1. Select the output display format long and solve the linear system Ax=b, where A is the Hilbert matrix of order n=5,10,15 and b such that the solution x is a vector of all ones. For each n compute the relative error of the solution and the conditioning number using ∝-norm. Comment the results. 2. Write a MATLAB function called elleu which computes L and U factors of the decomposition A=LU. Subsequently, generate the matrix A of order n=100, whose elements are a ij
=max(i,j) and b such that the solution x is a vector of all ones. Finally, solve the linear system Ax=b, using the decomposition A=LU from the function elleu at first, then by means of the decomposition PA=LU from MATLAB function 1u. In both cases compute the [infinity]-norm of the relative error the solution. Based on the obtained results, deduce what solution is more accurate, motivating your answer. 3. Assemble the matrix A of order n=100, whose elements are a ij
=imax(i,j). Find the matrices P,L and U from the decomposition PA=LU of the matrix A by means of the MATLAB function 1u. Subsequently, use above factors to invert the matrix A. Verify the result using the MATLAB function inv. 4. Assemble a matrix A of order n=100, whose elements are pseudo-random numbers. Efficiently solve (minimizing the number of arithmetic operations) the following linear systems: ⎩
⎨
⎧
Ax 1
=b 1
Ax 2
=b 2
Ax 2
=b 3
⋯
Ax 30
=b 30
sharing the same matrix A ; let b 1
such that the corresponding solution x 1
is a vector of all ones and b i
=x i−1
,i=2,…,30. Subsequently, solve each system using MATLAB command \. Comparing the computation time of both procedures, using MATLAB commands tic and toc, and comment the results. 5. Assemble the tridiagonal matrix B of order n=100, whose main diagonal elements are all equal to 10 , while the sub-diagonal and super-diagonal elements are equal to −5 and 5 respectively. Bearing in mind that B is not singular, therefore A=B T
B is symmetric and positive-definite, use the MATLAB function chol to find the Choleski decomposition A=R T
R. After that, use the above decomposition for calculating the inverse of A and for solving the linear system Ax=b, where b such that the solution x is a vector of all ones. Verify the results using MATLAB commands inv and \. 6. Assemble a pseudo-random matrix A of order n, and compute the QR decomposition of A. Later use the factors Q and R for solving the linear system Ax=b, where b such that the solution x is a vector of all ones. Compute the ratio between the computational costs for solving the linear system by means of PA=LU decomposition and QR decomposition, by varying the order of the matrix (for instance n=100,200,…,500 and n=1000,2000,…,5000). Comment the results. 7. Consider the following overdetermined linear system: 1 x 1
+2x 2
+3x 3
+4x 4
=1
−x 1
+4x 3
+x 4
=2
3x 1
+5x 2
+x 3
=3
2x 1
−x 2
+x 4
=4
x 1
+x 2
−x 3
+x 4
=5
2x 1
−x 2
+3x 4
=6
Compute the rank of the matrix of the coefficients of the system. Subsequently, compute the solution of the system in the least-squares sense. Verify the result using the Matlab command \. 8. Implement the Gram-Schmidt orthonormalising method and use it to construct an orthonormal basis of R 5
starting from the following linear independent vectors: v 1
=(4,2,1,5,−1) T
,v 2
=(1,5,2,4,0) T
,v 3
=(3,10,6,2,1) T
v 4
=(3,1,6,2,−1) T
,v 5
=(2,−1,2,0,1) T
Let Q the matrix whose columns are the vectors generated by the procedure. Verify the results of the procedure through Q orthogonality.