AM 120 Guide for mid-term Gaussian Elimination: 1.

In theory, how can you determine if a matrix is singular using Gaussian Elimination? Alternatively, if a matrix is not singular, what are the values of the pivots? 2. Describe the steps you need to follow to solve the square linear system Ax=b using Gaussian Elimination. When does this procedure fail? 3. In general, why do we use pivoting to obtain the LU factorization of a matrix? Why is "pivoting" important when using floating point arithmetic? 4. What is the operation count to solve a system Ax=b using Gaussian Elimination? 5. What is the operation count to obtain the inverse of A and solve the system Ax=b using the Gauss Jordan method? Floating point systems: 1. How can you calculate the smallest representable number in your computer? 2. How about the largest? 3. What is catastrophic cancellation? 4. Give an example of a series that diverges but the computer calculates that the series is finite. Complete solutions to rectangular systems: 1. How can you find the dimension of the column space of a matrix? How about the dimension of the row space? 2. Based on this result, describe the form of a complete solution to any linear system. Think about a particular solution plus any vector in the null space of A. The four fundamental spaces: 1. Describe how you can find a basis for the column space of A using the LDV factorization of a rectangular system. 2. Describe a method to obtain a basis for the null space of A 3. Describe a method to find a basis for the row space of A 4. Describe a method to find a basis for the left null space of A. The fundamental theorem of Linear Algebra: 1. If r is the dimension of the column space of a matrix A, what are the dimensions of the null space, row space, and left null space? What is r compared to m and n necessarily? 2. Show that the null space of A is the orthogonal complement of the row space. 3. Show that the left null space is the orthogonal complement of the column space. Inner product: 1 What is the relationship between the norm and the inner product in R^n? 2. What is an orthonormal basis?

Least squares problems: 1. When we have an overdetermined system of equations, generally speaking there will not exist a solution to the problem Ax=b. Describe what is the least squares solution to

this system. 2. Give a geometric representation of the problem. 3. Show that if the residual vector (r=Ax-b) is orthogonal to the column space of A, then the normal equations must hold. 4. Show that in this case, the residual is in the left null space. 5. For well designed experiments (or measurements), the matrix A in the least squares problem has full (column) rank. Show that this condition implies that the square matrix (A^T A) is invertible. 6. If the matrix A does not have full rank, the representation of the least square solution will not be unique. Use the SVD decomposition to find the minimum length solution. 7. What is the pseudo-inverse of A in this case? 8. Which method is more robust or numerically stable to solve the least square problem: QR decomposition or the normal equations using floating point arithmetics? 9. What is a Householder transformation? 10. What is an orthogonal transformation? 11. Describe a constructive method to compute the QR factorization using Householder transformations. Eigenvalue problems: 1. Describe what eigenvalues and eigenvectors of a square matrix A are. 2. What is the relationship between the eigenvalues of a matrices and the characteristic polynomial? 3. How do you find the eigenvalues of an nxn matrix when n>5? 4. Once you have the eigenvalues of a matrix, how do you find the eigenvectors? 5. What can you say about the eigenvectors of matrices that have distinct eigenvalues? 6. Describe how you can diagonalize a matrix. What are the conditions for a matrix to be diagonalizable? 7. What is the Eigenvalue Decomposition of a symmetric matrix? 8. What is the singular value decomposition of an mxn matrix A? What are the singular values of A and the left and right singular vectors? 9. Describe a computational method to find the largest eigenvalue of a matrix. 10. Why is the QR factorization of a matrix important to find its eigenvalues? 11. How do you compute the exponential of a matrix?