Question 1 of 25
Let be the set of positive real numbers, . Define 'vector addition' as standard multiplication () and 'scalar multiplication' as standard multiplication () for . Why is not a vector space with these operations?
Linear Algebra
Practice Test 1 for Linear Algebra: real questions and explanations from the Varsity Tutors practice-test pool.
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Question 1 of 25
Let V be the set of positive real numbers, R+. Define 'vector addition' as standard multiplication (x⊕y=xy) and 'scalar multiplication' as standard multiplication (c⊙x=cx) for c∈R. Why is V not a vector space with these operations?
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Let V be the set of positive real numbers, R+. Define 'vector addition' as standard multiplication (x⊕y=xy) and 'scalar multiplication' as standard multiplication (c⊙x=cx) for c∈R. Why is V not a vector space with these operations?
Explanation: Closure under scalar multiplication requires that for any c∈R and x∈V, the result c⊙x must be in V. Let x=2∈R+ and c=−1∈R. Then c⊙x=(−1)(2)=−2. Since −2 is not a positive real number, −2∈/V. Thus, the set is not closed under scalar multiplication. The other axioms do not fail: The additive identity is 1 since x⋅1=x. The additive inverse of x is 1/x since x⋅(1/x)=1. The product of two positive numbers is positive, so it's closed under vector addition.
Let T:R2→R3 be a linear transformation such that T([10])=2−13 and T([01])=041. What is the value of T([3−2])?
Explanation: By the properties of linear transformations, we can write the input vector as a linear combination of the basis vectors and apply the transformation. Specifically, T(cu+dv)=cT(u)+dT(v). We have [3−2]=3[10]−2[01]. Therefore, T([3−2])=T(3[10]−2[01])=3T([10])−2T([01]). Substituting the given values: 32−13−2041=6−39−082=6−117.
Let W be a subspace of R3 and let y be a vector in R3. If the orthogonal projection of y onto W is the zero vector (i.e., projW(y)=0), what must be true about y?
Explanation: The projection of y onto W is zero if and only if y is orthogonal to every vector in W. The set of all vectors orthogonal to W is, by definition, the orthogonal complement of W, denoted W⊥. Therefore, if projW(y)=0, it must be that y∈W⊥.\nA is a possible case, since if y=0, its projection is 0. However, any non-zero vector in W⊥ also has a zero projection onto W, so this is not a necessary condition.\nB is incorrect. If y is in W (and y=0), its projection onto W is y itself, not 0.\nD is a specific case of B and is also incorrect.
Let D(r1,r2,r3) denote the determinant of a 3×3 matrix with rows r1,r2,r3. Which of the following expressions is a correct statement of the linearity property of determinants?
Explanation: When you encounter questions about determinant properties, focus on understanding that determinants are multilinear functions. This means they are linear in each row (or column) individually, but not necessarily linear across all rows simultaneously. The linearity property states that if you have a linear combination in any single row, the determinant distributes over that combination while keeping other rows fixed. Option D perfectly demonstrates this: D(r1,cr2+s2,r3)=cD(r1,r2,r3)+D(r1,s2,r3). The determinant is linear in the second row while the first and third rows remain unchanged. Option A is incorrect because scaling all rows by factor c scales the determinant by c3, not c. The correct relationship would be D(cr1,cr2,cr3)=c3D(r1,r2,r3). Option B fails because determinants aren't linear across multiple rows simultaneously. Adding the same vector to all rows doesn't follow any standard determinant property, and D(s,s,s)=0 since identical rows make the determinant zero. Option C makes no mathematical sense—it's not even a proper equation since it claims something equals itself minus something else (unless that "something else" is zero, which isn't generally true). Study tip: Remember that determinants are linear in each individual row or column, but not across multiple rows/columns at once. Practice identifying which single row or column is being modified in linearity problems.
The normal equations ATAx^=ATb produce the set of all least-squares solutions. Under what geometric condition will there be infinitely many least-squares solutions x^?
