Sample Problems for Exam 1 - Numerical Analysis I | MATH 464, Exams of Mathematical Methods for Numerical Analysis and Optimization

Material Type: Exam; Professor: Morrow; Class: NUMERICAL ANLYS I; Subject: Mathematics; University: University of Washington - Seattle; Term: Autumn 2008;

Typology: Exams

Pre 2010

Uploaded on 03/11/2009

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Sample Problems
Math 464
The test (on Friday, October 31 (Halloween)) will be closed book. One notebook-size page of notes
will be allowed on the test. You should give any numerical answers in the form of a rational number or
a simple expression involving radicals. Scientific calculators in which no formulas or text has been stored
will be allowed.
1. In using Newton’s method to find a root of an equation f(x) = 0, with initial guess x0= 3, we
compute f(x0) = 1, and find that x1= 5. What is f0(x0)?
2. Let abe a fixed number and suppose that 0, < 1 is also a fixed number, Show that the equation
a=xsin xhas a unique solution and it can be found by fixed point iteration of an appropriate
function with any starting value.
3. The following formula is used to compute a function f:
f(x) = x1x2
Suggest a more accurate way to compute the same function.
4. Each of the following iterations may converge. If the iteration does converge it will be to a root of a
polynomial p(x). In all three cases the convergence will be to some root of the same polynomial.
xk+1 =x2
k2xk+ 2 (1)
xk+1 =xkx2
k3xk+ 2
2xk3(2)
xk+1 =x2
k+ 4xk2 (3)
a) What is p(x)? What are its roots?
b) One of the iterations will converge to either of the two roots of p(x) if the initial guess is
sufficiently close. Each of the others will converge to one root, but can’t possibly converge
to the other unless the initial guess is exactly equal to the root. Which is which? Give a
justification for your answer.
5. a) Find the P A =LU factorization of
122
4 8 16
212
by using Gaussian elimination and pivoting. Lshould have 1’s on the main diagonal.
1
pf2

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Sample Problems

Math 464

The test (on Friday, October 31 (Halloween)) will be closed book. One notebook-size page of notes will be allowed on the test. You should give any numerical answers in the form of a rational number or a simple expression involving radicals. Scientific calculators in which no formulas or text has been stored will be allowed.

  1. In using Newton’s method to find a root of an equation f (x) = 0, with initial guess x 0 = 3, we compute f (x 0 ) = 1, and find that x 1 = 5. What is f ′(x 0 )?
  2. Let a be a fixed number and suppose that 0,  < 1 is also a fixed number, Show that the equation a = x −  sin x has a unique solution and it can be found by fixed point iteration of an appropriate function with any starting value.
  3. The following formula is used to compute a function f :

f (x) =

x − 1 −

x − 2

Suggest a more accurate way to compute the same function.

  1. Each of the following iterations may converge. If the iteration does converge it will be to a root of a polynomial p(x). In all three cases the convergence will be to some root of the same polynomial.

xk+1 = x^2 k − 2 xk + 2 (1)

xk+1 = xk −

x^2 k − 3 xk + 2 2 xk − 3

xk+1 = −x^2 k + 4xk − 2 (3)

a) What is p(x)? What are its roots? b) One of the iterations will converge to either of the two roots of p(x) if the initial guess is sufficiently close. Each of the others will converge to one root, but can’t possibly converge to the other unless the initial guess is exactly equal to the root. Which is which? Give a justification for your answer.

  1. a) Find the P A = LU factorization of 

by using Gaussian elimination and pivoting. L should have 1’s on the main diagonal.

Sample Problems 2

b) Use part a) to solve:

Ax =

  1. Let A =

 (^) b =

. Find the least squares solution to the problem Ax = b using the normal

equations.

  1. a) Let A be row diagonally dominant. Prove that A−^1 exists. b) Let

A =

[

]

, b =

[

]

, x(0)^ =

[

]

Compute two steps, x(1), x(2)^ of the Jacobi method for solving Ax = b. Give an error estimate for ‖x(2)^ − xt‖ in terms of ‖x(1)^ − x(0)‖, where xt is the true solution.

  1. Let A =

[

]

a) Compute κ∞(A). b) Let

b =

[

]

and suppose that xc =

[

]

is a computed solution of Ax = b. Give upper and lower estimates on

‖xc − xt‖ ‖xt‖

, using κ∞(A), where xt is the true solution.

  1. Consider the fixed point iteration xn+1 =

3 + xn

, x 0 = 0

a) Prove that |xn+1 − xn| <

|xn − xn− 1 |

b) Prove that xn converges to a limit, s. c) Prove that xn − s alternates in sign. d) Find s.