(Rank-1 Updates of Linear Systems) (a) Set A = round(10 rand(8)) b = round(10 rand(8 | StudySoup

Textbook Solutions for Linear Algebra with Applications

Chapter 3 Problem 4

Question

(Rank-1 Updates of Linear Systems) (a) Set A = round(10 rand(8)) b = round(10 rand(8, 1)) M = inv(A) Use the matrix M to solve the system Ay = b for y. (b) Consider now a new system Cx = b, where C is constructed as follows: u = round(10 rand(8, 1)) v = round(10 rand(8, 1)) E = u v C = A + E The matrices C and A differ by the rank-1 matrix E. Use MATLAB to verify that the rank of E is 1. Use MATLABs \ operation to solve the system Cx = b and then compute the residual vector r = b Ax. (c) Let us now solve Cx = b by a new method that takes advantage of the fact that A and C differ by a rank-1 matrix. This new procedure is called a rank-1 update method. Set z = M u, c = v y, d = v z, e = c/(1 + d) and then compute the solution x by x = y e z Compute the residual vector b Cx and compare it with the residual vector in part (b). This new method may seem more complicated, but it actually is much more computationally efficient. (d) To see why the rank-1 update method works, use MATLAB to compute and compare Cy and b + cu Prove that if all computations had been carried out in exact arithmetic, these two vectors would be equal. Also, compute Cz and (1 + d)u Prove that if all computations had been carried out in exact arithmetic, these two vectors would be equal. Use these identities to prove that Cx = b. Assuming that A is nonsingular, will the rank-1 update method always work? Under what conditions could it fail? Explain.

Solution

Step 1 of 6)

The first step in solving 3 problem number 4 trying to solve the problem we have to refer to the textbook question: (Rank-1 Updates of Linear Systems) (a) Set A = round(10 rand(8)) b = round(10 rand(8, 1)) M = inv(A) Use the matrix M to solve the system Ay = b for y. (b) Consider now a new system Cx = b, where C is constructed as follows: u = round(10 rand(8, 1)) v = round(10 rand(8, 1)) E = u v C = A + E The matrices C and A differ by the rank-1 matrix E. Use MATLAB to verify that the rank of E is 1. Use MATLABs \ operation to solve the system Cx = b and then compute the residual vector r = b Ax. (c) Let us now solve Cx = b by a new method that takes advantage of the fact that A and C differ by a rank-1 matrix. This new procedure is called a rank-1 update method. Set z = M u, c = v y, d = v z, e = c/(1 + d) and then compute the solution x by x = y e z Compute the residual vector b Cx and compare it with the residual vector in part (b). This new method may seem more complicated, but it actually is much more computationally efficient. (d) To see why the rank-1 update method works, use MATLAB to compute and compare Cy and b + cu Prove that if all computations had been carried out in exact arithmetic, these two vectors would be equal. Also, compute Cz and (1 + d)u Prove that if all computations had been carried out in exact arithmetic, these two vectors would be equal. Use these identities to prove that Cx = b. Assuming that A is nonsingular, will the rank-1 update method always work? Under what conditions could it fail? Explain.
From the textbook chapter Vector Spaces you will find a few key concepts needed to solve this.

Step 2 of 7)

Visible to paid subscribers only

Step 3 of 7)

Visible to paid subscribers only

Subscribe to view the
full solution

Title Linear Algebra with Applications 9 
Author Steven J. Leon
ISBN 9780321962218

(Rank-1 Updates of Linear Systems) (a) Set A = round(10 rand(8)) b = round(10 rand(8

Chapter 3 textbook questions

×

Login

Organize all study tools for free

Or continue with
×

Register

Sign up for access to all content on our site!

Or continue with

Or login if you already have an account

×

Reset password

If you have an active account we’ll send you an e-mail for password recovery

Or login if you have your password back