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    NM 10

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    This document is a problemsheet containing 4 mathematical problems: 1) Examining properties of eigenvalues of Hermitian matrices using the Rayleigh quotient and analyzing convergence of the power method. 2) Using the power method to determine the largest eigenvalue of a given 4x4 matrix and estimating it using the Rayleigh quotient. 3) Solving 4 initial value problems for ordinary differential equations, suggesting a change of variables for one. 4) Deriving an exact equation for a given initial value problem and using Newton's method to approximate the solution at a given point.

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    NM 10

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    discoverthedark
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    This document is a problemsheet containing 4 mathematical problems: 1) Examining properties of eigenvalues of Hermitian matrices using the Rayleigh quotient and analyzing convergence of the power method. 2) Using the power method to determine the largest eigenvalue of a given 4x4 matrix and estimating it using the Rayleigh quotient. 3) Solving 4 initial value problems for ordinary differential equations, suggesting a change of variables for one. 4) Deriving an exact equation for a given initial value problem and using Newton's method to approximate the solution at a given point.

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    This document is a problemsheet containing 4 mathematical problems: 1) Examining properties of eigenvalues of Hermitian matrices using the Rayleigh quotient and analyzing convergence of the power method. 2) Using the power method to determine the largest eigenvalue of a given 4x4 matrix and estimating it using the Rayleigh quotient. 3) Solving 4 initial value problems for ordinary differential equations, suggesting a change of variables for one. 4) Deriving an exact equation for a given initial value problem and using Newton's method to approximate the solution at a given point.

    Copyright:

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

    NM 10

    Uploaded by

    discoverthedark
    This document is a problemsheet containing 4 mathematical problems: 1) Examining properties of eigenvalues of Hermitian matrices using the Rayleigh quotient and analyzing convergence of the power method. 2) Using the power method to determine the largest eigenvalue of a given 4x4 matrix and estimating it using the Rayleigh quotient. 3) Solving 4 initial value problems for ordinary differential equations, suggesting a change of variables for one. 4) Deriving an exact equation for a given initial value problem and using Newton's method to approximate the solution at a given point.

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

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

    10

    Problemsheet No 10
    Problem 10.1 Let A be an n n Hermitian matrix. Dene the Rayleigh-quotient: R(x) := (Ax, x) (x, x) (x Cn \ {0}).

    Show: All eigenvalues of A are real, if 1 (n ) denotes the smallest (largest) eigenvalue of A then x Cn \ {0} : 1 R(x) n Examine the convergence of (R(xn )) if the sequence (xn ) is computed by the power method (i.e. xn := An x0 ). Hint: An Hermitian matrix has an orthonormal basis of eigenvectors. Problem 10.2 Determine the largest eigenvalue of the matrix 5 4 A := 1 1

    4 5 1 1

    1 1 4 2

    1 1 2 4

    by the power method. Estimate the eigenvalue by the Rayleigh-quotient. Problem 10.3 Solve the following initial value problems 1. (t 2)x (t) = x(t) + 2(t 2)3 , x(3) = 2. 2. x (t) = 2x(t)/t + t/2, x(1) = 1. 3. x (t) = t3 /(1 + x(t))2 , x(0) = 2. 4. tx (t) x(t) t2 x(t)2 = 0, x(1) = sin(ln(2)). Hint: Derive a dierential equation for y (t) = x(t)/t. Problem 10.4 Consider the initial value problem x (t) = tx(t) , 1 + x(t) x(1) = 1.

    1. Determine an exact equation F (x(t), t) = 0 for the solution x(t). 2. Compute an approximation for the value x(2) from this equation. Use Newtons method, iterate until 2 digits remain unchanged. 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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