The 1-norm of a matrix ||A||1 is the maximal
column sum of the absolute values in the matrix, i.e.,
||A||1 = maxj=1,...,n
i=1,...,n
|aij|
Problem 1(d): You can use Matlab for (d). (i) Solve Ly=b' where you choose b' as explained in the problem. Then you solve Ux=y.
Problem 2(a): You get 9 equations u1 = ( ...
)/4 -h2 , ... , u9 = ( ... )/4 -
h2 .
Use [L1,U]=lu(A) to solve linear system (not chol
as stated in problem)
Problem 2(b): Complete the code membr.m so that A=membr(4)
gives the same matrix which you got in (a). Do not use
x=A\b, instead use [L1,U]=lu(A) to find the
solution and an estimate for the condition number.
Problem 3: The code linsys.m should look
like this:
function linsys(n)
A = zeros(n,n);
for i=1:n
for j=1:n
...;
end
end
x = ones(n,1); % column vector (1,...,1)
b = A*x;
% Use lu to compute solution xhat for matrix A, rhs vector b
% print out xhat,
% print out relative residual ||bhat - b||/||b||
% print out estimated condition number, estimated unavoidable error
% print out actual error ||xhat - x||/||x||
% print out weighted residual ||bhat-b||/(||A||*||xhat||)
Note that you should print out xhat (not x). Use
lu and condestdec Use the estimated condition number
times the machine epsilon for the estimated unavoidable error. To check if
the result was computed in numerically stable way: Compute ||bhat -
b||/(||A|| ||xhat||). If this is not much larger than the machine epsilon,
then computation was numerically stable.