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The following linear systems \(A \mathbf{x}=\mathbf{b}\) have \(\mathbf{x}\) as the actual solution and \(\tilde{\mathbf{x}}\) as an approximate solution. Using the results of Exercise 1 , compute $$ \|\mathbf{x}-\tilde{\mathbf{x}}\|_{\infty} \quad \text { and } \quad K_{\infty}(A) \frac{\|\mathbf{b}-A \tilde{\mathbf{x}}\|_{\infty}}{\|A\|_{\infty}}. $$ a. \(\frac{1}{2} x_{1}+\frac{1}{3} x_{2}=\frac{1}{63}\) \(\frac{1}{3} x_{1}+\frac{1}{4} x_{2}=\frac{1}{168}\) \(\mathbf{x}=\left(\frac{1}{7},-\frac{1}{6}\right)^{t}\) \(\tilde{\mathbf{x}}=(0.142,-0.166)^{t}\) b. \(3.9 x_{1}+1.6 x_{2}=5.5\) \(6.8 x_{1}+2.9 x_{2}=9.7\) \(\mathbf{x}=(1,1)^{t}\) \(\tilde{\mathbf{x}}=(0.98,1.1)^{t}\) c. \(x_{1}+2 x_{2}=3\) \(1.0001 x_{1}+2 x_{2}=3.0001\) \(\mathbf{x}=(1,1)^{t}\) \(\tilde{\mathbf{x}}=(0.96,1.02)^{t}\) d. \(1.003 x_{1}+58.09 x_{2}=68.12\) \(5.550 x_{1}+321.8 x_{2}=377.3\) \(\mathbf{x}=(10,1)^{t}\) \(\tilde{\mathbf{x}}=(-10,1)^{t}\)

Short Answer

Expert verified
The individual solutions will depend on each subpart (a, b, c, d) of the problem. For each part, calculate the quantities \(\|\mathbf{x}-\tilde{\mathbf{x}}\|_{\infty}\) and \(K_{\infty}(A) \cdot \frac{\|\mathbf{b}-A \tilde{\mathbf{x}}\|_{\infty}}{\|A\|_{\infty}}\) following the steps outlined above.

Step by step solution

01

Compute \(\|\mathbf{x}-\tilde{\mathbf{x}}\|_{\infty}\)

Calculate the infinity norm of the vector obtained by subtracting the approximate solution \(\tilde{\mathbf{x}}\) from the exact solution \(\mathbf{x}\). This is accomplished by taking the maximum absolute value of the components of the vector \(\mathbf{x}-\tilde{\mathbf{x}}\).
02

Calculate \(\|\mathbf{b}-A \tilde{\mathbf{x}}\|_{\infty}\)

Multiply the matrix A with the approximate solution \(\tilde{\mathbf{x}}\) to get a new vector. Then, subtract this new vector from \(\mathbf{b}\) to get another vector. Find the infinity norm of this vector by taking the maximum absolute value of its components.
03

Calculate \(\|A\|_{\infty}\)

Find the infinity norm of matrix A. This is achieved by finding the sum of the absolute values of the elements in each row and taking the maximum of these sums.
04

Calculate \(K_{\infty}(A)\)

Compute the infinity norm condition number \(K_{\infty}(A)\) of the matrix A. This is found using the formula \(\|A\|_{\infty} \cdot \|A^{-1}\|_{\infty}\), where \(A^{-1}\) is the inverse of matrix A. Finding the infinity norm of the inverse matrix is done in the same way as finding the infinity norm of matrix A.
05

Compute \(K_{\infty}(A) \cdot \frac{\|\mathbf{b}-A \tilde{\mathbf{x}}\|_{\infty}}{\|A\|_{\infty}}\)

Finally, multiply \(K_{\infty}(A)\) with the quotient of \(\|\mathbf{b}-A \tilde{\mathbf{x}}\|_{\infty}\) and \(\|A\|_{\infty}\) to get the result.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Infinity Norm
The infinity norm, which is often symbolized as \(\| . \|_{\infty}\), plays an important role in numerical analysis, especially when dealing with errors and stability in linear systems. It is used to measure the magnitude of vectors or matrices, but in different contexts, its calculation differs slightly.

For a vector, the infinity norm is the maximum absolute value of its components. For instance, given a vector \(\mathbf{v} = (v_1, v_2, ..., v_n)^t\), the infinity norm is calculated as \(\|\mathbf{v}\|_{\infty} = \max(|v_1|, |v_2|, ..., |v_n|)\).

