THE CHINESE UNIVERSITY OF HONG KONG

DEPARTMENT OF MATHEMATICS

MATH1540 University Mathematics For Financial Studies 2025-2026

Problem Set Exercises

Chapter 0 Preliminary

1. Draw the following subsets of R2 .

(a) D = {(x, y) : 0 → x → y};

(b) D = {(x, y) : x ↑ y > 0};
(c) D = {(x, y) : xy ↓ 0};
(d) D = {(x, y) : |x| + |y| < 1}.
(Hint: Write down the equation |x| + |y| = 1 explicitly in every quadrant.)

2. Describe the following subsets of R2 .

(a) D = {(r, ω) : 1 < r < 2, 0 → ω → 2ε};

(b) D = {(r, ω) : 0 → r → 3, 0 → ω → ε}.

3. Describe the following subsets of R3 .

(a) D = {(r, ω, z) : 0 → r → 1, 0 → ω → 2ε, 0 → z → 2};

(b) D = {(r, ω, z) : 0 → r → 1, 0 → ω → 2ε, 0 → z → 1 ↑ r};
(c) D = {(ϑ, ϖ, ω) : 1 → ϑ → 2, 0 → ϖ → ε/2, 0 → ω → 2ε};
(d) D = {(ϑ, ϖ, ω) : 0 → ϑ → 1, 0 → ϖ → ε/2, 0 → ω → 2ε}.

1
 Chapter 1 Vectors in Rn
↑↑↗ ↑↗
1. In ↔ABC, AB = 4i + 4j, AC = ↑12i + 8j and points P , Q lie on BC such that BP : P Q : QC = 1 : 2 : 1.
Find ↭P AQ.

2. Let A = (4, 3, 6), B = (↑2, 0, 8) and C = (1, 5, 0) be points in R3 .

Show that ↔ABC is a right-angled triangle.
2ε
3. Suppose that m, n ↘ Rn , where |m| = 2, |n| = 1 and the angle between m and n is .
3
If p = 3m + 4n and q = 2m ↑ n, find

(a) m · n,
(b) |p| and |q|,
(c) the area of the parallelogram spanned by p and q.

4. Suppose that u = 5i + 12j and v = ↑6i ↑ 8j. Find

(a) u · v,
(b) |u| and |v|,
(c) the angle between u and v.

5. Let a = 4i ↑ 3j + 5k and b = i + 2j + 2k.

(a) Express a = u + v such that u is parallel to b and v is orthogonal to b.

(b) Find the area of parallelogram spanned by a and b.

6. Let A = (3, 3, 0), B = (↑2, ↑3, 2) and C = (1, 0, 3) be three points in R3 . Find the volume of the tetrahedron
OABC.
↑↗ ↑↑↗
7. Let A and B be two points in Rn and let OA = a and OB = b.
Suppose that C is a point on AB such that AC : CB = r : s, where r, s ↘ R. Show that
↑↑↗ 1
OC = (rb + sa).
r+s

8. Let p and q be nonzero vectors in Rn such that they are not parallel and let a1 , a2 , b1 , b2 ↘ R.
Prove that if a1 p + a2 q = b1 p + b2 q, then a1 = b1 and a2 = b2 .
↑↑↗ ↑↑↗ ↑↑↗ ↑↑↗ 1 ↑↑↗
9. Given that OP = i + 2j, OQ = 3i + 3j, OR = 7i ↑ j, M is a point on QR such that QM = QR.
4
↑↑↗ ↑↑↗
(a) Find P Q and OM .
(b) Hence show that OM is parallel to P Q.
↑↗ ↑↑↗
10. Let OA = a and OB = b.
↑↑↗ 1 ↑↑↗ ↑↑↗
(a) If C is a point on AB produced and BC = AB, find OC in terms of a and b.
3
↑↑↗ ↑↑↗ ↑↑↗
(b) Given a = 4i + 3j and b = i + 4j and OD = ka + (1 ↑ k)b, find the value of AB · OD in terms of k.
Furthermore, if AB is perpendicular to OD, find the value of k.
↑↗
11. Let a, b and c be the position vectors of points A, B and C in R3 , i.e. OA = a and so on. Given that

a ≃ b + b ≃ c + c ≃ a = 0,

show that A, B and C are collinear.

2
12. Let a, b and c be vectors in Rn . Prove that

(a) a and (a · c)b ↑ (a · b)c are perpendicular;

! !2
! a b !! |a ↑ b|2
!
(b) if a, b are nonzero vectors, then ! 2 ↑ = ;
|a| |b|2 ! |a|2 |b|2
(c) |a + b| = |a ↑ b| if and only if a and b are perpendicular.
↑↗
13. Suppose that A, B and C are points on R2 such that OABC is a kite with OA = OC and AB = CB. Let OA,
↑↑↗ ↑↑↗
OB and OC be a, b and c respectively.
↑↑↗ ↑↑↗
(a) Express AB and CB in terms of a, b and c.
(b) By considering AB = CB, show that b · a = b · c.
(c) Hence, show that OB ⇐ AC.
↑↗ ↑↑↗ ↑↑↗
14. Let OA = i + 2j + k, OB = 3i + j + 2k, OC = 5i + j + 3k.
↑↑↗ ↑↗
(a) Find AB ≃ AC.
(b) Find the volume of tetrahedron OABC.
1 ↑↗ ↑↑↗ ↑↑↗
(Hint: Its volume equals to ≃volume of parallelotope spanned by OA, OB and OC.)
6
(c) By (a) and (b), find the distance from O to ↔ABC.

15.

