1 Solution to Homework 5

24.2

(a) Let Ax = x, x = (x1 , x2 , . . . , xn ) with |xk | |xi | for all 1 i n. Let y = x/xk , then
yk = 1 and |yi | 1 for all is. Since yk = Ak1 y1 + . . . + Akk yk + . . . + Akn yn ,

| Akk | |Aki |.
1in,i=k

Therefore, is in at least one of the disks.

(b) Let D = diag(A), and B(t) = D + t(A D), then B varies from A to D continuous as t
varies from 1 to 0. The eigenvalues varies continuously at t changes because they are the roots of
the characteristic polynomial of B(t), which is a continuous function of t. When the disks shrink
to points as t decreases from 1 to 0, each component defined as the union of several disks that is
disjoint from all other disks remains disjoint from other disks as they shrink together, therefore
the number of eigenvalues (counted with multiplicity) in each component remains the same. The
eigenvalues of B(0) are located at the center of the disks defined by A, hence the conclusion of
Gerschgorins Theorem.

(c) |1 8| 1, |2 4| 1 + , |3 1| , because the three disks are disjoint for || < 1.

(d) Let
1 0 0
P = 0 1 0 ,
0 0
then
8 1 0
B = AP 1 = 1 4 1 ,
0 2 1
and spec(B) = spec(A). Applying Gerschgorins Theorem to B we get |1 8| 1, |2 4| 2,
|3 1| 2 , because the three disks are still disjoint for || < 1.

25.1

(a) For any , B = A I has rank at least m 1 because B(1 : m, 2 : m) is a lower triangular
matrix with nonzero diagonal entries, which has nonzero determinant. This implies that for each
eigenvalue of A, the corresponding eigenspace has dimension 1. On the other hand, since A is
hermitian, it can be diagonalized, so A has m linearly independent eigenvectors. Therefore, A must
have m distinct eigenvalues.

(b) ( )
1 1
A= 1 = 2 = 0.
1 1

27.3

1
 Assume A is real for simplicity.
T
xT A+A x (A + AT )x 2r(x)x
r(x) = 2
= .
xT x xT x
If Ax = x, then r(x) = 0 if and only if AT x = x, which is not true for a general matrix A. So
r(x) has linear rather than quadratic accuracy. Therefore the Rayleigh quotient iteration applied
to general matrix has quadratic rather than cubic convergence.

28.1

For an orthogonal matrix, the QR factorization would give R = I, so RQ = QR. It does not
converge at all. It is not surprising since all eigenvalues of an orthogonal matrix have the same
absolute value, 1.

30.6

The Sturm sequence for A I is

1, 0, 1, 1, 1.

So there is 1 eigenvalue of A that is less than 1. The Sturm sequence for A 2I is

1, 1, 0, 1, 1.

So there are 2 eigenvalues of A that is less than 2, and 2 is not eigenvalue of A. As a result, there
is 1 eigenvalue of A in [1, 2].