MA 315A Linear Algebra and Intro to Numerical Methods Fa 2011

Assignments from Erwin Kreysig, Advanced Engineering Mathematics, 10th ed., John Wiley & Sons, Inc.,
New York (2011).
Note: The last day of scheduled classes is Thursday, Dec. 8.

Assignment due Tu., Aug. 30:
The purpose of this assignment is for me to get to know you and for you to prepare to introduce yourself to the
class at our first class on Tuesday. Write an introduction that includes your name, where you are from, what
your year and major are, what you did over the summer, and what your long term goals are in life. This should
include what kind of work you hope to do to earn a living.
Also tell us at least one thing of interest that you would like us to know about you.
Add anything else that youd care to.
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Assignment due Th., Sep. 1:
(A) Study Kreysig, 7.3, p. 272 280, Linear Systems of Equations. Gauss Elimination.
(B) Write up to turn in: Prob. Set 7.1, p 261 / 7, 13, 15, 18
(C) Write up to turn in: Prob. Set 7.2, p 270 / 5, 7, 13, 17, 23, 29
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Assignment due Tue., Sep. 6:
(A) Study Kreysig, 7.4, p. 282 287, Linear Independence. Rank of a Matrix. Vector Space.
(B)Write up to turn in: Prob. Set 7.3, p 280 / 7, 8, 11, 13, 15, 17 Wanted 3, 5, 7, 9, 12, 13, 17
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Assignment due Thu., Sep. 8: NOTE: At the end of class there will be a short quiz on 7.1, 7.2, 7.3.
(A) Study Kreysig, 7.4, p. 282 287, Linear Independence. Rank of a Matrix. Vector Spaces.
(B)Write up to turn in: Prob. Set 7.4, p 287 / 1, 3, 9, 17, 19, 21, 25
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Assignment due Tue., Sep. 13:
(A) Study Kreysig, 8.1, p. 322 328, Eigenvalues and eigenvectors. To get some insight, go into MATLAB
and, at the cursor, type in eigshow. Use your mouse arrow on the vector to move it around.
(B)Write up to turn in: Prob. Set 7.8 ( Finding the inverse of a matrix), p 308 / 1, 5, 6, 7, 8
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Assignment due Thu., Sep. 15: NOTE: At the end of class there will be a short quiz on 7.4 and 7.8.
Unless I tell you otherwise, you may always bring an 8 and by 11 cheat sheet written on both sides.
Cheat Sheets should have nothing photo-copied unless it is something that you typed up or wrote
up yourself.
(A) Study Kreysig, 8.2, p. 329 333, Applications of Eigenvalues and Eigenvectors.
(B)Write up to turn in: Prob. Set 8.1 (Eigens), p 329 / 1, 5, 7, 12, 15, 18
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Assignment due Tue., Sep. 20:
(A) Study Kreysig, 8.3, p. 334 338: Symmetric, Skew-Symmetric, and Orthogonal Matrices.
(B)Write up to turn in: Prob. Set 8.2 (Applics) p 333 / 3, 6, 7, 9
(C)Write up to turn in: Prob. Set 8.3 (Symmetric & Orthog.), p 338 / 1, 3
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Assignment due Thu., Sep. 22: NOTE: At the end of class there will be a short quiz on 8.1 and 8.2.
Unless I tell you otherwise, you may always bring an 8 and by 11 cheat sheet written on both sides.
Cheat Sheets should have nothing photo-copied unless it is something that you typed up or wrote
up yourself.
(A) Study Kreysig, 8.4, p. 339 342, Eigenbases and Diagonalization.
(B)Write up to turn in:(Symmetric,Skew-Symmetric,Orthogonal Matrices) Probs. 8.3, p 338 / 2, 4, 5, 7, 9, 10
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Assignment due Tue., Sep. 27: This assignment completes all that we are going to do in Chapter 8, so
TEST # 1 will be next Thursday, 9/29. It will be on Chapters 7 and 8. You may bring an 8 by 11 cheat
sheet written on both sides. Cheat Sheets should have nothing photo-copied unless it is something that
you typed up or wrote up yourself.
(A) This assignment, Diagonalization, has you find a matrix E and a diagonal matrix D such that A = E D E
-1

.
IMPORTANT: After you have done this, for each of the three problems below, by hand, find D
5
(first
compute D
2
, then youll see how to write down D
5
immediately) then compute A
5
using that A = E D E
-1
.
First simplify A
5
= (E D E
-1
) (E D E
-1
) (E D E
-1
) (E D E
-1
) (E D E
-1
).
Write up to turn in: Prob. Set 8.4 (Eigenbases, Diagonalization) p 345 / 9, 13, 16
(B) Diagonalize the matrix A =
(
(
(

1 2 0
2 1 0
0 0 1
that we had on the Quiz#3 this week. Be sure to check your result.

