hw6 - Homework 6 Numerical Linear Algebra 1 Fall 2010...

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Unformatted text preview: Homework 6 Numerical Linear Algebra 1 Fall 2010 Solutions will be posted on Monday, 11/22/10 Problem 6.1 Define the random matrix A R 50 10 via Udiag (1 , 10- 1 , . . . , 10- 9 ) V T where U R 50 50 and V R 10 10 are random orthogonal matrices. The singular values of A are therefore 1 , 10- 1 , . . . , 10- 9 and the condition number is ( A ) 2 10 9 . Let A k be the matrix consisting of the first k columns of A and let ( A k ) 2 ,F be the condi- tion number of A k using either the matrix 2-norm or the matrix Frobenius norm. Implement both Classical and Modified Gram-Schmidt and assess their relative loss of orthogonality over the various ranges of columns by evaluating for each k ( A k ), k I k- Q T k Q k k 2 , and k I k- V T k V k k 2 , where Q k is computed via classical Gram-Schmidt and V k is computed by modified Gram-Schmidt. Of course, you should examine these values for several samples of U and V . Does the loss of orthogonality for classical occur more rapidly and severely when....
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This note was uploaded on 07/21/2011 for the course MAD 5932 taught by Professor Gallivan during the Fall '06 term at FSU.

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hw6 - Homework 6 Numerical Linear Algebra 1 Fall 2010...

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