Prof. Ch.

Schwab Spring Semester 2019

F. Henrı́quez ETH Zürich
J. Opschoor Numerische Mathematik I D-MATH

Exercise Sheet 1

Exercise 1.1 Matrix Norms I

(1.1a) Let A ∈ Rn×n . Using the definition of the vector p-norm and the induced matrix p-norm,
derive the following explicit formulas for p ∈ {1, 2, ∞}:
n
X n
X p
kAk1 = max |aij |, kAk∞ = max |aij |, kAk2 = λmax (A> A),
j=1,...,n i=1,...,n
i=1 j=1

where λmax (A> A) denotes the maximum eigenvalue of A> A.

H INT: For kAk2 use the singular value decomposition of the matrix A.

(1.1b) Let the matrix A ∈ R2×2 be defined as

 
1 2
A= . (1.1.1)
−1 1/2

In view of the explicit formulas derived in subproblem (1.1a), compute the norm kAkp for p =
{1, 2, ∞}.

(1.1c) Write a M ATLAB function

function np = MatrixpNorm(A)

which takes as input a matrix A and returns a 3 × 1-vector np containing the p-norm of A for
p = 1, 2, ∞. Compare the numerical results with the ones obtained in subproblem (1.1b) for A
as in (1.1.4).
H INT: Use the M ATLAB built-in routines.

Exercise 1.2 Matrix Norms II

(1.2a) For A ∈ Rn×n let ρ(A) := max1≤i≤n |λi | be the spectral radius of A (i.e. the maximum
of the moduli of all eigenvalues of A). Is ρ a norm? Prove your claim.

(1.2b) Define submultiplicativity of a matrix norm k·kM . Moreover, define compatibility of a

matrix norm k·kM with vector norms k·kV , k·kW .
H INT: See [NMI, Sect. 0.7].

(1.2c) Show that the Frobenius norm k·kF on Cm×n is compatible with the vector norm k·k2 .

Exercise Sheet 1 Page 1 Numerische Mathematik I

 m×n
(1.2d) Let A ∈ RP . First show that kQAkF = kAkF , if Q ∈ Rm×m is orthogonal. Then
2 p
show that kAkF = i=1 σi (A)2 , where p = min{m, n} and σi (A) is the ith singular value of A.

(1.2e) Consider the matrix  

2 3 −1
A := .
7 1 3
Compute kAkF and kAkp for p ∈ {1, 2, ∞}. What can you say about the convergence of the
series j∈N Aj ?
P

Exercise 1.3 Matrix Norm Equivalences

Prove the following norm equivalences:
p
(1.3a) For all A ∈ Cm×n , we have kAk2 6 kAkF 6 rank(A) · kAk2 .
√
(1.3b) For all A ∈ Cm×n , we have √1 · kAk∞ 6 kAk2 6 m · kAk∞ .
n
√
(1.3c) For all A ∈ Cm×n , we have √1 · kAk1 6 kAk2 6 n · kAk1 .
m

Exercise 1.4 Gram-Schmidt Algorithm

Consider the three vectors x1 , x2 , x3 ∈ R3 given by
     
1 3 0
x1 =  2  , x2 =  1 , x3 = 0.
 (1.4.1)
0 −1 1

(1.4a) Prove that x1 , x2 , x3 are linearly independent.

(1.4b) Use the Gram-Schmidt algorithm of the lecture notes to generate (by hand) an orthogonal
basis of R3 from the linearly independent vectors x1 , x2 , x3 given in (1.4.1).

Exercise 1.5 M ATLAB Implementation of the Gram-Schmidt Algorithm

(1.5a) Following Algorithm 0.55 of the lecture notes, implement a M ATLAB function

Q = gram schmidt algo(A),

to construct an orthonormal basis out of a set of k linearly independent vectors in Rd . Input is a

matrix A of size d × k whose columns correspond to k linearly independent vectors in Rd . Output
is a matrix Q, also of size d × k, whose columns correspond to k mutually orthogonal vector in
Rd of unitary length.

(1.5b) Test your implementation from subproblem (1.5a) using the vectors of Exercise 1.4.

(1.5c) Using the M ATLAB command rand, construct three vectors (i.e. k = 3 in Exercise
(1.5a)) with uniformly distributed entries in the interval [1, 10] of dimensions d = 102 , 103 , 104 , 105 ,
106 , 107 . Plot the total CPU time needed to construct the orthonormal basis using the M AT-
LAB function gram schmidt algo from subproblem (1.3a) (use the M ATLAB commands tic
toc to do so) in loglog scale. How does the CPU time behave with the dimension d of the vectors
taken into consideration?

Exercise Sheet 1 Page 2 Numerische Mathematik I

Exercise 1.6 Singular Value Decomposition and Matrix Norms
Let A be given by
 
5 3
A := .
0 −4

(1.6a) Find orthogonal matrices U and V in R2×2 and a diagonal Matrix Σ such that A =
UΣV> .

(1.6b) Compute the operator 2-norm, the Frobenius norm and the spectral radius of both A and
A−1 . For this, refer to [NMI, Prop 0.51] from the lecture notes.

Published on February 21, 2019.

To be submitted on March 5, 2019.
M ATLAB: Submit all file in the online system. Include the files that generate the
plots. Label all your plots. Include commands to run your functions. Comment
on your results.

Literatur
[NMI] Lecture Notes for the course “Numerische Mathematik I”.

Last modified on 20. Februar 2019

Exercise Sheet 1 Page 3 Numerische Mathematik I