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Linear Algebra

Linear Algebra Practice Test: Practice Test 1

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 VVV be the set of positive real numbers, R+\mathbb{R}^+R+. Define 'vector addition' as standard multiplication (x⊕y=xyx \oplus y = xyx⊕y=xy) and 'scalar multiplication' as standard multiplication (c⊙x=cxc \odot x = cxc⊙x=cx) for c∈Rc \in \mathbb{R}c∈R. Why is VVV not a vector space with these operations?

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Question 1

Let VVV be the set of positive real numbers, R+\mathbb{R}^+R+. Define 'vector addition' as standard multiplication (x⊕y=xyx \oplus y = xyx⊕y=xy) and 'scalar multiplication' as standard multiplication (c⊙x=cxc \odot x = cxc⊙x=cx) for c∈Rc \in \mathbb{R}c∈R. Why is VVV not a vector space with these operations?

  1. An additive identity element does not exist in VVV.
  2. An additive inverse does not exist in VVV for every element.
  3. The set is not closed under 'vector addition'.
  4. The set is not closed under 'scalar multiplication'. (correct answer)

Explanation: Closure under scalar multiplication requires that for any c∈Rc \in \mathbb{R}c∈R and x∈Vx \in Vx∈V, the result c⊙xc \odot xc⊙x must be in VVV. Let x=2∈R+x=2 \in \mathbb{R}^+x=2∈R+ and c=−1∈Rc=-1 \in \mathbb{R}c=−1∈R. Then c⊙x=(−1)(2)=−2c \odot x = (-1)(2) = -2c⊙x=(−1)(2)=−2. Since −2-2−2 is not a positive real number, −2∉V-2 \notin V−2∈/V. Thus, the set is not closed under scalar multiplication. The other axioms do not fail: The additive identity is 111 since x⋅1=xx \cdot 1 = xx⋅1=x. The additive inverse of xxx is 1/x1/x1/x since x⋅(1/x)=1x \cdot (1/x) = 1x⋅(1/x)=1. The product of two positive numbers is positive, so it's closed under vector addition.

Question 2

Let T:R2→R3T: \mathbb{R}^2 \to \mathbb{R}^3T:R2→R3 be a linear transformation such that T([10])=[2−13]T\left(\begin{bmatrix} 1 \\ 0 \end{bmatrix}\right) = \begin{bmatrix} 2 \\ -1 \\ 3 \end{bmatrix}T([10​])=​2−13​​ and T([01])=[041]T\left(\begin{bmatrix} 0 \\ 1 \end{bmatrix}\right) = \begin{bmatrix} 0 \\ 4 \\ 1 \end{bmatrix}T([01​])=​041​​. What is the value of T([3−2])T\left(\begin{bmatrix} 3 \\ -2 \end{bmatrix}\right)T([3−2​])?

  1. [6511]\begin{bmatrix} 6 \\ 5 \\ 11 \end{bmatrix}​6511​​
  2. [234]\begin{bmatrix} 2 \\ 3 \\ 4 \end{bmatrix}​234​​
  3. [6−117]\begin{bmatrix} 6 \\ -11 \\ 7 \end{bmatrix}​6−117​​ (correct answer)
  4. [6−82]\begin{bmatrix} 6 \\ -8 \\ 2 \end{bmatrix}​6−82​​

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(cu⃗+dv⃗)=cT(u⃗)+dT(v⃗)T(c\vec{u} + d\vec{v}) = cT(\vec{u}) + dT(\vec{v})T(cu+dv)=cT(u)+dT(v). We have [3−2]=3[10]−2[01]\begin{bmatrix} 3 \\ -2 \end{bmatrix} = 3\begin{bmatrix} 1 \\ 0 \end{bmatrix} - 2\begin{bmatrix} 0 \\ 1 \end{bmatrix}[3−2​]=3[10​]−2[01​]. Therefore, T([3−2])=T(3[10]−2[01])=3T([10])−2T([01])T\left(\begin{bmatrix} 3 \\ -2 \end{bmatrix}\right) = T\left(3\begin{bmatrix} 1 \\ 0 \end{bmatrix} - 2\begin{bmatrix} 0 \\ 1 \end{bmatrix}\right) = 3T\left(\begin{bmatrix} 1 \\ 0 \end{bmatrix}\right) - 2T\left(\begin{bmatrix} 0 \\ 1 \end{bmatrix}\right)T([3−2​])=T(3[10​]−2[01​])=3T([10​])−2T([01​]). Substituting the given values: 3[2−13]−2[041]=[6−39]−[082]=[6−117]3\begin{bmatrix} 2 \\ -1 \\ 3 \end{bmatrix} - 2\begin{bmatrix} 0 \\ 4 \\ 1 \end{bmatrix} = \begin{bmatrix} 6 \\ -3 \\ 9 \end{bmatrix} - \begin{bmatrix} 0 \\ 8 \\ 2 \end{bmatrix} = \begin{bmatrix} 6 \\ -11 \\ 7 \end{bmatrix}3​2−13​​−2​041​​=​6−39​​−​082​​=​6−117​​.

Question 3

Let WWW be a subspace of R3\mathbb{R}^3R3 and let y⃗\vec{y}y​ be a vector in R3\mathbb{R}^3R3. If the orthogonal projection of y⃗\vec{y}y​ onto WWW is the zero vector (i.e., projW(y⃗)=0⃗\mathrm{proj}_W(\vec{y}) = \vec{0}projW​(y​)=0), what must be true about y⃗\vec{y}y​?

  1. y⃗\vec{y}y​ must be the zero vector.
  2. y⃗\vec{y}y​ must be in WWW.
  3. y⃗\vec{y}y​ must be in the orthogonal complement of WWW. (correct answer)
  4. y⃗\vec{y}y​ must be a basis vector for WWW.

Explanation: The projection of y⃗\vec{y}y​ onto WWW is zero if and only if y⃗\vec{y}y​ is orthogonal to every vector in WWW. The set of all vectors orthogonal to WWW is, by definition, the orthogonal complement of WWW, denoted W⊥W^\perpW⊥. Therefore, if projW(y⃗)=0⃗\mathrm{proj}_W(\vec{y}) = \vec{0}projW​(y​)=0, it must be that y⃗∈W⊥\vec{y} \in W^\perpy​∈W⊥.\nA is a possible case, since if y⃗=0⃗\vec{y}=\vec{0}y​=0, its projection is 0⃗\vec{0}0. However, any non-zero vector in W⊥W^\perpW⊥ also has a zero projection onto WWW, so this is not a necessary condition.\nB is incorrect. If y⃗\vec{y}y​ is in WWW (and y⃗≠0⃗\vec{y} \neq \vec{0}y​=0), its projection onto WWW is y⃗\vec{y}y​ itself, not 0⃗\vec{0}0.\nD is a specific case of B and is also incorrect.

