Past exam of the mathematics course of the University of Cambridge / 2016 / ia / Paper 1

The quadratic formula givesso both roots of a polynomial have real part $-b/2$. Writing $z=x+iy$, the complex exponential function satisfies $e^z=e^x(\cos y+i\sin y)$, and hence its modulus is $e^x$. ThereforeIntersecting this condition with the allowed parameter interval gives the answer for either root:The endpoint $b=2$ is included: the repeated root of a polynomial is $z=-1$, whose exponential has modulus $e^{-1}<1$.

Write the complex number as $z=x+iy$. Since $iz=-y+ix$, the modulus of the complex exponential givesThis equals one precisely when $y=0$. The quadratic formula shows that the imaginary part of either root is $\pm \sqrt{4-b^2}/2$. Consequently the roots are real exactly at the two endpoints:Both endpoints satisfy the condition. The repeated roots are respectively $1$ and $-1$; their multiples by $i$ have exponentials on the unit circle.

Using the exponential definition of the hyperbolic cosine and the complex exponential function,ThusFor real $x$, the hyperbolic sine vanishes only at $x=0$. Also $|y|\le 1<\pi$, so the only zero of sine available to $y$ is $y=0$. The product therefore vanishes exactly when $b=0$ or $4-b^2=0$:There are three possible parameter values. At $b=0$ the roots are $\pm i$ and $\cosh (\pm i)=\cos 1$ is real; at $b=\pm 2$ the roots themselves are real.

A counterclockwise planar rotation matrix has the formTo recover this form from preservation of the Euclidean norm, let $\mathbf{u},\mathbf{v}$ be the columns of $R$. Applying the norm condition to the two coordinate unit vectors gives $|\mathbf{u}|=|\mathbf{v}|=1$. Applying it to their sum givesso $\mathbf{u}\cdot \mathbf{v}=0$. The columns are an orthonormal basis, and $R^{T}R=I$: $R$ is an orthogonal matrix.

Write $\mathbf{u}=(\cos \theta ,\sin \theta {)}^T$. There are two perpendicular unit vectors available for $\mathbf{v}$, namely $\pm (-\sin \theta ,\cos \theta {)}^T$. The first gives determinant $1$, the second $-1$. The positive determinant hypothesis selects the first. A norm-preserving planar map with positive determinant is a rotation.

For the commutation condition, writeDirect matrix multiplication givesEquality forces $c=-b$ and $d=a$, so, with $u=a$ and $v=-b$,If $u=v=0$, take $\lambda =0$ and $R=I$. Otherwise set $\lambda =\sqrt{u^2+v^2}>0$ and choose $\cos \theta =u/\lambda$, $\sin \theta =v/\lambda$. ThenThis describes the centralizer of a planar quarter-turn. Its nonzero elements act as a rotation followed by a uniform scaling, just as multiplication by a nonzero complex number does.

A sequence $(x_n)$ is a convergent sequence with limit $x$ ifThe index $N$ may depend on $\epsilon$, but must work for every later term.

Fix $\epsilon >0$. Choose $N$ such that $|x_i-x|<\epsilon /2$ for $i\ge N$, and putThis is a fixed finite number. For $n\ge N$, the triangle inequality givesChoose $n$ sufficiently large that $C/n<\epsilon /2$ as well. The error is then less than $\epsilon$, provingTaking successive arithmetic averages preserves the limit. This is the Cesaro theorem for convergent sequences: any troublesome initial terms contribute only a fixed numerator divided by $n$.

Every counted point has integer coordinates and lies in the square $[-n,n{]}^2$, while the origin is always counted. HenceNo precise circle-area estimate is needed; this elementary bound controls the growth of the power series coefficients.

The comparison test for series states that if $0\le u_n\le v_n$, convergence of $\sum v_n$ implies convergence of $\sum u_n$. Equivalently, divergence of the smaller nonnegative series forces divergence of the larger one.

For $|z|=r<1$,For $0<r<1$, the ratio of successive terms on the right tends to $r<1$, so the ratio test and the comparison test for series show absolute convergence. The case $r=0$ is immediate.

If $|z|\ge 1$, then $|a_n{z}^n|\ge 1$, so the terms do not tend to zero. The term test for divergence therefore rules out convergence, including every point on the boundary $|z|=1$. Thus the radius of convergence isThe series converges exactly in the open unit disc. This is an example of polynomial coefficient growth with unit power-series radius: the lattice-count bound is polynomial rather than exponential.

