335 Midterm
You have two hours. All problems have equal weight, but some problems may be harder than others, so try
not to spend too much time on one problem.
rn1 rn1
dn1 Adn1
xn = xn1 + n dn1
rn = rn1 n Adn1
n
dn = rn + dn1 r rn rrn1
n1
I B
2
with B2 < 1. Show that (A) = A2 A1 2 = 1+B
1B2 .
B I
Hint: Given the SVD B = UV of B, construct the SVD of A. Recall that the induced norm 2
of a matrix is simply the largest singular value, and hence the condition number is the ratio of the largest
to smallest singular values. (It might help you to think about the case where B is just a number, to get
you startedwhat are the eigenvectors and eigenvalues of A in that case? Then for the general case, make
eigenvectors of A out of U and V .)
Let A =
MIT OpenCourseWare
http://ocw.mit.edu
For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.