Project Assignment #2, due Monday December 6, 1999
[1] Take m=50, n=12. Using
Matlab's linspace, define t to be the m-vector corresponding
to linearly spaced grid points from 0 to 1. Using Matlab's
vander
and fliplr,define A to be m x n matrix associated
with least squares fitting on this grid by a polynomial of degree n-1.
Take b to be the function cos(4t) evaluated on the grid.
Now, calculate and print (to sixteen-digit precision, Matlab's
command "format long" may be useful) the least
squares coeffcient vector x by the following methods:
(a) Formation and solution of the normal equations, using Matlab's
\ operator.
(b) Formation and solution of the normal equations, using Matlab's
inv command to compute the inverse.
(c) x = A\b in Matlab.
(d)The calculations above will produce three lists of 12 coefficients.
In each list, mark the digits that appear to be wrong (affected
by rounding error). Comment on what differences you observe.
Do the normal equations exhibit instability?
[2] Roots of Polynomials
Do Exercise 5.2.13
[3] The Characteristic Equation
Do Exercise 5.3.36, 5.3.38
[4] Eigenvectors
Implement meig in Appendix B, and compute
the eigenvalues, their multiplicities, and the corresponding eigenvectors
of Exercise 5.3.11 and 5.3.36.
[5] Matrix Polynomials
Do Exercise 5.6.10
Note:
In contrast to the first assignment, do not submit the assignment
per e-mail, but turn it in as "hard copy" (since it turned out to be easier
to correct the assignment in "paper form").
Please note ! ! !
Problem 1: t=linspace(0,1,50) gennerates a row vector, but we need
column vectors, hence set t=t', then b=cos(4*t) will also be a column
vector.
Problem 4: there are several typos in gthe book in meig.m
and mcol.m :
In meig.m: replace S=mrrf(S,'[])' by S=mrrf(S',[])'
               
replace [a,b]=siz(S) by b=rank(S)
In mcol.m: replace Z=zeros(Z) by Z=zeros(size(A))
                replace if A==zeros(A)
by if A == zeros(size(A))