Lecture 7 Summary

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Relate backwards error to forwards error, and backwards stability to forwards error (or "accuracy" as the book calls it). Show that, in the limit of high precision, the forwards error can be bounded by the backwards error multiplied by a quantity κ, the relative condition number. The nice thing about κ is that it involves only exact linear algebra and calculus, and is completely separate from considerations of floating-point roundoff. Showed that, for differentiable functions, κ can be written in terms of the induced norm of the Jacobian matrix.

Calculated condition number for square root, summation, and matrix-vector multiplication, as well as solving Ax=b, similar to the book. Defined the condition number of a matrix.

Related matrix L2 norm to eigenvalues of B=A*A. B is obviously Hermitian (B*=B), and with a little more work showed that it is positive semidefinite: x*Bx≥0 for any x. Reviewed and re-derived properties of eigenvalues and eigenvectors of Hermitian and positive-semidefinite matrices. Hermitian means that the eigenvalues are real, the eigenvectors are orthogonal (or can be chosen orthogonal). Also, a Hermitian matrix must be diagonalizable (I skipped the proof for this; we will prove it later in a more general setting). Positive semidefinite means that the eigenvalues are nonnegative.