{ "cells": [ { "cell_type": "markdown", "id": "2a583c58", "metadata": {}, "source": [ "Quiz 4, on Friday 16 September 2022, due 10:50am." ] }, { "cell_type": "markdown", "id": "456f6c6a", "metadata": {}, "source": [ "Consider the linear system $A {\\bf x} = {\\bf b}$, $A \\in {\\mathbb R}^{n \\times n}$\n", "and ${\\bf b} \\in {\\mathbb R}^n$.\n", "\n", "Suppose the condition number of $A$ is $10^{37}$.\n", "\n", "Let $\\overline{\\bf x}$ be a numerically computed solution,\n", "computed with a precision equal to 56 decimal places.\n", "\n", "1. How many decimal places in $\\overline{\\bf x}$ are correct?\n", "\n", "2. Justify your answer." ] }, { "cell_type": "markdown", "id": "f0050137", "metadata": {}, "source": [ "# Answer to question 1" ] }, { "cell_type": "markdown", "id": "77d804f2", "metadata": {}, "source": [ "The number of correct decimal places equals $56-37 = 19$." ] }, { "cell_type": "markdown", "id": "2cbb437c", "metadata": {}, "source": [ "# Answer to question 2" ] }, { "cell_type": "markdown", "id": "43af62f6", "metadata": {}, "source": [ "As justification, consider the following inequality:\n", "\n", "$$\n", " \\frac{\\|{\\bf x} - \\overline{\\bf x}\\|}{\\|{\\bf x}\\|}\n", " \\leq\n", " \\mbox{cond}(A)\n", " \\frac{\\|A - \\overline{A}\\|}{\\|A\\|}\n", "$$\n", "\n", "where $\\overline{A}$ is the representation of $A$ with 56 decimal places accuracy, or with error $10^{-56}$ which is magnified by the condition number $\\mbox{cond}(A) = 10^{37}$, so we obtain as the bound $10^{-56} \\times 10^{37} = 10^{-19}$ on the relative error on the computed solution $\\overline{\\bf x}$." ] } ], "metadata": { "kernelspec": { "display_name": "Julia 1.8.0", "language": "julia", "name": "julia-1.8" }, "language_info": { "file_extension": ".jl", "mimetype": "application/julia", "name": "julia", "version": "1.8.0" } }, "nbformat": 4, "nbformat_minor": 5 }