(C) Write up to turn in Chapter 8 Review Problems, page 352 / 6, 7, 17, 19
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Assignment due Tue., Oct. 4:
(A) Study Kreysig, 19.1, p. 790 798: Numerics: Roundoff Rule, Error, Relative Error. Bring in any
questions that you have about your study of this section.
(A) Study Kreysig, 19.2, p.798 801, Solution of Equations by Iteration.
(B) Solving systems of linear differential equations using eigens. : In class we solved the system
y x
dt
dy
y x
dt
dx
3 5
3
+ =
+ =
We first wrote this as a matrix equation X

=
(

3 5
3 1
X where X =
(

y
x
We then found the
eigenvalues = - 2 and = 6 of the matrix. = - 2 had eigenvector
(

1
1
and = 6 had eigenvector
(

5
3
.
Exercise 1 of this assignment: Check that
t t
e c e c
6
2
2
1
5
3
1
1
(

+
(

is a solution to the above system of
differential equations.

Exercise 2 : Use the above method to solve the system
y x
dt
dy
y x
dt
dx
+ =
+ =
2
3 2
and check your answer in the system.
Exercise 3 : Use the above method to solve the system

=
+ =
+ + =
z y
dt
dz
z y x
dt
dy
z y x
dt
dx
3
5
4
and check your answer in the
system. NOTE: = 5 is one eigenvalue.
Exercise 4 : Use the above method to solve the system

+ + =
=
+ + =
z y x
dt
dz
z y x
dt
dy
z y x
dt
dx
3 5 5
2 4 5
2 2 3
and check your answer in the
system. NOTE: = 1 is one eigenvalue.
Exercise 5 : (A) Is the vector
(
(
(

3
2
1
in the span of the set of vectors

(
(
(

(
(
(

3
1
1
,
3
0
1
?
(B) Is the vector
(
(
(

4
3
2
in the span of the set of vectors

(
(
(

(
(
(

3
1
1
,
3
0
1
?
Exercise 6 : Is the set of vectors

(
(
(
(

(
(
(
(

(
(
(
(

(
(
(
(

1
1
1
0
,
1
1
0
1
,
1
0
1
1
,
0
1
1
1
linearly independent? If not, find a non-trivial
linear combination of them that equals the zero vector.
Exercise 7 : Is the set of vectors

(
(
(
(

(
(
(
(

(
(
(
(

(
(
(
(

5
1
1
1
,
1
3
1
1
,
1
1
3
1
,
1
1
1
3
linearly independent? If not, find a non-trivial
linear combination of them that equals the zero vector.
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Assignment due Thu., Oct. 6: NOTE: At the end of class there will be a quiz on Solving System of
Linear Differential Equations Using Eigenvalues and Eigenvectors and on the back page of Test 1.
In particular, you should be able to determine whether or not a given vector is in the span of a given set of
vectors, and you should be able to determine whether or not a given set of vectors is linearly independent.
Unless I tell you otherwise, you may always bring an 8 and by 11 cheat sheet written on both sides.
Cheat Sheets should have nothing photo-copied unless it is something that you typed up or wrote
up yourself.
(A) Study Kreyszig, 19.2, p.801 807, Solution of Equations by Iteration.
(B) Write up to turn in: Prob. Set 19.1, p 796 / 1, 3, 5, 7, 9, 15,18
(C) Write up to turn in: Prob. Set 19.2, p 796 / 3, 5, 7
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Assignment due Thu., Oct. 13: Finding roots by iteration project.
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Assignment due Tu., Oct. 18:
(A) Study Kreysig, 19.3, p. 812 815, Newtons Divided Difference Formula.
(B) (I) Find the quadratic polynomial q(x) = ax
2
+ bx + c that goes through the three points (2, 8), (3, 5), and
(4, 10) by substituting each of these three points into the above equation, thus obtaining three equations in the
three unknowns a, b, and c. Put this system of equations into augmented matrix form and solve for a, b, and c
using row reduction. Then write out the resulting expression for q(x).
(II) In our last class we derived the LaGrange Quadratic Polynomial
p
2
(x) = 10
2
) 3 )( 2 (
5
1
) 4 )( 2 (
8
2
) 4 )( 3 (
+