When applied to a matrix, the infinity norm is the maximum absolute row sum of the matrix. If \(A\) is a matrix with rows \(\mathbf{a}_i\), then \(\|A\|_{\infty\} = \max_{i}(\sum_{j}|a_{ij}|)\), where \(a_{ij}\) are the elements of the matrix. Understanding how to calculate the infinity norm is crucial for analyzing the approximation errors in solutions of linear systems.
Condition Number
The condition number, denoted as \(K_{\infty}(A)\) when using the infinity norm, is a measure of the sensitivity of the solution of a system of linear equations to small changes or errors in the input data. High condition numbers indicate that small errors in the input can lead to large errors in the output, which implies that the system is 'ill-conditioned'. On the other hand, a low condition number means the system is 'well-conditioned' and the solution is more stable.

To calculate the condition number using the infinity norm, we use the formula \(K_{\infty}(A) = \|A\|_{\infty} \cdot \|A^{-1}\|_{\infty}\), where \(A\) is a matrix and \(A^{-1}\) is its inverse. The higher the condition number, the more cautious one must be with computations, as numerical solutions could be significantly affected by rounding errors or other approximations.
Linear Systems
Linear systems consist of linear equations that are solved to find the values of unknown variables. These systems are commonly written in matrix form as \(A \mathbf{x} = \mathbf{b}\), where \(A\) is a matrix of coefficients, \(\mathbf{x}\) is a vector of variables, and \(\mathbf{b}\) is a vector of constants. A solution to a linear system is an assignment of values to the variables such that all equations are simultaneously satisfied.

Solving linear systems accurately is an essential task in various scientific and engineering fields. In real-world applications, due to data inaccuracies or computational limitations, we often look for an approximate solution \(\tilde{\mathbf{x}}\) that is near the actual solution \(\mathbf{x}\). Numerical methods, like Gaussian elimination, LU decomposition, or iterative techniques, are used to find these approximate solutions. Understanding the behavior of these methods and the accuracy of the approximations they produce is a foundational aspect of numerical analysis.
Approximate Solutions
When exact solutions for linear systems are either impossible or impractical to obtain, approximate solutions come into play. Approximate solutions aim to come as close to the true solution as possible within a tolerable error margin. The difference between the approximate solution \(\tilde{\mathbf{x}}\) and the true solution \(\mathbf{x}\) is an essential factor in judging the quality of an approximation.

The infinity norm of the error vector, \(\| \mathbf{x} - \tilde{\mathbf{x}} \|_{\infty}\), gauges the approximation's accuracy. By minimizing this error, one ensures that the approximate solution is as close to the actual solution as possible. Coupled with the condition number, it provides insight into the expected stability and reliability of the approximate solution. Through iterative refinement, the quality of an approximate solution can often be improved, leading to more accurate results that are essential in precision-demanding applications.

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Most popular questions from this chapter

Compute the eigenvalues and associated eigenvectors of the following matrices. a. \(\left[\begin{array}{rr}2 & -1 \\ -1 & 2\end{array}\right]\) b. \(\left[\begin{array}{ll}0 & 1 \\ 1 & 1\end{array}\right]\) c. \(\left[\begin{array}{ll}0 & \frac{1}{2} \\ \frac{1}{2} & 0\end{array}\right]\) d. \(\left[\begin{array}{lll}2 & 1 & 0 \\ 1 & 2 & 0 \\ 0 & 0 & 3\end{array}\right]\) e. \(\left[\begin{array}{rrr}-1 & 2 & 0 \\ 0 & 3 & 4 \\ 0 & 0 & 7\end{array}\right]\) f. \(\left[\begin{array}{lll}2 & 1 & 1 \\ 2 & 3 & 2 \\ 1 & 1 & 2\end{array}\right]\)

The linear system $$ \begin{array}{r} 2 x_{1}-x_{2}+x_{3}=-1 \\ 2 x_{1}+2 x_{2}+2 x_{3}=4 \\ -x_{1}-x_{2}+2 x_{3}=-5 \end{array} $$ has the solution \((1,2,-1)^{t}\). a. Show that \(\rho\left(T_{j}\right)=\frac{\sqrt{5}}{2}>1\). b. Show that the Jacobi method with \(\mathbf{x}^{(0)}=\mathbf{0}\) fails to give a good approximation after 25 iterations. c. Show that \(\rho\left(T_{g}\right)=\frac{1}{2}\). d. Use the Gauss-Seidel method with \(\mathbf{x}^{(0)}=\mathbf{0}\) to approximate the solution to the linear system to within \(10^{-5}\) in the \(l_{\infty}\) norm.