Use suffix notation with indices ranging from $1$ to $3$, and sum over repeated indices. By the component definitions of the dot product and cross product,The Levi-Civita symbol is unchanged by a cyclic permutation of its three indices: the cycle is two transpositions and hence has positive sign. Thus ${ϵ}_{ijk}={ϵ}_{kij}$. Commuting the scalar components givesTherefore the scalar triple product obeysCyclically moving the vectors preserves the scalar triple product; interchanging just two reverses its sign.

The two displacement vectors $\mathbf{b}-\mathbf{a}$ and $\mathbf{c}-\mathbf{a}$ lie in the required plane. Because the three points are non-collinear, their cross productis nonzero and is a normal vector to that plane. A point with position vector $\mathbf{r}$ lies in the plane exactly whenExpanding the cross product givesThe terms $\mathbf{a}\cdot (\mathbf{a}\times \mathbf{b})$ and $\mathbf{a}\cdot (\mathbf{c}\times \mathbf{a})$ vanish, so the equation of a plane through three points becomesNon-collinearity is important: it ensures this is a genuine plane equation with nonzero normal, rather than the vacuous equality $0=0$.

For the specified coordinates,Their sum is $(3,3,6)$, with Euclidean norm $3\sqrt{6}$. Consequently either orientation of the unit normal is valid:As a check, the scalar triple product is $12$, so the plane equation simplifies to $x+y+2z=4$, which all three supplied points satisfy. The normal direction is $(1,1,2)$.

The chosen unit normal points toward the plane from the origin, so the plane equation isTo locate the circle centre, project $\mathbf{p}$ onto this plane. PutThen $\mathbf{n}\cdot \mathbf{h}=d$, so $\mathbf{h}$ lies in the plane. For any other point $\mathbf{r}$ of the plane, $\mathbf{r}-\mathbf{h}$ is perpendicular to $\mathbf{n}$. The Pythagorean theorem therefore givesRestricting the sphere equation to the plane consequently gives a circle centred at $\mathbf{h}$. Thus $\mathbf{m}=\mathbf{h}$, proving that the displacement of its centre is purely normal:The same Pythagorean theorem gives $q^2={\rho }^2+{\gamma }^2$, and henceThe sign of $\gamma$ is fixed by which side of the plane contains $\mathbf{p}$; $q$ and $\rho$ alone determine only its magnitude. Substituting the signed offset yields the sphere-plane intersection radiusA genuine circle requires $|d-\mathbf{n}\cdot \mathbf{p}|<q$; equality gives tangency and $\rho =0$, while a larger distance gives no intersection. The signed distance from a point to a plane in the direction $\mathbf{n}$ is $\mathbf{n}\cdot \mathbf{p}-d=-\gamma$; the ordinary distance from a point to a plane is its absolute value.

For the reality of the eigenvalues, one may initially allow a nonzero complex eigenvector $\mathbf{v}$ with $M\mathbf{v}=\lambda \mathbf{v}$. Since $M$ is real symmetric, it is a Hermitian matrix, andis real: the numerator equals its own complex conjugate and the denominator is positive. Once $\lambda$ is real, a nonzero real or imaginary part of $\mathbf{v}$ supplies a real eigenvector. We work with the real unit eigenvectors of the problem.

For two such eigenvectors, symmetry givesDistinct eigenvalues therefore give zero dot product. Together with the prescribed unit lengths,These $n$ vectors form an orthonormal basis of ${\mathbb{R}}^n$.

Expand a real unit vector as $\mathbf{x}={\sum }_a{c}_a{\mathbf{e}}_a$. Then ${\sum }_a{c}_a^2=1$, and its Rayleigh quotient isMoreover,Every coefficient on the right is strictly positive, so equality forces $c_a=0$ for $a\ge 2$. Equality occurs precisely along the top eigendirection:

To obtain a unit vector in $S$ using just ${\mathbf{e}}_1,{\mathbf{e}}_2$, let $u=({\mathbf{e}}_1{)}_1$ and $v=({\mathbf{e}}_2{)}_1$ denote their first coordinates. If $u^2+v^2>0$, takeThen ${\alpha }_{1}u+{\alpha }_{2}v=0$ and ${\alpha }_1^2+{\alpha }_2^2=1$. Hence ${\alpha }_1{\mathbf{e}}_1+{\alpha }_2{\mathbf{e}}_2$ has first coordinate zero and unit length. If $u=v=0$, simply take ${\alpha }_1=1,{\alpha }_2=0$. In either case the Rayleigh quotient of the constructed vector isThe continuous quadratic form attains its maximum on the compact space $S$, so

For $\mathbf{x}=(0,\mathbf{y}{)}^T$, deletion of the first row and column gives ${\mathbf{x}}^{T}M\mathbf{x}={\mathbf{y}}^{T}A\mathbf{y}$, while $|\mathbf{x}|=|\mathbf{y}|$. The spectral theorem for real symmetric matrices applied to $A$ identifies its largest eigenvalue with this maximum:Combining the upper bound for every unit vector with the constructed lower bound provesThis is largest-eigenvalue interlacing for a principal submatrix: restricting a quadratic form to a coordinate hyperplane cannot exceed its old maximum, but leaves some direction in the span of the top two eigenvectors.

