H OMEWORK 4

120202: ESM4A - N UMERICAL M ETHODS

Spring 2016

Prof. Dr. Lars Linsen

School of Engineering and Science
Jacobs University

Due: Friday, March 4, 2016, at 7pm

(in the mailbox labeled “Linsen” in the entrance hall of Research I).

Problem 8: LU Decomposition. (9+5=14 points)

Given, once more, the linear equation system of Problem 4, i.e., an n × n-matrix A with entries aij =
(10 · i)j−1 for i, j = 1, . . . , n and vector b such that x = (1, 1, . . . , 1) is the solution to the linear equation
system Ax = b.
(a) Derive an LU decomposition of matrix A for n = 4 when executing the forward elimination steps
with scaled partial pivoting.
(b) Solve the system using backward substitution twice on the LU decomposition.

Problem9: LU and Cholesky

 Decomposition. (3+2+5+6=16 points)
1 0 2
Let A =  0 4 2 .
2 2 14
(a) Show that matrix A is positive definite.
(b) Prove that an LU decomposition exists for any positive definite matrix.
(c) Compute the LU decomposition of the given matrix A.

(d) Compute the Cholesky decomposition of the given matrix A.