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Material Type: Exam; Class: LINR ALG & NUM ANLY; Subject: Applied Mathematics; University: University of Washington - Seattle; Term: Summer 2008;
Typology: Exams
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If you have any questions, feel free to email me. I won’t say much about mathematical issues, but if you run into any Matlab errors you can’t figure out, I’ll be happy to help. Good luck!
Problem 1. Find matrix representations for the following two transforma- tions, which perform Gaussian operations on an r × r matrix A:
Problem 2. Let L be an r × r unit lower triangular matrix, in which only one column has nonzero elements below the diagonal. For example, if this column is the third, then L looks like this:
Lr− 1 , 3 1 Lr, 3 1
A matrix of this form can be inverted in an especially simple fashion.
Describe how to find L−^1 , and explain in detail why your method works.
Problem 3. Let Q be a 5 × 5 matrix with orthonormal columns. Prove that if x is any 5 × 1 column vector, then ‖Qx‖ = ‖x‖.
Note: It’s probably easiest to work with the square of the length, i.e. show that ‖Qx‖^2 = ‖x‖^2. This just saves you from dealing with square roots.
Problem 4. If a matrix A has linearly independent columns, then it’s possible to factorize A = QL, where Q has orthonormal columns and L is lower triangular.
Write a program called myQL.m that takes a matrix A as input, and returns the two factors Q and L.
Write a program called trisolve.m that solves a tridiagonal system Ax = b as follows:
You may assume that the system is solvable, and that no row-swapping is needed. (This is true if, for example, A is diagonally dominant, meaning that the diagonal element in each row has larger magnitude than the sum of magnitudes of all other elements in the row.)