Explanation: The set of least-squares solutions is unique if and only if the matrix ATA is invertible. This occurs if and only if the columns of A are linearly independent. If the columns of A are linearly dependent, then ATA is singular, and the system ATAx^=ATb will have infinitely many solutions. Geometrically, this means that a vector in the column space can be formed as a linear combination of the columns in more than one way.
Given the following linear transformations: T1:R3→R2 T2:R2→R3 T3:R3→R3 T4:R2→R2 Which of the following composite transformations is NOT well-defined?
Explanation: For a composition S∘T to be well-defined, the codomain of the inner transformation (T) must be the same as the domain of the outer transformation (S). We check each option: A) T1∘T3: The inner transformation is T3:R3→R3. Its codomain is R3. The outer transformation is T1:R3→R2. Its domain is R3. Since the codomain of T3 matches the domain of T1, this composition is well-defined. The resulting transformation maps R3→R2. B) T2∘T1: The inner transformation is T1:R3→R2. Its codomain is R2. The outer transformation is T2:R2→R3. Its domain is R2. Since the codomain of T1 matches the domain of T2, this composition is well-defined. The resulting transformation maps R3→R3. C) T3∘T4: The inner transformation is T4:R2→R2. Its codomain is R2. The outer transformation is T3:R3→R3. Its domain is R3. Since the codomain of T4 (R2) does not match the domain of T3 (R3), this composition is NOT well-defined. D) T4∘T1: The inner transformation is T1:R3→R2. Its codomain is R2. The outer transformation is T4:R2→R2. Its domain is R2. Since the codomain of T1 matches the domain of T4, this composition is well-defined. The resulting transformation maps R3→R2.
Consider the subspace V of R6 spanned by the vectors u1=(1,0,1,1,0,1), u2=(0,1,1,0,1,1), u3=(1,1,2,1,1,2), u4=(2,1,3,2,1,3), and u5=(1,2,3,1,2,3). After determining linear dependencies, which subset forms a basis for V?
Explanation: To find a basis, we need to identify which vectors are linearly independent. Notice that u3=u1+u2 since (1,0,1,1,0,1)+(0,1,1,0,1,1)=(1,1,2,1,1,2)=u3. Also, u4=2u1+u2 since 2(1,0,1,1,0,1)+(0,1,1,0,1,1)=(2,1,3,2,1,3)=u4. We can verify that u1, u2, and u5 are linearly independent by checking that no nontrivial linear combination equals zero. Since u3 and u4 are linear combinations of u1 and u2, and u5 is not in the span of u1 and u2, the vectors {u1,u2,u5} form a basis for the 3-dimensional subspace V. The other options either include dependent vectors or cannot span the full space.
Consider the matrix A=010354. Let A=QR be its QR factorization. What are the first column of Q, denoted q1, and the entry r11 of R?
Explanation: The first step in the Gram-Schmidt process is to set v1=a1=[0,1,0]T. Next, we find the norm of v1, which is ∥v1∥=02+12+02=1. The first diagonal entry of R is this norm, so r11=1. The first column of Q is found by normalizing v1: q1=∥v1∥v1=1[0,1,0]T=[0,1,0]T. Since the first column of A was already a unit vector, the process is simplified for the first step.
Let A be a 4×4 matrix whose columns are v1,v2,v3,v4. If it is known that 3v1−v3=0, which of the following statements must be true?
Explanation: This question tests your understanding of linear dependence and the rank-nullity theorem. When you see a linear relationship between columns of a matrix, immediately think about what this tells you about the matrix's rank and nullity. The given condition 3v1−v3=0 can be rewritten as 3v1+0v2+(−1)v3+0v4=0. This is a nontrivial linear combination of the columns that equals zero (the coefficients aren't all zero), which means the columns are linearly dependent. This linear dependence relation gives us a vector in the null space of A: the vector x=30−10 satisfies Ax=0. Since the null space contains at least this nonzero vector, we know nullity(A)≥1. This makes choice A correct. Choice B is wrong because we only know there's at least one linearly dependent relationship—there could be more, making the nullity greater than 1. Choice C is incorrect for the same reason: while the rank is at most 3 (since the columns are dependent), it could be less if there are additional dependencies. Choice D directly contradicts our finding that the columns are linearly dependent. Remember: whenever you find a nontrivial linear combination of matrix columns equaling zero, you've discovered that the nullity is at least 1. Look for the weakest statement that must be true—it's often the correct answer in "must be true" questions.
