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東京大学 情報理工学研究科 2023年8月実施 数学 第1問

Author

zephyr, 祭音Myyura (assisted by ChatGPT 5.4 Thinking)

Description

Let be the set of the three-dimensional real column vectors and be the set of the three-by-three real matrices. Let , , and be linearly independent unit-length vectors and be a unit-length vector not parallel to , , or . Let and be square matrices defined as

Here, and denote the transpose of a matrix and a vector , respectively. Answer the following questions.

(1) Find the condition for such that the rank of is three.

(2) In the three-dimensional Euclidean space , consider four planes is a real number, and that satisfy the following three conditions: (i) the rank of is three, (ii) is not the empty set, and (iii) there exists a sphere to which are tangent. The position vector of the center of is represented by using a vector . Express using .

(3) Show that is a positive definite symmetric matrix.

(4) Consider the point from which the sum of squared distances to four planes is a real number, and is minimized. The position vector of is represented by using a vector . Express using and .

(5) Let be a straight line through a point , the position vector of which is , parallel to in . Let be the orthogonal projection of an arbitrary point , the position vector of which is , onto . The position vector of is represented by using a matrix . The identity matrix is denoted by .

  • (a) Express using and .
  • (b) Show that .
  • () Consider a plane is a non-zero vector, and is a real number). Let be the point from which the sum of squared distances to , , and is minimized. When , , and are orthogonal to each other, the position vector of is represented by . using a vector which is independent of and . Express using and .

Kai

(1)

Given the matrix :

we need to determine the conditions on that ensure has a rank of three.

Let's assume that the third row of matrix can be written as a linear combination of the first two rows. Thus, we assume:

where and are some scalars. Substituting as a linear combination of , , and , we have:

Expanding and rearranging the equation, we get:

Grouping like terms:

For this equation to hold for arbitrary vectors , , and , the coefficients of each vector must match:

  1. For :

  2. For :

  3. For :

Thus, we have the following system of equations:

Substituting into the last equation:

So, the conditions under which the third row of can be written as a linear combination of the first two rows (i.e., the matrix would not have full rank) are:

Conclusion for Full Rank

For the matrix to have full rank (rank 3), must be such that the above condition does not hold. Therefore, the condition for the rank of to be three is:

(2)

Problem Setup

We are given four planes in :

where , and are unit vectors, and and are real numbers. The center of a sphere tangent to all four planes is represented as , where is a 3x3 matrix, and is what we need to find.

Conditions

For the sphere to be tangent to each plane, the distance from the center of the sphere to each plane must satisfy:

We subtract the equations pairwise to eliminate , yielding:

These can be rewritten as:

Matrix Representation

The matrix is defined by the differences between the normals:

Thus, we can write the system of equations in matrix form as:

Simplifying, we find:

(3)

The matrix is defined as:

First, we show that is symmetric. Since each term is symmetric (as the outer product of a vector with itself is symmetric), their sum is also symmetric.

Next, to prove that is positive definite, we need to show that for any non-zero vector , the quadratic form .

Since each term is nonnegative, we have

Now suppose

Then

so in particular

Because are linearly independent in , they form a basis of . Therefore the only vector orthogonal to all three is the zero vector, so , contradicting the assumption that .

Thus,

and therefore is positive definite.

Hence is a positive definite symmetric matrix.

(4)

The sum of squared distances from a point to the four planes is minimized when is the point of orthogonal projection of the origin onto these planes. The squared distance from a point with position vector to the plane is given by:

Since are unit vectors (), this simplifies to:

The sum of squared distances to all four planes is:

To minimize , we take the gradient with respect to and set it equal to zero:

This equation can be rearranged into the form:

The matrix is defined as:

which is a matrix. Therefore, the position vector that minimizes the sum of squared distances can be expressed as:

Given that is the point minimizing the sum of squared distances, its position vector is , where is defined by:

(5)

Let be the line through with direction , where the position vector of is , and let be the position vector of an arbitrary point .

(a) Express using and .

The orthogonal projection of onto the line is

This can be rewritten as

Comparing this with

we obtain

(b) Show that .

From part (a),

Since is symmetric, is also symmetric:

Moreover, because is a unit vector,

Hence

Therefore,

(c) Express using and , assuming are mutually orthogonal.

We want the point , where

such that the sum of squared distances from to the three lines is minimized.

For a point , the vector from to is

so the squared distance from to is

Thus the objective function is

Using part (b), this becomes

Expanding,

Now, since are mutually orthogonal unit vectors, they form an orthonormal basis of . Therefore,

Hence

So

Completing the square, we get

Therefore, the unconstrained minimizer is

Since is constrained to lie on the plane , it is the orthogonal projection of onto , which is why its position vector is written as

Thus,

Knowledge

矩阵秩 正定矩阵 最小二乘法 正交投影

难点思路

题目较难的部分是处理涉及到多平面的几何关系和正定矩阵的性质证明。特别是第 4 问中的最小二乘问题,需要对平面到点的距离公式有深刻理解。

解题技巧和信息

在解答此类问题时,明确矩阵的几何意义和代数性质非常关键。利用向量投影和最小二乘法的基本原理,可以有效地处理平面、直线和点之间的距离问题。

重点词汇

  • Rank of a matrix: 矩阵的秩
  • Positive definite matrix: 正定矩阵
  • Orthogonal projection: 正交投影
  • Least squares: 最小二乘法

参考资料

  1. Gilbert Strang, Linear Algebra and Its Applications, 4th Edition, Section 6.5.
  2. David C. Lay, Linear Algebra and Its Applications, 5th Edition, Chapter 7.