ECON2174 Mathematics for Economists

Problem Set 4 Solution

1. We consider the limit,

f (x + h) − f (x) (x + h)2 − x2
lim = lim
h→0 h h→0 h
x2 + 2xh + h2 − x2
= lim
h→0 h
= lim 2x + h
h→0
= 2x

Since this limit exists, f (x) = x2 is differentiable and the derivative is equal to 2x.

f (0 + h) − f (0)
2. We consider the limit lim . Suppose the limit exists and converges to L.
h→0 h
Then,
f (h) − f (0)
∀ϵ > 0, ∃δ > 0, |h| < δ =⇒ −L <ϵ
h
If h < 0, then we have
2
− −L <ϵ
h
L−ϵ 1 L+ϵ
=⇒ <− <
2 h 2
Using the argument from Problem Set 3 Question 4, this is impossible. Hence, there is a
contradiction. Hence, the limit does not exist and therefore f is not differentiable at x = 0.

3. Note that
||u + v + w|| = ||(u + v) + w||
Treat u + v as a single vector. By triangle inequality, we have

||(u + v) + w|| ≤ ||(u + v)|| + ||w||

By triangle inequality again, we have

||(u + v)|| + ||w|| ≤ ||u|| + ||v|| + ||w||

Combining, we have
||u + v + w|| ≤ ||u|| + ||v|| + ||w||
  
v1
 v2 
4. Suppose v =  . ,
 
 .. 
vn
(a)
p
||−v|| = (−v1 )2 + (−v2 )2 + ... + (−vn )2
p
= (v1 )2 + (v2 )2 + ... + (vn )2
= ||v||

(b)
−v
u−v =
||−v||
−v
=
||v||
= −uv
 
v1
 v2 
5. Suppose v =  . ,
 
 .. 
vn
(a)      
v1 (−1)v1 −v1
 v2   (−1)v2   −v2 
(−1) · v = −1 ·  .  =  .  =  .  = −v
     
. .
.  .   .  .
vn (−1)vn −vn
(b)    
v1 (λ + µ)v1
 v2   (λ + µ)v2 
(λ + µ) · v = (λ + µ) ·  .  = 
   
. .. 
.  . 
vn (λ + µ)vn
Using the distributive rule for scalar multiplication,
   
(λ + µ)v1 λv1 + µv1
 (λ + µ)v2   λv2 + µv2 
=
   
 .. .. 
 .   . 
(λ + µ)vn λvn + µvn

We then separate it into sum of two vectors,

     
λv1 + µv1 λv1 µv1
 λv2 + µv2   λv2   µv2 
 =  ..  +  ..  = λ · v + µ · v
     
 ..
 .   .   . 
λvn + µvn λvn µvn

2
 Hence,
(λ + µ) · v + λ · v + µ · v

6. Note that v · u = ||v||||u|| cos θ, where θ is the angle between two vectors.

v · uv = ||v||||uv || cos θ = ||v|| cos θ

Since uv is the unit vector of v, we have θ = 0. Hence, ||v|| cos θ = ||v|| cos 0 = ||v||.
For any other u ∈ U , we still have

v · u = ||v||||u|| cos θ = ||v|| cos θ

However, we have θ now in [0, π]. Note that −1 ≤ cos θ ≤ 1, Hence,

v · u = ||v|| cos θ ≤ ||v|| = v · uv

7.
    
2 0 2 2 (2)(2) + (0)(4) + (2)(2)
2 1 0 4 = (2)(2) + (1)(4) + (0)(2)
1 4 0 2 (1)(2) + (4)(4) + (0)(2)
 
8
= 8

18

     
a11 a12 ... a1n b11 b12 . . . b1n v1
 a21 a22 ... a2n   b21 b22 . . . b2n   v2 
    
8. Suppose A =  . , B = and v = . ,

.. .. .. . .. .. ..
 ..  ..  .. 
   
. . .  . . . 
am1 am2 . . . amn bm1 bm2 . . . bmn vn

3
(a)
     
a11 a12 ... a1n b11 b12 ... b1n v1
 a21 a22 ... a2n   b21 b22 ... b2n    v2 
(A + B)v =  . ..  +  ..
     
.. .. .. .. ..   .. 
 .. . . .   . . . .   . 
am1 am2 . . . amn bm1 bm2 . . . bmn vn
  
a11 + b11 a12 + b12 . . . a1n + b1n v1
 a21 + b21 a 22 + b22 . . . a2n + b2n   v2 
=
  
.. .. .. ..   .. 
 . . . .  . 
am1 + bm1 am2 + bm2 . . . amn + bmn vn
 
(a11 + b11 )v1 + (a12 + b12 )v2 + · · · + (a1n + b1n )vn
 (a21 + b21 )v1 + (a22 + b22 )v2 + · · · + (a2n + b2n )vn 
=
 
.. 
 . 
(am1 + bm1 )v1 + (am2 + bm2 )v2 + · · · + (amn + bmn )vn
   
a11 v1 + a12 v2 + · · · + a1n vn b11 v1 + b12 v2 + · · · + b1n vn
 a21 v1 + a22 v2 + · · · + a2n vn   b21 v1 + b22 v2 + · · · + b2n vn 
= +
   
.. .. 
 .   . 
am1 v1 + am2 v2 + · · · + amn vn bm1 v1 + bm2 v2 + · · · + bmn vn
     
a11 a12 . . . a1n v1 b11 b12 . . . b1n v1
 a21 a22 . . . a2n   v2   b21 b22 . . . b2n   v2 
= . ..   ..  +  ..
     
.. .. .. .. ..   .. 
 .. . . .   .   . . . .  . 
am1 am2 . . . amn vn bm1 bm2 . . . bmn vn
= Av + Bv
(b)
  
a11 a12 ... a1n v1
 a21 a22 ... a2n   v2 
 
(λ · A)v = λ ·  .
 
.. .. ..   .. 
 .. . . .  . 
am1 am2 . . . amn vn
  
λa11 λa12 . . . λa1n v1
 λa21 λa22 . . . λa2n   v2 
= .
  
.. .. ..   .. 
 .. . . .  . 
λam1 λam2 . . . λamn vn
 
λa11 v1 + λa12 v2 + · · · + λa1n vn
 λa21 v1 + λa22 v2 + · · · + λa2n vn 
=
 
.. 
 . 
λam1 v1 + λam2 v2 + · · · + λamn vn
  
a11 a12 . . . a1n λv1
 a21 a22 . . . a2n   λv2 
= .
  
. .. . . ..   .. 
 . . . .  . 
am1 am2 . . . amn λvn
= A(λ · v)