How to Solve Condition Number and LU Decomposition Problems?

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In summary, the conversation is about solving two questions, one of which has already been solved in a slightly different way. The person is requesting help for part b and c, and is looking for suggestions and comments on how to improve their solution. They clarify that this is not for homework, but for exam preparation. Suggestions and comments are given, including writing out the solution for part c and showing proof that the product of two lower or upper triangular matrices is still lower or upper triangular. It is noted that the matrices in question are band matrices with specific values, and any proof should take this into account.
  • #1
akerman
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I have two question one of them I have solved but a bit differently and the second is something I need more help with. View attachment 2466

First question I have solved previously but bit different and I am not too sure how it should be solved in part b given above. Here is my similar solution View attachment 2467

Can you comment and show what should be done for part b and also for part c which I didn't know how to show.

P.S. I am preparing for my exams and this is not a coursework or anything in terms of homework. Therefore, explanation and comments what could be improved are good for me. Thanks
 

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  • #2
Hi akerman!

There is no mention in problem statement (b) of $\widetilde A$ or $\delta A$.
So it seems to me it should not be involved...

For (c), I would suggest to write:
$$a_{i,j} \overset ?= \sum_k l_{i,k} u_{k,j}$$
And write it out knowing that e.g. $l_{i,k} = 0$ unless $k=i$ or $k=i+1$.
 
  • #3
I like Serena said:
Hi akerman!

There is no mention in problem statement (b) of $\widetilde A$ or $\delta A$.
So it seems to me it should not be involved...

For (c), I would suggest to write:
$$a_{i,j} \overset ?= \sum_k l_{i,k} u_{k,j}$$
And write it out knowing that e.g. $l_{i,k} = 0$ unless $k=i$ or $k=i+1$.

For (c) would it be enough to show the proof that product of two lower triangular matrices is still lower triangular and the same thing for upper triangular?
 
  • #4
akerman said:
For (c) would it be enough to show the proof that product of two lower triangular matrices is still lower triangular and the same thing for upper triangular?

Those matrices are not just lower respectively upper triangular.
They are band matrices with specific values in the bands.
Any proof should take that into account and show that those specific values will match.
 
  • #5
Hi there,

Thank you for reaching out. I would be happy to provide a response to your questions about condition number and LU decomposition.

First, let's briefly define what condition number and LU decomposition are. Condition number is a measure of how sensitive a mathematical problem is to changes in the input data. It is typically used to evaluate the stability and accuracy of numerical algorithms. On the other hand, LU decomposition is a method for decomposing a square matrix into a lower triangular matrix and an upper triangular matrix. It is often used to solve linear systems of equations.

Now, let's address your questions. For part b, I'm assuming you are given a matrix and asked to calculate its condition number. In this case, you would need to use the formula for condition number, which is the ratio of the largest singular value to the smallest singular value. You can find these singular values by performing a singular value decomposition (SVD) on the matrix. If you are not familiar with SVD, you can also use the formula for condition number in terms of the matrix's eigenvalues. This would involve finding the eigenvalues of the matrix and then taking the ratio of the largest eigenvalue to the smallest eigenvalue.

For part c, you mentioned that you were not sure how to show something. I'm not sure what you are referring to, so it would be helpful if you could provide more context or information. However, in general, to show something in mathematics, you would need to provide a proof or a logical explanation based on the definitions and properties of the concepts involved.

I hope this helps. Good luck with your exams! If you have any further questions, please don't hesitate to ask.
 

Related to How to Solve Condition Number and LU Decomposition Problems?

1. What is the condition number of a matrix?

The condition number of a matrix is a measure of how sensitive the output of a matrix calculation is to small changes in the input. It is defined as the ratio of the largest singular value of the matrix to the smallest singular value.

2. Why is the condition number important in numerical analysis?

The condition number is important because it indicates the stability and accuracy of a matrix calculation. A high condition number means that small changes in the input can result in large changes in the output, which can lead to numerical instability and inaccurate results.

3. How is the condition number related to LU factorization?

The condition number is closely related to LU factorization, as it is used to determine the stability of the factorization process. A matrix with a high condition number will have a more unstable LU factorization, meaning that small changes in the input can result in large changes in the factorized matrix.

4. What is the significance of a low condition number in LU factorization?

A low condition number in LU factorization indicates that the matrix is well-conditioned, meaning that small changes in the input will not significantly affect the output. This is desirable as it leads to more accurate and stable results in numerical calculations.

5. How can the condition number be used to improve the accuracy of matrix calculations?

The condition number can be used to identify which matrices are ill-conditioned and may lead to inaccurate results. By using techniques such as matrix scaling or pivoting, the condition number can be reduced, resulting in more accurate and stable calculations.

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