Consider the orthonormal basis {q1,q2,q3} for R3 where q1=31(2,1,2), q2=31(1,2,−2), and q3=31(2,−2,1). If vector v satisfies ∥v∥2=14 and has coordinates (α,β,γ) in this basis, what is α2+β2+γ2?
Explanation: For any orthonormal basis, Parseval's identity states that ∥v∥2=α2+β2+γ2 where α,β,γ are the coordinates of v in that basis. Since {q1,q2,q3} is orthonormal and ∥v∥2=14, we immediately get α2+β2+γ2=14. Choice B incorrectly applies 9∥v∥2 thinking the basis vectors have length 31 rather than 1. Choice C computes 14×9=126, incorrectly scaling up. Choice D uses 14×3=42, another scaling error.
Let A be a 3×3 matrix with eigenvalues λ=0,2,3. Which of the following matrices is guaranteed to be similar to A?
Explanation: Since the 3×3 matrix A has three distinct eigenvalues (0, 2, and 3), it is guaranteed to be diagonalizable. This means A is similar to a diagonal matrix D whose diagonal entries are the eigenvalues of A. Two matrices are similar if one can be obtained from the other by a similarity transformation (B=P−1AP). Therefore, A must be similar to the diagonal matrix formed by its eigenvalues. The matrix in choice B is the correct diagonal matrix. The order of the eigenvalues on the diagonal can vary, but any such diagonal matrix is similar to any other permutation.
Consider the matrix A=300a30bc5 where a,b,c are nonzero real numbers. If det(A−3I)=0, what can be concluded about the geometric multiplicity of eigenvalue 3?
Explanation: The matrix A−3I=000a00bc2. The geometric multiplicity of eigenvalue 3 equals 3−rank(A−3I). Since the second and third columns are linearly independent (the third column has a nonzero entry in position (3,3) while the second column has zero there, and c=0), and the first column is zero, we have rank(A−3I)=2. Therefore, the geometric multiplicity is 3−2=1, regardless of the specific nonzero values of a,b,c.
A linear transformation T:R4→R3 is represented by a 3×4 matrix A. If the transformation T is surjective (onto), what must be true about the reduced row echelon form (RREF) of A?
Explanation: For T to be surjective, its range must be all of the codomain, R3. This means the dimension of the range, which is the rank of matrix A, must be 3. The rank of a matrix is equal to the number of pivots in its RREF. Since A is a 3×4 matrix, having a rank of 3 means there must be 3 pivots. As there are only 3 rows, this implies there must be a pivot position in every row.
For which value of the scalar k does the set of vectors S={102,011,2−2k} not form a generating set for R3?
Explanation: A set of three vectors in R3 fails to be a generating set (i.e., does not span R3) if and only if the vectors are linearly dependent. This occurs when the matrix formed by these vectors as columns has a determinant of zero. The determinant of the matrix A=1020112−2k is calculated as 1(k−(−2))−0(...)+2(0−2)=k+2−4=k−2. Setting the determinant to zero, we get k−2=0, which gives k=2. When k=2, the third vector is a linear combination of the first two (2v1−2v2), so the set is linearly dependent and spans only a plane.
A system's state is described by the vector xk at time k, and it evolves according to xk+1=Pxk with P=(0.50.50.50.5). If the initial state is x0=(0.80.2), what is the state vector x2?
Explanation: This is a discrete dynamical system problem where you apply matrix multiplication iteratively to track how a state vector evolves over time. When you see xk+1=Pxk, you're looking at a linear transformation that gets applied repeatedly. To find x2, you need to apply the transformation matrix P twice. First, calculate x1=Px0: x1=(0.50.50.50.5)(0.80.2)=(0.5(0.8)+0.5(0.2)0.5(0.8)+0.5(0.2))=(0.50.5) Then calculate x2=Px1: x2=(0.50.50.50.5)(0.50.5)=(0.50.5) Choice A is correct. Notice that this matrix has identical rows, which means any vector gets transformed into (0.50.5) after one step and stays there. Choice B represents the initial state x0, suggesting the system doesn't change—a common misconception. Choice C looks like someone multiplied the initial vector by 0.5 element-wise rather than using proper matrix multiplication. Choice D appears to be an intermediate calculation error, possibly averaging incorrectly or stopping partway through the matrix multiplication. Study tip: With discrete systems, always compute step-by-step rather than trying shortcuts. Also, look for patterns—matrices with identical rows quickly converge to a fixed point, which can help you check your work.
