Chapter 8: Problem 7
Verify that the quantity on the right-hand side of \((8.4 .12)\) is positive.
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Chapter 8: Problem 7
Verify that the quantity on the right-hand side of \((8.4 .12)\) is positive.
These are the key concepts you need to understand to accurately answer the question.
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Suppose $$ C=\left[\begin{array}{cc} 0 & B^{T} \\ B & 0 \end{array}\right] $$ where \(B \in \mathbf{R}^{n \times n}\) is upper bidiagonal. Determine a perfect shuffle permutation \(P \in \mathbf{R}^{2 n \times 2 n}\) so that \(T=P C P^{T}\) is tridiagonal with a zero diagonal.
Suppose \(A \in \mathbb{C}^{n \times n}\) is Hermitian. Show how to construct unitary \(Q\) such that \(Q^{H} A Q=T\) is real, symmetric, and tridiagonal.
Let $$ A=\left[\begin{array}{ll} w & x \\ x & z \end{array}\right] $$ be real and suppose we perform the following shifted QR step: \(A-z I=U R, \vec{A}=R U+z I\). Show that $$ \hat{A}=\left[\begin{array}{rr} \hat{w} & \bar{x} \\ \hat{x} & z \end{array}\right] $$ where $$ \begin{aligned} &\bar{w}=w+x^{2}(w-z) /\left[(w-z)^{2}+x^{2}\right] \\ &\bar{z}=z-x^{2}(w-z) /\left[(w-z)^{2}+x^{2}\right] \\ &\vec{x}=-x^{3} /\left[(w-z)^{2}+x^{2}\right] \end{aligned} $$
Suppose \(A \in \mathbf{R}^{n \times n}\) is symmetric and define the function \(f: \mathbf{R}^{n+1} \rightarrow \mathbf{R}^{n+1}\) by $$ f\left(\left[\begin{array}{l} x \\ \lambda \end{array}\right]\right)=\left[\begin{array}{c} A x-\lambda x \\ \left(x^{T} x-1\right) / 2 \end{array}\right] $$ where \(x \in \mathbf{R}^{n}\) and \(\lambda \in \mathbf{R}\). Suppose \(x_{+}\)and \(\lambda_{+}\)are produced by applying Newton's method to \(f\) at the "current point" defined by \(x_{c}\) and \(\lambda_{c}\). Give expressions for \(x_{+}\)and \(\lambda_{+}\)assuming that \(\left\|x_{c}\right\|_{2}=1\) and \(\lambda_{e}=x_{c}^{T} A x_{c}\).
Show that if \(A=B+i C\) is Hermitian, then $$ M=\left[\begin{array}{cc} B & -C \\ C & B \end{array}\right] $$ is symmetric. Relate the eigenvalues and eigenvectors of \(A\) and \(M\).
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