EPISTHMONIKOS UPOLOGISMOS I Febrourioc 2005 EKFWNHSEIS-APANTHSEIS-EXHGHSEIS

I. (25 b.) Na apantsete sta paraktw erwtmata (prpei na dikaiologete tic apantseic sac).

1. Na perigryete, qrhsimopointac MATLAB llh glssa, treic diaforetikoc algrijmouc upologismo tou C = C + AB pou C Rmn , A Rmp , B R pn kai ta mhtra A, B,C enai apojhkeumna, wc sunjwc, se pnakec katllhlwn diastsewn (m n, m p, p n). O prtoc ja prpei na baszetai se DOT, o deteroc se SAXPY kai o teleutaoc se ananeseic 1hc txhc. H perigraf sac prpei na anadeiknei tic diaforc twn mejdwn. Apnthsh.
I) for i=1:m, for j=1:n, C(i,j) = C(i,j) + A(i,1:p)*B(1:p,j); end; end; II) for j=1:n, for k=1:p, C(1:m,j) = C(1:m,j) + A(1:m,k)*B(k,j); end; end; III) for j=1:p, C(1:m,1:n) = C(1:m,1:n) + A(1:m,j)*B(j,1:n); end;

2. stw ti gnwrzoume thn akrib lsh x enc grammiko sustmatoc Ax = b kai ti lnoume na grammik ssthma msw dispashc LU me merik odghsh. stw ti h upologismnh lsh enai x kai diapistnoume a) mikr dekth katstashc gia to A (wc proc thn eplush) all b) emprc sqetik sflma x x / x kont sth monda. Ti mporome na sumpernoume sqetik me ton algrijmo eplushc? (Updeixh: Apantste pol sntoma kai periektik.) Apnthsh. pwc enai gnwst, to sqetik emprc sflma frssetai ek twn nw ap to ginmeno tou dekth katstashc ep to psw sflma tou algorjmou. Epomnwc, an o dekthc katstashc enai mikrc, kat' angkh ja prpei kai to psw sflma tou algorjmou eplushc na enai meglo. Epomnwc emaste sthn (arket spnia) perptwsh pou to mhtro knei th dispash LU me merik odghsh na mhn enai psw eustajc. (Aut shmanei ti o pargontac U ja qei megla stoiqea sqetik me ta stoiqea tou A. Prosoq: Stqoc thc erthshc aforose kai ton legqo thc katanhshc tou ti {sqetik sflma kont sto 1} shmanei meglh apleia yhfwn, dhl. meglo sflma se sqsh me ton trpo pou metrme to dekth katstashc kai to psw sflma.)
II. (25 b.) stw ta s uperprosdiorismna grammik sustmata Ax j = b j pou A Rmn , m > n, rank(A) = n kai b j Rm , j = 1 : s.

1. Na perigryete me suntoma (kat protmhsh se MATLAB ) th mjodo twn kanonikn exissewn gia ton apotelesmatik upologism twn lsewn twn parapnw susthmtwn kai na ektimsete so mporete kaltera to arijmhtik kstoc . Apnthsh. Jtoume B = [b1 , ..., bs ] Rms . Polaplasizontac th sqsh AX = B ap a arister me A lambnoume to n n {ssthma kanonikn exissewn}:
A AX = A B

To parapnw ssthma kanonikn exissewn qei monadik lsh sth perptws mac afo rank(A) = n (lec oi stlec tou A enai grammik anexrthtec), h opoa isotai me:
X = (A A)1 A B.