In the above diagram, ABCD is a parallelogram and F is a point on AB.

Suppose that DF and AC intersect at the point E such that DE : EF = ϱ : 1, where ϱ > 0.
↑↑↗ ↑↑↗ ↑↗ ↑↗ ↑↗ ↑↑↗
Let AB = p, AD = q, AE = hAC and AF = k AB, where h, k > 0.
↑↗
(a) i. Express AE in terms of h, p and q.
↑↗
ii. Express AE in terms of ϱ, k p and q.
1
Hence, show that ϱ = .
k
ε
(b) Given that |p| = 3, |q| = 2 and ↭DAB = .
3
i. Find p · q.
ii. Suppose that DF is perpendicular to AC.
↑↑↗
(1) Express DF in terms of k, p and q, and so find the value of k.
(2) Using (a), find the length of AE.

3
16.

↑↑↗ ↑↗
In the above diagram, A, B, C are three distinct points in R2 and let AB = p, AC = q.
Suppose that D, E and F are mid-points of AB, AC and BC respectively, M is the intersection of CD and BE.

(a) Suppose that CM : M D = r : 1 and BM : M E = s : 1, where r, s > 0.

↑↑↗
i. Express AM in terms of r, p and q.
↑↑↗
ii. Express AM in terms of s, p and q.
↑↑↗ 1
iii. Hence, show that r = s = 2 and AM = (p + q).
3
(b) Prove that three medians AF , BE and CD of ↔ABC intersect at the point M .
Also, prove that CM : M D = BM : M E = AM : M F = 2 : 1.

17. Given A = (3, ↑1, 3), B = (0, 7, ↑2) and C = (↑9, 3, ↑3) be three points in R3 .

(a) Find the coordinates of a point D if AC, BD are perpendicular and AD, BC are parallel.
(b) i. Find ↭DCB.
ii. Show that A, B, C, D are coplanar (i.e. lying on a same plane) and find the equation of the plane
which contains them.
iii. Show that ABCD is a square and find the area of it.
(c) V ABCD is a pyramid with base ABCD. If V = (12, ↑14, ↑12),
i. find the volume of the pyramid;
ii. find the angle between the plane V AB and the base.

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Chapter 2 Straight Lines, Planes and Curves

1. Find the angle between planes !1 : 3x ↑ 4y + 7z + 13 = 0 and !2 : 8x + 3y ↑ z + 2 = 0.

2. Let A = (0, 2, 3, 3) and B = (1, ↑1, 2, 3) be two points in R4 . Find the equation of straight line passing through
A and B express it in standard form.

3. Find the equation of the plane ! containing the straight line

x↑4 y↑3 z+1
L: = =
2 5 ↑2
and the point P (2, ↑4, 2).

4. Find the equation of the straight line given by the intersection of two planes !1 : x + y ↑ z = 1 and !2 :
x + 2y + 2z = 3.

5. Let ! : x1 + 3x2 ↑ 2x3 + x4 + 3 = 0 be an a”ne hyperplane and let P = (7, 21, ↑7, 3) be a point in R4 .

(a) Find the projection Q of the point P on !.

(b) Find the image P → of P under the reflection across !
(c) Let L : (x1 , x2 , x3 , x4 ) = (7, 21, ↑7, 3) + t(3, 10, ↑4, 4) for t ↘ R, be a straight line passing though P . Find
the equation of the straight line L→ which is the reflection of L across !.

6. Find the equation(s) of the plane(s) ! such that ! is parallel to the plane !→ : x + 2y ↑ 2z + 3 = 0 and the
distance between the origin and ! is 4 units.
x+2 y↑3
7. Let L1 : = = z ↑ 2 and L2 : x ↑ 3 = 5 ↑ y = 1 ↑ z be two straight lines in R3 .
3 4
(a) Prove that L1 and L2 intersect at a point and find the coordinates of that point.
(b) Find the acute angle between L1 and L2 .
(c) Find the equation of the plane containing L1 and L2 .

8. Let ! be an a”ne hyperplane in Rn given by the equation A1 x1 + A2 x2 + · · · + An xn + B = 0 and let

P (p1 , p2 , . . . , pn ) be a fixed point.
! !
!A p + A p + · · · + A p + B !
! 1 1 2 2 n n !
Show that the perpendicular distance between ! and P is ! " !.
! A21 + A22 + · · · + A2n !

y↑2 z+3 x↑1 y+2 z↑6

9. Suppose that L1 : x + 1 = = and L2 : = = are two straight lines.
↑2 2 ↑1 2 3
(a) Show that L1 and L2 intersect each other at one point and find the point of intersection.
(b) Find the acute angle between L1 and L2 .
(c) Find the equation of plane containing L1 and L2 .

5
 x↑5 y↑1 z x↑4 y+8 z↑1
10. Let L1 : = = and L2 : = = be two straight lines in R3 .
2 2 ↑1 2 5 2
(a) Show that L1 and L2 do not intersect.
(b) Let L be the straight line perpendicular to L1 and L2 , let A be the intersection point of L and L1 , and let
B be the intersection point of L and L2 .
(i) Find the coordinates of A and B.
(ii) Find the equation of L.
(c) Let ! be the plane containing the point A and perpendicular to L1 .
(i) Find the equation of !.
(ii) Show that B lies on !.
(iii) Find the equation of the projection of L2 on !.

11. Suppose that !1 : x + y + z = 1 and !2 : x ↑ y + z = 2 are two planes in R3 .

(a) Show that the intersection of !1 and !2 is a straight line and find a parametric equation of that line.
(b) Find the equation(s) of the plane(s) containing all the points which are equidistant from !1 and !2 .

