Onomatepnumo: . . . . . . . . .

A.M. . . . . . . . . . . . . . . . . . .; toc . . .

EPISTHMONIKOS UPOLOGISMOS I Septmbrioc 2005 KALH EPITUQIA!!! Diabste prosektik tic ekfwnseic (2 seldec). Gia plrh axiolghsh tou grapto sac prpei na parousisete lo sac ton sullogism kai la ta endimesa apotelsmata. qete 3 rec. Oi algrijmoi na perigrfontai me safneia, p.q. pwc stic shmeiseic me MATLAB . En kat th perigraf enc algorjmou apaithje h dispash Cholesky, mporete na qrhsimopoisete kateujean thn entol thc MATLAB , R = chol(A) pou R enai nw trigwnik mhtro ttoio ste R R = A.
I. (20 b.)

1. Na perigryete me suntoma ta tra basik kritria axiolghshc ston Episthmonik Upologism. 2. Sthn prospjeia na metrhje h epdosh miac sunrthshc flat grammnhc se MATLAB , ektelsthkan oi paraktw entolc se peribllon MATLAB :
tic; [x,ops]=flat; val=ops/toc/1e6; end;

pou x enai kpoio apotlesma pou upologzei h at kai ops enai to pljoc prxewn a.k.u. thc flat. Na exhgsete ti metr to val. 3. Na anafrete na lgo gia ton opoo ja mporose na epistrafe h tim Inf sto val tan ekteletai to parapnw se nan taq H/U (p.q. na sgqrono Pentium). 4. Na exhgsete pc ja mporosate na metrsete to val me pio axipisto trpo (qwrc na allxete to perieqmeno thc flat). Apnthsh. 1) H val metr to pljoc twn prxewn a.k.u. an monda qrnou kai epeid diairome me to 1e6, qoume ta ekatommria prxewn a.k.u. an deuterlepto, pou shmanei ta Mops tou algorjmou. 2) Epeid to pragmatik disthma pou mesolabe metax thc klshc tou tic kai tou toc mpore na enai mikrtero thc diakritthtac tou sustmatoc a.k.u. kai na epistrfetai toc=0 nac arijmc tso mikrc pou na uprqei uperqelish sth diaresh. 3) Gia na apofgoume to parapnw prblhma kai na metrsoume axipista ta Mops, mporome na emfwlesoume ton at se brqo, me katllhla epilegmno s, wc exc:
tic; for j=1:s, [x,ops]=flat; end; val=s*ops/toc/1e6; end; II. (20 b.)

1. Poia enai h {sunjkh akriboc stroggleushc}? 2. Na dexete ti o algrijmoc pollaplasiasmo duo nw trigwnikn mhtrwn A, B R22 enai psw eustajc. Mporete na jewrsete ti ta stoiqea twn A, B enai a.k.u. 3. stw ti upologzete me a.k.u thn tim miac (gnwsthc) posthtac x sto montlo a.k.u. kai diapistnete ti enai x. stw epshc ti enai gnwst ti |x x|/|x| gia kpoio mikr < 1. Me bsh ta parapnw, na brete, wc sunrthsh tou , na kal nw frgma gia to sqetik sflma |x x|/|x|.
III. (20 b.)

