Section

Tutorial Sheet 4
Matrix Norms and Iterative Methods
1. Show that the norm defined on the set of all n × n matrices by
n !
! n
"A" = |aij |.
i=1 j=1

is not subordinate to any vector norm on Rn .

2. For a given vector (x1 , . . . , xn )T , the corresponding Vandermonde matrix is de-

fined as
Vn = (vij ) 1≤i≤n
1≤j≤n

where vij = xj−1

i . For a fixed integer n > 1, let xk = 1 + k/n, for k = 1, 2, . . . , n,
then show that "Vn "∞ → ∞ as n → ∞.

3. Let A and B be invertible matrices with condition numbers κ(A) and κ(B) re-
spectively. Show that κ(AB) ≤ κ(A)κ(B).

4. In solving the system of equations Ax = b with matrix

" #
1 4
A= ,
1 4.01

estimate the relative error in the solution vector x in terms of the relative error
in b. Test your estimate in the case when b = (4, 4)T and b̃ = (3.95, 4.01)T . Use
the maximum norm for vectors in R2 .
5. For n ≥ 2, find κ2 (Tn ) where Tn is the tri-diagonal matrix given by
 
2 −1 0

 −1
 . .
2 −1
. . . .


 0
Tn =  . . . 


 0 −1 2
0 −1
−1
2



1
S. Sivaji Ganesh and S. Baskar Spring 2022-23
 Section

6. Let x(12) be the 12th term of the Gauss-Seidel iterative sequence for the system

3x1 + 2x2 = 1
4x1 + 12x2 + 3x3 = −2
x1 + 3x2 − 5x3 = 3

with x(0) = (0, 0, 0)T . If x denotes the exact solution of the given system, then
show that
"e(12) "∞ ≤ 0.0077073467"x"∞ .

7. Consider the linear system Ax = b, where A = (aij )1≤i,j≤n ∈ Mn (R) be such that
aii )= 0 for i = 1, 2, . . . , n, and b = (b1 , b2 , . . . , bn )T ∈ Rn . For a given real number
ω )= 0, define an iterative sequence {x(k) } as
* i−1 n
+
1 ! !
Given x(0) ; zi
(k+1) (k+1) (k)
= bi − aij xj − aij xj ,
aii j=1 j=i+1

i = 1, 2, · · · , n
, for
(k+1) (k+1)
xi = (1 − ω)xki + ωzi
k = 0, 1, 2, . . . .

This iterative method is called the successive over relaxation method (SOR method).
Find the matrix Sω and the vector c such that the SOR iterative method is written
in the matrix form

x(k+1) = Sω x(k) + c, k = 0, 1, 2, . . . .

8. Let A be an n × n matrix with real entries. Let κ2 (A) and κ∞ (A) denote the
condition numbers of a matrix A that are computed using the matrix norms "A"2
and "A"∞ , respectively. Answer the following questions.
i) Determine all the diagonal matrices such that κ∞ (A) = 1.
ii) Let Q be a matrix such that QT Q = I (such matrices are called orthogonal
matrices). Show that κ2 (Q) = 1.
iii) If κ2 (A) = 1, show that all the eigenvalues of AT A are equal. Further, de-
duce that A is a scalar multiple of an orthogonal matrix.

2
S. Sivaji Ganesh and S. Baskar Spring 2022-23