Page 40 - Matrix Analysis & Applied Linear Algebra
P. 40

32               Chapter 1                                            Linear Equations

                                              (c) Using 3-digit arithmetic, column scale the coefficients by chang-
                                                  ing units: convert pounds of silica to tons of silica, pounds of
                                                  iron to half-tons of iron, and pounds of gold to troy ounces of
                                                  gold (1 lb. = 12 troy oz.).
                                              (d) Use 3-digit arithmetic with partial pivoting to solve the column
                                                  scaled system of part (c). Then approximate the exact solution
                                                  by using your machine’s (or calculator’s) full precision with par-
                                                  tial pivoting to solve the system in part (c), and compare this
                                                  with your 3-digit solution by computing the relative error e r as
                                                  defined in part (b).

                                    1.5.6. Consider the system given in Example 1.5.3.
                                              (a) Use 3-digit arithmetic with partial pivoting but with no scaling
                                                  to solve the system.
                                              (b) Now use partial pivoting with scaling. Does complete pivoting
                                                  provide an advantage over scaled partial pivoting in this case?

                                    1.5.7. Consider the following well-scaled matrix:
                                                                                          
                                                                1    0   0  ···   0    0  1
                                                              −1    1   0  ···   0    0  1 
                                                                            . .            
                                                                                          
                                                             
                                                              −1  −1    1    .   0    0  1 
                                                                .   .  .   .    .     .  .  
                                                      W n =     .   .   . .  . .  . .  .  .   .
                                                                .   .                 .  . 
                                                                            .
                                                                                          
                                                               −1  −1   −1        1    0  1
                                                                            . .           
                                                                                          
                                                               −1  −1   −1  ···  −1    1  1
                                                                                          
                                                               −1  −1   −1  ···  −1  −11
                                              (a) Reduce W n to an upper-triangular form using Gaussian elimi-
                                                  nation with partial pivoting, and determine the element of max-
                                                  imal magnitude that emerges during the elimination procedure.
                                              (b) Now use complete pivoting and repeat part (a).
                                              (c) Formulate a statement comparing the results of partial pivoting
                                                  with those of complete pivoting for W n , and describe the effect
                                                  this would have in determining the t -digit solution for a system
                                                  whose augmented matrix is [W n | b].
                                    1.5.8. Suppose that A is an n × n matrix of real numbers that has been scaled
                                           so that each entry satisfies |a ij |≤ 1, and consider reducing A to tri-
                                           angular form using Gaussian elimination with partial pivoting. Demon-
                                           strate that after k steps of the process, no entry can have a magnitude
                                                       k
                                           that exceeds 2 . Note: The previous exercise shows that there are cases
                                           where it is possible for some elements to actually attain the maximum
                                           magnitude of 2 k  after k steps.
   35   36   37   38   39   40   41   42   43   44   45