早稲田大学 創造理工学研究科 経営システム工学専攻 2021年7月実施 数理基礎 問題D
Author
思齐塾 , 祭音Myyura
Description
日本語
小問D1
R R R を実数集合 (set of real numbers) とし、
A = [ 1 1 2 2 − 1 1 3 1 3 2 − 1 0 ] A = \begin{bmatrix} 1 & 1 & 2 \\ 2 & -1 & 1 \\ 3 & 1 & 3 \\ 2 & -1 & 0 \end{bmatrix} A = 1 2 3 2 1 − 1 1 − 1 2 1 3 0
とし、線形写像 (linear transformation) f : R 3 → R 4 f: R^3 \to R^4 f : R 3 → R 4 が
f ( x ) = A x , x ∈ R 3 f(\mathbf{x}) = A\mathbf{x}, \quad \mathbf{x} \in R^3 f ( x ) = A x , x ∈ R 3
と表せるとする。このとき、 f ( x ) = f ( y ) f(\mathbf{x}) = f(\mathbf{y}) f ( x ) = f ( y ) ならば x = y \mathbf{x} = \mathbf{y} x = y であることを示せ。
小問D2
平面上の点のx座標がすべて異なるとき、2次曲線(quadratic curve) y = a 0 + a 1 x + a 2 x 2 y = a_0 + a_1x + a_2x^2 y = a 0 + a 1 x + a 2 x 2 (ただし、 a 0 , a 1 , a 2 a_0, a_1, a_2 a 0 , a 1 , a 2 は定数)でこれらの3点を通るものが1つであることを示せ。
小問D3
A A A を任意の n n n 次正方行列 (n-dimension matrix) とし、 B B B を n n n 次の正則行列 (non-singular matrix) とするとき、 A A A の固有値 (eigenvalue) と B − 1 A B B^{-1}AB B − 1 A B の固有値は一致することを示せ。
题目描述
小问D1
记实数集为 R \mathbb R R ,令
A = [ 1 1 2 2 − 1 1 3 1 3 2 − 1 0 ] , A=\begin{bmatrix}
1&1&2\\
2&-1&1\\
3&1&3\\
2&-1&0
\end{bmatrix}, A = 1 2 3 2 1 − 1 1 − 1 2 1 3 0 ,
并定义线性映射
f : R 3 → R 4 , f ( x ) = A x ( x ∈ R 3 ) . f:\mathbb R^3\to\mathbb R^4,\qquad
f(\mathbf x)=A\mathbf x\quad(\mathbf x\in\mathbb R^3). f : R 3 → R 4 , f ( x ) = A x ( x ∈ R 3 ) .
证明:若 f ( x ) = f ( y ) f(\mathbf x)=f(\mathbf y) f ( x ) = f ( y ) ,则 x = y \mathbf x=\mathbf y x = y 。
小问D2
平面上给定三个点,且它们的 x x x 坐标两两不同。证明存在唯一一条形如
y = a 0 + a 1 x + a 2 x 2 y=a_0+a_1x+a_2x^2 y = a 0 + a 1 x + a 2 x 2
的二次曲线通过这三个点,其中 a 0 , a 1 , a 2 a_0,a_1,a_2 a 0 , a 1 , a 2 为常数。
小问D3
设 A A A 为任意 n n n 阶方阵,B B B 为 n n n 阶可逆矩阵。证明 A A A 与
的特征值相同。
Kai
小問D1
We want to show that if f ( x ) = f ( y ) f(\mathbf{x}) = f(\mathbf{y}) f ( x ) = f ( y ) , then x = y \mathbf{x} = \mathbf{y} x = y . This is equivalent to showing that f ( x ) = A x f(\mathbf{x}) = A\mathbf{x} f ( x ) = A x is injective (one-to-one).
If f ( x ) = f ( y ) f(\mathbf{x}) = f(\mathbf{y}) f ( x ) = f ( y ) , then A x = A y A\mathbf{x} = A\mathbf{y} A x = A y .
Thus, A x − A y = 0 A\mathbf{x} - A\mathbf{y} = \mathbf{0} A x − A y = 0 , which means A ( x − y ) = 0 A(\mathbf{x} - \mathbf{y}) = \mathbf{0} A ( x − y ) = 0 .
Let z = x − y \mathbf{z} = \mathbf{x} - \mathbf{y} z = x − y . We want to show that A z = 0 A\mathbf{z} = \mathbf{0} A z = 0 implies z = 0 \mathbf{z} = \mathbf{0} z = 0 .
