Numerical Linear Algebra - Assignment 1 | MATH 477, Assignments of Linear Algebra

Material Type: Assignment; Class: Numerical Linear Algebra; Subject: Mathematics; University: Illinois Institute of Technology; Term: Unknown 2006;

Typology: Assignments

Pre 2010

Uploaded on 08/18/2009

koofers-user-w5k
koofers-user-w5k 🇺🇸

10 documents

1 / 2

Toggle sidebar

This page cannot be seen from the preview

Don't miss anything!

bg1
Math 477 Homework Assignment 1, due Sept.14, 2006
1. Let Bbe a 4 ×4 matrix to which we apply the following operations:
(i) double column 1,
(ii) halve row 3,
(iii) add row 3 to row 1,
(iv) interchange columns 1 and 4,
(v) subtract row 2 from each of the other rows,
(vi) replace column 4 by column 3,
(vii) delete column 1 (so that the column dimension is reduced by 1).
(a) Write the result as a product of eight matrices.
(b) Write it again as a product ABC (same B) of three matrices.
2. The Pythagorean theorem asserts that for a set of northogonal vectors {xi},
n
X
i=1
xi
2
=
n
X
i=1 kxik2.
(a) Prove this in the case n= 2 by an explicit computation of kx1+x2k2.
(b) Show that this computation also establishes the general case, by induction.
3. Let ACm×mbe Hermitian. An eigenvector of Ais a nonzero vector xCmsuch that Ax=λx
for some λC, the corresponding eigenvalue.
(a) Prove that all eigenvalues of Aare real.
(b) Prove that if xand yare eigenvectors corresponding to distinct eigenvalues, then xand y
are orthogonal.
4. What can be said about the eigenvalues of a unitary matrix?
5. Read Section 1.4 in the classnotes (Sections 2.1 and 2.2 in Kincaid/Cheney or Lecture 13 in
Trefethen/Bau contain similar information).
6. If 1
10 is correctly rounded to the normalized binary number (1.a1a2. . . a23)2×2m, what is the
roundoff error? What is the relative roundoff error?
7. Give examples of real numbers xand yfor which fl(xy)6=f l(fl(x)f l(y)). Illustrate all
four arithmetic operations using a machine with five decimal digits.
8. Consider the function f(x) = xsin x. Since xsinxfor small values of x, evaluation of f
for such xinvolves a loss of significance. This loss of significance can be avoided by using the
Taylor series expansion of sin x. By using the error term of the Taylor expansion, show that at
least seven terms are required if the error is not to exceed 109.
9. Use Theorem 1.13 in the notes to estimate how many bits of precision are lost in a computer
when we carry out the subtraction xsin xfor x=1
2?
pf2

Partial preview of the text

Download Numerical Linear Algebra - Assignment 1 | MATH 477 and more Assignments Linear Algebra in PDF only on Docsity!

Math 477 — Homework Assignment 1, due Sept.14, 2006

  1. Let B be a 4 × 4 matrix to which we apply the following operations:

(i) double column 1, (ii) halve row 3, (iii) add row 3 to row 1, (iv) interchange columns 1 and 4, (v) subtract row 2 from each of the other rows, (vi) replace column 4 by column 3, (vii) delete column 1 (so that the column dimension is reduced by 1). (a) Write the result as a product of eight matrices. (b) Write it again as a product ABC (same B) of three matrices.

  1. The Pythagorean theorem asserts that for a set of n orthogonal vectors {xi}, ∥∥ ∥∥ ∥

∑^ n i=

xi

2

∑^ n i=

‖xi‖^2.

(a) Prove this in the case n = 2 by an explicit computation of ‖x 1 + x 2 ‖^2. (b) Show that this computation also establishes the general case, by induction.

  1. Let A ∈ Cm×m^ be Hermitian. An eigenvector of A is a nonzero vector x ∈ Cm^ such that Ax = λx for some λ ∈ C, the corresponding eigenvalue. (a) Prove that all eigenvalues of A are real. (b) Prove that if x and y are eigenvectors corresponding to distinct eigenvalues, then x and y are orthogonal.
  2. What can be said about the eigenvalues of a unitary matrix?
  3. Read Section 1.4 in the classnotes (Sections 2.1 and 2.2 in Kincaid/Cheney or Lecture 13 in Trefethen/Bau contain similar information).
  4. If 101 is correctly rounded to the normalized binary number (1.a 1 a 2... a 23 ) 2 × 2 m, what is the roundoff error? What is the relative roundoff error?
  5. Give examples of real numbers x and y for which f l(x y) 6 = f l(f l(x) f l(y)). Illustrate all four arithmetic operations using a machine with five decimal digits.
  6. Consider the function f (x) = x − sin x. Since x ≈ sin x for small values of x, evaluation of f for such x involves a loss of significance. This loss of significance can be avoided by using the Taylor series expansion of sin x. By using the error term of the Taylor expansion, show that at least seven terms are required if the error is not to exceed 10−^9.
  7. Use Theorem 1.13 in the notes to estimate how many bits of precision are lost in a computer when we carry out the subtraction x − sin x for x = 12?
  1. In solving the quadratic equation ax^2 + bx + c = 0 by use of the formula

x = −b^ ±

b^2 − 4 ac 2 a there is a loss of significance when 4ac is small relative to b^2 because then √ b^2 − 4 ac ≈ |b|. Suggest a method to circumvent this difficulty.