Part 3

Chapter 11
Matrix Inverse and Condition

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 Chapter Objectives
Knowing how to determine the matrix inverse in an efficient manner
based on LU factorization.
Understanding how the matrix inverse can be used to assess stimulus-
response characteristics of engineering systems.
Understanding the meaning of matrix and vector norms and how they
are computed.
Knowing how to use norms to compute the matrix condition number.
Understanding how the magnitude of the condition number can be used
to estimate the precision of solutions of linear algebraic equations.

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 Matrix Inverse, 1
Recall that if a matrix [A] is square, there is another matrix
[A]-1, called the inverse of [A], for which [A][A]-1=[A]-1[A]=[I]
The inverse can be computed in a column by column fashion
by generating solutions with unit vectors as the right-hand-
side constants:
1 0 0
! "1 = 0 ! "2 = 1 ! "3 = 0
0 0 1
! −1 = " "2 "3
1

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 Matrix Inverse, 2
Recall that LU factorization can be used to efficiently evaluate
a system for multiple right-hand-side vectors—thus, it is ideal
for evaluating the multiple unit vectors needed to compute
the inverse.

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 Matrix Inverse, 3

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 Matrix Inverse, 4

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 Matrix Inverse, 5

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 Matrix Inverse, 6

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 Stimulus-Response Computations
자극-응답 계산
Many systems can be modeled as a linear combination of equations,
and thus written as a matrix equation:
Interactions response = {stimuli}

The system response can thus be found using the matrix inverse.
Each element of the inverse tells you the response of the ith unknown to
a unit change of the jth forcing function. That is,
aij-1 = the change of xi due to a unit change of bj

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 Vector and Matrix Norms

불량 조건을 나타낼 수 있는 하나의 수는 없을까?

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 Condition Number
The matrix condition number Cond[A] is obtained by calculating
Cond[A]=||A||·||A-1||.

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 Vector and Matrix Norms
A norm is a real-valued function that provides a measure of the size or
“length” of multi-component mathematical entities such as vectors and
matrices.

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 Vector Norms
For a vector {X} of size n, the p-norm is:
(
1/"
! " = $ )* "

%&'

Important examples of vector p-norms include:

n
p = 1:sum of the absolute values X 1 = å xi
i=1
n
p = 2 : Euclidian norm (length) X2= Xe= åx 2
i
i=1
p = ¥ : maximum - magnitude X ¥
= max xi
1£i£n

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 Matrix Norms
Common matrix norms for a matrix [A] include:

n
column - sum norm A 1 = max å aij
1£ j£n
i=1
n n
Frobenius norm Af= åå a 2
ij
i=1 j=1
n
row - sum norm A ¥ = max å aij
1£i£n
j=1

A 2 = (µ max )
1/2
spectral norm (2 norm)

Note - µmax is the largest eigenvalue of [A]T[A].

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 Matrix Condition Number

정규화된

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 Matrix Condition Number
우리는 행-합 Norm을 이용해
Cond.. 구하-고 한다.
2
4

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 MATLAB Commands
MATLAB has built-in functions to compute both norms and
condition numbers:
• norm(X,p)
• Compute the p norm of vector X, where p can be any number, inf, or
‘fro’ (for the Euclidean norm)
• norm(A,p)
• Compute a norm of matrix A, where p can be 1, 2, inf, or ‘fro’ (for the
Frobenius norm)
• cond(X,p) or cond(A,p)
• Calculate the condition number of vector X or matrix A using the norm
specified by p.

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 MATLAB Commands

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 MATLAB Commands

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