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    NM 09

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    discoverthedark
    1) Prove that for any matrix A where the infinity norm is less than 1, the matrix I-A is regular and its inverse can be written as a convergent power series involving A. 2) Determine the eigenvalues and eigenvectors for two matrices A and B. Check if they can be diagonally represented. 3) Apply the Gershgorin circle theorem to determine properties of the eigenvalues of a given matrix. 4) Use the inverse power method to approximate the smallest eigenvalue of a matrix defined as A=LLT, starting from a given initial vector. Guess the exact eigenvalue and verify the solution.

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    NM 09

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    discoverthedark
    28 views1 page
    1) Prove that for any matrix A where the infinity norm is less than 1, the matrix I-A is regular and its inverse can be written as a convergent power series involving A. 2) Determine the eigenvalues and eigenvectors for two matrices A and B. Check if they can be diagonally represented. 3) Apply the Gershgorin circle theorem to determine properties of the eigenvalues of a given matrix. 4) Use the inverse power method to approximate the smallest eigenvalue of a matrix defined as A=LLT, starting from a given initial vector. Guess the exact eigenvalue and verify the solution.

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    1) Prove that for any matrix A where the infinity norm is less than 1, the matrix I-A is regular and its inverse can be written as a convergent power series involving A. 2) Determine the eigenvalues and eigenvectors for two matrices A and B. Check if they can be diagonally represented. 3) Apply the Gershgorin circle theorem to determine properties of the eigenvalues of a given matrix. 4) Use the inverse power method to approximate the smallest eigenvalue of a matrix defined as A=LLT, starting from a given initial vector. Guess the exact eigenvalue and verify the solution.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    28 views1 page

    NM 09

    Uploaded by

    discoverthedark
    1) Prove that for any matrix A where the infinity norm is less than 1, the matrix I-A is regular and its inverse can be written as a convergent power series involving A. 2) Determine the eigenvalues and eigenvectors for two matrices A and B. Check if they can be diagonally represented. 3) Apply the Gershgorin circle theorem to determine properties of the eigenvalues of a given matrix. 4) Use the inverse power method to approximate the smallest eigenvalue of a matrix defined as A=LLT, starting from a given initial vector. Guess the exact eigenvalue and verify the solution.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 1

    UDE, Mathematik: Numerical Mathematics for Engineers (ISE) (W 13/14)

    Problemsheet No 9
    Problem 9.1 Let A be an n n-matrix satisfying A

    < 1.

    Prove: The matrix I A is regular and

    y Rn :

    (I A)1 y =
    j =0

    Aj y.

    Hint: Consider the iteration: xn+1 = Axn + y, Determine an estimate for (I A)


    1 .

    x0 = 0.

    Deduce a sucient condition for the following conclusion for n n-matrices A, : If A is regular then A + is regular too. Problem 9.2 Determine exactly all eigenvalues and corresponding eigenvectors for the following matrices: 1 1 5 1 1 3 3 1 1 1 3 A = 3 5 3 B = 5 1 1 1 6 6 4 1 3 1 1 Does A or B admit a diagonal representation? Problem 9.3 Apply the theorem of Gershgorin to the following matrix 1 + i 0.2 0.2 0.1 1 i 0.2 A := 0.5 0.5 3 0.3 0.3 0.1 Problem 9.4 Dene the following matrices: 38 71 28 55 105 45 15 125 45 C := 115 A := 92 159 62 B := 75 143 241 93 75 105 25 235 25 5 205 85 425 185 A and to AT : 1 0.5 . 0.1 5

    Try to determine approximately the dominant eigenvalue and a corresponding eigenvector. Use the initial vectors: (1, 1, 1) and (1, 2, 6). Problem 9.5 Let A = LLT whith 2 L := 1 1 0 2 0 0 0 2

    1. Execute 2 steps of the inverse power method to compute an approximation for the smallest eigenvalue of A. Begin with x0 := (9728, 5120, 6144) 2. This problem has an integer solution. From your computation guess the exact smallest eigenvalue and a corresponding eigenvector. Verify your guess. Please note: In the exam you may use one sheet of size din A4 with informations only. For computations you may use a simple pocket calculator (no programming or computer algebra facilities).

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