Chapter 7: Problem 1
Let \\[ A=\left(\begin{array}{rrr} 1 & 1 & 1 \\ 2 & 4 & 1 \\ -3 & 1 & -2 \end{array}\right) \\] Factor \(A\) into a product \(L U\), where \(L\) is lower triangular with 1 's along the diagonal and \(U\) is upper triangular.
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Chapter 7: Problem 1
Let \\[ A=\left(\begin{array}{rrr} 1 & 1 & 1 \\ 2 & 4 & 1 \\ -3 & 1 & -2 \end{array}\right) \\] Factor \(A\) into a product \(L U\), where \(L\) is lower triangular with 1 's along the diagonal and \(U\) is upper triangular.
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Show that if \(D\) is an \(n \times n\) diagonal matrix, then \\[ \|D\|_{2}=\max _{1 \leq i \leq n}\left(\left|d_{i i}\right|\right) \\]
Let \(A_{k}=Q_{k} R_{k}, k=1,2, \ldots\) be the sequence of matrices derived from \(A=A_{1}\) by applying the \(Q R\) algorithm. For each positive integer \(k\), define \\[ P_{k}=Q_{1} Q_{2} \cdots Q_{k} \quad \text { and } \quad U_{k}=R_{k} \cdots R_{2} R_{1} \\] Show that \\[ P_{k} A_{k+1}=A P_{k} \\] for all \(k \geq 1\)
Let \(A\) and \(B\) be \(n \times n\) matrices and let \(\mathbf{x} \in \mathbb{R}^{n}\) (a) How many scalar additions and multiplications are necessary to compute the product \(A \mathbf{x} ?\) (b) How many scalar additions and multiplications are necessary to compute the product \(A B ?\) (c) How many scalar additions and multiplications are necessary to compute \((A B) \mathbf{x} ?\) To compute \(A(B \mathbf{x}) ?\)
Suppose that \(A^{-1}\) and the \(L U\) factorization of \(A\) have already been determined. How many scalar additions and multiplications are necessary to compute \(A^{-1} \mathbf{b} ?\) Compare this number with the number of operations required to solve \(L U \mathbf{x}=\mathbf{b}\) using \(\mathrm{Al}\) gorithm \(7.2 .2 .\) Suppose that we have a number of systems to solve with the same coefficient matrix \(A .\) Is it worthwhile to compute \(A^{-1} ?\) Explain.
Given \(\mathbf{x} \in \mathbb{R}^{3},\) define \\[ r_{i j}=\left(x_{i}^{2}+x_{j}^{2}\right)^{1 / 2} \quad i, j=1,2,3 \\] For each of the following, determine a Givens transformation \(G_{i j}\) such that the \(i\) th and \(j\) th coordinates of \(G_{i j} \mathbf{x}\) are \(r_{i j}\) and \(0,\) respectively: (a) \(\mathbf{x}=(3,1,4)^{T}, i=1, j=3\) (b) \(\mathbf{x}=(1,-1,2)^{T}, i=1, j=2\) (c) \(\mathbf{x}=(4,1, \sqrt{3})^{T}, i=2, j=3\) (d) \(\mathbf{x}=(4,1, \sqrt{3})^{T}, i=3, j=2\)
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