+
x x x x x x
which goes through the three points (2, 8), (3, 5),
and (4, 10).
Simplify this expression for p
2
(x) and write it in the form p
2
(x) = ax
2
+ bx + c and check that it is the
same as that for q(x) that you found in (I).
(III) Use p
2
(x) to estimate a value at x = 2.5
(IV) Use straight line interpolation between the points (2, 8) and (3, 5) to find a value at 2.5 and
compare this result to the result that you got in (III).
(C) Write up to turn in: Prob. Set 19.3, p 819 / 5, 7 (Use 4 decimal places) , Next write out the formulas for
Lagrange Cubic Interpolation and use them to redo Exercise 7 that you just did, adding the value of sin(x) at
x = 3/4 as your 4
th
point needed for the cubic. Use it for interpolation and extrapolation again at the given
points and compute the errors. Comment on the results.
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Assignment due Thur., Oct. 20: NOTE: At the end of class there will be a quiz on Section 19.3, Lagrange
Interpolation. You may bring an 8 and by 11 cheat sheet written on both sides.
Cheat Sheets should have nothing photo-copied unless it is something that you typed up or wrote
up yourself.

(A) Study Kreysig, 19.5, p. 827 836, Numeric Integration and Differentiation. Bring in any questions that
you have about your study of this section.
(B) (I) Given f(0) = - 5, f(1) = - 7, f(2) = - 1, using Newtons Divided Difference Interpolation as illustrated in
Example 4 on page 815, find the quadratic interpolation polynomial, p
2
(x) and use it to estimate f(1.5) .
(II) Suppose that another data point f(3) = 34 is obtained. Using this new data point and the three already
given, again using Newtons Divided Difference Interpolation as illustrated in Example 4 on page 815, to
find the cubic interpolation polynomial, p
3
(x), and use it to estimate f(1.5). Compare this result with your
result in (I).
NOTE: This illustrates an advantage of Newtons Divided Difference Method, as compared
with Lagrange Interpolation, in that you dont have to start all over again to find the cubic interpolation
polynomial but you use the computations that you have already made.
(C) Do Problem Set 19.3, p820 / #15.
(D) (I) Using Newtons Divided Difference Interpolation as illustrated in Example 4 on page 815, find
the cubic interpolation polynomial, p
3
(x) from f(6.0) = 0.1506, f(7.0) = 0.3001, f(7.5) = 0.2663, and
f(7.7) = 0.2346
CAUTION: Notice that the x-values are not evenly spaced, so the denominators in the divided
differences will change accordingly.
(II) Use the p
3
(x) that you found in (I) estimate f(6.5).
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Assignment due Tue., Oct. 25:
(A) Study Kreyszig, 19.5, p. 827 837: Numeric Integration
(B) Do attached MATLAB Program #1 on root finding by Fixed Point Iteration and by Newtons Method
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Assignment due Thu., Oct. 27: NOTE: At the end of class there will be a short quiz on Newtons Divided
Difference Interpolation. Alternatively, if I can get the lab, I may give you a quiz which asks you to write
and run a MATLAB program.
Unless I tell you otherwise, you may always bring an 8 and by 11 cheat sheet written on both sides.
Cheat Sheets should have nothing photo-copied unless it is something that you typed up or wrote
up yourself.
(A) Study Kreyszig, 20.2, p. 852 857, LU-Factorization, Matrix Inversion
(B)Write up to turn in:(Ryan Simpsons Rule) Probs. 19.5, p 840 / 7, 11, 13
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Assignment due Tue., Nov. 1 :
(A) Study Kreyszig, 21.1, p. 902 906: Improved Euler and Runge-Kutta
(B) Write a MATLAB Program to implement Ryan Simpsons Rule following the algorithm given on
page 832. If you dont know how to accumulate a sum, refer to your class notes.
(C) Check that your Program written in part (B) is correct by running it for Problems # 7 and # 11 on
p. 840, problems which you did last time for homework.
(D) Do Problem Set 19.5, p. 840 / Exercise 19 using the program that you wrote in part (B).
Caution: Be sure to carefully evaluate the integrand,
t
t sin
, of Si(x) =
}
x
dt
t
t
0
sin
at t = 0.
NOTE: Students got around this by using a very small non-zero number in place of 0.
TURN IN ONE PRINTOUT OF YOUR PROGRAM FROM PART (B) PLUS PRINTOUTS OF YOUR
RESULTS OF (C) AND (D).
(E) Using methods that you learned in your course in differential equations, nalytically find the precise
algebraic solution to the differential equation y = x + y, y(0) = 0 given in (6) on page 903.
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Assignment due Thu., Nov. 3 : NOTE: At the end of class there will be a short quiz on Simpsons and
Basic Euler. I may give you a quiz which asks you to write and run a MATLAB program.
Unless I tell you otherwise, you may always bring an 8 and by 11 cheat sheet written on both sides.
Cheat Sheets should have nothing photo-copied unless it is something that you typed up or wrote
up yourself.
(A) Study Kreyszig, 20.1, p. 844 851, Linear Systems: Gauss Elimination
(B) Write up to turn in: Problem Set. 21.1, p 910 / 1. This Basic Euler Method is described
completely on pages 10 - 11 using the example that we looked at in class.