Eidiktera, to X Rms periqei s stlec, pou ja enai oi lseic twn s susthmtwn. To mhtro A A enai summetrik kai lgw thc grammikc anexarthsac twn sthln tou A kai jetik orismno. Epomnwc, mporome na qrhsimopoisoume dispash Cholesky. H entol pou pragmatopoie th dispash aut enai h R = chol(C) pou C = A A kai R enai nw trigwnik mhtro ttoio ste R R = A A. H dispash pragmatopoietai mia for en akoloujon s emprc kai psw antikatastseic me touc pargontec R kai R. Gia pardeigma, se MATLAB mporome na qoume:

G = A*[A,B]; %% dhl. pollec praxeic BLAS-3 R = chol(G(:,1:n)); X = R \ (R \ G(:,n+1:s);

Shmeiste ti lgw thc summetrac, ja mporosame na meisoume tic prxeic a.k.u. ston upologism tou A A sto mis. To arijmhtik kstoc enai to jroisma twn exc epimrouc posottwn:
Prosdiorismc tou A A kai A B. Gia ton prton ro, arke na upologsoume mno ta n(n+1) stoi2 qea tou ktw trigwniko tmmatoc, opte gia kje ttoio stoiqeo ektelome na eswterik ginmeno mkouc m, kai to sunolik kstoc tou prosdiorismo auto ja enai n(n+1)(2m1) + ns(2m 1). 2 Dispash Cholesky. H dispash apaite tic misc perpou prxeic ap autc pou apaite h dispash 3 LU. Epomnwc to kstoc enai n3 + O(n2 ). Epilush me emproc kai psw antikatstash twn s susthmtwn RT Rx j = AT b j gia j = 1 : s. Kje lsh me trigwnik ssthma kostzei n2 prxeic epomnwc sunolik ja qoume 2sn2 prxeic.

To arijmhtik kstoc tou algorjmou ja enai:

= n3 n(n + 1)(2m 1) n3 + + sn(2m 1) + 2sn2 + O(n2 ) = + mn2 + 2mns + 2sn2 + roi qamhlterhc txhc 3 2 3

2. Na anadexete na (katastrofik) meionkthma thc mejdou qrhsimopointac to mhtro 1 1 A= 0 0 kai 0 <

M (pou M enai to yilon thc mhqanc).

Apnthsh. Parathreste ti to mhtro A qei txh 2, efson > 0, epomnwc kje ssthma A Ax = A b ja prpei na qei monadik lsh se arijmhtik peirhc akrbeiac. mwc: 1 1 1 0 1 + 2 1 A A= 0 = 1 0 1 1 + 2 0
Efson M , qoume oti 2 M , epomnwc f l(1 + 2 ) = 1. Sth perptwsh loipn aut to mhtro A A ja qei do diec stlec, dhlad txh 1 kai to mhtro A A den ja enai antistryimo. (Axzei na shmeisete epshc ti na ap ta meionektmata thc mejdou kanonikn exissewn gia th lsh problhmtwn enai ti to emprc sflma exarttai ap to dekth katstashc tou A A. Gia pardeigma, an A = A tte 2 (A A) = 2 (A2 ) = 2 (A)2 .) III. (25 b.)

1. Ddetai to migadik mhtro G Cnn gia to opoo gnwrzoume ti mpore na grafe wc G = iA + I pou to A Rnn enai pragmatik, S.J.O. kai tridiagnio (pwc sto 1o mroc). stw epshc ti prpei na lsoume to ssthma Gx = b pou b Rn kai x Cn me x = xR + ixI pou ta diansmata xR , xI enai to pragmatik kai fantastik mroc tou x antstoiqa. a) Na dexete ti to parapnw prblhma enai isodnamo me th lsh enc pragmatiko grammiko sustmatoc diplsiac distashc (dhl. 2n 2n), pou mpore na grafte wc SX = B pou:
S= ,X = xR xI , B= b 0

pou ta

prpei na sumplhrwjon ap esc katllhla ste na isqei h isodunama. 2

Apnthsh. Gx = b (iA + I)(xR + ixI ) = b xR AxI = b kai AxR + xI = 0 epomnwc:

I A A I

S=

b) Na sumplhrsete ta

sthn paraktw Block LU dispash tou mhtrou S:

S= I 0 I 0

Apnthsh. Ja qoume
S= I 0 A I I 0 A I + A2

stw ti o aristerc pollaplasiastc enai [I, 0; L21 , I] kai o dexic [U11 ,U12 ; 0,U22 ]. To zhtomeno prokptei exisnontac thn arister me th dexi pleur wc proc ta upomhtra pou prokptoun ap touc pollaplasiasmoc twn ormajn
I A I = U11 , A = U12 = L21U11 L21 = A = L21U12 +U22 I = A2 +U22

O teleutaoc roc enai to sumplrwma Schur tou S gia to sugkekrimno temaqism. b) Na perigryete sunoptik ta bmata gia thn eplush tou sustmatoc SX = B qrhsimopointac thn prohgomenh dispash tu S. Apnthsh. H diadikasa ja enai na lsoume prta to
I A 0 I y1 y2 = b 0

axiopointac thn trigwnik kat ormajoc morf. Ja qoume:

y1 = b, Ay1 + y2 = 0 y2 = Ab.

