Precision of solutions given condition number of matrix (floating point) -
i have question on stuck. if point me in right direction, appreciate it.
i did poorly on last midterm question similar 1 i'd able understand concept in addition towards answer can better on final exam.
thanks in advance.
the standard approach error analysis of linear systems consider given system represents of systems
(a + Δa) * (x + Δx) = b + Δb
where Δa , Δb have entries of relative size μ = 5 * 10-d,
||Δa|| ∼ μ * ||a|| , ||Δb|| ∼ μ * ||b||.
the idea being solution found represent exact solution of perturbed system perturbations in bounds given.
by standard manipulations of truncated geometric or neumann series
(a + Δa) * Δx = Δb - Δa * x
and ignoring second order terms,
Δx ≃ a-1 * Δb - a-1 * Δa * x = a-1 * Δb - a-1 * Δa * a-1 * b
so
||Δx|| ≃ ||a-1|| * ||Δb|| + ||a-1|| * ||Δa|| * ||x|| ≦ μ * (||a-1|| * ||b|| + κ * ||x||)
||Δx|| ≦ 2 * μ * κ * ||x||
the relative error of x, ||Δx||/||x||, determine number of valid digits in x, or smaller 2 * μ * κ. per assignment, has smaller 5 * 10-e, or
2 * κ ≦ 10d-e.
and specific formula κ,
2 * λ * nα ≦ 10d-e.
Comments
Post a Comment