A direct justification for why any n×n column-stochastic matrix P must have an eigenvalue of λ=1 is that:
Explanation: An eigenvalue λ exists if and only if the matrix (P−λI) is singular, meaning its determinant is zero. For λ=1, we consider P−I. The columns of P each sum to 1. When we subtract the identity matrix I, we are subtracting 1 from each diagonal element. This means that for each column of P−I, the sum of its elements becomes 1−1=0. If the elements of each column vector sum to zero, the sum of the row vectors of (P−I) is the zero vector, meaning the rows (and columns) are linearly dependent. A matrix with linearly dependent columns is singular, so det(P−I)=0, proving that λ=1 is an eigenvalue.
A linear system's solution is given in parametric form as x=40−10+s−2100+t0031. Which of the following could be the reduced row echelon form of the system's augmented matrix?
Explanation: From the parametric solution, we can identify the free and basic variables. The parameters s and t correspond to free variables. The vector for s has a 1 in the second position, so x2=s. The vector for t has a 1 in the fourth position, so x4=t. Thus, x2 and x4 are free variables, and x1 and x3 are basic variables. From the solution, we can write equations for the basic variables: x1=4−2s+0t=4−2x2⟹x1+2x2=4 x3=−1+0s+3t=−1+3x4⟹x3−3x4=−1 These two equations correspond to the rows of the RREF matrix. The first equation gives the row [1 2 0 0 ∣ 4]. The second equation gives the row [0 0 1 −3 ∣ −1]. The system is consistent, so any additional rows must be zero rows. This matches matrix A. Distractor B has incorrect signs in the non-pivot entries. Distractor C implies a unique solution with no free variables, which contradicts the given parametric form. Distractor D contains the row [0 0 0 0 ∣ 1], which means the system is inconsistent and has no solution.
Let T:Rn→Rm be a linear transformation. If n>m and T is known to be surjective, what must be the dimension of the kernel of T?
Explanation: By the Rank-Nullity Theorem, dim(domain)=rank(T)+nullity(T). The domain is Rn, so its dimension is n. The transformation T is surjective (onto), which means its range is the entire codomain Rm. Therefore, the dimension of the range, rank(T), is equal to m. Substituting these into the theorem gives n=m+nullity(T). Solving for the nullity (the dimension of the kernel) yields nullity(T)=n−m.
A 3×3 real matrix has eigenvalues λ1=2, λ2=−1+3i, and λ3=−1−3i. If the matrix represents a dynamical system x′=Ax, which statement best describes the long-term behavior of solutions?
Explanation: The real eigenvalue λ1=2>0 dominates the complex eigenvalues λ2,3=−1±3i which have negative real part −1. Since 2>∣−1∣, the positive real eigenvalue determines the long-term behavior. Solutions will grow exponentially in the direction of the eigenvector corresponding to λ1=2, while also exhibiting oscillatory behavior from the complex eigenvalues. Choice A incorrectly focuses on complex eigenvalues. Choice C is wrong because real parts are not zero. Choice D describes saddle points which occur when eigenvalues have mixed signs in purely real cases.
Let B={b1,b2} and C={c1,c2} be two bases for a vector space V. Let P be the change-of-coordinates matrix from B to C, denoted PC←B. Which of the following correctly describes the columns of P?
Explanation: By definition, the change-of-coordinates matrix PC←B transforms B-coordinates into C-coordinates. The matrix is constructed by applying this transformation to the standard basis vectors in the coordinate space, which correspond to the basis vectors of B. Specifically, the j-th column of PC←B is the coordinate vector [bj]C. Therefore, the columns are the coordinate vectors of the vectors from the 'from' basis (B) expressed in the 'to' basis (C).
