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    Ma 204 Sle 3

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    The document contains 7 problems related to systems of linear equations and matrix analysis. The problems cover topics like convergence factors for Jacobi and Gauss-Seidel methods, Gershgorin's theorem, QR decomposition, power method, condition number, perturbations in solutions, diagonal dominance, and relationships between convergence factors.

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    Ma 204 Sle 3

    Uploaded by

    ee220002050
    3 views2 pages
    The document contains 7 problems related to systems of linear equations and matrix analysis. The problems cover topics like convergence factors for Jacobi and Gauss-Seidel methods, Gershgorin's theorem, QR decomposition, power method, condition number, perturbations in solutions, diagonal dominance, and relationships between convergence factors.

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    MA_204_SLE_3 (1)

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    The document contains 7 problems related to systems of linear equations and matrix analysis. The problems cover topics like convergence factors for Jacobi and Gauss-Seidel methods, Gershgorin's theorem, QR decomposition, power method, condition number, perturbations in solutions, diagonal dominance, and relationships between convergence factors.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    3 views2 pages

    Ma 204 Sle 3

    Uploaded by

    ee220002050
    The document contains 7 problems related to systems of linear equations and matrix analysis. The problems cover topics like convergence factors for Jacobi and Gauss-Seidel methods, Gershgorin's theorem, QR decomposition, power method, condition number, perturbations in solutions, diagonal dominance, and relationships between convergence factors.

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    © All Rights Reserved
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    Indian Institute of Technology Indore

    MA-204 Numerical Methods


    Assignment 3 : System of Linear Equations

    1. Determine the convergence factors {µ, η} for the Jacobi and Gauss-Seidel methods for the system
        
    4 0 2 x1 4
     0 5 2   x2  =  −3  .
    5 4 10 x3 2

    Further, for both the methods find the minimum number of iterations needed to obtain the approximate
    solution correct up to 4 decimal places.
     
    1 2 1
    2. Use Gershgorin’s theorem to show that all the eigenvalues of the matrix  2 2 −1  lie within
    1 −1 3
    the interval [−2, 5].
     
    −3 −5 −8
    3. Find QR decomposition of the matrix A =  6 4 1 . Further use QR algorithm to find the
    −6 2 5
    first two approximations for the eigenvalues of the matrix A.
    4. Use Power method to find the first two approximations to the eigen-pair corresponding to the eigenvalue
    of maximum modulus of the matrix  
    3 4
    A= ,
    1 2
    using the initial vector z = [1, 2]t and u = [1, 0]t . Also find an approximatation to the eigenvector of
    the other eigenvalue.

    5. Let A = [aij ] be a 3 × 3 real matrix. Show that


     
    X3
    kAk∞ = max  |aij | .
    1≤i≤3
    j=1

    6. Give an example of a 2 × 2 matrix A such that

    (a) Symmetric Positive Definite matrix A for which η ≥ 1.


    (b) Symmetric matrix A for which µ ≥ 1.
    Practice Problems

    1. Let the coefficient matrix A of the system Ax = b be invertible and x is an approximate solution to
    the true solution x. Suppose γ = b − Ax. show that

    1 kγk kx − xk kγk
    ≤ ≤ cond (A) .
    cond (A) kbk kxk kbk

    2. Let the coefficient matrix A in the system AX = b be non-singular and δA and δb be perturbations in
    A and b respectively. If A + δA is non-singular and (A + δA)(X + δX) = b + δb, then show that
     
    kδXk cond (A) kδAk kδbk
    ≤ + .
    kXk kδAk kAk kbk
    1 − cond (A)
    kAk

    3. State and prove Gershgorin’s theorem.


    4. Let A be a strictly row diagonally dominant matrix of order n × n. If x(k) denote the kth Gauss-Jacobi
    approximation of the solution of the system Ax = b, show that [6]

    µ(k)
    kx(k) − xk ≤ kx(1) − x(0) k.
    1−µ

    5. Let A and B be any two square matrices of order n × n. Show that if A is invertible and
    1
    kA − Bk < ,
    kA−1 k

    then B is also invertible.

    6. Prove that if µ < 1, then η ≤ µ


    7. Show that a strictly row diagonally dominant matrix is invertible.

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