6
 Chapter 3 Matrices and Determinants
 
1 2 ) * ) *
  1 0 1 2 ↑1
1. Let A =  
0 ↑1 ↘ M3↑2 (R), B = 1 ↑2 ↘ M2↑3 (R) and C = ↘ M2 (R).
0 ↑1 3
3 2
Find AB, BA, BC, CB, AC and CA (whenever it is well-defined).
) * ) *
1 2 2 1
2. Let A = ,B = ↘ M2 (R).
0 ↑1 1 3
Find AB and BA, are they the same?
) *
ς φ
3. (a) Let A = , where ς ⇒= 1.
0 1
) *
ω(εn ↓1)
n
ςn ε↓1
Prove that for all positive integers n, A = .
0 1
) *n
1 2
3 3
(b) By using the result in (a), find lim .
n↔↗ 0 1

4. Let A, B ↘ Mn (R) be two diagonal matrices. Show that AB = BA and it is a diagonal matrix.

5. Let A ↘ Mn (R). Show that A can be decomposed as a sum of a symmetric matrix and a skew-symmetric matrix,
i.e. A = A1 + A2 for some A1 , A2 ↘ Mn (R) such that AT1 = A1 and AT2 = ↑A2 .

6. Let A, B, C ↘ Mk (R) and let [A, B] = AB ↑ BA.

(a) Show that

i. [A, A] = 0 for all A ↘ Mk (R);
ii. [[A, B], C] + [[B, C], A] + [[C, A], B] = 0 for all A, B, C ↘ Mk (R).
(b) Let [A, B] = I. Prove that [A, B n ] = nB n↓1 for all positive integers n, where B 0 = I.
 
1 ↑1 0
 
7. Let A =  4 ↑3 0 .

↑1 0 ↑2

(a) Evaluate A3 + 4A2 + 5A + 2I.

(b) Hence, find A↓1 .
   
1 n a 1 ↑n b
   
  
8. (a) Let A = 0 1 n and B = 0 ↑n
1 .
0 0 1 0 0 1
Show that
i. AB = BA;
ii. (A + B)2 = A2 + 2AB + B 2 .
 
1 1 0
 
(b) Let Q =  0 1 1 .

0 0 1
 
1
1 n 2 n(n ↑ 1)
 
i. Prove that for all positive integers n, Qn = 
0 1 n .

0 0 1
n ↓1
ii. Using the result of (a), find (Q ) .

7
    
↑2 2 1 1 1 1
   
9. Let A = 
↑9 7 3 
 and P = 1 2 3
.
6 ↑4 ↑1 1 ↑1 ↑2

(a) Show that P is invertible and hence find P ↓1 .

(b) Find P ↓1 AP .
(c) Find An , where n is a positive integer.
 
0 3 ↑2
 
10. Let A =  
1 ↑1 1  and f (ϱ) = det(A ↑ ϱI).
1 ↑2 2

(a) i. Show that f (ϱ) = ↑ϱ3 + ϱ2 + ϱ ↑ 1.

ii. Show that ↑A3 + A2 + A ↑ I = 0.
(b) i. Using the result in (a), show that An = An↓2 + A2 ↑ I for all positive integers n ↓ 3.
ii. Hence, find A99 and A100 .

11. Evaluate
! !
! 4 7 !!
!
(a) ! !
! 3 2 !
! !
! !
! 1 2 3 !
! !
(b) !! 2 3 1 !!
! !
! 3 0 2 !
! !
! 0 1 1 2 !!
!
! !
! 0 2 1 3 !!
(c) !!
! 1 2 3 1 !!
! !
! 1 3 0 2 !

12. Evaluate
! !
!cos ω ↑ sin ω!
! !
(a) ! !
! sin ω cos ω !
! !
! !
!sin ϖ cos ω ϑ cos ϖ cos ω ↑ϑ sin ϖ sin ω!
! !
(b) !! sin ϖ sin ω ϑ cos ϖ sin ω ϑ sin ϖ cos ω !!
! !
! cos ϖ ↑ϑ sin ϖ 0 !
! !
! !
!a c b !
! !
(c) !! b a c !!
! !
! c b a!
! !
!1 1 1 · · · 1 !
! !
! !
!1 2 2 · · · 2 !
! !
! !
(d) !1 2 3 · · · 3 !.
!. . . . !
!. . .
!. . . . . ... !!
! !
!1 2 3 · · · n!
! !
! !
! a b c !
! !
13. Evaluate !! b + c c+a a + b !! and factorize your answer.
! 2 !
!b + c 2 c + a2
2
a 2 + b2 !

14. Let A ↘ Mn (R). Show that

8
 (a) if A is antisymmetric and n is odd, then det(A) = 0 and hence it is not invertible;
(b) if A is orthogonal, then det(A) = ±1 and hence it is invertible;
(c) if A is invertible, then (AT )↓1 = (A↓1 )T .
) *n ) *
a 1 an nan↓1
15. (a) Prove that for all positive integers n, = where a ⇒= 0.
0 a 0 an
) * ) *
5 1 ↑1 0
(b) Let P = and Q = and R = Q↓1 P Q.
↑4 1 2 ↑1
) *
3 1
i. Show that R = .
0 3
) * ) *
n 1 0 0 1
ii. Let R = p +q . Find the values of p and q in terms of n.
0 1 0 0
iii. Show that Rn = Q↓1 P n Q. Hence find P n .
) *
ς 0
16. Let P ↘ M2 (R) be an invertible matrix and Q = , where ς and φ are two distinct real numbers, and let
0 φ
M = P ↓1 QP .