Question 4

Let D(r⃗1,r⃗2,r⃗3)D(\vec{r}_1, \vec{r}_2, \vec{r}_3)D(r1​,r2​,r3​) denote the determinant of a 3×33 \times 33×3 matrix with rows r⃗1,r⃗2,r⃗3\vec{r}_1, \vec{r}_2, \vec{r}_3r1​,r2​,r3​. Which of the following expressions is a correct statement of the linearity property of determinants?

  1. D(cr⃗1,cr⃗2,cr⃗3)=cD(r⃗1,r⃗2,r⃗3)D(c\vec{r}_1, c\vec{r}_2, c\vec{r}_3) = c D(\vec{r}_1, \vec{r}_2, \vec{r}_3)D(cr1​,cr2​,cr3​)=cD(r1​,r2​,r3​)
  2. D(r⃗1+s⃗,r⃗2+s⃗,r⃗3+s⃗)=D(r⃗1,r⃗2,r⃗3)+D(s⃗,s⃗,s⃗)D(\vec{r}_1 + \vec{s}, \vec{r}_2 + \vec{s}, \vec{r}_3 + \vec{s}) = D(\vec{r}_1, \vec{r}_2, \vec{r}_3) + D(\vec{s}, \vec{s}, \vec{s})D(r1​+s,r2​+s,r3​+s)=D(r1​,r2​,r3​)+D(s,s,s)
  3. D(r⃗1,r⃗2,r⃗3)=D(r⃗1,r⃗2,r⃗3)−D(r⃗1,r⃗1,r⃗3)D(\vec{r}_1, \vec{r}_2, \vec{r}_3) = D(\vec{r}_1, \vec{r}_2, \vec{r}_3) - D(\vec{r}_1, \vec{r}_1, \vec{r}_3)D(r1​,r2​,r3​)=D(r1​,r2​,r3​)−D(r1​,r1​,r3​)
  4. D(r⃗1,cr⃗2+s⃗2,r⃗3)=cD(r⃗1,r⃗2,r⃗3)+D(r⃗1,s⃗2,r⃗3)D(\vec{r}_1, c\vec{r}_2 + \vec{s}_2, \vec{r}_3) = c D(\vec{r}_1, \vec{r}_2, \vec{r}_3) + D(\vec{r}_1, \vec{s}_2, \vec{r}_3)D(r1​,cr2​+s2​,r3​)=cD(r1​,r2​,r3​)+D(r1​,s2​,r3​) (correct answer)

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(r⃗1,cr⃗2+s⃗2,r⃗3)=cD(r⃗1,r⃗2,r⃗3)+D(r⃗1,s⃗2,r⃗3)D(\vec{r}_1, c\vec{r}_2 + \vec{s}_2, \vec{r}_3) = c D(\vec{r}_1, \vec{r}_2, \vec{r}_3) + D(\vec{r}_1, \vec{s}_2, \vec{r}_3)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 ccc scales the determinant by c3c^3c3, not ccc. The correct relationship would be D(cr⃗1,cr⃗2,cr⃗3)=c3D(r⃗1,r⃗2,r⃗3)D(c\vec{r}_1, c\vec{r}_2, c\vec{r}_3) = c^3 D(\vec{r}_1, \vec{r}_2, \vec{r}_3)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(s⃗,s⃗,s⃗)=0D(\vec{s}, \vec{s}, \vec{s}) = 0D(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.

Question 5

The normal equations ATAx^=ATbA^T A \hat{\mathbf{x}} = A^T \mathbf{b}ATAx^=ATb produce the set of all least-squares solutions. Under what geometric condition will there be infinitely many least-squares solutions x^\hat{\mathbf{x}}x^?

  1. When the vector b\mathbf{b}b is orthogonal to the column space of AAA.
  2. When the columns of the matrix AAA are linearly dependent. (correct answer)
  3. When the number of rows in AAA is greater than the number of its columns.
  4. When the system Ax=bA\mathbf{x} = \mathbf{b}Ax=b is consistent (i.e., has an exact solution).

Explanation: The set of least-squares solutions is unique if and only if the matrix ATAA^T AATA is invertible. This occurs if and only if the columns of AAA are linearly independent. If the columns of AAA are linearly dependent, then ATAA^T AATA is singular, and the system ATAx^=ATbA^T A \hat{\mathbf{x}} = A^T \mathbf{b}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.

Question 6

Given the following linear transformations: T1:R3→R2T_1: \mathbb{R}^3 \to \mathbb{R}^2T1​:R3→R2 T2:R2→R3T_2: \mathbb{R}^2 \to \mathbb{R}^3T2​:R2→R3 T3:R3→R3T_3: \mathbb{R}^3 \to \mathbb{R}^3T3​:R3→R3 T4:R2→R2T_4: \mathbb{R}^2 \to \mathbb{R}^2T4​:R2→R2 Which of the following composite transformations is NOT well-defined?

  1. T1∘T3T_1 \circ T_3T1​∘T3​
  2. T2∘T1T_2 \circ T_1T2​∘T1​
  3. T3∘T4T_3 \circ T_4T3​∘T4​ (correct answer)
  4. T4∘T1T_4 \circ T_1T4​∘T1​