The forces on the bridge truss described in the opening to this chapter satisfy the equations in the following table: $$ \begin{array}{ccc} \hline \text { Joint } & \text { Horizontal Component } & \text { Vertical Component } \\ \hline \text { (1) } & -F_{1}+\frac{\sqrt{2}}{2} f_{1}+f_{2}=0 & \frac{\sqrt{2}}{2} f_{1}-F_{2}=0 \\ \text { (2) } & -\frac{\sqrt{2}}{2} f_{1}+\frac{\sqrt{3}}{2} f_{4}=0 & -\frac{\sqrt{2}}{2} f_{1}-f_{3}-\frac{1}{2} f_{4}=0 \\ \text { (3) } & -f_{2}+f_{5}=0 & f_{3}-10,000=0 \\ \text { (4) } & -\frac{\sqrt{3}}{2} f_{4}-f_{5}=0 & \frac{1}{2} f_{4}-F_{3}=0 \\\ \hline \end{array} $$ This linear system can be placed in the matrix form $$ \left[\begin{array}{cccccccc} -1 & 0 & 0 & \frac{\sqrt{2}}{2} & 1 & 0 & 0 & 0 \\ 0 & -1 & 0 & \frac{\sqrt{2}}{2} & 0 & 0 & 0 & 0 \\ 0 & 0 & -1 & 0 & 0 & 0 & \frac{1}{2} & 0 \\ 0 & 0 & 0 & -\frac{\sqrt{2}}{2} & 0 & -1 & -\frac{1}{2} & 0 \\ 0 & 0 & 0 & 0 & -1 & 0 & 0 & 1 \\ 0 & 0 & 0 & 0 & 0 & 1 & 0 & 0 \\ 0 & 0 & 0 & -\frac{\sqrt{2}}{2} & 0 & 0 & \frac{\sqrt{3}}{2} & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 & -\frac{\sqrt{3}}{2} & -1 \end{array}\right]\left[\begin{array}{c} F_{1} \\ F_{2} \\ F_{3} \\ f_{1} \\ f_{2} \\ f_{3} \\ f_{4} \\ f_{5} \end{array}\right]=\left[\begin{array}{c} 0 \\ 0 \\ 0 \\ 0 \\ 0 \\ 10,000 \\ 0 \\ 0 \end{array}\right] . $$ a. Explain why the system of equations was reordered. b. Approximate the solution of the resulting linear system to within \(10^{-2}\) in the \(l_{\infty}\) norm using as initial approximation the vector all of whose entries are 1 s with (i) the Jacobi method and (ii) the Gauss-Seidel method.

In Exercise 9 the Frobenius norm of a matrix was defined. Show that for any \(n \times n\) matrix \(A\) and vector \(\mathbf{x}\) in \(\mathbb{R}^{n},\|A \mathbf{x}\|_{2} \leq\|A\|_{F}\|\mathbf{x}\|_{2}\)

Suppose that \(A\) is a positive definite. a. Show that we can write \(A=D-L-L^{t}\), where \(D\) is diagonal with \(d_{i i}>0\) for each \(1 \leq i \leq n\) and \(L\) is lower triangular. Further, show that \(D-L\) is nonsingular. b. Let \(T_{g}=(D-L)^{-1} L^{t}\) and \(P=A-T_{g}^{t} A T_{g} .\) Show that \(P\) is symmetric. c. Show that \(T_{g}\) can also be written as \(T_{g}=I-(D-L)^{-1} A\). d. Let \(Q=(D-L)^{-1} A\). Show that \(T_{g}=I-Q\) and \(P=Q^{t}\left[A Q^{-1}-A+\left(Q^{t}\right)^{-1} A\right] Q\). e. Show that \(P=Q^{t} D Q\) and \(P\) is positive definite. f. Let \(\lambda\) be an eigenvalue of \(T_{g}\) with eigenvector \(\mathbf{x} \neq \mathbf{0}\). Use part (b) to show that \(\mathbf{x}^{t} P \mathbf{x}>0\) implies that \(|\lambda|<1\). g. Show that \(T_{g}\) is convergent and prove that the Gauss-Seidel method converges.

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