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Asiignment 2 Numerical

The document presents a mathematical assignment focused on proving the triangular inequality using Hölder's inequality and solving a system of equations using the Cholesky method. It includes detailed calculations and results for various mathematical expressions and systems. The final outcome is an approximated second-order polynomial derived from the method of least squares based on given data points.

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Philip Owusu
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3 views4 pages

Asiignment 2 Numerical

The document presents a mathematical assignment focused on proving the triangular inequality using Hölder's inequality and solving a system of equations using the Cholesky method. It includes detailed calculations and results for various mathematical expressions and systems. The final outcome is an approximated second-order polynomial derived from the method of least squares based on given data points.

Uploaded by

Philip Owusu
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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ASSIGNMENT 2

MATH 386 : NUMERICAL ANALYSIS III


April 1, 2025

Q1 Prove that ∥X + Y ∥ ≤ ∥X∥ + ∥Y ∥, x, y ∈ Rn [Triangular inequality]


using the holders theory.
P roof :
If ∥X + Y ∥p = 0 then obviously ∥X + Y ∥p ≤ ∥X∥p + ∥Y ∥p since ∥X∥p
and |Y ∥p are non negative for 1 ≤ p ≤ ∞.
Suppose ∥X + Y ∥p > 0 and note that,

n
X n
X n
X
|x(i) + y(i) |p ≤ |x(i) + y(i) |(p−1) |x(i) | + |x(i) + y(i) |(p−1) |y(i) |
i=1 i=1 i=1

p
Now letting q = (p−1) and applying Hölder’s inequality to each of the sum-
mations on the right -hand side, yields :

n n
! q1  n
! p1 n
! p1 
X X X X
|x(i) +y(i) |p ≤ |x(i) + y(i) |(p−1)q  |x(i) |p + |y(i) |p 
i=1 i=1 i=1 i=1

n n
! q1  n
! p1 n
! p1 
X X X X
|x(i) +y(i) |p = |x(i) + y(i) |p  |x(i) |p + |y(i) |p  ......... Eqn. 1
i=1 i=1 i=1 i=1

Pn  q1
Next, dividing both sides of Eqn. 1 by i=1 |x(i) + y(i) |p and using the
fact that 1 − 1q = p1 we obtain,

n
! q1 n
! p1 n
! p1
X X X
p p p
|x(i) + y(i) | ≤ |x(i) | + |y(i) |
i=1 i=1 i=1

Which proves the result.


Q2

1
Figure 1: y=tanh(x)

Figure 2: y=sinh(-x)

X Y
0 1
Q3 0.5 1.6487
0.75 2.1170
1 2.7183
 P P 2    P 
Pn P X2 P X3 a0 P Y
S  P X PX P X4
  a1  = 
P XY

X2 X3 X a2 X 2Y

    
5.0000 2.5000 1.8750 a0 8.7680
 2.5000 1.8750 1.5625   a1  =  5.4514 
1.8750 1.5625 1.3828 a2 4.4015
     
5.0000 2.5000 1.8750 a0 8.7680
ty LetA =  2.5000 1.8750 1.5625 , X =  a1  and B =  5.4514 
1.8750 1.5625 1.3828 a2 4.4015

The matrix A is
i Symmetric since A = AT
ii Positive definate
A1 = 5, det(A1 ) > 0 
5.000 2.500
A2 = , det(A2 ) = 3.125 > 0
2.500 1.875
A3 = A, det(A) = 0.1709 > 0
Hence the cholesky method can be used
Let A = LLT
    
a11 a12 a13 l11 0 0 l11 l21 l31
 a21 a22 a23  =  l21 l22 0  0 l22 l32 
a31 a32 a33 l31 l32 l33 0 0 l33

Using the cholesky


√ algorithm
√
l11 = a11 = 5 = 2.2361; l21 = al11 21
= 2.5000
2.2361 = 1.1180
a31 1.8750 a32 −l31 l21
l31 = l11 = 2.2361 = 0.8385; l32 = l22 = 0.625057
0.7906 = 0.7906
p
2
√
l22 = pa22 − l21 = 1.8750 − 1.11802 = 0.7906
2 − l2 =
√
l33 = a33 − l31 32 1.3828 − 0.83852 − 0.79062 = 0.233

2
 
2.2361 0 0
Hence L =  1.1180 0.7906 0 
0.8385 0.7906 0.2338

The system AX = B can be written as follow


LLT X = B
Let LT X = Y , then LY = B. Computing vector Y from the equation
LY = B
    
2.2361 0 0 y0 8.7680
 1.1180 0.7906 0   y1  =  5.4514 
0.8385 0.7906 0.2338 y2 4.4015

Using forward substitution


2.2361y0 = 8.7680
⇒ y0 = 8.7680
2.2361 = 3.9211

⇒ 1.1180(3.9211) + 0.7906y1 = 5.4514


⇒ 4.3838 + 0.7906y1 = 5.4514
⇒ 0.7906y1 = 5.4514 − 4.3838
⇒ 0.7906y1 = 1.0676
⇒ y1 = 1.0676
0.7906 = 1.3504

⇒ 0.8385(3.9211) + 0.7906(1.3504) + 0.2338y2 = 4.4015


⇒ 4.3555 + 0.2338y2 = 4.4015
⇒ 0.2338y2 = 4.4015 − 4.3555
⇒ 0.2338y2 = 0.0460
⇒ y2 = 0.0460
0.2338 = 0.1967
Hence the solution of this system of equation is given by
y0 = 3.9211, y1 = 1.3504, y2 = 0.1967

Computing the vector X from the equation LT X = Y , we have


    
2.2361 1.1180 0.8385 a0 3.9211
 0 0.7906 0.7906   a1  =  1.3504 
0 0 0.2338 a2 0.1967

Using back substitution


⇒ 0.2338a2 = 0.1967
⇒ a2 = 0.1967
0.2338 = 0.8413

⇒ 0.7906a1 + 0.7906(0.8413) = 1.3504


⇒ 0.7906a1 + 0.6651 = 1.3504
⇒ 0.7906a1 = 1.3504 − 0.6651
⇒ 0.7906a1 = 0.6853

3
0.6853
⇒ a1 = 0.7906 = 0.8668

⇒ 2.2361a0 + 1.1180(0.8668) + 0.8385(0.8413) = 3.9211


⇒ 2.2361a0 + 1.6745 = 3.9211
⇒ 2.2361a0 = 3.9211 − 1.6745
⇒ 2.2361a0 = 2.2466
⇒ a0 = 2.2466
2.2361 = 1.0047
Hence the solution of the system is given by
a0 = 1.0047, a1 = 0.8668, a2 = 0.8413

From the method of least square the approximated 2nd order polynomial of
the data points is given as

y = a0 + a1 x + a2 x2
= 1.0047 + 0.8668x + 0.8413x2

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