1. Na brete akribc na mhtro metjeshc P gia to opoo isqei ti to mhtro B := PA, gia opoiodpote mhtro A Rnn , qei gia stoiqea ta i j = n+1i, j , pou, wc sunjwc, i, j sumbolzei to stoiqeo sth jsh (i, j) tou A. Tte, an to mhtro L enai nw trigwnik, poia ja enai h dom tou mhtrou C := PLP? 2. Me bsh ta parapnw, na upodexete nan trpo gia ton upologism thc paragontopohshc enc mhtrou A wc A = UL, pou U, L antstoiqa enai nw kai ktw trigwnik kai to U qei mondec sth diagnio. Mporete na upojsete ti den apaitetai odghsh. 3. Na qrhsimopoisete thn parapnw ida (pnta qwrc odghsh) gia na lsete to grammik ssthma Ax = e1 , pou e1 enai to dinusma [1, 0, 0] kai A = [10, 1, 1; 1, 8, 1; 1, 1, 5] ste na exoikonomsete perpou n2 prxeic kat th lsh se sqsh me thn klasik LU (prpei na dexete pou ofeletai aut h exoikonmish), pou bbaia sthn perptws mac n = 3. Apnthsh. 1) To mhtro P enai to antidiagnio mhtro pou, se MATLAB , orzetai wc P = I(n:-1:1,:) kajc o pollaplasiasmc PA qei wc apotlesma thn antallag twn grammn i kai n+1-j. Epomnwc, gia nw trigwnik mhtro L, to mhtro PLP ja qei ktw trigwnik morf. 2) To mhtro A; = PAP to opoo ja qei wc stoiqea ta i j = n+1i,n+1 j . mwc isqei epshc ti 2 = I . Epomnwc, an qrhsimopoisoume LU sto A, ja qoume PAP = LU . epomnwc A = PLPPUP kai P me bsh th drsh tou P, to U := PLP enai nw trigwnik me 1 sth diagnio kai to L := PLP enai nw trigwnik. Epomnwc o upologismc mpore na gnei wc exc (p.q. se MATLAB ):
[tL,tU] = lu(P*A*P); U = P*tL*P; L = P*tU*P;

3) Me bsh ta parapnw, ja qrhsimopoisoume LU ep tou PAP = [5, 1, 1; 1, 8, 1; 1, 1, 10]. Sto prto bma: 5 1 1 1 0 0 39 1/5 1 0 , L1 A = 0 6/5 , L1 = 5 1/5 0 1 49 0 6/5 5
1 0 0 5 1
39 5

L2 = 0

1 0 , L2 (L1 A) = 0 0 2/13 1 0

6/5
125 13

Epshc
1 0 0 1 1 1 0 L1 = 1/5 1 0 , L2 = 0 1/5 0 1 0 2/13 1 5 1
39 5

0 0

A = 1/5

1 0 0 1/5 2/13 1 0

0 0

6/5
125 13

pwc edame prin, A = UL pou 125 1 2/13 1/5 0 0 13 1 1/5 , L := 6/5 39 0 . U := 0 5 0 0 1 1 1 5 Epomnwc, lnoume wc exc:
Ax = e1 U(Lx) = e1

all, met ton upologism twn paragntwn U, L (me to sunhjismno kstoc thc LU kajc la ta stoiqea enai diajsima ap thn paragontopohsh LU tou PAP), to bma eplushc tou Uy = e1 gnetai qwrc prxeic, kajc mesa lambnoume ti y = e1 . Aut, up kanonikc sunjkec, ja qreiaztan th lsh enc nw trigwniko sustmatoc, pou ja stoqize n2 prxeic. To epmeno bma apaite th lsh tou ktw trigwniko sustmatoc Lx = y = e1 me to sunhjismno kstoc O(n2 ) se prxeic. Gia ta parapnw dedomna, h apnthsh ja enai
x = L1 e1 = [ V. (20 b.) 13 2 3 , , ,] . 125 125 125

1. Na perigryete sunoptik th mjodo kanonikn exissewn gia thn eplush tou problmatoc elaqstwn tetragnwn minxRn Ax b 2 , pou A Rmn , b Rm kai m n. Mporete na jewrsete ti oi stlec tou A enai grammik anexrthtec. Apnthsh. (Biblo) 1) Pollaplasizete ta duo mlh thc exswshc Ax = b me A : A Ax = A b. 2) Paragontopoiete me Cholesky to A A = LL pou L Rnn . Aut gnetai lgw thc grammikc annexarthsac twn sthln tou A giat tte to A enai summetrik jetik orismno. 3) Epilete ta trigwnik sustmata: Ly = (A b) wc proc y kai to Lx = y wc proc x. 2. Na metrsete to kstoc thc mejdou se prxeic a.k.u. wc sunrthsh twn m kai n (mnon oi kurarqoi roi thc poluplokthtac na upologiston akribc, gia touc uploipouc arke na qrhsimopoisete txh megjouc). Apnthsh. (Biblo) Bma (1): n2 /2(2m 1). Bma (2): n3 /3. Bma (3): 2n2 . Sunolik: mn2 + n3 /3 + O(n2 ). 3. Qrhsimopointac na pardeigma me sugkekrimno A na dexete ti h mjodoc mpore na dsei mh ikanopoihtik arijmhtik apotelsmata. Apnthsh. (Biblo) Dete gia pardeigma to mhtro A = [1 + , 1; 1, 1] pou 2 < thc mhqanc, opte A A = [1, 1; 1, 1] pou enai mh antistryimo.
IV. (20 b.) stw h sunjhc diaforik exswsh (SDE) du (t) = Au(t) pou A = [3/2, 1; 1, 3/2], u = [u1 (t), u2 (t)] dt kai oi sunartseic u1 , u2 enai epilegmnec ste u1 (0) = 2, u2 (0) = 1.

