by $x_1^T$} \\ x_1^T Ax_2 &= \lambda_2 x_1^T x_2 \end{aligned}

If we subtract both result, we get:

0=(λ1λ2)x1Tx2\begin{aligned} 0 = (\lambda_1 - \lambda_2) x_1^T x_2 \end{aligned}

Since λ1λ2\lambda_1 \neq \lambda_2, then x1Tx2=0x_1^T x_2 = 0. In other words, x1x2=0x_1 \cdot x_2 =0.

(3) - send help

A=(xa1b1c1xa2b2c2xa3b3c31111)\begin{aligned} A = \begin{pmatrix} x & a_1 & b_1 & c_1 \\ x & a_2 & b_2 & c_2 \\ x & a_3 & b_3 & c_3 \\ 1 & 1 & 1 & 1 \end{pmatrix} \end{aligned}
f(x,y,z)=det(A)\begin{aligned} f(x,y,z) = \text{det}(A) \end{aligned}

This seems to be difficult. I succeeded in computing determinant using Laplace expansion wrt first column, but it gets hardcore later. Any ideas?

(4)

Give 3 points that lie on plane f(x,y,z)=0f(x,y,z) = 0. When is determinant =0=0 ? For example, when some columns are dependent. Let's make some columns dependent. Zum Beispiel, let's take:

x=a1y=a2z=a3\begin{aligned} x = a_1 && y = a_2 && z = a_3 \end{aligned}

Now first and second column are dependent, so det(A)=f(x,y,z)=0\text{det}(A) = f(x,y,z) = 0. To get two others solutions, take x=b1,y=b2,z=b3x = b_1, y = b_2, z = b_3 and x=c1,y=c2,z=c3x = c_1, y = c_2, z = c_3 or simply multiply the first solution by some constants.