Dr. Kevin G. TeBeest
- See This Maple Help Sheet to learn how to use Maple to calculate norms and the condition number.
- A system Ax = b is given by:
Suppose the vector
24 7 –5 2 8 –30 15 3 0 –4 12 6 3 2 7 18
x1 x2 x3 x4 =
36 375 24 132 . is the computed solution (with truncation error) or is an approximate solution obtained by an approximating method.
x̃ = 2 –14 –10 13
- Calculate Ax̃. Answer: [ 26, 325, 14, 142]T
- Calculate the residual vector. Answer: r = [ 10, 50, 10, 10]T
- If x̃ were a reasonable approximation of the exact solution x*, then the residual vector r would be close to what?
- Calculate || r ||1. Answer: 80
- Calculate || r ||2. Answer: 52.915
- Calculate || r ||∞. Answer: 50
- Comment: The correct (true) solution of the system in Problem 2 above is
x* = 3 –15 –9 12 .
- Determine the error vector: e = x* – x̃.
- What is || e ||1 ? Answer: 4
- What is || e ||2 ? Answer: 2
- What is || e ||∞? Answer: 1
- Given the linear system:
0.835 0.667 0.333 0.266
x1 x2 =
0.168 0.067
- Solve the system for x. Use Maple to check your answer.
- Determine A-1. Use Maple to check your answer: Inverting A Matrix.
- Use the infinity norm to determine the condition number of A. Answer: 1.754336 x 106
- Is A ill-conditioned or not?
- 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.
- Answer the following as True or False, where x̃ is the computed solution of Ax = b.
- The relative residual is always a good approximation of the relative error.
- If the norm of the residual vector is small, then the computed solution is very close to the exact solution.
- If Ax̃ ≈ b, then x̃ is very close to the exact solution.
- When is the relative residual a good approximation of the relative error?