Explanation: For a composition S∘TS \circ TS∘T to be well-defined, the codomain of the inner transformation (TTT) must be the same as the domain of the outer transformation (SSS). We check each option: A) T1∘T3T_1 \circ T_3T1​∘T3​: The inner transformation is T3:R3→R3T_3: \mathbb{R}^3 \to \mathbb{R}^3T3​:R3→R3. Its codomain is R3\mathbb{R}^3R3. The outer transformation is T1:R3→R2T_1: \mathbb{R}^3 \to \mathbb{R}^2T1​:R3→R2. Its domain is R3\mathbb{R}^3R3. Since the codomain of T3T_3T3​ matches the domain of T1T_1T1​, this composition is well-defined. The resulting transformation maps R3→R2\mathbb{R}^3 \to \mathbb{R}^2R3→R2. B) T2∘T1T_2 \circ T_1T2​∘T1​: The inner transformation is T1:R3→R2T_1: \mathbb{R}^3 \to \mathbb{R}^2T1​:R3→R2. Its codomain is R2\mathbb{R}^2R2. The outer transformation is T2:R2→R3T_2: \mathbb{R}^2 \to \mathbb{R}^3T2​:R2→R3. Its domain is R2\mathbb{R}^2R2. Since the codomain of T1T_1T1​ matches the domain of T2T_2T2​, this composition is well-defined. The resulting transformation maps R3→R3\mathbb{R}^3 \to \mathbb{R}^3R3→R3. C) T3∘T4T_3 \circ T_4T3​∘T4​: The inner transformation is T4:R2→R2T_4: \mathbb{R}^2 \to \mathbb{R}^2T4​:R2→R2. Its codomain is R2\mathbb{R}^2R2. The outer transformation is T3:R3→R3T_3: \mathbb{R}^3 \to \mathbb{R}^3T3​:R3→R3. Its domain is R3\mathbb{R}^3R3. Since the codomain of T4T_4T4​ (R2\mathbb{R}^2R2) does not match the domain of T3T_3T3​ (R3\mathbb{R}^3R3), this composition is NOT well-defined. D) T4∘T1T_4 \circ T_1T4​∘T1​: The inner transformation is T1:R3→R2T_1: \mathbb{R}^3 \to \mathbb{R}^2T1​:R3→R2. Its codomain is R2\mathbb{R}^2R2. The outer transformation is T4:R2→R2T_4: \mathbb{R}^2 \to \mathbb{R}^2T4​:R2→R2. Its domain is R2\mathbb{R}^2R2. Since the codomain of T1T_1T1​ matches the domain of T4T_4T4​, this composition is well-defined. The resulting transformation maps R3→R2\mathbb{R}^3 \to \mathbb{R}^2R3→R2.

Question 7

Consider the subspace VVV of R6\mathbb{R}^6R6 spanned by the vectors u1=(1,0,1,1,0,1)u_1 = (1, 0, 1, 1, 0, 1)u1​=(1,0,1,1,0,1), u2=(0,1,1,0,1,1)u_2 = (0, 1, 1, 0, 1, 1)u2​=(0,1,1,0,1,1), u3=(1,1,2,1,1,2)u_3 = (1, 1, 2, 1, 1, 2)u3​=(1,1,2,1,1,2), u4=(2,1,3,2,1,3)u_4 = (2, 1, 3, 2, 1, 3)u4​=(2,1,3,2,1,3), and u5=(1,2,3,1,2,3)u_5 = (1, 2, 3, 1, 2, 3)u5​=(1,2,3,1,2,3). After determining linear dependencies, which subset forms a basis for VVV?

  1. {u1,u2,u3}\{u_1, u_2, u_3\}{u1​,u2​,u3​}
  2. {u1,u2,u5}\{u_1, u_2, u_5\}{u1​,u2​,u5​} (correct answer)
  3. {u1,u2,u4}\{u_1, u_2, u_4\}{u1​,u2​,u4​}
  4. {u2,u3,u4}\{u_2, u_3, u_4\}{u2​,u3​,u4​}

Explanation: To find a basis, we need to identify which vectors are linearly independent. Notice that u3=u1+u2u_3 = u_1 + u_2u3​=u1​+u2​ since (1,0,1,1,0,1)+(0,1,1,0,1,1)=(1,1,2,1,1,2)=u3(1, 0, 1, 1, 0, 1) + (0, 1, 1, 0, 1, 1) = (1, 1, 2, 1, 1, 2) = u_3(1,0,1,1,0,1)+(0,1,1,0,1,1)=(1,1,2,1,1,2)=u3​. Also, u4=2u1+u2u_4 = 2u_1 + u_2u4​=2u1​+u2​ since 2(1,0,1,1,0,1)+(0,1,1,0,1,1)=(2,1,3,2,1,3)=u42(1, 0, 1, 1, 0, 1) + (0, 1, 1, 0, 1, 1) = (2, 1, 3, 2, 1, 3) = u_42(1,0,1,1,0,1)+(0,1,1,0,1,1)=(2,1,3,2,1,3)=u4​. We can verify that u1u_1u1​, u2u_2u2​, and u5u_5u5​ are linearly independent by checking that no nontrivial linear combination equals zero. Since u3u_3u3​ and u4u_4u4​ are linear combinations of u1u_1u1​ and u2u_2u2​, and u5u_5u5​ is not in the span of u1u_1u1​ and u2u_2u2​, the vectors {u1,u2,u5}\{u_1, u_2, u_5\}{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.

Question 8

Consider the matrix A=(031504)A = \begin{pmatrix} 0 & 3 \\ 1 & 5 \\ 0 & 4 \end{pmatrix}A=​010​354​​. Let A=QRA=QRA=QR be its QR factorization. What are the first column of QQQ, denoted q1\mathbf{q}_1q1​, and the entry r11r_{11}r11​ of RRR?

  1. q1=[0,1,0]T\mathbf{q}_1 = [0, 1, 0]^Tq1​=[0,1,0]T and r11=1r_{11} = 1r11​=1 (correct answer)
  2. q1=[0,1,0]T\mathbf{q}_1 = [0, 1, 0]^Tq1​=[0,1,0]T and r11=5r_{11} = 5r11​=5
  3. q1=[0,1/50,0]T\mathbf{q}_1 = [0, 1/\sqrt{50}, 0]^Tq1​=[0,1/50​,0]T and r11=50r_{11} = \sqrt{50}r11​=50​
  4. q1=[0,1,0]T\mathbf{q}_1 = [0, 1, 0]^Tq1​=[0,1,0]T and r11=0r_{11} = 0r11​=0

Explanation: The first step in the Gram-Schmidt process is to set v1=a1=[0,1,0]T\mathbf{v}_1 = \mathbf{a}_1 = [0, 1, 0]^Tv1​=a1​=[0,1,0]T. Next, we find the norm of v1\mathbf{v}_1v1​, which is ∥v1∥=02+12+02=1\|\mathbf{v}_1\| = \sqrt{0^2+1^2+0^2} = 1∥v1​∥=02+12+02​=1. The first diagonal entry of RRR is this norm, so r11=1r_{11} = 1r11​=1. The first column of QQQ is found by normalizing v1\mathbf{v}_1v1​: q1=v1∥v1∥=[0,1,0]T1=[0,1,0]T\mathbf{q}_1 = \frac{\mathbf{v}_1}{\|\mathbf{v}_1\|} = \frac{[0, 1, 0]^T}{1} = [0, 1, 0]^Tq1​=∥v1​∥v1​​=1[0,1,0]T​=[0,1,0]T. Since the first column of AAA was already a unit vector, the process is simplified for the first step.