A matrix is a diagonalizable matrix if there is an invertible matrix $P$ for which $P^{-1}MP$ is diagonal. Its columns then form a basis of eigenvectors, and the diagonal entries are their corresponding eigenvalues.

Here the given eigenvectors form an orthonormal basis. Put them into the columns of $Q$:Define $\Lambda =Q^{T}MQ$. Its entries areThis proves the claimed diagonalization of a matrix, rather than merely guessing it:The trace follows directly from this factorization:because each column of $Q$ has unit length. Trace is the sum of the eigenvalues, with multiplicity.

For the particular matrix, $(M^2{)}_{ij}={\sum }_k{M}_{ik}{M}_{kj}$. If $i=j$, every $k\ne i$ contributes one and $k=i$ contributes zero. If $i\ne j$, precisely $k=i$ and $k=j$ contribute zero; the other $n-2$ terms contribute one. ThusApplying this identity to a nonzero eigenvector givesEvery eigenvalue is therefore $n-1$ or $-1$.

If $r$ is the multiplicity of $n-1$, the trace formula for a diagonalizable matrix and the zero diagonal giveso $r=1$. Up to ordering, the required diagonal form isFor $n=1$ this means just $(0)$. For $n\ge 2$, the eigendirections are also transparent: the all-ones vector has eigenvalue $n-1$, and the $(n-1)$-dimensional subspace whose coordinate sum is zero has eigenvalue $-1$, since $(M\mathbf{x}{)}_i={\sum }_j{x}_j-x_i$. The spectrum consists of one collective mode and $n-1$ zero-sum modes.

Adding the three equations for $s,t$ gives the necessary solvability condition $a+b+c=3$. Conversely, subtraction of the first two and use of the third forceIf $a+b+c=3$, these values also satisfy the first two equations: for example,The analogous calculation gives $1-s+t=b$. Thus existence and uniqueness hold exactly under the stated compatibility condition:

For the three-variable system the matrix and data vector arePerform Gaussian elimination on the augmented matrix. The operations $R_2\leftarrow 5R_2-2R_1$ and $R_3\leftarrow 5R_3+R_1$ giveEach operation is an invertible row scaling followed by a row addition, so the solution set is preserved. Next $R_3\leftarrow 7R_3+R_2$ givesBack substitution now yieldsand thenAll three pivots are nonzero. Thus the solution exists uniquely for every $s,t$, the matrix rank is $3$, and the kernel of a linear map represented by $A$ is $\{0\}$. The general rank-nullity theorem for a matrix with $m$ columns ishere $m=3$.

Finally, reverse the viewpoint and regard $x,y,z$ as prescribed. The necessary and sufficient condition already proved applies with $a=5x+2y-z$, $b=2x+5y-z$, $c=-x-y+8z$. Their sum is $6(x+y+z)$. Consequently $s,t$ can be recovered exactly whenWhen this holds, their unique values are $s=\frac{3}{2}(x-y)$ and $t=\frac{1}{2}(1+x+y-8z)$. The allowable triples form an affine plane, not all of ${\mathbb{R}}^3$.

A complex square matrix $U$ is a unitary matrix when $U^{†}U=I$, equivalently $U^{-1}=U^{†}$. Here $†$ denotes the adjoint matrix, the conjugate transpose. Such a matrix preserves the standard complex inner product and its Euclidean norm.

A real symmetric matrix $A$ is a Hermitian matrix, so $A^{†}=A$. For arbitrary complex $\mathbf{x}$,The imaginary cross terms cancel because $A$ is Hermitian. Reversing the signs gives the same identity:In particular, $(A+iI)\mathbf{x}=0$ implies $|\mathbf{x}{|}^2=0$, so $A+iI$ has zero kernel of a linear map. It is a square matrix, and the rank-nullity theorem therefore makes it invertible. The same argument proves invertibility of $A-iI$.

