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Material Type: Exam; Class: NUMERICAL LINEAR ALGEBRA; Subject: Mathematics; University: Oregon State University; Term: Fall 2006;
Typology: Exams
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Numerical Linear Algebra (MTH 451) Sample Problems for Exam 1
Compute ||A|| 1 , ||A||∞, ||A||F.
(a) Compute the SVD of A. (b) Plot the right and left singular vectors. (c) Show that the singular values of A are the absolute values of the eigenvalues of A. (d) What is ||A|| 2? (e) What is the 2-norm condition number of A? (f) What is the rank of A?
(a) Let || · || be any norm on Cn^ as well as the induced matrix norm on Cn×n. Let A be an n × n matrix. Show that
ρ(A) ≤ ||A||
where ρ(A) = max{|λ|; λ an eigenvalue of A}. (b) Let u ∈ Cm^ and v ∈ Cn. Prove that ||uv∗|| 2 = ||u|| 2 ||v|| 2. (c) Let A be an n × n matrix. Define ||A||max = max 1 ≤i,j≤n|aij |. Show that ||A||max is a matrix norm.