(a) Find real numbers ϱ and µ, in terms of ς and φ, such that M 2 = ϱM + µI.
(b) Show that det(M 2 + ςφI) = ςφ(ς + φ)2 .

17. Let A, B ↘ Mn (R) such that (A + B)↓1 = A↓1 + B ↓1 . Show that det(A) = det(B).

18. Let A ↘ Mk (R). A is said to be nilpotent if there exists a positive integer n such that An = 0.

(a) Let A ↘ Mk (R) be a nilpotent matrix and let I ↘ Mk (R) be the identity matrix. Show that

(I ↑ A)↓1 = I + A + A2 + · · · + An↓1 .
 
0 ↑1
↑3
 
(b) Let P =  ↑5 ↑1 ↑6 . Using (a), find P ↓1 .

2 1 4
 
k + 2 2k + 3 0
 
19. Let A =  ↑4 k ↑ 5 2 ↑ 2k 
.
3 4 k↑1

(a) Find det(A) in terms of k.

(b) Hence, find the value(s) of k such that A↓1 does not exist.

9
Chapter 4 System of Linear Equations

1. (a) Let k be a nonzero real number. Write down the elementary matrices E1 , E2 ↘ M3 (R) such that
1
E1 is corresponding to the elementary row operation R3 + R1 ↗ R3 ;
k
E2 is corresponding to the elementary row operation kR3 ↗ R3 .
(b) Find E2 E1 and describe the operation that E2 E1 is corresponding.
(c) Find the determinant of E2 E1 .

2. Find the inverse of the following matrices by means of elementary row operations.
) *
3 ↑4
(a)
↑2 3
 
1 ↑2 3
 

(b)  0 ↑1 4

↑2 2 1
 
a 1 0
 
(c) 
1 0 b
, where a, b ↘ R and a ⇒= 0.
0 b a

3. Show that the following system of linear equations



 2x ↑ 5y ↑ 4z
 = 2
(S) : x + 9y + 7z = 5


 kx + 3y + 2z = 2k

has a unique solution if and only if k ⇒= 8.

In case of k ⇒= 8, find the unique solution by using Cramer’s rule.

4. Consider the following two systems of linear equations:


  6x + 6y ↑ 3z = 2
 


 2x + 2y ↑ z = k 
 hx ↑ 3y ↑ z = 0
(S) : hx ↑ 3y ↑ z = 0 and (T ) :

 
 ↑3x + hy + z = 0
 ↑3x + hy + z = 0 


↑5x ↑ 2y + 6z = h

(a) Show that (S) has a unique solution if and only if h2 ⇒= 9. Solve (S) in this case.
(b) For each of the following cases, find the value(s) of k such that (S) is consistent (i.e. the system is solvable),
and solve (S):
i. h = 3,
ii. h = ↑3.
(c) Find the values of h such that (T ) is consistent. Solve (T ) for each of these values of h.

5. (a) Find the value(s) of ϱ for which the following system of linear equations


 (1 ↑ ϱ)x + 2y ↑ z
 = 0
(S) : (1 + ϱ)y + z = 0


 x + y + (4 ↑ ϱ)z = 0

has non-trivial solution (i.e. there exists a solution of (S) where x, y and z are not all zero).
(b) Find the solutions of (S) which further satisfies the equation x + y + z = 1.

10
6. Consider the following system of linear equations


 x+y+z =1

(S) ax + by + cz = d


 a 2 x + b2 y + c 2 z = d 2

where a, b, c, d are real numbers. Show that (S) has unique solution if and only if a, b and c are all distinct and
solve (S) in this case.

7. Consider the following system of linear equations



 x + 2y ↑ 3z = 6

(S) 2x ↑ y + 4z = 2


 3x + 6y ↑ a2 z = 21 ↑ a

where a is a real number.

(a) i. Find the value(s) of a such that (S) has unique solution and solve (S) in this case.
ii. Find the value(s) of a such that (S) has infinitely many solutions and solve (S) for each case.
(b) Hence, solve the following system of equations:

 1 2 3

 + ↑ =6

 u v w





 2 1 4


 u↑v +w =2

(T )



 3 6 9

 + ↑ = 18

 u v w







uv + vw + wu = uvw

8. (a) Consider the following system of linear equations



 px + y + z = 6

(S) : 3x ↑ y + 11z = 6


 2x + y + 4z = q

where p and q are real numbers.

i. Show that (S) has unique solution if and only if p ⇒= 1. Solve (S) in this case.
ii. When p = 1, find the value of q so that (S) is consistent. Solve (S) in this case.
(b) Solve the following system of equations


 x+y+z =6


 3x ↑ y + 11z = 6
(T ) :

 2x + y + 4z = 9



xz + 6 = 0

9. Consider the system of linear equations



 x + (2k + 1)y + kz = ς

(E) : 3x + ky + z = φ


 5x + (2 ↑ 3k)y + z = ↼

where k, ς, φ, ↼ are real constants.

11
 (a) Find all value(s) of k such that for any given values of ς, φ and ↼, (E) has a unique solution.
(b) If k = 0, show that (E) is consistent if and only if ↼ = 2ς + φ.
(c) If k = 1, find the necessary and su”cient condition on ς, φ and ↼ for (E) to be consistent.