In other words, we want to show that the kernel (null space) of A A A is only the zero vector. We can determine this by row reducing A A A .
A = [ 1 1 2 2 − 1 1 3 1 3 2 − 1 0 ] ∼ [ 1 1 2 0 − 3 − 3 0 − 2 − 3 0 − 3 − 4 ] ∼ [ 1 1 2 0 1 1 0 − 2 − 3 0 − 3 − 4 ] ∼ [ 1 1 2 0 1 1 0 0 − 1 0 0 − 1 ] ∼ [ 1 1 2 0 1 1 0 0 1 0 0 0 ] ∼ [ 1 1 0 0 1 0 0 0 1 0 0 0 ] ∼ [ 1 0 0 0 1 0 0 0 1 0 0 0 ] A = \begin{bmatrix} 1 & 1 & 2 \\ 2 & -1 & 1 \\ 3 & 1 & 3 \\ 2 & -1 & 0 \end{bmatrix} \sim \begin{bmatrix} 1 & 1 & 2 \\ 0 & -3 & -3 \\ 0 & -2 & -3 \\ 0 & -3 & -4 \end{bmatrix} \sim \begin{bmatrix} 1 & 1 & 2 \\ 0 & 1 & 1 \\ 0 & -2 & -3 \\ 0 & -3 & -4 \end{bmatrix} \sim \begin{bmatrix} 1 & 1 & 2 \\ 0 & 1 & 1 \\ 0 & 0 & -1 \\ 0 & 0 & -1 \end{bmatrix} \sim \begin{bmatrix} 1 & 1 & 2 \\ 0 & 1 & 1 \\ 0 & 0 & 1 \\ 0 & 0 & 0 \end{bmatrix} \sim \begin{bmatrix} 1 & 1 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \\ 0 & 0 & 0 \end{bmatrix} \sim \begin{bmatrix} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \\ 0 & 0 & 0 \end{bmatrix} A = 1 2 3 2 1 − 1 1 − 1 2 1 3 0 ∼ 1 0 0 0 1 − 3 − 2 − 3 2 − 3 − 3 − 4 ∼ 1 0 0 0 1 1 − 2 − 3 2 1 − 3 − 4 ∼ 1 0 0 0 1 1 0 0 2 1 − 1 − 1 ∼ 1 0 0 0 1 1 0 0 2 1 1 0 ∼ 1 0 0 0 1 1 0 0 0 0 1 0 ∼ 1 0 0 0 0 1 0 0 0 0 1 0
Since the row reduced echelon form of A A A has rank 3, which is the number of columns, the kernel of A A A is { 0 } \{\mathbf{0}\} { 0 } . Thus, A z = 0 A\mathbf{z} = \mathbf{0} A z = 0 implies z = 0 \mathbf{z} = \mathbf{0} z = 0 . Since z = x − y \mathbf{z} = \mathbf{x} - \mathbf{y} z = x − y , we have x − y = 0 \mathbf{x} - \mathbf{y} = \mathbf{0} x − y = 0 , so x = y \mathbf{x} = \mathbf{y} x = y .
小問D2
Let the three points be ( x 1 , y 1 ) , ( x 2 , y 2 ) , ( x 3 , y 3 ) (x_1, y_1), (x_2, y_2), (x_3, y_3) ( x 1 , y 1 ) , ( x 2 , y 2 ) , ( x 3 , y 3 ) . Since x 1 , x 2 , x 3 x_1, x_2, x_3 x 1 , x 2 , x 3 are all distinct, we want to show that there exists a unique set of constants a 0 , a 1 , a 2 a_0, a_1, a_2 a 0 , a 1 , a 2 such that the quadratic curve y = a 0 + a 1 x + a 2 x 2 y = a_0 + a_1x + a_2x^2 y = a 0 + a 1 x + a 2 x 2 passes through these three points. This means we have the following system of equations:
{ y 1 = a 0 + a 1 x 1 + a 2 x 1 2 y 2 = a 0 + a 1 x 2 + a 2 x 2 2 y 3 = a 0 + a 1 x 3 + a 2 x 3 2 \begin{cases}
y_1 = a_0 + a_1x_1 + a_2x_1^2 \\
y_2 = a_0 + a_1x_2 + a_2x_2^2 \\
y_3 = a_0 + a_1x_3 + a_2x_3^2
\end{cases} ⎩ ⎨ ⎧ y 1 = a 0 + a 1 x 1 + a 2 x 1 2 y 2 = a 0 + a 1 x 2 + a 2 x 2 2 y 3 = a 0 + a 1 x 3 + a 2 x 3 2
This is a linear system of equations in the unknowns a 0 , a 1 , a 2 a_0, a_1, a_2 a 0 , a 1 , a 2 . We can represent this as a matrix equation A x = b Ax = b A x = b , where
