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Elementary Numerical Analysis: NPTEL Lectures On

1. This document contains an examination for an elementary numerical analysis course. It includes 14 problems testing various concepts related to matrix norms, eigenvalues, iterative methods, and numerical solutions to differential equations. 2. Some of the problems involve showing properties of matrix norms, analyzing error in numerical integration and differential equation solving methods, and analyzing the convergence of iterative methods. 3. The problems cover a wide range of foundational topics in numerical analysis including matrix decompositions, norms, eigenvalues, fixed point iteration, and numerical methods for ODEs.

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احمد السيد
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75 views2 pages

Elementary Numerical Analysis: NPTEL Lectures On

1. This document contains an examination for an elementary numerical analysis course. It includes 14 problems testing various concepts related to matrix norms, eigenvalues, iterative methods, and numerical solutions to differential equations. 2. Some of the problems involve showing properties of matrix norms, analyzing error in numerical integration and differential equation solving methods, and analyzing the convergence of iterative methods. 3. The problems cover a wide range of foundational topics in numerical analysis including matrix decompositions, norms, eigenvalues, fixed point iteration, and numerical methods for ODEs.

Uploaded by

احمد السيد
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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NPTEL lectures on

Elementary Numerical Analysis


by

Professor Rekha P. Kulkarni

Department of Mathematics

Indian Institute of Technology Bombay

Examination 2

Time: 3 hours Marks: 50

1. Show that if f is k times continuously differentiable on [a, b] and x0 , x1 , , xk are distinct points
in [a, b], then
f (k) (c)
f [x0 , x1 , , xk ] = ,
k!
for some c [a, b]. (4 marks)

2. Consider Z 1
f (x)dx w0 f (1) + w1 f (x1 ) + w2 f (1).
1

Determine w0 , w1 , w2 and x1 such that the formula is exact for cubic polynomials. (4 marks)

3. Show that if a nonsingular linear system Ax = b is altered by multiplication of its j th column


by c 6= 0, then the solution is altered only in the j th component, which is multiplied by 1/c.
(2 marks)
n
X
4. Let A = [aij ] be an n n matrix. Define kxk1 = |xj | and kAk1 be the induced matrix
j=1
norm.Show that n
X
kAk1 = max |aij |.
1jn
i=1

(4 marks)

5. Let f be a thrice differentiable function in a neighbourhood of a point a. Show that



f (a) f (a + h) f (a h) Ch2 ,
0
2h

where C is a constant independent of h. (3 marks)

1
1 1
6. Let A be a 4 4 matrix with eigenvalues , , 1, 5. Based on this information find the best
3 2

possible lower bound for condition number of A with respect to 1 norm. Justify your answer.
(3 marks)

7. Let A = [aij ] be an n n matrix such that


X
|aij | < |aii |, i = 1, 2, , n.
j6=i

Define Jacobi iteration method for an iterative solution of Ax = b. Let e(k) denote the error in
the kth iterate. Show that ke(k) k 0 as k . (4 marks)

8. Consider
4 1 0 0 x1 3
1 4 1 0 x2 2

A= = .

0 1 4 1 x3 2


0 0 1 4 x4 3
Choosing the initial approximation to be a zero vector, find the first iterate in Gauss-Seidel
method. (3 marks)

9. Let A = [aij ] be a 20 20 tridiagonal matrix such that aii = 4, i = 1, 2, , 20 and


ai,i+1 = 1, i = 1, 2, , 19 and ai1,i = 1, i = 2, 3, , 20. Show that the eigenvalues of A are
contained in [2, 6]. (3 marks)

10. Define Euler Method and the Midpoint method for approximate solution of the intial value
problem
y 0 = f (x, y), y(a) = y0 , x [a, b].
Obtain the local discretization error in both the methods. (6 marks)

11. Let g : [a, b] [a, b] be continuously differentiable and M = max |g 0 (x)| < 1. Let x be the
x[a,b]
unique fixed point of g in [a, b]. Let xn+1 = g(xn ), x0 [a, b]. Show that
M
|xn+1 x | |xn+1 xn |.
1M
(4 marks)

12. Let A be an n n positive definite matrix with distinct eigenvalues 1 , 2 , , n arranged in


the descending order. Let Auj = j uj , kuj k2 = 1, j = 1, 2, , n. Let x be a non-zero vector
Aj x
such that hx, u1 i =
6 0. Show that converges to an eigenvector of A associated with 1 .
kAj xk2
(4 marks)

13. Let Q be an n n real matrix such that Qt Q = I. Show that the columns of Q are orthonormal.
(3 marks)

14. Let A be an n n real matrix such that A = QR, where Qt Q = I and R is an upper triangular
matrix. Define A1 = RQ. Show that A and A1 have the same eigenvalues. (3 marks)

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