× Binary Unit Round-off Roundoff Error Number System with base \(\beta\) Floating point error analysis Orders of Convergence Newton's Method Error Analysis for Newton's Method Theorems on Newton's Method Horner's Algorithm Contractive Mapping Polynomial Interpretation Hermite Interpolation Change of Intervals Gaussian Quadrature Error Analysis for Gaussian Quadrature Composite Formulae \(\theta\)-Method Error Initial Value Problem Stability Local Truncation Error for Multistep Methods Schur's Form Hermite Matrix QR Factorization Householder LU Decomposition Norm Positive Definite Gerschgorin Theorem Rayleigh Quotient August 2017 August 2018 January 2019 August 2019 January 2020 August 2020 January 2021 August 2021 January 2022 August 2022 January 2023 August 2023 January 2024 References
☰ Menu

My name is Hanzhang Yin, and I have developed this website as a resource to facilitate the review of key concepts in abstract algebra, and it is not fully completed. Feel free to email me at hanyin@ku.edu if there are any errors or suggestions for improvement.

2022 (January) Numerical Analysis Qualifying Examination

1. Consider the iteration \[ x_{n+1} = \frac{1}{2} x_n + \frac{5}{2x_n}, \quad n = 0, 1, \ldots \]

  • Show that if \(x_0 > 0\), then \(x_n \geq \sqrt{5}\) for \(n = 1,2,\ldots\).
  • se the Contractive Mapping Theorem to show that the iteration is convergent.
  • Show that the order of convergence of the iteration is quadratic.

Proof of 1. Let \(f(x) = \frac{1}{2}x + \frac{5}{2x}\). Hence, we can calculate the derivative of \(f(x)\) as \[ f'(x) = \frac{1}{2} - \frac{5}{2x^2} = \frac{1}{2}\left(1 - \frac{5}{x^2}\right) \] Since \(x_0 > 0\), we just assume that \(x>0\). When \( 0 \lt x \leq \sqrt{5} \), we have \( f'(x) \lt 0 \). When \( x \geq \sqrt{5} \), we have \( f'(x) \geq 0 \). Thus, we can know that when \( x = \sqrt{5} \), \( f(x) \) is at minimum for \( f(x) \) where \( x \geq 0 \). Then, \[ \min f(x) = f(\sqrt{5}) = \frac{1}{2} \sqrt{5} + \frac{5}{2\sqrt{5}} = \frac{1}{2} \sqrt{5} + \frac{1}{2} \sqrt{5} = \sqrt{5}. \] Therefore, we have \( f(x) \geq \sqrt{5} \). In other words, if \( x_0 > 0 \), then \( x_n \geq \sqrt{5} \). \[ \tag*{$\square$} \]


4. Let \( A = [a_{ij}] \in \mathbb{R}^{n \times n} \) be a real, square matrix which is strictly diagonally dominant, i.e. \[ a_{ii} > \sum_{j=1, j \neq i}^{n} |a_{ij}|, \quad i = 1, 2, \ldots, n. \]

(a) Prove that each eigenvalue of \( A \) has a positive real part.

(b) Show that \( \det A > 0 \).

(c) Prove that \( A \) has a unique LU factorization \( A = LU \), where \( L \) is unit lower triangular and \( U \) is upper triangular. Prove that all diagonal entries of \( U \) are strictly positive.

(d) Describe the main steps of a practical algorithm (based on LU factorization) for solving the linear system \( Ax = b \) for some vector \( b \in \mathbb{R}^n \).

Proof. According to \(\textbf{