Q1.

Using Rayleigh approximation, find the best estimate for the eigenvalue using least squares,
given A and an estimate eigenvector (as done in class).

Q2. A shift of (1+n-1)/2 decreases all eigenvalues by that amount. In such a scenario, the eigenvector
corresponding to n (in the original matrix) is the result of power iteration. Similarly, when a shift of
(2+n)/2 is applied, the power iteration on the resultant matrix leads to the eigenvector corresponding
to 1 (in the original matrix).

Q3. Infinite ways to do this. One possible solution is:

[

1 0
]
1 1

Q4. Solve for planes, and find the resultant equation that satisfies all the planes. This represents the
region of intersection of these planes. Any plane that does not lie in this region would give you a
system with no solution.

Q5. Start with a 1x1 matrix, and find probability of determinant equal to zero. Go to 2x2 and 3x3.
Observe the trend, and comment on whether the probability of determinant equal to zero is more than
or not for a 10x10 system.

Q6. This can be analysed in an equivalent setting where you measure weight w1+w2 times, and you
observe m1 w1 number of times, and observe m2 for the remaining w2 number of times. Apply least
square estimate for that situation.

CL244, Introduction to Numerical Analysis

Homework 2, due: September 5, 2016 by 5pm in ChE Department Office
1. For the given matrix below, compute the two eigenvalues and eigenvectors using the
characteristic polynomial.
3 1
= [
]
1 3
Using the following two vectors as guesses for the two eigenvectors of the A matrix, perform
three QR iterations, and find the resultant estimates of the eigenvectors after the three iterations.
Plot the successive estimates of the eigenvectors (after each iteration) on a graph, and observe
convergence towards the eigenvectors.
0
= [ ]
1
1
1 = [ ]
0

2. In Fixed Point Iteration, what is the rate of convergence of g(x*) = 0?

3. Show that the iteration method
+1 =

1 ( ) (1 )
( ) (1 )

Is mathematically equivalent to the secant method for solving scalar nonlinear equations f(x)
= 0.
4. Compute the first three iterations of Newtons Method for solving each of the following
equations given the below initial guesses.
(a) x2 1 = 0, x0 = 106
(b) (x-1)4 = 0, x0 = 10
For each equation, what is the convergence rate?
5. Using a = 1, b = 2, and c = 3 as starting values, perform two iterations of Inverse Quadratic
Interpolation. What is the estimate of the root for the following equation after the two iterations?
() = 2 4 sin() = 0
6. Let A be an n x n matrix with eigenvalues 1, 2, , n. Show that the determinant of A is
equal to the product of its eigenvalues. Show that the trace of the matrix (sum of diagonal
entries) is equal to the sum of its eigenvalues.