Question 9

Let AAA be a 4×44 \times 44×4 matrix whose columns are v1,v2,v3,v4\mathbf{v}_1, \mathbf{v}_2, \mathbf{v}_3, \mathbf{v}_4v1​,v2​,v3​,v4​. If it is known that 3v1−v3=03\mathbf{v}_1 - \mathbf{v}_3 = \mathbf{0}3v1​−v3​=0, which of the following statements must be true?

  1. nullity(A)≥1\mathrm{nullity}(A) \ge 1nullity(A)≥1 (correct answer)
  2. nullity(A)=1\mathrm{nullity}(A) = 1nullity(A)=1
  3. rank(A)=3\mathrm{rank}(A) = 3rank(A)=3
  4. The columns of AAA are linearly independent.

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=03\mathbf{v}_1 - \mathbf{v}_3 = \mathbf{0}3v1​−v3​=0 can be rewritten as 3v1+0v2+(−1)v3+0v4=03\mathbf{v}_1 + 0\mathbf{v}_2 + (-1)\mathbf{v}_3 + 0\mathbf{v}_4 = \mathbf{0}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 AAA: the vector x=[30−10]\mathbf{x} = \begin{bmatrix} 3 \\ 0 \\ -1 \\ 0 \end{bmatrix}x=​30−10​​ satisfies Ax=0A\mathbf{x} = \mathbf{0}Ax=0. Since the null space contains at least this nonzero vector, we know nullity(A)≥1\mathrm{nullity}(A) \geq 1nullity(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.

Question 10

Consider the orthonormal basis {q1,q2,q3}\{\mathbf{q}_1, \mathbf{q}_2, \mathbf{q}_3\}{q1​,q2​,q3​} for R3\mathbb{R}^3R3 where q1=13(2,1,2)\mathbf{q}_1 = \frac{1}{3}(2, 1, 2)q1​=31​(2,1,2), q2=13(1,2,−2)\mathbf{q}_2 = \frac{1}{3}(1, 2, -2)q2​=31​(1,2,−2), and q3=13(2,−2,1)\mathbf{q}_3 = \frac{1}{3}(2, -2, 1)q3​=31​(2,−2,1). If vector v\mathbf{v}v satisfies ∥v∥2=14\|\mathbf{v}\|^2 = 14∥v∥2=14 and has coordinates (α,β,γ)(\alpha, \beta, \gamma)(α,β,γ) in this basis, what is α2+β2+γ2\alpha^2 + \beta^2 + \gamma^2α2+β2+γ2?

  1. 141414 (correct answer)
  2. 149\frac{14}{9}914​
  3. 126126126
  4. 424242

Explanation: For any orthonormal basis, Parseval's identity states that ∥v∥2=α2+β2+γ2\|\mathbf{v}\|^2 = \alpha^2 + \beta^2 + \gamma^2∥v∥2=α2+β2+γ2 where α,β,γ\alpha, \beta, \gammaα,β,γ are the coordinates of v\mathbf{v}v in that basis. Since {q1,q2,q3}\{\mathbf{q}_1, \mathbf{q}_2, \mathbf{q}_3\}{q1​,q2​,q3​} is orthonormal and ∥v∥2=14\|\mathbf{v}\|^2 = 14∥v∥2=14, we immediately get α2+β2+γ2=14\alpha^2 + \beta^2 + \gamma^2 = 14α2+β2+γ2=14. Choice B incorrectly applies ∥v∥29\frac{\|\mathbf{v}\|^2}{9}9∥v∥2​ thinking the basis vectors have length 13\frac{1}{3}31​ rather than 1. Choice C computes 14×9=12614 \times 9 = 12614×9=126, incorrectly scaling up. Choice D uses 14×3=4214 \times 3 = 4214×3=42, another scaling error.

Question 11

Let AAA be a 3×33 \times 33×3 matrix with eigenvalues λ=0,2,3\lambda=0, 2, 3λ=0,2,3. Which of the following matrices is guaranteed to be similar to AAA?

  1. (010021003)\begin{pmatrix} 0 & 1 & 0 \\ 0 & 2 & 1 \\ 0 & 0 & 3 \end{pmatrix}​000​120​013​​
  2. (000020003)\begin{pmatrix} 0 & 0 & 0 \\ 0 & 2 & 0 \\ 0 & 0 & 3 \end{pmatrix}​000​020​003​​ (correct answer)
  3. (100010001)\begin{pmatrix} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{pmatrix}​100​010​001​​
  4. (023203320)\begin{pmatrix} 0 & 2 & 3 \\ 2 & 0 & 3 \\ 3 & 2 & 0 \end{pmatrix}​023​202​330​​

Explanation: Since the 3×33 \times 33×3 matrix AAA has three distinct eigenvalues (0, 2, and 3), it is guaranteed to be diagonalizable. This means AAA is similar to a diagonal matrix DDD whose diagonal entries are the eigenvalues of AAA. Two matrices are similar if one can be obtained from the other by a similarity transformation (B=P−1APB = P^{-1}APB=P−1AP). Therefore, AAA 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.

Question 12

Consider the matrix A=(3ab03c005)A = \begin{pmatrix} 3 & a & b \\ 0 & 3 & c \\ 0 & 0 & 5 \end{pmatrix}A=​300​a30​bc5​​ where a,b,ca, b, ca,b,c are nonzero real numbers. If det⁡(A−3I)=0\det(A - 3I) = 0det(A−3I)=0, what can be concluded about the geometric multiplicity of eigenvalue 333?

  1. The geometric multiplicity is 222 since the algebraic multiplicity is 222
  2. The geometric multiplicity is 111 regardless of the values of a,b,ca, b, ca,b,c (correct answer)
  3. The geometric multiplicity is 222 if and only if c=0c = 0c=0
  4. The geometric multiplicity depends on whether ac=bac = bac=b

Explanation: The matrix A−3I=(0ab00c002)A - 3I = \begin{pmatrix} 0 & a & b \\ 0 & 0 & c \\ 0 & 0 & 2 \end{pmatrix}A−3I=​000​a00​bc2​​. The geometric multiplicity of eigenvalue 333 equals 3−rank(A−3I)3 - \text{rank}(A - 3I)3−rank(A−3I). Since the second and third columns are linearly independent (the third column has a nonzero entry in position (3,3)(3,3)(3,3) while the second column has zero there, and c≠0c \neq 0c=0), and the first column is zero, we have rank(A−3I)=2\text{rank}(A - 3I) = 2rank(A−3I)=2. Therefore, the geometric multiplicity is 3−2=13 - 2 = 13−2=1, regardless of the specific nonzero values of a,b,ca, b, ca,b,c.