A = ( 1 x 1 x 1 2 1 x 2 x 2 2 1 x 3 x 3 2 ) , x = ( a 0 a 1 a 2 ) , b = ( y 1 y 2 y 3 ) A = \begin{pmatrix} 1 & x_1 & x_1^2 \\ 1 & x_2 & x_2^2 \\ 1 & x_3 & x_3^2 \end{pmatrix}, \quad x = \begin{pmatrix} a_0 \\ a_1 \\ a_2 \end{pmatrix}, \quad b = \begin{pmatrix} y_1 \\ y_2 \\ y_3 \end{pmatrix} A = 1 1 1 x 1 x 2 x 3 x 1 2 x 2 2 x 3 2 , x = a 0 a 1 a 2 , b = y 1 y 2 y 3
The matrix A A A is a Vandermonde matrix. The determinant of A A A is given by
det ( A ) = ( x 2 − x 1 ) ( x 3 − x 1 ) ( x 3 − x 2 ) \det(A) = (x_2 - x_1)(x_3 - x_1)(x_3 - x_2) det ( A ) = ( x 2 − x 1 ) ( x 3 − x 1 ) ( x 3 − x 2 )
Since x 1 , x 2 , x 3 x_1, x_2, x_3 x 1 , x 2 , x 3 are all distinct, det ( A ) ≠ 0 \det(A) \neq 0 det ( A ) = 0 . Thus, the matrix A A A is invertible, and there is a unique solution for x = A − 1 b x = A^{-1}b x = A − 1 b . This means there is a unique set of constants a 0 , a 1 , a 2 a_0, a_1, a_2 a 0 , a 1 , a 2 such that the quadratic curve y = a 0 + a 1 x + a 2 x 2 y = a_0 + a_1x + a_2x^2 y = a 0 + a 1 x + a 2 x 2 passes through the three points ( x 1 , y 1 ) , ( x 2 , y 2 ) , ( x 3 , y 3 ) (x_1, y_1), (x_2, y_2), (x_3, y_3) ( x 1 , y 1 ) , ( x 2 , y 2 ) , ( x 3 , y 3 ) .
小問D3
Let λ \lambda λ be an eigenvalue of A A A , and let v v v be the corresponding eigenvector. Then A v = λ v Av = \lambda v A v = λ v .
We want to show that λ \lambda λ is also an eigenvalue of B − 1 A B B^{-1}AB B − 1 A B .
Let w = B − 1 v w = B^{-1}v w = B − 1 v . Since B B B is invertible, B − 1 v ≠ 0 B^{-1}v \neq 0 B − 1 v = 0 if v ≠ 0 v\neq 0 v = 0 . Thus w w w is a non-zero vector.
Then
( B − 1 A B ) w = B − 1 A B ( B − 1 v ) = B − 1 A v = λ B − 1 v = λ w . (B^{-1}AB)w
=B^{-1}AB(B^{-1}v)
=B^{-1}Av
=\lambda B^{-1}v
=\lambda w. ( B − 1 A B ) w = B − 1 A B ( B − 1 v ) = B − 1 A v = λ B − 1 v = λ w .
This shows that λ \lambda λ is an eigenvalue of B − 1 A B B^{-1}AB B − 1 A B .
Suppose λ \lambda λ is an eigenvalue of B − 1 A B B^{-1}AB B − 1 A B . Then there exists v ≠ 0 v \neq 0 v = 0 such that B − 1 A B v = λ v B^{-1}ABv = \lambda v B − 1 A B v = λ v .
Multiply both sides by B B B from the left. B ( B − 1 A B v ) = B ( λ v ) B(B^{-1}ABv) = B(\lambda v) B ( B − 1 A B v ) = B ( λ v ) , so A B v = λ B v ABv = \lambda Bv A B v = λ B v .
Let w = B v w = Bv w = B v . Since B B B is invertible and v ≠ 0 v \neq 0 v = 0 , B v ≠ 0 Bv \neq 0 B v = 0 . Thus, w ≠ 0 w \neq 0 w = 0 . Therefore A w = λ w Aw = \lambda w A w = λ w . This means λ \lambda λ is an eigenvalue of A A A .
Therefore, the eigenvalues of A A A and B − 1 A B B^{-1}AB B − 1 A B are the same.