Math-305, Numerical Methods & Matrices
Section 2.4(c) — Residuals and Ill–Conditioning

Dr. Kevin G. TeBeest

 
  1. See This Maple Help Sheet to learn how to use Maple to calculate norms and the condition number.

  2. A system  Ax = b   is given by:
    24 7 –5 2
    8 –30 15 3
    0 –4 12 6
    3 2 7 18
    x1
    x2
    x3
    x4
      =  
    36
    375
    24
    132
    .
    Suppose the vector
      =  
    2
    –14
    –10
    13
    is the computed solution (with truncation error) or is an approximate solution obtained by an approximating method.
    1. Calculate Ax̃.    Answer:  [ 26, 325, 14, 142]T
    2. Calculate the residual vector.    Answer:  r = [ 10, 50, 10, 10]T
    3. If were a reasonable approximation of the exact solution x*, then the residual vector r would be close to what?
    4. Calculate || r ||1.    Answer:  80
    5. Calculate || r ||2.    Answer:  52.915
    6. Calculate || r ||.    Answer:  50
    
    
    
  3. Comment:   The correct (true) solution of the system in Problem 2 above is
    x*   =  
    3
    –15
    –9
    12
    .
    1. Determine the error vector:  e = x* – .
    2. What is || e ||1 ?    Answer:  4
    3. What is || e ||2 ?    Answer:  2
    4. What is || e ||?    Answer:  1

  4. Given the linear system:

    0.835 0.667
    0.333 0.266
    x1
    x2
      =  
    0.168
    0.067

    1. Solve the system for x. Use Maple to check your answer.
    2. Determine A-1. Use Maple to check your answer: Inverting A Matrix.
    3. Use the infinity norm to determine the condition number of A.    Answer:  1.754336 x 106
    4. Is A ill-conditioned or not?

  5. Using the same cofficient matrix A as in Problem 4, solve the following system with a slightly different input vector.

    0.835 0.667
    0.333 0.266
    x1
    x2
      =  
    0.167
    0.067

    Notice that a very small change in one digit of input vector b produces a very large change in the solution. It is because A is ill-conditioned.

  6. Answer the following as True or False, where is the computed solution of Ax = b.
    1. The relative residual is always a good approximation of the relative error.
    2. If the norm of the residual vector is small, then the computed solution is very close to the exact solution.
    3. If Ax̃b, then is very close to the exact solution.

  7. When is the relative residual a good approximation of the relative error?

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