NOTE: From the quiz last Thursday it became apparent that, in the class, we have a range of individuals
going from some who apparently have had little or no previous experience in programming to some who
are at a professional level. This makes it difficult to know how to proceed. Programming is an important
skill for all of you to have, no matter what you go on to do, and is especially important for engineers. There-
fore I want everyone in the class to develop some proficiency in programming. We will spend the next
couple of weeks trying to accomplish that. I ask two things from the pros : (1) Please be patient, and
(2) Help out everyone whenever you can.

The (C) part of this assignment will be broken into two categories: ( C Basic) and (C Advanced ). Do one
or the other. It is OK if everyone just does (C Basic) but I encourage you to take on the challenge of
doing (C Advanced).
(C Basic) (1) Write a MATLAB Program to implement the Basic Euler Method. This method is described
completely on pages 10 - 11 using the example that we looked at in class. It is the program
that I ran in class. I will attach it, but I encourage you to try to do it yourself before looking at
my program. You will learn more that way.

(2) Check out your program by duplicating the results of the book on page 11.

(3) Run your program for Problem Set. 21.1, p 910 / 1( To get answer in book, use h = 0.1
instead of 0.2 and 10 steps) and 3, and turn in a printout of your
results.

(C Advanced) (1) Write a MATLAB Program to implement the Improved Euler Method (Heuns Method)
The algorithm for this method is given on page 903.

(2) Check out your program by duplicating the results of the book on page 904.

(3) Run your program for Problem Set. 21.1, p 910 / 5 and 7, and turn in a printout of your
results.
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function [endY] = BasicEuler(f, x0, y0, h, N)
%This algorithm computes the solution of the initial value problem
% y = f(x,y), y(x0) = y0 at equidistant points x1 = x0 + h,
% x2 = x0 + 2h, , xN = x0 + Nh.
%The input parameters are the f in y = f(x,y), the initial
% values x0 and y0, the step size, h, and the number of steps, N.
% To input a function of two variables use
% >> f = @( x,y) x + y
format long
xold = x0;
yold = y0;

for j = 1:N
xnew = xold + h
ynew = yold + h*f(xold, yold)
xold = xnew;
yold = ynew;
end
NrSteps = N;
endX = xold;
endY = yold;
end

Assignment due Tu., Nov. 8:
(A) Study Kreysig, 20.1, p. 844 851: Gauss Elimination, Partial Pivoting
(B) In MATLAB, code Algorithm Runge-Kutta from Table 21.3 on p 905 of the text.
(C) Check that your program of part (B) above is working correctly by duplicating the results of Example 2,
Table 21.4, on page 906.
(D) Using your MATLAB program from part (B), and either the Basic Euler Method or the Improved
Euler Method that you did for the previous assignment, do Prob. Set 21.1, p 910 / 11.
NOTE: In the answers in the back, the exact solution is given. This Dif. Eq. is separable. Include a write
up of the solution with your work.
(E) Using your MATLAB program from part (B), do Prob. Set 21.1, p 910 / 16.
NOTE: In the answer to #15 in the back, the exact solution is given. This Dif. Eq. is a first order linear
ODE, and can be solved by the method of Section 2.3 on p.48 of Ross, or Section 1.5, p. 27 of Kreyszig.
Include a write up of the solution with your work.
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Assignment due Thur., Nov. 10: TEST # 2 will be next Thursday, 11/10.
It will be open book, open notes, etc. You will be responsible for the following:
(1) Solving systems of linear differential equations using eigenvalues and eigenvectors as in the assignment
for Tue., Oct. 4 above.
(2) Section 19.2 : Fixed Point Iteration, Newtons Method, Secant Method for finding roots.
(3) Section 19.3 : Lagrange Interpolation, Newtons Divided Difference Method
(4) Section 19.5 : Simpsons Method
(5) Section 21.1 : Basic Euler, Improved Euler, and Runge-Kutta Methods

There is a possibility that at 3:00 we will go down to the lab, so that part of the test may involve using
MATLAB and/or writing a program in MATLAB.
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