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Numerical methods Assignment 1.The kth principal submatrix of A C nn is the upper left-most k k portion of A. Show that A has an

Numerical methods Assignment

1.The kth principal submatrix of A Cnn is the upper left-most k k portion of A. Show that A has an LU factorization of the form A = LU where L is unit lower triangular with ones along the diagonal, and U is invertible and upper triangular if and only if all principal submatrices of A are invertible.

2. Show both of the computations below can be performed in a backward stable manner. Assume all of the computations are performed in IEEE floating point arithmetic. For simplicity also assume, in both parts, x and A are representable in IEEE floating point arithmetic.

(a) The summation f(x) = x1 + x2 + x3 as a function of x R 3

(b) The product f(A) = Ax as a function of A R nn only, and for a fixed x R n .

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