Let a=⟨1,1,0⟩ and b=⟨0,1,1⟩. Let u=a+b and v=a−b. What is the cosine of the angle θ between u and v?
Explanation: First, we compute the vectors u and v. u=a+b=⟨1,1,0⟩+⟨0,1,1⟩=⟨1,2,1⟩. v=a−b=⟨1,1,0⟩−⟨0,1,1⟩=⟨1,0,−1⟩. The cosine of the angle θ between two vectors is given by the formula cosθ=∥u∥∥v∥u⋅v. Next, compute the dot product u⋅v. u⋅v=(1)(1)+(2)(0)+(1)(−1)=1+0−1=0. Since the dot product is 0, the cosine of the angle is 0, which means the vectors are orthogonal. We do not need to calculate the magnitudes. ∥u∥=12+22+12=6. ∥v∥=12+02+(−1)2=2. cosθ=620=0. Distractor B is the cosine of the angle between the original vectors a and b. Distractor C would result from a sign error in calculating v, leading to a non-zero dot product.
Let A be an m×n matrix and b be a vector in Rm. If x^ is the least-squares solution to the system Ax=b, which statement best describes the geometric relationship involving the error vector e=b−Ax^?
Explanation: The normal equations ATAx^=ATb are derived from the orthogonality condition AT(b−Ax^)=0. This condition means that the error vector e=b−Ax^ is orthogonal to every column of A. Therefore, the error vector is orthogonal to the entire column space of A.
What is the geometric interpretation of the inverse of the transformation represented by the matrix A=(1−1 01)?
Explanation: The given matrix A=(1−1 01) represents a horizontal shear that maps a point (x,y) to (x−y,y). To find the geometric interpretation of the inverse transformation, we first need to find the inverse matrix, A−1. For a 2x2 matrix (ab cd), the inverse is ad−bc1(d−b −ca). Here, ad−bc=(1)(1)−(−1)(0)=1. So, A−1=11(11 01)=(11 01). This inverse matrix transforms a point (x,y) to (x+y,y). This is a horizontal shear in the opposite direction of the original transformation. Thus, choice A is correct. Choice B describes a vertical shear. Choice C is an incorrect transformation type. Choice D is incorrect because the determinant is 1, so the matrix is invertible.
Let T:R3→R3 be a linear transformation with matrix representation A=200120012. If B={v1,v2,v3} is a basis for R3 such that [T]B is diagonal, which condition must the basis vectors satisfy?
Explanation: The matrix A has characteristic polynomial det(A−λI)=(2−λ)3, so the only eigenvalue is λ=2 with algebraic multiplicity 3. To determine if A is diagonalizable, we check the geometric multiplicity by finding dim(ker(A−2I)). We have A−2I=000100010. The nullspace is spanned by 100, so dim(ker(A−2I))=1. Since the geometric multiplicity (1) is less than the algebraic multiplicity (3), the matrix A is not diagonalizable. Therefore, no basis B exists such that [T]B is diagonal. Choice A is wrong because A doesn't have distinct eigenvalues. Choice B correctly identifies that we need Jordan chains, but the question asks for diagonalization, not Jordan form. Choice D is incorrect because even if we had three orthogonal eigenvectors with eigenvalue 2, we've shown only one linearly independent eigenvector exists.
A symmetric matrix A is orthogonally diagonalized as A=PDPT with P=(1/5−2/5 2/51/5) and D=(100 05). What is the matrix A?
Explanation: To find A, we compute the product PDPT. First, find PT=(1/52/5 −2/51/5). The product is A=51(1−2 21)(100 05)(12 −21)=51(10−10 205)(12 −21)=51(10(1)+(−10)(−2)10(2)+(−10)(1) 20(1)+5(−2)20(2)+5(1))=51(3010 1045)=(62 29). Distractor B results from computing PDP. Distractor C results from forgetting the 51 factor from multiplying P and PT. Distractor D contains a sign error in the off-diagonal elements, suggesting a calculation mistake.