Question 13

A linear transformation T:R4→R3T: \mathbb{R}^4 \to \mathbb{R}^3T:R4→R3 is represented by a 3×43 \times 43×4 matrix AAA. If the transformation TTT is surjective (onto), what must be true about the reduced row echelon form (RREF) of AAA?

  1. The RREF of AAA has a pivot in every column.
  2. The RREF of AAA contains a row of zeros.
  3. The nullity of AAA is 0.
  4. The RREF of AAA has a pivot in every row. (correct answer)

Explanation: For TTT to be surjective, its range must be all of the codomain, R3\mathbb{R}^3R3. This means the dimension of the range, which is the rank of matrix AAA, must be 3. The rank of a matrix is equal to the number of pivots in its RREF. Since AAA is a 3×43 \times 43×4 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.

Question 14

For which value of the scalar kkk does the set of vectors S={(102),(011),(2−2k)}S = \{\begin{pmatrix} 1 \\ 0 \\ 2 \end{pmatrix}, \begin{pmatrix} 0 \\ 1 \\ 1 \end{pmatrix}, \begin{pmatrix} 2 \\ -2 \\ k \end{pmatrix}\}S={​102​​,​011​​,​2−2k​​} not form a generating set for R3\mathbb{R}^3R3?

  1. k=−2k = -2k=−2
  2. k=0k = 0k=0
  3. k=2k = 2k=2 (correct answer)
  4. k=4k = 4k=4

Explanation: A set of three vectors in R3\mathbb{R}^3R3 fails to be a generating set (i.e., does not span R3\mathbb{R}^3R3) 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=(10201−221k)A = \begin{pmatrix} 1 & 0 & 2 \\ 0 & 1 & -2 \\ 2 & 1 & k \end{pmatrix}A=​102​011​2−2k​​ is calculated as 1(k−(−2))−0(...)+2(0−2)=k+2−4=k−21(k - (-2)) - 0(...) + 2(0 - 2) = k + 2 - 4 = k - 21(k−(−2))−0(...)+2(0−2)=k+2−4=k−2. Setting the determinant to zero, we get k−2=0k - 2 = 0k−2=0, which gives k=2k = 2k=2. When k=2k=2k=2, the third vector is a linear combination of the first two (2v⃗1−2v⃗22\vec{v}_1 - 2\vec{v}_22v1​−2v2​), so the set is linearly dependent and spans only a plane.

Question 15

A system's state is described by the vector x⃗k\vec{x}_kxk​ at time kkk, and it evolves according to x⃗k+1=Px⃗k\vec{x}_{k+1} = P\vec{x}_kxk+1​=Pxk​ with P=(0.50.50.50.5)P = \begin{pmatrix} 0.5 & 0.5 \\ 0.5 & 0.5 \end{pmatrix}P=(0.50.5​0.50.5​). If the initial state is x⃗0=(0.80.2)\vec{x}_0 = \begin{pmatrix} 0.8 \\ 0.2 \end{pmatrix}x0​=(0.80.2​), what is the state vector x⃗2\vec{x}_2x2​?

  1. (0.50.5)\begin{pmatrix} 0.5 \\ 0.5 \end{pmatrix}(0.50.5​) (correct answer)
  2. (0.80.2)\begin{pmatrix} 0.8 \\ 0.2 \end{pmatrix}(0.80.2​)
  3. (0.40.1)\begin{pmatrix} 0.4 \\ 0.1 \end{pmatrix}(0.40.1​)
  4. (0.650.35)\begin{pmatrix} 0.65 \\ 0.35 \end{pmatrix}(0.650.35​)

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 x⃗k+1=Px⃗k\vec{x}_{k+1} = P\vec{x}_kxk+1​=Pxk​, you're looking at a linear transformation that gets applied repeatedly. To find x⃗2\vec{x}_2x2​, you need to apply the transformation matrix PPP twice. First, calculate x⃗1=Px⃗0\vec{x}_1 = P\vec{x}_0x1​=Px0​: x⃗1=(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)\vec{x}_1 = \begin{pmatrix} 0.5 & 0.5 \\ 0.5 & 0.5 \end{pmatrix} \begin{pmatrix} 0.8 \\ 0.2 \end{pmatrix} = \begin{pmatrix} 0.5(0.8) + 0.5(0.2) \\ 0.5(0.8) + 0.5(0.2) \end{pmatrix} = \begin{pmatrix} 0.5 \\ 0.5 \end{pmatrix}x1​=(0.50.5​0.50.5​)(0.80.2​)=(0.5(0.8)+0.5(0.2)0.5(0.8)+0.5(0.2)​)=(0.50.5​) Then calculate x⃗2=Px⃗1\vec{x}_2 = P\vec{x}_1x2​=Px1​: x⃗2=(0.50.50.50.5)(0.50.5)=(0.50.5)\vec{x}_2 = \begin{pmatrix} 0.5 & 0.5 \\ 0.5 & 0.5 \end{pmatrix} \begin{pmatrix} 0.5 \\ 0.5 \end{pmatrix} = \begin{pmatrix} 0.5 \\ 0.5 \end{pmatrix}x2​=(0.50.5​0.50.5​)(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)\begin{pmatrix} 0.5 \\ 0.5 \end{pmatrix}(0.50.5​) after one step and stays there. Choice B represents the initial state x⃗0\vec{x}_0x0​, 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.

Question 16

A direct justification for why any n×nn \times nn×n column-stochastic matrix PPP must have an eigenvalue of λ=1\lambda = 1λ=1 is that:

  1. the rows of the matrix P−IP-IP−I are linearly dependent.
  2. the Perron-Frobenius theorem for positive matrices guarantees it.
  3. the columns of the matrix P−IP-IP−I sum to the zero vector, implying they are linearly dependent. (correct answer)
  4. the trace of a stochastic matrix is always equal to 1.

Explanation: An eigenvalue λ\lambdaλ exists if and only if the matrix (P−λI)(P-\lambda I)(P−λI) is singular, meaning its determinant is zero. For λ=1\lambda=1λ=1, we consider P−IP-IP−I. The columns of PPP each sum to 1. When we subtract the identity matrix III, we are subtracting 1 from each diagonal element. This means that for each column of P−IP-IP−I, the sum of its elements becomes 1−1=01-1=01−1=0. If the elements of each column vector sum to zero, the sum of the row vectors of (P−I)(P-I)(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\det(P-I)=0det(P−I)=0, proving that λ=1\lambda=1λ=1 is an eigenvalue.

