Lecture-14) P-41

M, (R) witk det Ao,

For a matrix A¬
Condiion numbex o A is gives b
K(A) = AT|A,
YMati norm
ohere den otes o
Swbordinate to a vector norn of R

Remark]1 5ubordinate vector

K(A) degunds On the
of R
hat
Ne have s0

max
ISisn

Vector norm in
to tRe vector
subordinate
The matrix norm danoted by and
R

1$PSoo,

Ae M(R).
 Conditin
Let ws demote the corestondmg
mrix AE M. (R), det Af o
numbue fa
and is

A=
4

ma 6,2, 6}- 6

A= 2 2

K(A), = |A , |A =6*2 - 27
= 8 = 28
K(A).
 Lech-4
Proporhu of k(A)
) K(I) 4 It M(R) is the identity
matrix.
Ne note that for any watrix nOrm |

Swbondinate to a Vector
nor m

-
Hene, K(I) =I I l = .

) KCA) >1
AA= I
As A is invetble

Be So,
a matix nor

Swbordiate to a
( 1il-)" yeutor nom

(ü) For ainy ce 1Rfo At M. (R), det Afo

K(¢A) = Kk(A),
-1
K(cA)
- |AA| : K(A)
This follees from
the deirirm of
K(A)
() For DEM.(R), D- diag (,da,)
to, i,2,,n

Isisn

oat
Ne Kn
For 1sP S0,
ma
Sisn

As

- max

min
 lLectwa- 14
P-85
(v) For Ma (R), detA fo, Anorwal)
A¬M.
max
Isisn

in vales
|sisn
of A.

Roall: A EM (R) is nopmal if

AA=AA
I
NEP(AA)

A is
( nome

ma

mat ,
|isn

Isisn

Huns, K(As), - 1sisn

Win
Iheorem1(Gatined) and I| be
AE M, (R), det At o
Let a vector
any matrix norm ubor dinote to

norm fo R". Then,

m in ( |A- B|EM, (R),
K(A) det B=o
B¬M (R) ith deB =0.
d
pro: Let BE
lhen, there eots

(" AA- I)

( ry=0)

1< A|A-B||

|A-B|)
 Loctvo-14 |P-7
Sinca BE Ma (R) is orbtay singalax matrix,
inf A- B||
K(A) BEM(&) AI
det B=0.

B E M, (R) det e0 Snh that

He nee to fin d

| |A K(A)
We Kn o |A

and
As A:RR is Continuows
is
the set

closad bdd et ( hence tis confat),

Bneh thet

|A|= ||A.
50
that
Also, there eist
and

Buth Veetor is ivan

Hahn Banach thegrem)
|P-& Choo
we note that

= || 9.| TI

|A-C
I| A | |AA K(A)
win
Hence,
KA)
 JLectng- 14 P-9
|Ramark|2 hon doAL te ati A
measwres
K(A)
mati.

Fix a matri Bt Ma (R), dt B =0

Above therem sonys

A ’BtRan, k(A) ,ie.

vnatsi then

Condton numbUc wll be vary lang.

And we have

Let A- a I ao.
det A= a.
detA 0
dt A n o0

In comgate for 0<d1, and for lorge

dimension det A = 0 )

eVen non
P-D We not that

K(A) =K(«I) = K(1)=1.

Ne sorVe that to dtomine non -singalaty
wotri in a Computo it is

approriate to consi der the

more deteninat.
han
Con ditin numboe
quonty
Eror Analysis
Lt xe R be tRe solwtion of the ayhem
Ax-b
Lat ( atproxiraki on)off A
Abea þctwbatman
and (an )fb.
Let teRn be the solution =

As det Ato Qnd eto non singnlae wratrias are

( open in M(R), for Small

ko So, syste
system has wmigne Sole )
 Lechre-14
Let wss denote
SA- A- A- E (A)
6b- b--E().
Ne FinJ an estimate sf the absolu te relative
error Ear (2) =
in terms lSAM
Ear (A) = and

Ean
Er ( ) l6

satt Fies
:: A- A-SA
(A-sA) (*-6x) =b-sb
’ A-SA)- (A-6A) Sx=b- sb
’ Ax- SAx- (A-6A)6=b- sb
( Ax-)
(A-6A) Sx= - SAxt Sb
A (I- A'SA)6x = - SAx+sb
? I-A'SA) Sr = - ¤ (SAx- su).
P-12)
Assume that

Hena, |ASA| |A ||SA| < 1

therefore I- ¤'SA)' esists and

From (8) We get

S =-- ASA) A (SAN -sb )

( Ming )

|ASA< |AWSAU

1-|A6A |-MA'SAI
 JLectuu-14| P-13
|AA
I|A

K (A) I|SAM
I|A
|-k(A) GAM

K(A)

b= Ax
(

Finaly K(A) E. (a)+Ev (9))|

|-K(4) Er(A)

6bD, Then Er () -0

Ear (8) < k(A) Ear (A)

then Ear (A) = 0 and
Ip SA=0,

E (2) $ K(a) E ().

 We also have
gain iF 6b=0,
A=b (
A -SA) =b
A - SA= b

A(- sc) - SAA

ASx = - SA (Ax-b)
S=-ASA

|A
 ILecture-141| P-1s
Residal
Sftion
One na to pt.
he
Ax =b is to
js &wbsti tute it in
most oF he aSes ,
2gwaton Since Ax= b.
an approriet solnt on A
let E (Â) =X-.
There is

| Defo) ( resdeal) approximate soluho

he Yesidual s
An=b is
the

r(a)= b- A
r=
Ne note tha r= b-A Ax- A
=AE)
estiwate of the relate
Ne
Find an
n tems of resi dual
£.( )
We have Y= b-A = A E().
 from detain and Sig
hat
Uttso
l|A
Knothat Ne
| AN
at K(A)
A)ll
|A|Æ|
|A
|A
|A
and 6)
A'r E)
=
fiom Agoas
P-16]
 Letwo- 14
P

.()
K(A)
Wse the notation
hee
Er ()= ||b||
absolute Telatve residual

Pcentty,
K(A) is clos to
nelative err
the ate absolute
absolute residal are

Far( ) andd relative

In this Case the
same
ken as meaSue
relative vesidal
absolute
absolute rel ative erri

A--o1 0.99
Ft
o 99
0,
(|Alo = 2, K(A) = 2x5o =|0
P-18 (onsidoe the sgtem
|·0| t 099 , = 2

0 49X, + :o X = 2

Éx act solution
() approximate sols
be an

- 0-02
/-0-01
E()= =ra)
-0-01 6 02

anothee approinale Sol.

be
-002

e-3)- (
both the appronimaton
F&A For

bnt the
to