The proposed matrixis consequently well-defined. For any $\mathbf{y}$, put $\mathbf{x}=(A+iI{)}^{-1}\mathbf{y}$. The two norm identities show directly thatTo verify the unitary matrix identity explicitly, take adjoints:The two shifts commute, because both are polynomials in $A$. HenceThusThe imaginary shifts are invertible, and their equal norm changes cancel in the quotient. This is the Cayley transform of a Hermitian matrix in the $(A-iI)(A+iI{)}^{-1}$ convention.

The Bolzano-Weierstrass theorem states that every bounded sequence of real numbers has a convergent subsequence. We first use it to show that a continuous function on $[a,b]$ is bounded above. Otherwise, choose $x_n\in [a,b]$ with $f(x_n)>n$. A convergent subsequence $x_{n_k}\to c$ exists, with $c\in [a,b]$ because the interval is closed. Continuity would give $f(x_{n_k})\to f(c)$, contradicting $f(x_{n_k})>n_k\to \infty$.

Let $L=\sup \{f(x):x\in [a,b]\}$, which is finite. By the definition of supremum, there are $y_n\in [a,b]$ with $L-1/n<f(y_n)\le L$. Another application of the Bolzano-Weierstrass theorem gives a subsequence $y_{n_k}\to c\in [a,b]$. By continuity,Thus the supremum is actually attained:This proves the maximum part of the extreme value theorem from sequential compactness rather than assuming it.

Now suppose $f^{\prime \prime }<0$ on $\mathbb{R}$. Applying the mean value theorem to $f^{\prime }$ shows that $f^{\prime }$ is strictly decreasing. At a local maximum of a differentiable function, the left difference quotients are nonnegative and the right difference quotients are nonpositive; existence of the derivative forces $f^{\prime }=0$. A strictly decreasing function has at most one zero. ThereforeIf that zero exists, $f^{\prime }$ is positive to its left and negative to its right, so the local maximum is also a global maximum.

For the uniform bound by $K<0$, defineIts derivative is $h^{\prime }(x)=f^{\prime \prime }(x)-K<0$, so $h$ is strictly decreasing by the mean value theorem. Comparing with $h(0)=f^{\prime }(0)$ givesBecause $K<0$, this makes $f^{\prime }$ negative at sufficiently large positive $x$ and positive at sufficiently large negative $x$. The function $f^{\prime }$ is continuous, since it is differentiable; the intermediate value theorem supplies a zero $c$ between such points. Its strict decrease makes this zero unique. Again using the mean value theorem for $f$, the derivative signs imply that $f$ increases up to $c$ and decreases after $c$:This illustrates uniform negative curvature and global maximization.

Merely requiring $f^{\prime \prime }<0$ does not force existence. TakeThen $f^{\prime }(x)=e^{-x}>0$ and $f^{\prime \prime }(x)=-e^{-x}<0$, but $f$ is strictly increasing, approaches $0$ as $x\to +\infty$, and never equals $0$. The answer to the final question is no, even for a function bounded above:The stronger uniform curvature assumption prevents this behaviour. Here $f^{\prime \prime }(x)\to 0$ at the end where the supremum is approached, so no uniform negative bound of that kind is available.

The Rolle theorem states that if a real function is continuous on $[u,v]$, differentiable on $(u,v)$, and has equal endpoint values, then its derivative vanishes somewhere in $(u,v)$. Order the $k$ distinct real roots as $r_1<\cdots <r_k$. The theorem gives a root of $f^{\prime }$ in each interval $(r_j,r_{j+1})$. These intervals are disjoint, so the obtained roots are distinct:

We prove the requested bound for positive roots of a polynomial by mathematical induction on the number of nonzero terms. In fact, the proof also works with roots counted according to their multiplicity. Write $V(p)$ for the number of sign changes and $N_{+}(p)$ for the positive-root count.

A one-term polynomial $a_1{x}^{d_1}$ has no positive roots and no sign changes. For the induction step, factor out the smallest power of $x$:For $x>0$ this factor is nonzero, so $N_{+}(q)=N_{+}(p)$, including multiplicities, and $V(q)=V(p)$. Differentiation removes exactly the constant term:The exponents remain strictly increasing, and the positive multipliers $e_j$ do not change coefficient signs. The induction hypothesis therefore gives

First suppose $a_1{a}_2<0$. Removing $a_1$ removes exactly one sign change, so $V(q)=V(q^{\prime })+1$. If $q$ has positive roots $r_1<\cdots <r_k$ of multiplicities $m_1,\dots ,m_k$, its derivative has multiplicity $m_j-1$ at $r_j$ and, by the Rolle theorem, an additional root between each pair. Thus the Rolle root count with multiplicities giveswhen there is a positive root. ConsequentlyIf there is no positive root, the desired bound is automatic.