Question 17

A linear system's solution is given in parametric form as x⃗=(40−10)+s(−2100)+t(0031)\vec{x} = \begin{pmatrix} 4 \\ 0 \\ -1 \\ 0 \end{pmatrix} + s \begin{pmatrix} -2 \\ 1 \\ 0 \\ 0 \end{pmatrix} + t \begin{pmatrix} 0 \\ 0 \\ 3 \\ 1 \end{pmatrix}x=​40−10​​+s​−2100​​+t​0031​​. Which of the following could be the reduced row echelon form of the system's augmented matrix?

  1. (1200∣4001−3∣−10000∣0)\begin{pmatrix} 1 & 2 & 0 & 0 & | & 4 \\ 0 & 0 & 1 & -3 & | & -1 \\ 0 & 0 & 0 & 0 & | & 0 \end{pmatrix}​100​200​010​0−30​∣∣∣​4−10​​ (correct answer)
  2. (1−200∣40013∣−10000∣0)\begin{pmatrix} 1 & -2 & 0 & 0 & | & 4 \\ 0 & 0 & 1 & 3 & | & -1 \\ 0 & 0 & 0 & 0 & | & 0 \end{pmatrix}​100​−200​010​030​∣∣∣​4−10​​
  3. (1000∣40100∣00010∣−1)\begin{pmatrix} 1 & 0 & 0 & 0 & | & 4 \\ 0 & 1 & 0 & 0 & | & 0 \\ 0 & 0 & 1 & 0 & | & -1 \end{pmatrix}​100​010​001​000​∣∣∣​40−1​​
  4. (1200∣4001−3∣−10000∣1)\begin{pmatrix} 1 & 2 & 0 & 0 & | & 4 \\ 0 & 0 & 1 & -3 & | & -1 \\ 0 & 0 & 0 & 0 & | & 1 \end{pmatrix}​100​200​010​0−30​∣∣∣​4−11​​

Explanation: From the parametric solution, we can identify the free and basic variables. The parameters sss and ttt correspond to free variables. The vector for sss has a 1 in the second position, so x2=sx_2 = sx2​=s. The vector for ttt has a 1 in the fourth position, so x4=tx_4 = tx4​=t. Thus, x2x_2x2​ and x4x_4x4​ are free variables, and x1x_1x1​ and x3x_3x3​ are basic variables. From the solution, we can write equations for the basic variables: x1=4−2s+0t=4−2x2  ⟹  x1+2x2=4x_1 = 4 - 2s + 0t = 4 - 2x_2 \implies x_1 + 2x_2 = 4x1​=4−2s+0t=4−2x2​⟹x1​+2x2​=4 x3=−1+0s+3t=−1+3x4  ⟹  x3−3x4=−1x_3 = -1 + 0s + 3t = -1 + 3x_4 \implies x_3 - 3x_4 = -1x3​=−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][1 \ 2 \ 0 \ 0 \ | \ 4][1 2 0 0 ∣ 4]. The second equation gives the row [0 0 1 −3 ∣ −1][0 \ 0 \ 1 \ -3 \ | \ -1][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][0 \ 0 \ 0 \ 0 \ | \ 1][0 0 0 0 ∣ 1], which means the system is inconsistent and has no solution.

Question 18

Let T:Rn→RmT: \mathbb{R}^n \to \mathbb{R}^mT:Rn→Rm be a linear transformation. If n>mn > mn>m and TTT is known to be surjective, what must be the dimension of the kernel of TTT?

  1. m−nm - nm−n
  2. n−mn - mn−m (correct answer)
  3. 000
  4. The dimension cannot be determined from the given information.

Explanation: By the Rank-Nullity Theorem, dim⁡(domain)=rank(T)+nullity(T)\dim(\text{domain}) = \text{rank}(T) + \text{nullity}(T)dim(domain)=rank(T)+nullity(T). The domain is Rn\mathbb{R}^nRn, so its dimension is nnn. The transformation TTT is surjective (onto), which means its range is the entire codomain Rm\mathbb{R}^mRm. Therefore, the dimension of the range, rank(T)\text{rank}(T)rank(T), is equal to mmm. Substituting these into the theorem gives n=m+nullity(T)n = m + \text{nullity}(T)n=m+nullity(T). Solving for the nullity (the dimension of the kernel) yields nullity(T)=n−m\text{nullity}(T) = n - mnullity(T)=n−m.

Question 19

A 3×33 \times 33×3 real matrix has eigenvalues λ1=2\lambda_1 = 2λ1​=2, λ2=−1+3i\lambda_2 = -1 + 3iλ2​=−1+3i, and λ3=−1−3i\lambda_3 = -1 - 3iλ3​=−1−3i. If the matrix represents a dynamical system x′=Ax\mathbf{x}' = A\mathbf{x}x′=Ax, which statement best describes the long-term behavior of solutions?

  1. All solutions approach the origin along spiraling trajectories due to the dominant complex eigenvalues with negative real parts
  2. Solutions grow exponentially and oscillate due to the positive real eigenvalue dominating the complex eigenvalues (correct answer)
  3. Solutions approach a limit cycle because the complex eigenvalues have zero real parts and create periodic motion
  4. The system exhibits saddle behavior with some solutions growing and others decaying depending on initial conditions

Explanation: The real eigenvalue λ1=2>0\lambda_1 = 2 > 0λ1​=2>0 dominates the complex eigenvalues λ2,3=−1±3i\lambda_{2,3} = -1 \pm 3iλ2,3​=−1±3i which have negative real part −1-1−1. Since 2>∣−1∣2 > |-1|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\lambda_1 = 2λ1​=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.

Question 20

Let B={b⃗1,b⃗2}\mathcal{B} = \{\vec{b}_1, \vec{b}_2\}B={b1​,b2​} and C={c⃗1,c⃗2}\mathcal{C} = \{\vec{c}_1, \vec{c}_2\}C={c1​,c2​} be two bases for a vector space VVV. Let PPP be the change-of-coordinates matrix from B\mathcal{B}B to C\mathcal{C}C, denoted PC←BP_{\mathcal{C} \leftarrow \mathcal{B}}PC←B​. Which of the following correctly describes the columns of PPP?

  1. The columns of PPP are the vectors b⃗1\vec{b}_1b1​ and b⃗2\vec{b}_2b2​.
  2. The columns of PPP are the vectors c⃗1\vec{c}_1c1​ and c⃗2\vec{c}_2c2​.
  3. The columns of PPP are the coordinate vectors of b⃗1\vec{b}_1b1​ and b⃗2\vec{b}_2b2​ with respect to the basis C\mathcal{C}C. (correct answer)
  4. The columns of PPP are the coordinate vectors of c⃗1\vec{c}_1c1​ and c⃗2\vec{c}_2c2​ with respect to the basis B\mathcal{B}B.

