Saturday, April 21, 2012

10.15

(a)Determine the condition number for the following system using
 the row-sum norm. Do not normalize the system.

A = [ 1 4 9 16 25;4 9 16 25 36; 9 16 25 36 49; 16 25 36 49 64;25 36 49 64 81]

How many digits of precision will be lost due to ill-conditioning?
(b)Repeat (a), but scale the matrix by making the maximum element in each
row equal to one.



Matlab Code:


A = [ 1 4 9 16 25;4 9 16 25 36; 9 16 25 36 49; 16 25 36 49 64;25 36 49 64 81]

%(a)
conditionA = cond(A)
significant = 10^(log10(cond(A)) - 7.2)

%(b)
b = [ 1/25 0 0 0 0;0 1/36 0 0 0;0 0 1/49 0 0;0 0 0 1/64 0;0 0 0 0 1/81];
A_scaled = b * A
conditionA_scaled = cond(A_scaled)
significant_scaled = 10^(log10(cond(A_scaled)) - 7.2)


RESULTS


A =

     1     4     9    16    25
     4     9    16    25    36
     9    16    25    36    49
    16    25    36    49    64
    25    36    49    64    81


conditionA =

     3.145210075463109e+17


significant =

     1.984493397046558e+10


A_scaled =

   0.040000000000000   0.160000000000000   0.360000000000000   0.640000000000000   1.000000000000000
   0.111111111111111   0.250000000000000   0.444444444444444   0.694444444444444   1.000000000000000
   0.183673469387755   0.326530612244898   0.510204081632653   0.734693877551020   1.000000000000000
   0.250000000000000   0.390625000000000   0.562500000000000   0.765625000000000   1.000000000000000
   0.308641975308642   0.444444444444444   0.604938271604938   0.790123456790123   1.000000000000000


conditionA_scaled =

     9.237149093911445e+16


significant_scaled =

     5.828247062861999e+09

These results show that both matrices are substantially ill-formed and there is a large loss of significance


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