1. Na qrhsimopoisete thn emprc Euler me stajer bma diakritopohshc h = 2 gia na upologsete thn arijmhtik prosggish thc lshc sto qronik shmeo t = 6. Apnthsh. sthn emprc Euler h parapnw SDE proseggzetai wc (U ( j+1) U ( j) )/h = AU ( j) . Epomnwc isqei U ( j+1) = (I Ah)U ( j) pou sumbolzoume me U ( j) thn prosggish thc timc tou 3

u(t j ) = u(t0 + jh) msw thc mejdou (pou mpore na enai axipisth qi). Se arijmhtik peirhc akrbeiac qoume ti U R2 . Epomnwc U1 ( j+1) U2
( j+1)

= (I Ah)U ( j) =

U1 ( j) U2

( j)

3/2 1 1 3/2

U1 ( j) U2

( j)

Me bsh to parapnw upologzoume th lsh sta bmata t = 2, 4, 6 ekkinntac ap to 0:

1 h3/2 h h 1 h3/2

U1 ( j) U2

( j)

2 2 2 2

U1 ( j) U2

( j)

kai knontac tic prxeic prokptoun oi timc:

2. Enai gnwst ti h akribc lsh tou parapnw sustmatoc twn SDE tenei sto 0 kajc to t . Me bsh aut to stoiqeo, na sqolisete th sumperifor thc parapnw prosggishc. (Updeixh: Gia mia plrh exghsh, enai qrsimo na upologsete tic idiotimc tou A.) Apnthsh. Parathrome ti oi timc auxnoun (kai ja suneqsoun na auxnoun) Aut enai antjeto me ,ti problpetai gia th lsh thc SDE. (Prosxte epshc ap ta prshma ti qoume kai talntwsh, pou epshc den sumbanei sth lsh thc SDE). O lgoc thc astjeiac exhgetai wc exc: Gia na tenei sto 0 h lsh ja prpei h aplutec timc twn idiotimn tou mhtrou na enai mikrterec tou 1, dhl. h fasmatik aktna tou mhtrou na enai fragmnh austhr ap to 1. Oi idiotimc tou mhtrou I hA ja enai 1 h(A) pou me (A) sumbolzoume tic idiotimc tou A. Shmeiste ti enai protimtero na exetsoume tic idiotimc wc sunrthsh tou h giat bohj kai sthn epilog bmatoc me to opoo den ja uprqei astjeia. qoume epomnwc ti ja prpei |1 h(A)| < 1 kai epeid oi idiotimc enai pragmatikc (summetrik mhtro) ja prpei na qoume 2 > h/(A) > 0. Epomnwc to bma diakritopohshc prpei na ikanopoie h < 2. Gia to sugkekrimno A oi idiotimc upologzontai ekola (lseic tou (3/2 )2 1 = 0 1 = 1/2, 2 = 5/2 epomnwc ja prpei h < 1. 3. Na exhgsete me suntoma nan trpo me ton opoo ja mporosate na upologsete th lsh pio axipista. Apnthsh. Ja mporosame na qrhsimopoisoume psw Euler na allxoume to bma h ste na ikanopoiontai oi anisthtec, dhl. lambnontac h ttoio ste h < 1.