Explanation: By definition, the change-of-coordinates matrix PC←BP_{\mathcal{C} \leftarrow \mathcal{B}}PC←B​ transforms B\mathcal{B}B-coordinates into C\mathcal{C}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\mathcal{B}B. Specifically, the jjj-th column of PC←BP_{\mathcal{C} \leftarrow \mathcal{B}}PC←B​ is the coordinate vector [b⃗j]C[\vec{b}_j]_{\mathcal{C}}[bj​]C​. Therefore, the columns are the coordinate vectors of the vectors from the 'from' basis (B\mathcal{B}B) expressed in the 'to' basis (C\mathcal{C}C).

Question 21

Let a⃗=⟨1,1,0⟩\vec{a} = \langle 1, 1, 0 \ranglea=⟨1,1,0⟩ and b⃗=⟨0,1,1⟩\vec{b} = \langle 0, 1, 1 \rangleb=⟨0,1,1⟩. Let u⃗=a⃗+b⃗\vec{u} = \vec{a} + \vec{b}u=a+b and v⃗=a⃗−b⃗\vec{v} = \vec{a} - \vec{b}v=a−b. What is the cosine of the angle θ\thetaθ between u⃗\vec{u}u and v⃗\vec{v}v?

  1. 000 (correct answer)
  2. 12\frac{1}{2}21​
  3. 13\frac{1}{\sqrt{3}}3​1​
  4. 111

Explanation: First, we compute the vectors u⃗\vec{u}u and v⃗\vec{v}v. u⃗=a⃗+b⃗=⟨1,1,0⟩+⟨0,1,1⟩=⟨1,2,1⟩\vec{u} = \vec{a} + \vec{b} = \langle 1, 1, 0 \rangle + \langle 0, 1, 1 \rangle = \langle 1, 2, 1 \rangleu=a+b=⟨1,1,0⟩+⟨0,1,1⟩=⟨1,2,1⟩. v⃗=a⃗−b⃗=⟨1,1,0⟩−⟨0,1,1⟩=⟨1,0,−1⟩\vec{v} = \vec{a} - \vec{b} = \langle 1, 1, 0 \rangle - \langle 0, 1, 1 \rangle = \langle 1, 0, -1 \ranglev=a−b=⟨1,1,0⟩−⟨0,1,1⟩=⟨1,0,−1⟩. The cosine of the angle θ\thetaθ between two vectors is given by the formula cos⁡θ=u⃗⋅v⃗∥u⃗∥∥v⃗∥\cos\theta = \frac{\vec{u} \cdot \vec{v}}{\|\vec{u}\| \|\vec{v}\|}cosθ=∥u∥∥v∥u⋅v​. Next, compute the dot product u⃗⋅v⃗\vec{u} \cdot \vec{v}u⋅v. u⃗⋅v⃗=(1)(1)+(2)(0)+(1)(−1)=1+0−1=0\vec{u} \cdot \vec{v} = (1)(1) + (2)(0) + (1)(-1) = 1 + 0 - 1 = 0u⋅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. ∥u⃗∥=12+22+12=6\|\vec{u}\| = \sqrt{1^2+2^2+1^2} = \sqrt{6}∥u∥=12+22+12​=6​. ∥v⃗∥=12+02+(−1)2=2\|\vec{v}\| = \sqrt{1^2+0^2+(-1)^2} = \sqrt{2}∥v∥=12+02+(−1)2​=2​. cos⁡θ=062=0\cos\theta = \frac{0}{\sqrt{6}\sqrt{2}} = 0cosθ=6​2​0​=0. Distractor B is the cosine of the angle between the original vectors a⃗\vec{a}a and b⃗\vec{b}b. Distractor C would result from a sign error in calculating v⃗\vec{v}v, leading to a non-zero dot product.

Question 22

Let AAA be an m×nm \times nm×n matrix and b\mathbf{b}b be a vector in Rm\mathbb{R}^mRm. If x^\hat{\mathbf{x}}x^ is the least-squares solution to the system Ax=bA\mathbf{x} = \mathbf{b}Ax=b, which statement best describes the geometric relationship involving the error vector e=b−Ax^\mathbf{e} = \mathbf{b} - A\hat{\mathbf{x}}e=b−Ax^?

  1. The error vector e\mathbf{e}e is orthogonal to the column space of AAA. (correct answer)
  2. The error vector e\mathbf{e}e is parallel to the projection of b\mathbf{b}b onto the column space of AAA.
  3. The error vector e\mathbf{e}e is orthogonal to the solution vector x^\hat{\mathbf{x}}x^.
  4. The error vector e\mathbf{e}e is an element of the column space of AAA.

Explanation: The normal equations ATAx^=ATbA^T A \hat{\mathbf{x}} = A^T \mathbf{b}ATAx^=ATb are derived from the orthogonality condition AT(b−Ax^)=0A^T(\mathbf{b} - A\hat{\mathbf{x}}) = \mathbf{0}AT(b−Ax^)=0. This condition means that the error vector e=b−Ax^\mathbf{e} = \mathbf{b} - A\hat{\mathbf{x}}e=b−Ax^ is orthogonal to every column of AAA. Therefore, the error vector is orthogonal to the entire column space of AAA.

Question 23

What is the geometric interpretation of the inverse of the transformation represented by the matrix A=(1−1 01)A = \begin{pmatrix} 1 & -1 \ 0 & 1 \end{pmatrix}A=(1​−1 0​1​)?

  1. A horizontal shear that transforms the point (x,y)(x, y)(x,y) to (x+y,y)(x+y, y)(x+y,y). (correct answer)
  2. A vertical shear that transforms the point (x,y)(x, y)(x,y) to (x,y−x)(x, y-x)(x,y−x).
  3. A reflection across the line y=xy=xy=x.
  4. The transformation is not invertible.

