FMNF05 Spring 2020 - LTH - Alexandros Sopasakis

Homework Assignment 3.
Latest due date: midnight - February Sunday 9th
Possible bonus of 0.1 if 75% correct (≥ 18 pts.)
Please include all requested figures, programs and explanations in the PDF report!
1. (6 pts.) Consider the n × n matrix A with entries Aij = 5/(i + 2j − 1).
• (2 pt.) Compute the infinity-norm of the matrix by hand (show all steps in your
report) and then verify it by writing an algorithm with n = 6, 7, . . . , 14, 15.
• (1 pt.) Set x = [1, . . . , 1]T and let b = Ax. Now solve the system Ax = b for x
(as if you did not know it) for n = 6, 7, . . . , 14, 15 using the backslash operator
(Matlab) or solve(A,b) (Python).
• (1 pt.) Create a plot of the condition number (y-axis) versus n (x-axis) for each
n above. You may use Matlab/Python to compute the condition number.
• (2 pt.) Create another plot of the relative error (y-axis) versus n (x-axis) until you
identify the value of n after which the solution have no correct significant digits.
What is that n value? Does that value depend on your particular computer?
No need to include your programs for this question.
2. (4 pts.) Plot the set of all unit vectors v in R2 in 1-norm, 2-norm and the infinity norm. (each
worth 1 pt). Include your code in your report (1pt).
Please only plot a point representing where a vector ends instead of the full vector.
3. (10 pts.) Consider the following 2x2 matrices:
     
1 2 1 4 Create a singular 2x2
A1 = A2 = A3 =
2 1 −4 1 matrix of your choice
• (3 pts.) For each set of points in Question 2 above plot the corresponding A1 v, A2 v
and A3 v. In total 9 different plots should be created. Make sure to also include
the original set of points v, from Question 2, in each plot;
• (3 pts.) mark the vector with largest 1-norm, 2-norm and infinite norm;
• (1 pts.) mark also the eigenvectors (if possible);
• (2 pts.) explain, based on the theory, why you marked the vector above as the
eigenvector-full explanations required for credit;
• (1 pts.) include your code for all questions above with your report.
4. (4 pts.) Consider matrices A1 and A2 as given above.
• (1 pt.) Compute by hand the eigenvalues as well as eigenvectors for each of those.
• (1 pt.) Also compute by hand the corresponding condition number of each matrix.
• (2 pts.) Program the power method and approximate both the eigenvalues within
a maximum tolerance of 10−4 (per eigenvalue) for each matrix A1 and A2 .
Report the number of iterations to approximate the eigenvalues for each matrix
A1 and A2 . Include your algorithm in your report.