10. (a) Consider the system of linear equations



 ay + z = 2

(E) : 2x + 5y = 1


 ↑2x + y + bz = p

where a, b, p ↘ R.
Show that (E) has a unique solution if and only if ab ⇒= 6. Find also this unique solution.
(b) Consider the system of linear equations


 ay + z = 2

(F ) : 2x + 5y = 1


 ↑2x + y + 2z = p

where a, p ↘ R.
If (F ) is consistent, find the values of a and p. Solve (F ) in each case.
(c) Let p and q be two real numbers. Find the values of p and q such that the system of equations


 3y + z = 2


 2x + 5y = 1

 ↑2x + y + 2z = p


 2
x + y2 + z2 = q

is solvable.

12
Chapter 5 Linear Independence and Bases

1. Let S = {v1 = (2, ↑3, 5), v2 = (8, ↑12, 20), v3 = (1, 0, ↑2), v4 = (0, 2, ↑1), v5 = (7, 2, 0)} be a subset in R3 .
Find a linearly independent subset S → of S and express each vi ↘
/ S → as a linear combination of vectors in S → .

2. Let S = {v1 = (↑2, 0, 0, ↑1, ↑1), v2 = (1, 1, ↑2, ↑1, ↑1), v3 = (↑5, 1, 0, 1, 1)} be a subset in R5 .

(a) Prove that S is a linearly independent subset in R5 .

(b) Let  
↑2 1 ↑5 1 0 0 0 0
 
0 1 1 0 1 0 0 0
 
 
A= 0 ↑2 0 0 0 1 0 0 ,
 
↑1 ↑1 1 0 0 0 1 0
 
↑1 ↑1 1 0 0 0 0 1
where the first three columns of A are vi ’s and the last five columns are ei ’s.
By applying elementary row operations on A to obtain a matrix in reduced row echelon form, extend S to
a basis of R5 .

3. Suppose that S = {v1 , v2 , . . . , vk } is a linearly independent subsets of Rn .

Prove that S → = {v1 , v1 + v2 , . . . , v1 + v2 + · · · + vk } is also a linearly independent subsets of Rn .

4. Let S = {v1 , v2 , . . . , vk } and S ↘ = {w1 , w2 , . . . , wn↓k } be two linearly independent subsets of Rn such that

vi · wj = 0 for all 1 → i → k and 1 → j → n ↑ k.

Prove that {v1 , v2 , . . . , vk , w1 , w2 , . . . , wn↓k } forms a basis of Rn .

5. Let φ = {v1 = (5, 10), v2 = (8, 17)} and ↼ = {w1 = (2, 3), w2 = (1, 4)} be two ordered bases of R2 .

(a) Express v1 and v2 as linear combinations of w1 and w2 .

(b) Suppose that a = (4, ↑2)ω , i.e. a = 4v1 ↑ 2v2 .
Find the coordinates of a with respect to the ordered basis ↼.
(c) Suppose that b = (3, 5)ϑ , i.e. u = 3w1 + 5w2 .
Find the coordinates of b with respect to the ordered basis φ.
(d) Express w1 and w2 as linear combinations of v1 and v2 .

6. Let v1 = (1, 1, 0), v2 = (2, 0, 1) and v3 = (2, 2, 1) be vectors in R3 .

(a) Show that {v1 , v2 , v3 } is an ordered basis of R3 .

(b) By using the Gram-Schmidt orthogonalization process, construct an ordered orthonormal basis from the
ordered basis in (a).
(c) Let u = (3, 2, 1) ↘ R3 . Express u as a linear combination of vectors of the ordered orthonormal basis
obtained in (b).

13
Chapter 6 Linear Transformations and Eigenvalues

1. (a) Let f (x, y) = ax2 + 2bxy + cy 2 be a function, where a, b, c ↘ R. Show that

) *) *
/  a b x
f (x, y) = x y
b c y

by regarding the 1 ≃ 1 matrix on the left hand side as a real number.

) *
/  x
Hence, express f (x, y) = 2x2 ↑ 4xy + 5y 2 = x y P , where P ↘ M2 (R).
y
(b) Find an orthogonal matrix Q (i.e. QQT = QT Q = I) such that QT P Q = D, where D is a diagonal matrix.
(c) By using a suitable substitution x = pu + qv and y = ru + sv where p, q, r, s are real constants, express
2x2 ↑ 4xy + 5y 2 = k1 u2 + k2 v 2 where k1 and k2 are some real constants.
Hence, show that if f (x, y) = 2x2 ↑ 4xy + 5y 2 , then f (x, y) ↓ 0 for all x, y ↘ R.

2. Let A ↘ Mn (R) and let v1 , v2 ↘ Rn be two nonzero eigenvectors corresponding to distinct eigenvalues ϱ1 , ϱ2 ,
i.e. Avj = ϱj vj for j = 1, 2.
Show that v1 and v2 are linearly independent.

3. Let φ = {e1 , e2 , e3 } be the standard ordered basis of R3 and let T : R3 ↗ R3 be the linear transformation which
is the reflection along the plane x = y.

(a) Find T (e1 ), T (e2 ) and T (e3 ).

(b) By using the result in (a), write down the matrix representation A of T .
Hence find T (v) if v = 2e1 + 3e2 + 4e3 .

4. Let v1 = 2i + j and v2 = i ↑ j.
Suppose that T : R2 ↗ R3 is a linear transformation such that

T (v1 ) = 3i ↑ 2j + 4k and T (v2 ) = ↑2i + j ↑ k.

(a) Show that φ = {v1 , v2 } is an ordered basis of R2 .

(b) Suppose that ↼ = {i, j, k} be the standard ordered basis of R3 .
Write down the matrix representation [T ]ϑω of T .
Hence, find T (v) if v = (4, 1)ω .
(c) If b = 8i + j, find T (b).

