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    Emin Ozkan
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    The midterm for AMATH 584 covers the following topics: 1) Proving that the LU decomposition of a matrix is unique. 2) Showing that the largest singular value of a matrix is given by the maximum ratio of the matrix multiplied by vectors of unit length. 3) Determining the singular values of an orthogonal projection. 4) Proving properties of condition numbers including that the condition number is less than or equal to the product of the condition numbers of matrices and that scaling a matrix does not change its condition number. 5) Writing code to perform an LU decomposition with pivoting.

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    The midterm for AMATH 584 covers the following topics: 1) Proving that the LU decomposition of a matrix is unique. 2) Showing that the largest singular value of a matrix is given by the maximum ratio of the matrix multiplied by vectors of unit length. 3) Determining the singular values of an orthogonal projection. 4) Proving properties of condition numbers including that the condition number is less than or equal to the product of the condition numbers of matrices and that scaling a matrix does not change its condition number. 5) Writing code to perform an LU decomposition with pivoting.

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    © All Rights Reserved
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    110 views1 page

    584midterm PDF

    Uploaded by

    Emin Ozkan
    The midterm for AMATH 584 covers the following topics: 1) Proving that the LU decomposition of a matrix is unique. 2) Showing that the largest singular value of a matrix is given by the maximum ratio of the matrix multiplied by vectors of unit length. 3) Determining the singular values of an orthogonal projection. 4) Proving properties of condition numbers including that the condition number is less than or equal to the product of the condition numbers of matrices and that scaling a matrix does not change its condition number. 5) Writing code to perform an LU decomposition with pivoting.

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    © All Rights Reserved
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    AMATH 584 Autumn Quarter 2020

    Midterm
    DUE: 10am Seattle time (PST), Saturday, November 7, 2020

    I. Prove that the LU decomposition of a matrix A is unique.


    II. Show that the largest singular value of a matrix A ∈ Cm×n is given by

    yT Ax
    σmax (A) = max
    x∈R ,y∈Rm
    n kxk2 kyk2

    III. What are the singular values of an orthogonal projection?


    IV. Show that for a given norm κ(AB) ≤ κ(A)(B) and that κ(αA) = κ(A) for a given (nonzero) constant α.
    V. Write a python or matlab script that does an LU decomposition (including pivoting)

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