Now suppose $a_1{a}_2>0$, so $V(q)=V(q^{\prime })$. Again the zero-root case is immediate. Otherwise, multiplying $q$ by $-1$ if necessary lets us assume $a_1>0$ and $a_2>0$ without changing roots or sign changes. For sufficiently small $x>0$,since $q(0)=a_1$ and the lowest-power term of $q^{\prime }$ has positive coefficient. Choose such a point $u$ before the first positive root $r_1$. The mean value theorem on $[u,r_1]$ gives a point $v\in (u,r_1)$ withBut $q^{\prime }(u)>0$. The intermediate value theorem applied to the polynomial $q^{\prime }$ therefore gives an extra root in $(u,v)$, before $r_1$. It is distinct from the roots at $r_j$ and those between consecutive roots. HenceBoth sign cases complete the induction:An initial sign change allows one extra positive root; without that sign change, the derivative must already turn before the first positive root. This is the upper-bound part of the Descartes rule of signs. The multiplicity claim used above follows by differentiating $q(x)=(x-r{)}^{m}h(x)$ with $h(r)\ne 0$: the derivative has a factor $(x-r{)}^{m-1}$ and its remaining factor is nonzero at $r$.

The two preliminary sequence limit laws follow directly from the triangle inequality. For the sum, choose indices so that $|x_n-x|<\epsilon /2$ and $|y_n-y|<\epsilon /2$ beyond their respective cutoffs. Beyond the larger cutoff,Thus

For the reciprocal, convergence to nonzero $x$ gives $|x_n-x|<|x|/2$ eventually. The reverse triangle inequality then gives $|x_n|\ge |x|/2$, and consequentlyChoosing the eventual error smaller than both $|x|/2$ and $\epsilon |x{|}^2/2$ provesThe nonzero limit gives the denominator a positive lower bound; nonzero individual terms alone would not do so. The assumption $x_n\ne 0$ ensures the reciprocal sequence is defined even before this eventual bound applies.

Use rationalization of a square-root difference to avoid subtracting two large, nearly equal quantities:Since $1/n\to 0$ and the square root is continuous at $1$, the denominator tends to $2$. The reciprocal limit law established above is applicable because this limit is nonzero. HenceThe limit is one half; rationalization exposes the finite difference hidden by cancellation.

Rationalize the numerator of the summand:For every $n\ge 1$ we have $\sqrt{1+1/n}\le \sqrt{2}$, and thereforeThe harmonic series diverges, so the comparison test for series makes the given positive-term series diverge as well:For completeness, divergence of the harmonic series follows by grouping the terms with $2^k<n\le 2^{k+1}$: each such block contributes at least $2^k/2^{k+1}=1/2$. The same rationalization also shows that $n$ times the summand tends to $1/2$. The summands tend to zero, but their harmonic-size tail prevents convergence.

The stated bound is Lipschitz continuity with constant $1$. For every $x$ and every $\epsilon >0$, taking $\delta =\epsilon$ ensures $|f(x)-f(y)|<\epsilon$ whenever $|x-y|<\delta$. The same $\delta$ works at every point, so $f$ is both continuous and uniformly continuous.

For an integer $N\ge 1$, partition $[0,1]$ into $N$ equal intervals and define a step functionAt the remaining endpoint set $g_N(1)=f((N-1)/N)$, so the final interval may be taken closed on the right. The Lipschitz bound givesChoosing $N\ge 1/\epsilon$ proves the requested uniform step approximation on a compact interval:A sufficiently fine partition gives a piecewise constant approximation uniformly over the whole interval.

The continuous function $f$ and every finite step function $g_N$ are Riemann integrable. Put $c_j=f(j/N)$. Integrating each constant piece explicitly givesSince the sine differences have absolute value at most $2$, the triangle inequality and uniform approximation giveTo prove convergence, fix $\epsilon >0$ and first choose $N$ with $1/N<\epsilon /2$. With this $N$ held fixed, the finite number ${\sum }_j|c_j|$ is independent of $n$, so the second term is also less than $\epsilon /2$ for sufficiently large $n$. ThereforeFirst make the approximation error small, then let the oscillation frequency grow. This is the step-function proof of the Riemann-Lebesgue lemma; it does not require assuming that a Lipschitz function has an everywhere-defined derivative.