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Mat 637 2023 Assignment 3. Tex
Mat 637 2023 Assignment 3. Tex
(a) Define
i. the p-norm of the vector ~x ∈ Rn
Pn 1
It is define as ||~x||p = ( i=1 |xi |p ) p
ii. The surbordinate matrix norm ||A||p for the square ma-
trix A
For each p-morm in Rn there is an induced or surbordinate ma-
trix p-norm ||A||p where A ∈ Rn×n defined as
||A~x||p
||A||p = max ||A~x||p or ||A||p = max
||~
x||p =1 x||p 6=0 ||~
||~ x||p
iii. The spectral raduis ρ(A)
Let A be an n x n real matrix . Then if there exist a vector
x ∈ Rn and a scalar λ ∈ C such that Ax = λx then x and
λ are called the eigen vector and eigen value of A respectively.
Then the spectral raduis of A is defined as the maximum of the
absolute values of all the eigen values of A that is
1
a). ρ ≤ ||Ap ||
=⇒ ||Ax~i ||p = |λi |||x~i ||p since ||λi x~i ||p = |λi |||x~i ||p
=⇒ ||A||p ≥ |λi |
Thus for each i , ||A||p ≥ |λi |
b). κ(A) ≥ 1
By definition, κ(A) = ||A||||A−1 ||
AA−1 = In
||AA−1 || = ||In ||
=⇒ κ(A) ≥ 1
(b) Find ~x so that A~x = ~b
We are oing to briefly describe two direct methods and one iterative
method.
2
2i) Reduce the augmented matrix using elementary row opera-
tions .
3i) Repeat step 2i) continuously until you obatain an upper tri-
angular matrix .
Remark
After obtaining the upper triangular matrix above , the last en-
try in the leading diagonal can be use easily to solve the last
entry in the vector in xT and then substituted in the next equa-
tion with one extra unknown.
This can be shown explictly using the system A~x = ~b for an n×n
matrix below.
b2i = bi − mi1 b1 , i = 2, 3, . . . , n
3
mi2 = a2i2 /a222 , i = 3, 4, . . . , n
Then we calculate
a3ij = a2ij − mi1 a22j , i = 3, 4, . . . , n
To obtain an (n − 2) × (n − 2) subsystem in x3 , x4 , . . . , xn .
b
a11 a12 a13 ... a1n x1 1
(2)
(2)
a22
(2)
a23 ...
(2)
a2n x2
b2
(3)
x3
A(n) x = (3)
a33 ...
(3)
a3n = b3
.. .
. . . ..
(n)
ann xn bn
(n)
~b(n)
n
xn = (n)
ann
(i) Pn (i)
bi − j=i+1 aij xj
xi = (n)
aii
ii). Crammers Rule
We explain briefly how to use the Crammers rule to find the vec-
tor xT ∈ Rn .
4
i) Write the given system A~x = ~b down.
3i) To have the value of the first entry in the column vector (x1 )
of unknowns , we replace the firdt column of the matrix with the
column vector of constants then find its determinant∆1 .
5i) To calculate the second unknown , Repeat step 3i) but this
time put b in the place of the second column of A then do step
4i) to have the valuee of (x2 ).
∆n
6ı̂) For n vectors do the same that is xn = .
∆
This can be shown explictly using the system A~x = ~b for an n×n
(1).
System (1) will have a unique solution only when the determi-
nant of coefficients is not zero that is det(A) = ∆ 6= 0
5
0 0 ... 0 0 a12 ... a1n
a21 0 ... 0 0 0 ... a2n
−L = . .. , −U = ..
.. .. ..
.. . ... . . . ... .
an1 an2 ... 0 0 0 ... 0
For the Jocobi Iteration scheme, N = D , P = L+U
A=N −P (1)
A~x = ~b (2)
Sub A in (2)
(2) =⇒ (N − P )x = b
~ = N −1 P x~(k) + N −1 b
=⇒ x(k+1)
6
1
x1 = {b1 − a12 x2 − a13 x3 }
a11
1
x2 = {b2 − a21 x1 − a23 x3 }
a22
1
x3 = {b3 − a31 x1 − a32 x2 }
a33
(0) (0) (0)
Let (x1 , x2 , x3 ) be the initial guess to the solution ~xu and
this will help define the sequence of k -iterate below
. A is non-singular.
7
Proof
. A is non-singular.
N~x = P ~x + b (1)
N e(k+1) = P e(k)
e(j) = M e(j−1)
Now
8
2(a) (i) The answer is NO this is because the convergence of the Jacobi and
Gauss-Seidel methods depends on the spectral raduis of the iteration
matrix which is different for each method
(ii) Let a be a 3 by 3 as shown below
1 2 3 1
A = 2 1 2 , b = 1
3 2 1 1
Observe that the coefficient matrix A is not diagonally dorminant ,
nor symmetric positive definite so the convergence of the Jacobi and
Gauss-Seidel methods not guaranteed.
This means that l11 u12 = 0 =⇒ a12 = 0 but a12 = 1from A which
contradics the assumption that a has an LU decomposition.
9
Let A + I2 = A1 and assume have an LU decomposition that is
l 0 u11 u12 l11 u11 l11 u12
A = LU = 11
1
=
l21 l22 0 u22 l21 u11 l21 u12 + l22 u22
a22 = l21 u12 +l22 u22 since l21 = 1 and u12 = 1 then l22 = 0 and u22 =
0
1 0 1 1 1 1
=⇒ LU = = = A1
1 0 0 0 1 1
(0.5, 100), (1, 7), (3, 9), (6, 20), (10, 70)
10
1 0.5 100
1 1 7
a
1 3 b = 9 (1)
1 6 20
1 10 70
Suppose ~x∗ is the least square solution then it solves the system A~x∗ = ~b
=⇒ AT A~x∗ = AT ~b
T 147.25 −20.5
Adj(A A) =
−20.5 5
T −1 1 147.25 −20.5
=⇒ (A A) =
316 −20.5 5
Substituting in (2) we get
100
7
1 147.25 −20.5 1 1 1 1 1
~x∗ =
9
316 −20.5 5 0.5 1 3 6 10
20
70
1 147.25 −20.5 206
=
316 −20.5 5 904
a 37.35
=⇒ =
b 0.94
0.94
Hence f (x) = 37.35x +
x
11