Show how to use the condition number of a matrix A to estimate the accuracy of a
Question:
Show how to use the condition number of a matrix A to estimate the accuracy of a computed solution of Ax = b. If the entries of A and b are accurate to about r significant digits and if the condition number of A is approximately 10k (with k a positive integer), then the computed solution of Ax = b should usually be accurate to at least r - k significant digits.
Find the condition number of the matrix A in Exercise 9. Construct a random vector x in R4 and compute b = Ax. Then use your matrix program to compute the solution xj of Ax = b. To how many digits do x and x₁ agree? Find out the number of digits your matrix program stores accurately, and report how many digits of accuracy are lost when x₁ is used in place of the exact solution x.
Data from in Exercise 9
Step by Step Answer:
Linear Algebra And Its Applications
ISBN: 9781292351216
6th Global Edition
Authors: David Lay, Steven Lay, Judi McDonald