5. Let φ = {i, j} be the standard ordered basis and let ↼ = {v1 = 2i + j, v2 = i ↑ j} be an ordered basis of R2 .

(a) Write down the change of coordinate matrix [Id]ϑω ↘ M2 (R) from φ to ↼.
(b) If w = (4, 3)ϑ , find |w|.

6. Prove that if T : R ↗ R is a linear transformation, then T (x) = kx for some constant k.

7. Let a be a nonzero vector in R3 and let T : R3 ↗ R3 defined by

T (v) = a ≃ v.

(a) Show that T is a linear transformation.

(b) Suppose that a = (a1 , a2 , a3 ). Write down the matrix representation of T (with respect to the standard
ordered basis of R3 ) in terms of a1 , a2 and a3 .

8. Let T : Rn ↗ Rm be a linear transformation.

14
 (a) Let {v1 , v2 , . . . , vk } be a subset of Rn .
Show that if v ↘ span({v1 , v2 , . . . , vk }), then T (v) ↘ span({T (v1 ), T (v2 ), . . . , T (vk )}).
(b) If {v1 , v2 , . . . , vk } is a linearly independent subset of Rn , then V = span({v1 , v2 , . . . , vk }) is said to be a
k-dimensional vector subspace of Rn , the dimension of V is denoted by dim(V ) = k.
Suppose that V = span({v1 , v2 , . . . , vk }) is a k-dimensional subspace of Rn . Show that

T (V ) := {T (v) ↘ Rm : v ↘ Rn }

is a vector subspace of Rm and dim(T (V )) → dim(V ).

9. Let A ↘ Mn (R) and let LA : Rn ↗ Rn be the linear transformation associated by A.

(a) Suppose that A is an orthogonal matrix, i.e. AAT = AT A = I. Prove that

i. LA is length preserving, i.e. |LA (v)| = |v| for all v ↘ Rn ;
ii. Show that LA is angle preserving, i.e. the angle between v and w equals to the angle between LA (v)
and LA (w) for all v, w ↘ Rn .
(b) Suppose that LA is length preserving and angle preserving. Prove that
i. LA preserves the dot porduct, i.e. v · w = LA (v) · LA (w) for all v, w ↘ Rn ;
ii. A is an orthogonal matrix.

15
Chapter 7 Vector Functions and Functions of Several Variables

1. Let ↼ : R ↗ R2 be a curve defined by ↼(t) = (cos 2t ↑ 1, sin 2t + 2).

(a) Write down an equation of ↼ in x and y only. What is ↼?

(b) Find ↼ → (t).

2. Let ↼ : R ↗ R2 be a curve defined by ↼(t) = (4 cos 2t, 9 sin 2t).

(a) Write down an equation of ↼ in x and y only. What is ↼?

(b) Find ↼ → (t).

3. Let a, b ↘ Rn . Parametrize the straight line ↼ which passes through a and b.

4. Without using any software, sketch the graph of the following functions.

(a) f (x, y) = x2 + y 2
(b) f (x, y) = x2 ↑ y 2
(c) f (x, y) = ↑x2 ↑ y 2

For each of the above function, determine whether (0, 0) is a maximum or minimum point.

5. Let f (x, y) = sin(x2 + y 2 ).

(a) Plot the graph of the function f (x, y).

(b) Describe the level set L↓1 (f ), L0 (f ) and L1 (f ).
2
↓y 2
6. Let f (x, y) = e↓x .

(a) Plot the graph of the function f (x, y).

(b) Describe the level set Lc (f ).

7. Suppose that y = f (x1 , x2 , . . . , xn ) is a function from Rn to R.

Let F : Rn+1 ↗ R defined by F (x1 , x2 , . . . , xn , y) = y ↑ f (x1 , x2 , . . . , xn ).
Show that the level set L0 (F ) is exactly the graph of y = f (x1 , x2 , . . . , xn ).

8. Let ↼1 , ↼2 : R ↗ R3 be two di#erentiable curves in R3 . Show that

d
(a) (↼1 (t) · ↼2 (t)) = ↼1→ (t) · ↼2 (t) + ↼1 (t) · ↼2→ (t), where · is the dot product.
dt
d
(b) (↼1 (t) ≃ ↼2 (t)) = ↼1→ (t) ≃ ↼2 (t) + ↼1 (t) ≃ ↼2→ (t), where ≃ is the cross product.
dt

16
 Chapter 8 Partial Derivatives
⇑ ↽f ↽f
1. Let f (x, y) = 2x + 3y ↑ 1. Using the limit definition, find and at (↑2, 3).
↽x ↽y
2. Let f (x, y, z) = xy + yz + zx. Using the limit definition, find the directional derivative of f at the point
u = (1, ↑1, 1) along the direction v = i + 2j + k.

3. Let f : R2 ↗ R2 be a function defined by



 sin(x3 + y 4 )

 if (x, y) ⇒= (0, 0);
x2 + y 2
f (x, y) =



 0 if (x, y) = (0, 0).

↽f ↽f
Find and at (0, 0).
↽x ↽y
4. Let f : R2 ↗ R2 be a function defined by


 x2 ↑ y 2

 xy if (x, y) ⇒= (0, 0);
x2 + y 2
f (x, y) =



 0 if (x, y) = (0, 0).