Explanation: The given matrix A=(1−1 01)A = \begin{pmatrix} 1 & -1 \ 0 & 1 \end{pmatrix}A=(1​−1 0​1​) represents a horizontal shear that maps a point (x,y)(x, y)(x,y) to (x−y,y)(x-y, y)(x−y,y). To find the geometric interpretation of the inverse transformation, we first need to find the inverse matrix, A−1A^{-1}A−1. For a 2x2 matrix (ab cd)\begin{pmatrix} a & b \ c & d \end{pmatrix}(a​b c​d​), the inverse is 1ad−bc(d−b −ca)\frac{1}{ad-bc} \begin{pmatrix} d & -b \ -c & a \end{pmatrix}ad−bc1​(d​−b −c​a​). Here, ad−bc=(1)(1)−(−1)(0)=1ad-bc = (1)(1) - (-1)(0) = 1ad−bc=(1)(1)−(−1)(0)=1. So, A−1=11(11 01)=(11 01)A^{-1} = \frac{1}{1} \begin{pmatrix} 1 & 1 \ 0 & 1 \end{pmatrix} = \begin{pmatrix} 1 & 1 \ 0 & 1 \end{pmatrix}A−1=11​(1​1 0​1​)=(1​1 0​1​). This inverse matrix transforms a point (x,y)(x, y)(x,y) to (x+y,y)(x+y, y)(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.

Question 24

Let T:R3→R3T: \mathbb{R}^3 \to \mathbb{R}^3T:R3→R3 be a linear transformation with matrix representation A=(210021002)A = \begin{pmatrix} 2 & 1 & 0 \\ 0 & 2 & 1 \\ 0 & 0 & 2 \end{pmatrix}A=​200​120​012​​. If B={v1,v2,v3}B = \{\mathbf{v}_1, \mathbf{v}_2, \mathbf{v}_3\}B={v1​,v2​,v3​} is a basis for R3\mathbb{R}^3R3 such that [T]B[T]_B[T]B​ is diagonal, which condition must the basis vectors satisfy?

  1. Each vi\mathbf{v}_ivi​ must be an eigenvector of AAA with distinct eigenvalues 2,4,82, 4, 82,4,8
  2. The basis vectors must form a Jordan chain since AAA has only one eigenvalue λ=2\lambda = 2λ=2
  3. No such basis BBB exists because AAA is not diagonalizable over R\mathbb{R}R (correct answer)
  4. The basis vectors must satisfy Avi=2viA\mathbf{v}_i = 2\mathbf{v}_iAvi​=2vi​ and be orthogonal to each other

Explanation: The matrix AAA has characteristic polynomial det⁡(A−λI)=(2−λ)3\det(A - \lambda I) = (2-\lambda)^3det(A−λI)=(2−λ)3, so the only eigenvalue is λ=2\lambda = 2λ=2 with algebraic multiplicity 333. To determine if AAA is diagonalizable, we check the geometric multiplicity by finding dim⁡(ker⁡(A−2I))\dim(\ker(A - 2I))dim(ker(A−2I)). We have A−2I=(010001000)A - 2I = \begin{pmatrix} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 0 & 0 & 0 \end{pmatrix}A−2I=​000​100​010​​. The nullspace is spanned by (100)\begin{pmatrix} 1 \\ 0 \\ 0 \end{pmatrix}​100​​, so dim⁡(ker⁡(A−2I))=1\dim(\ker(A - 2I)) = 1dim(ker(A−2I))=1. Since the geometric multiplicity (111) is less than the algebraic multiplicity (333), the matrix AAA is not diagonalizable. Therefore, no basis BBB exists such that [T]B[T]_B[T]B​ is diagonal. Choice A is wrong because AAA 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 222, we've shown only one linearly independent eigenvector exists.

Question 25

A symmetric matrix AAA is orthogonally diagonalized as A=PDPTA = PDP^TA=PDPT with P=(1/5−2/5 2/51/5)P = \begin{pmatrix} 1/\sqrt{5} & -2/\sqrt{5} \ 2/\sqrt{5} & 1/\sqrt{5} \end{pmatrix}P=(1/5​​−2/5​ 2/5​​1/5​​) and D=(100 05)D = \begin{pmatrix} 10 & 0 \ 0 & 5 \end{pmatrix}D=(10​0 0​5​). What is the matrix AAA?

  1. A=(62 29)A = \begin{pmatrix} 6 & 2 \ 2 & 9 \end{pmatrix}A=(6​2 2​9​) (correct answer)
  2. A=(−2−6 6−7)A = \begin{pmatrix} -2 & -6 \ 6 & -7 \end{pmatrix}A=(−2​−6 6​−7​)
  3. A=(3010 1045)A = \begin{pmatrix} 30 & 10 \ 10 & 45 \end{pmatrix}A=(30​10 10​45​)
  4. A=(6−2 29)A = \begin{pmatrix} 6 & -2 \ 2 & 9 \end{pmatrix}A=(6​−2 2​9​)

Explanation: To find AAA, we compute the product PDPTPDP^TPDPT. First, find PT=(1/52/5 −2/51/5)P^T = \begin{pmatrix} 1/\sqrt{5} & 2/\sqrt{5} \ -2/\sqrt{5} & 1/\sqrt{5} \end{pmatrix}PT=(1/5​​2/5​ −2/5​​1/5​​). The product is A=15(1−2 21)(100 05)(12 −21)=15(10−10 205)(12 −21)=15(10(1)+(−10)(−2)10(2)+(−10)(1) 20(1)+5(−2)20(2)+5(1))=15(3010 1045)=(62 29)A = \frac{1}{5} \begin{pmatrix} 1 & -2 \ 2 & 1 \end{pmatrix} \begin{pmatrix} 10 & 0 \ 0 & 5 \end{pmatrix} \begin{pmatrix} 1 & 2 \ -2 & 1 \end{pmatrix} = \frac{1}{5} \begin{pmatrix} 10 & -10 \ 20 & 5 \end{pmatrix} \begin{pmatrix} 1 & 2 \ -2 & 1 \end{pmatrix} = \frac{1}{5} \begin{pmatrix} 10(1)+(-10)(-2) & 10(2)+(-10)(1) \ 20(1)+5(-2) & 20(2)+5(1) \end{pmatrix} = \frac{1}{5} \begin{pmatrix} 30 & 10 \ 10 & 45 \end{pmatrix} = \begin{pmatrix} 6 & 2 \ 2 & 9 \end{pmatrix}A=51​(1​−2 2​1​)(10​0 0​5​)(1​2 −2​1​)=51​(10​−10 20​5​)(1​2 −2​1​)=51​(10(1)+(−10)(−2)​10(2)+(−10)(1) 20(1)+5(−2)​20(2)+5(1)​)=51​(30​10 10​45​)=(6​2 2​9​). Distractor B results from computing PDPPDPPDP. Distractor C results from forgetting the 15\frac{1}{5}51​ factor from multiplying PPP and PTP^TPT. Distractor D contains a sign error in the off-diagonal elements, suggesting a calculation mistake.