Suppose that while solving Az = b for z when A= $ instead, due to roundoff for 2. Consider t as an approximate to z. Verify error, you solve the related system Aż=6= the formula (b) ( 14 2 2.0001 ) (4) -K(A) 1 1 1.0001 (4) by evaluating the following: and b= (a) ê

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
icon
Related questions
Question
1. Suppose that while solving \( Ax = b \) for \( x \) when \( A = \begin{bmatrix} 1 & 1 \\ 1 & 1.0001 \end{bmatrix} \) and \( b = \begin{bmatrix} 2 \\ 2 \end{bmatrix} \), instead, due to roundoff error, you solve the related system \( A\hat{x} = \hat{b} = \begin{bmatrix} 2 \\ 2.0001 \end{bmatrix} \) for \( \hat{x} \). Consider \(\hat{x}\) as an approximate to \( x \). Verify the formula 

\[
\frac{\|x - \hat{x}\|}{\|x\|} \leq \kappa(A) \frac{\|\hat{b} - b\|}{\|b\|}
\]

by evaluating the following:

(a) \(\frac{\|x - \hat{x}\|}{\|x\|}\) __________

(b) \(\kappa(A) \frac{\|\hat{b} - b\|}{\|b\|} = \kappa(A) \frac{\|b - A\hat{x}\|}{\|b\|} \) __________

---

The formula expresses the stability of the solution \( \hat{x} \) to numerical perturbations in \( b \) and the error bounds in terms of the condition number \(\kappa(A)\) of the matrix \( A \).
Transcribed Image Text:1. Suppose that while solving \( Ax = b \) for \( x \) when \( A = \begin{bmatrix} 1 & 1 \\ 1 & 1.0001 \end{bmatrix} \) and \( b = \begin{bmatrix} 2 \\ 2 \end{bmatrix} \), instead, due to roundoff error, you solve the related system \( A\hat{x} = \hat{b} = \begin{bmatrix} 2 \\ 2.0001 \end{bmatrix} \) for \( \hat{x} \). Consider \(\hat{x}\) as an approximate to \( x \). Verify the formula \[ \frac{\|x - \hat{x}\|}{\|x\|} \leq \kappa(A) \frac{\|\hat{b} - b\|}{\|b\|} \] by evaluating the following: (a) \(\frac{\|x - \hat{x}\|}{\|x\|}\) __________ (b) \(\kappa(A) \frac{\|\hat{b} - b\|}{\|b\|} = \kappa(A) \frac{\|b - A\hat{x}\|}{\|b\|} \) __________ --- The formula expresses the stability of the solution \( \hat{x} \) to numerical perturbations in \( b \) and the error bounds in terms of the condition number \(\kappa(A)\) of the matrix \( A \).
Expert Solution
steps

Step by step

Solved in 4 steps

Blurred answer
Recommended textbooks for you
Advanced Engineering Mathematics
Advanced Engineering Mathematics
Advanced Math
ISBN:
9780470458365
Author:
Erwin Kreyszig
Publisher:
Wiley, John & Sons, Incorporated
Numerical Methods for Engineers
Numerical Methods for Engineers
Advanced Math
ISBN:
9780073397924
Author:
Steven C. Chapra Dr., Raymond P. Canale
Publisher:
McGraw-Hill Education
Introductory Mathematics for Engineering Applicat…
Introductory Mathematics for Engineering Applicat…
Advanced Math
ISBN:
9781118141809
Author:
Nathan Klingbeil
Publisher:
WILEY
Mathematics For Machine Technology
Mathematics For Machine Technology
Advanced Math
ISBN:
9781337798310
Author:
Peterson, John.
Publisher:
Cengage Learning,
Basic Technical Mathematics
Basic Technical Mathematics
Advanced Math
ISBN:
9780134437705
Author:
Washington
Publisher:
PEARSON
Topology
Topology
Advanced Math
ISBN:
9780134689517
Author:
Munkres, James R.
Publisher:
Pearson,