FF505/FY505 – Computational Science
Week 6, Spring 2013 [pdf format]
Contents:
Vector spaces;
dimension;
inner product spaces;
orthogonal sets and orthonormal bases;
linear transformations;
eigenvalues;
eigenvectors;
the characteristic polynomial;
eigenvalue problems;
bases of eigenvectors;
diagonalization.
MATLAB Exercises
Work in small groups at the computer to solve the following exercises.
Find the matrix for reflection in the plane orthogonal to the
vector (1,2,−2,1,0) in ℝ5.
Are magic squares nonsingular?
Use the MATLAB command det(magic(n))
to compute the determinants of the magic squares matrices in the cases n=3,4,…, 10.
What seems to be happening?
Check the cases n=24 and n=25 to see if the pattern still holds.
Rank-1 Updates of Linesr Systems:
Set A=round(10*rand(8)),
b=round(10*rand(8,1)) and M=inv(A).
Use the matrix M to solve the system Ax=b for y.
Consider now the new system Cx=b, where C is constructed as follows: u=round(10*rand(8,1)),
v=round(10*rand(8,1)),
E=u*v′, C=A+E.
The matrices C and A differ by the rank 1 matrix E.
Use MATLAB to verify that the rank of E is one.
Use MATLAB’s "\" operation to solve the system Cx=b and then compute the residual vector r=b−Cx.
Let us now solve Cx=b by a new method that takes advantage of the fact that A and C differ by a rank-1 matrix.
This new procedure is called rank-1 update method.
Set z=M*u, c=v′*y, d=v′*z, e=c/(1+d)
and then compute the solution x by x=y−e*z.
Compute the residual vector b−Cx and compare it with the residual vector in part (b).
This new method may seem more complicated, but it actually is much more computationally efficient.
To see why the rank-1 update method works, use MATLAB to compute and compare
Cy and b+cu. Also compute Cz and (1+d)u. Use the observed identities to prove Cx=b.
Assuming that A is nonsingular, will the rank-1 update method always work?
Under what conditions could it fail? Explain.
Use MATLAB to generate a matrix W and a vector x by setting
W=triu(ones(5)) and x=[1:5]′.
The columns of W form an ordered basis F={ w1, w2, …, w5}.
Let L:ℝ5 → ℝ5 be a linear operator such that
L(w1)+w2, L(w2)=w3, L(w3)=w4, and
L(w4)=4w1+3w2+2w3+w4,
L(w5)=w1+w2+w3+3w4+w5.
Determine the matrix A representing L with respect to F, and enter it in MATLAB.
Use MATLAB to compute the coordinate vector y=W−1x of x with respect to F.
Use A to compute the coordinate vector z of L(x) with respect to F.
W is the transition matrix from F to the standard basis for ℝ5.
Use W to compute the coordinate vector of L(x) with respect to the standard basis.