Chapter 7: Problem 42
Consider the linear system \(A \mathbf{x}=\mathbf{b},\) where \(A\) is invertible. Suppose an error \(\Delta \mathbf{b}\) changes b to \(\mathbf{b}^{\prime}=\mathbf{b}+\Delta \mathbf{b}\) Let \(x^{\prime}\) be the solution to the new system; that is, \(A \mathbf{x}^{\prime}=\mathbf{b}^{\prime} \cdot\) Let \(\mathbf{x}^{\prime}=\mathbf{x}+\Delta \mathbf{x}\) so that \(\Delta \mathbf{x}\) represents the resulting error in the solution of the system. Show that \\[\frac{\|\Delta \mathbf{x}\|}{\|\mathbf{x}\|} \leq \operatorname{cond}(A) \frac{\|\Delta \mathbf{b}\|}{\|\mathbf{b}\|}\\] for any compatible matrix norm.
Short Answer
Step by step solution
Understanding the problem
Expressing the Perturbed Solution
Finding the Relation for \(\Delta \mathbf{x}\)
Evaluating the Norm of \(\Delta \mathbf{x}\)
Relating Perturbations \(\Delta \mathbf{x}\) and \(\Delta \mathbf{b}\)
Establishing the Condition Number Relation
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Linear Systems
Matrix Norms
- Frobenius Norm: measures the square root of the sum of the absolute squares of its elements.
- Induced Norms: retain properties that relate to vector norms, often used in conjunction with a specific vector norm.