↽f ↽f
(a) Show that (x, 0) = x for all x ↘ R and (0, y) = ↑y for all y ↘ R.
↽y ↽x
↽2f ↽2f
(b) Show that (0, 0) ⇒= (0, 0).
↽x↽y ↽y↽x
↽f ↽f
5. Find and if
↽x ↽y
y
(a) f (x, y) = tan↓1
x
(b) f (x, y) = exy ln y

6. Find all first partial derivatives if f (x, y, z) = sin↓1 (x2 + y 2 z).

7. Let f (x, y) = x2 ↑ 3xy + 4y + 1.

↽f ↽f
(a) Find f (1, 1), (1, 1) and (1, 1).
↽x ↽y
(b) Hence, find the equation of tangent plane of f (x, y) at the point (1, 1).
↽2f ↽2f ↽2f ↽2f
8. If f (x, y) = x cos y + yex , find all the second-order derivatives, i.e. , , and .
↽x2 ↽y 2 ↽x↽y ↽y↽x
"
9. Let r = x2 + y 2 + z 2 . Find

(a) ⇓(ln r);

(b) ⇓(sin r);
(c) ⇓(er );

⇑ y
10. Let f (x, y) = (f1 (x, y), f2 (x, y)) = ( xy, ).
x
(a) Find the Jacobi matrix Jf (x, y) and evaluate it at the point (x, y) = (2, 8).
(b) By using the linearization of the function f at the point (x, y) = (2, 8), approximate f (1.9, 8.2).
dw
11. Express as a function of t if
dt

17
 (a) w = x2 + 2xy, x = cos 2t, y = sin 3t;
(b) w = ln(xy + yz + zx), x = t2 , y = et , z = cos t;
↽z ↽z
12. Express and as functions of u and v if
↽u ↽v
(a) z = 3e2x ln y, x = ln(u + v), y = uv;
(b) z = xey + yex , x = u + v, y = ln x.

13. If f (u, v, w) is di#erentiable and u = x ↑ y, v = y ↑ z and w = z ↑ x, show that

↽f ↽f ↽f
+ + = 0.
↽x ↽y ↽z

14. A function f (x, y) is said to be a harmonic if it satisfies the Laplace equation

↽2f ↽2f
2
+ 2 = 0.
↽x ↽y

For (x, y) ⇒= (0, 0), f can be regarded as a function of r and ω with r > 0 and 0 → ω < 2ε by

f (r, ω) = f (x(r, ω), y(r, ω)),

where x(r, ω) = r cos ω, y(r, ω) = r sin ω and (r, ω) is called the polar coordinates.

Show that the Laplace equation in polar coordinates can be expressed as

 
1 ↽ ↽f 1 ↽2f
r + 2 2 = 0.
r ↽r ↽r r ↽ω

15. Suppose that w = f (u, v) is a function which satisfies the Laplace equation fuu + fvv = 0.
x2 ↑ y 2
If u = and v = xy, show that w satisfies the Laplace equation wxx + wyy = 0.
2

18
Chapter 9 Taylor Series
Revision

1. Find the Taylor series generated by the following functions at given points and write down your answers in
summation notation.

(a) f (x) = cos x at x = ε/2;

(b) f (x) = ln(1 + x) at x = 0;
(c) f (x) = ex at x = 1.

2. By considering the Taylor series generated by ex and cos x at x = 0, find the Taylor polynomials of degree 3
generated by the following functions at x = 0.

(a) ex cos x;
(b) ecos x ;
ex
(c) .
cos x
⇑
3. (a) Find the Taylor polynomial P2 (x) of degree 2 generated by the function 3 1 + x.
⇑
(b) Hence, approximate 3 1.3 and show that the error of your approximation is less that 2 ≃ 10↓3 .

4. Let f (x) = ln(1 ↑ x) for x < 1.

(a) Find the Taylor series generated by f (x) at x = 0.

(b) Write down the Taylor polynomial T3 (x) of degree 3 generated by f (x) at x = 0 and the Lagrange remainder
E3 (x).
1
(c) Hence, approximate ln 0.9 and show that the error of your approximation is less than .
4 ≃ 94
5. Let f (x) is a polynomial of degree n > 0 and let a ↘ R.

(a) If Pn (x) is the Taylor polynomial of degree n generated by f (x) at x = a, show that f (x) = Pn (x).
(b) Suppose that f (a) = f → (a) = · · · = f (r↓1) (a) = 0 and f (r) (a) ⇒= 0, where 1 → r → n.
Prove that (x ↑ a) is a factor of f (x) with multiplicity r, i.e. f (x) = (x ↑ a)r g(x) for some polynomial g(x)
such that g(x) is not divisible by x ↑ a.
(c) By using the result in (b), factorize x5 ↑ 7x4 + 19x3 ↑ 25x2 + 16x ↑ 4.

6. Find the Taylor polynomial of degree 3 generated by f (x, y) at the point (0, 0) if f (x, y) = e(x+sin 2y) .

7. Find the Taylor polynomial of degree 6 generated by f (x, y) at the point (0, 0) if f (x, y) = ln(1 + x sin y).
1
8. By considering the Taylor series of the function f (x, y) = at the point (0, 0), find
1 + x2 + y 2
!
↽ 4n !! 1
.
↽x2n ↽y 2n !(0,0) 1 + x2 + y 2

9. Let f (x, y) = ex+2y .

 1/2  1/2
(a) Evaluate f (x, y) dx dy.
0 0
(b) i. Find the Taylor polynomial P2 (x, y) of degree 2 generated by f (x, y) at the point (0, 0).
 1/2  1/2
ii. Compute P2 (x, y) dx dy.
0 0
Is it a good approximation of the integral in (a)? Why?