Met lnoume:
I 0 A I + A2 xR xI = y1 y2 = b Ab

Epomnwc
xI = (I + A2 )1 Ab, xR = b + AxI = b A(I + A2 )1 Ab

kai an jloume, me kpoiec aplopoiseic:

xR = b (I + A2 )1 A2 b = (I + A2 )1 ((I + A2 ) A2 )b = (I + A2 )1 b.

IV. (25 b.) stw h sunrthsh y : R R thc opoac oi pargwgoi mqri 4hc txhc uprqoun kai enai suneqec sto disthma [0, 1]. H sunrthsh ikanopoie th sunjh diaforik exswsh: y (t) 4t y (t) = 16t

gia t (0, 1). Jloume na prosdiorsoume th lsh thc parapnw exswshc, efarmzontac plgma apotelomeno ap 3 isapqontec eswterikoc kmbouc sto disthma (0, 1). Oi sunoriakc sunjkec pou diajtoume enai y(0) = 1 kai y(1) = 0. H diakritopohsh twn diaforikn telestn ja gnei me qrsh kentrismnwn peperasmnwn diaforn 2hc txhc. 3

1. Na upologsete touc suntelestc tou mhtrou kai tou dexio mlouc pou prokptoun ap th diakritopohsh thc D.E. Apnthsh. Sth perptws mac to disthma metax 2 diadoqikn kmbwn ja enai h = 1/4 = 0.25. Oi zhtomenoi kmboi einai oi tk = 0 + k h, k = 1, 2, 3. Gia th diakritopohsh twn diaforikn telestn qrhsimopoiome tic proseggseic: yk+1 yk1 = 2(yk+1 yk1 ) y (tk ) 2h kai: yk+1 2yk + yk1 y (tk ) = yk = 16(yk+1 2yk + yk1 ) h2 Oi diakritopoihmnec exisseic grfontai, wc proc touc agnstouc Y1 ,Y2 ,Y3 wc exc:
16tk = 16(Yk+1 2Yk +Yk1 ) 8tk (Yk+1 Yk1 ), k = 1, 2, 3.

Epeid y(0) = Y0 = 1, y(1) = 0 = Y4 , oi sunoriakc sunjkec epidron mno ston 1o ro tou dexio mlouc. Lambnontac upyh tic sunoriakc sunjkec, prokptei to paraktw tridiagnio ssthma megjouc 3: 4 1.75 0 Y1 1.75 2.50 4 1.5 Y2 = 1 0 2.75 4 Y3 1.5

2. Na gryete kdika MATLAB pou na ulopoie thn arqikopohsh tou mhtrou kai diansmatoc pou prokptoun ap th parapnw diakritopohsh gia n sunolik eswterikoc kmbouc. To mhtro na epistrfetai se 2-distato pnaka A kai to dinusma se pnaka-stlh F . O kdikc ja prpei na enai grammnoc tsi ste na epitugqnetai kal epdosh kat thn ektles tou. Apnthsh. O kdikac akolouje:
h = 1/(n+1); ih2 = 1/h2; i2h = 1/(2*h); tk = h*[1:n]; a = -2*ih2*ones(n,1); a_l = ih2*ones(n-1,1)+4*i2h*tk(2:n); a_r = ih2*ones(n-1,1)-4*i2h*tk(1:n-1); A = diag(a,0) + diag(a_l,-1) + diag(a_r,1); F = 16*tk; F(1) = F(1)-ih2-4*i2h*tk(1); % Sunoriakh sunjhkh