MATH 251 Exam 2, Fall 2007

American University of Beirut · Numerical Computing · 8 pages

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AMERICAN UNIVERSITY OF BEIRUT Faculty of Arts and Sciences Mathematics Department MATH 251 QUIZ II FALL 2007-2008 Closed Book, 75 MINUTES WRITE YOUR ANSWERS ON THE QUESTION SHEET STUDENT NAME ID NUMBER Problem Out of Grade 1 16 2 14 3 12 4 8 TOTAL 50 1 1. (16 points) Consider the following square matrix:   2 −2 3 7 4 4 0 7 2 1 1 3 6 5 4 17   (a) (9 points) Apply on this matrix, Gauss Elimination with the scaled partial pivoting strategy, showing the status of the 4 by 4 matrix after each elimination, i.e. each of the pivot rows and the corresponding multipliers should be identified and circled. • Reduction 1:   Changing Matrix Coefficients scales Including Multipliers s   2 (continued...) 3 (b) (7 points) Specify the elements of the 4 by 4 matrices P, L and U which verify: PA = LU and give the determinant of the original matrix A 4 2. (14 points) Consider the following n ∗ n quadridiagonal matrix A =              d1 u1 0 · · · · · · 0 0 0 l1 d2 u2 0 · · · · · · 0 0 v1 l2 d3 u3 0 · · · 0 0 0 v2 l3 d4 u4 0 · · · 0 0 0 v3 l4 d5 u5 · · · 0 ... ... ... ... ... ... ... ... 0 0 · · · 0 vn−3 ln−2 dn−1 un−1 0 0 · · · 0 0 vn−2 ln−1 dn              This matrix is assumed to have the diagonal dominance property: |di| ≥ |ui| + |li−1| + |vi−2|, ∀i, 3 ≤ i ≤ n − 1 |d1| ≥ |u1|, |d2| ≥ |u2| + |l1|, |dn| ≥ |ln−1| + |vn−2| As such we can use naive Gauss elimination to reduce it into an upper triangular matrix. (a) (8 points) Complete the following algorithm that should perform the reduction of the matrix A: function [d,u,l,v]=lu_QuadriDiag(d,u,l,v) % d is the diagonal vector. Its dimension is n % u is the upper diagonal vector. Its dimension is n-1 % l is the first lower diagonal vector. Its dimension is n-1 % v is the second lower diagonal vector. Its dimension is n-2 for k= : % Get the multipliers (take into consideration the last iteration) % Modify the coefficients (take into consideration the last iteration) end 5 (b) (4 points) Give the number of flops needed to execute the above algorithm. (c) (2 points) Give the upper triangular matrix U obtained from this reduction. 6 3. (12 points) Consider a function f(x) given at 6 distinct data points by the following table: x 0 0.1 0.2 0.3 0.4 0.5 0.6 f(x) 1.00 1.01 1.02 1.05 1.08 1.13 1.19 (a) (8 points) In case you want to use this table to find an approximate value to f(x), 0.2 < x < 0.3, give on the basis of Newton’s formula, the expression of p3(x), the most suitable interpolation polynomial of degree 3. (b) (4 points) Compute p3(0.25). 7 4. (8 points) Consider the set: D3 = {(xi, yi)|i = 1, 2, 3}, where yi = f(xi) for a given function f, (xi ̸= xj, i ̸= j). x1 x2 x3 y1 y2 y3 Prove that: [x1, x2, x3] = [xi1, xi2, xi3] where {i1, i2, i3} is any permutation of {1, 2, 3}. 8