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Practice · Advanced undergraduate

Numerical analysis

Numerical analysis

Warm-upHuman

What is the condition number κ∞(A)=∥A∥∞∥A−1∥∞\kappa_\infty(A) = \|A\|_\infty\|A^{-1}\|_\infty of A=(4000.004)A = \begin{pmatrix} 4 & 0 \\ 0 & 0.004 \end{pmatrix}?

Numerical analysis

Warm-upHuman

A solver returns x^\hat x for Ax=bAx = b, and you find that x^\hat x is the exact solution of (A+δA)x^=b(A + \delta A)\hat x = b with ∥δA∥/∥A∥≈10−16\|\delta A\| / \|A\| \approx 10^{-16}. What can you conclude?

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Numerical analysis

CoreHuman

You solve Ax=bAx = b in IEEE double precision (u≈10−16u \approx 10^{-16}) with a backward-stable method, and κ(A)≈1010\kappa(A) \approx 10^{10}. Roughly how many correct significant decimal digits can you expect in the solution?

Numerical analysis

CoreHuman

Which of these invertible matrices has no factorisation A=LUA = LU (with LL unit lower triangular and UU upper triangular) unless rows are swapped?

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Numerical analysis

CoreHuman

Why should you solve Ax=bAx = b by LU with partial pivoting rather than by computing A−1A^{-1} and multiplying? Choose all correct reasons.

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Numerical analysis

CoreFormal

Which Lean conclusion correctly expresses Theorem 1, ∥δx∥∥x∥≤κ(A)∥δb∥∥b∥\frac{\|\delta x\|}{\|x\|} \le \kappa(A)\frac{\|\delta b\|}{\|b\|}, without dividing by norms that might be zero?

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Numerical analysis

CoreHuman

Explicit Euler is applied to y′=−200yy' = -200y on [0,1][0, 1] with NN equal steps (h=1/Nh = 1/N). What is the smallest NN for which the numerical solution decays, i.e. ∣1+hλ∣<1|1 + h\lambda| < 1?

Numerical analysis

CoreComputational

Write rk4(f, y0, t_end, n) that applies nn steps of the classical fourth-order Runge–Kutta method to y′=f(t,y)y' = f(t, y), y(0)=y0y(0) = y_0, with step h=tend/nh = t_{\text{end}}/n, and returns the approximation to y(tend)y(t_{\text{end}}).

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Numerical analysis

StretchHuman

Let A∈Rm×nA \in \R^{m \times n} (m>nm > n) have full column rank and 2-norm condition number κ2(A)=108\kappa_2(A) = 10^8. Which statements are true? Choose all that apply.

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Numerical analysis

StretchHuman

Which of these methods are A-stable, i.e. ∣R(z)∣≤1|R(z)| \le 1 for every complex zz with Re⁡z≤0\operatorname{Re} z \le 0? Choose all that apply.

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