19
Chapter 10 Extreme Values

1. Find all critical point(s) of f and determine whether each critical point is a local minimum, a local maximum
or a saddle point. Furthermore, find the absolute maximum and minimum points of the functions.

(a) f (x, y) = 2x2 ↑ 4x + y 2 ↑ 4y + 1 on the triangle bounded by the lines x = 0, y = 2 and y = 2x in the first
quadrant.
(b) f (x, y) = x2 + xy + y 2 ↑ 6x + 2 on the rectangle bounded by the lines x = 0, x = 5, y = ↑3 and y = 0.
(c) f (x, y) = xy on the region D = {(x, y) : x ↓ 0, y ↓ 0 and x2 + y 2 → 4}.

20
Chapter 11 Lagrange Multipliers

1. (a) Find the absolute maximum and minimum values of the function f (x, y) = xy subject the the constraint

x2 y2
+ = 1.
8 2
⇑ ⇑
(b) In fact, the constraint in part (a) defines an ellipse which can be parametrized as ↼(t) = (2 2 cos t, 2 sin t),
where 0 → t → 2ε.
Therefore, the question in part (a) is equivalent to finding absolute extrema of the single variable function
f (↼(t)) (by abuse of notation, it is simply denoted by f (t)).
Using techniques in single variable calculus to find absolute extrema of f (t) and verify the answer in (a).

2. Find the maximum and minimum values of the function f (x, y, z) = 4x ↑ 7y + 6z subjected to the constraint
g(x, y, z) = x2 + 7y 2 + 12z 2 = 104.

3. Let a1 , a2 , . . . , an > 0.
n
 n

Find the absolute maximum of ai xi subject to the constraint x2i = 1.
i=1 i=1

4. Let n > 1 be a positive integer and 0 → p1 , p2 , . . . , pn → 1.

Find the absolute maximum of the function
n

S(p1 , p2 , . . . , pn ) = ↑ pi ln pi
i=1

subjected to the constraint

n

pi = 1.
i=1

 2 
2  2  2
1 1 1 1
5. Let f (w, x, y, z) = + x+
w+ + y+ + z+ for w, x, y, z > 0.
w x y z
289
Prove that f is bounded below by on the plane w + x + y + z = 16.
4

21
 Chapter 12 Multiple Integrals

1. Evaluate
 1 ≃
1↓x2
(a) (x2 + y 2 ) dy dx;
0 0
 0  0
2
(b) ≃
" dy dx;
↓1 ↓ 1↓x2 1 + x2 + y 2
 ln 2  ⇑(ln 2)2 ↓y2 ⇑
2 2
(c) e x +y dx dy.
0 0

2. Find the volume of the tetrahedron with vertices (0, 0, 0), (1, 0, 0), (0, 2, 0) and (0, 0, 3).
4 3
3. Show that the volume of a sphere centered at the origin with radius r is εr .
3
 1  1  1
2
4. Evaluate 12xzezy dy dx dz.
0 0 x2

 1  ⇑1↓y2  x
5. (x2 + y 2 ) dz dx dy.
↓1 0 0

6. Evaluate 
(2x2 ↑ xy ↑ y 2 ) dx dy,
R
where R is the region in the first quadrant bounded by the lines y = ↑2x + 4, y = ↑2x + 7, y = x ↑ 2 and
y = x + 1.
x2 y 2
7. Find the area of the bounded region with the ellipse + = 1 as boundary. (Hint: Consider the substitution
a 2 b2
x = ar cos ω and y = br sin ω.)

8. Evaluate the area of the region R if R is bounded by

(a) x = 0, y = x3 and y = 8;
⇑
(b) y = 0, y = 2 x and y = 4x ↑ 2.

9. Evaluate f (x, y) dx dy if
R

(a) f (x, y) = x2 + y 2 and R is the triangle with vertices (0, 0), (0, 1) and (1, 0);
(b) f (x, y) = y ↑ 2x2 and R is the region bounded by the square defined by |x| + |y| = 1.

10. Let f (x, y) = ex+2y

 2 2
(a) Evaluate f (x, y) dx dy.
1 1
(b) i. Find the Taylor polynomial P2 (x, y) of degree 2 generated by f (x, y) at the point (0, 0).
 2 2
ii. Compute P2 (x, y) dx dy.
1 1
Is it a good approximation of the integral in (a)? Why?

11. Evaluate
 ↗ ↗
1
(a) dx dy;
0 0 (1 + x2 + y 2 )2
 4  ⇑16↓y2 "
(b) ⇑ 25 ↑ x2 ↑ y 2 dx dy.
0 ↓ 2 16↓y

x
12. Integrate f (x, y) = over the region in the first quadrant bounded by the lines y = x, y = 2x, x = 1 and x = 2
y
by

22
 (a) direct integration;
y
(b) by substitution u = x and v = .
x
13. Evaluate
 4 y/2+1
(a) 2x ↑ y dx dy;
0 y/2
 1  1↓x
⇑
(b) x + y(y ↑ 2x)2 dy dx;
0 0
 2  y

y ≃xy
(c) e dx dy.
1 1/y x
14. Evaluate
 1 ≃ 
1↓x2 1
(a) ≃ ⇑ dz dy dx;
0 ↓ 1↓x2 x2 +y 2
  ≃ 
1 1↓x2 x2 +y 2
(b) ≃ 21xy 2 dz dy dx
0 ↓ 1↓x2 ↓(x2 +y 2 )

15. Find the volume of the solid bounded by the graphs of the functions z = 4 ↑ 4(x2 + y 2 ) and z = (x2 + y 2 )2 ↑ 1.

23