Elementary Linear Algebra

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Elementary Linear Algebra Howard Anton Copyright © 2010 by John Wiley & Sons, Inc. All rights reserved. Chapter 9

Chapter 9 Numerical Methods 9.1 LU-Decompositions 9.2 The Power Method 9.3 Internet Search Engines 9.4 Comparison of Procedures for Solving Linear Systems 9.5 Singular Value Decomposition 9.6 Data Compression Using Singular Value Decomposition

Section 9.1 LU-Decompositions

Finding LU-Decompositions

Constructing an LU-Decomposition

Section 9.2 The Power Method

The Power Method with Euclidean Scaling

Positive Dominant Eigenvalue, λ

The Power Method

Section 9.3 Internet Search Engines Google, developed in 1996, uses a procedure known as the PageRank algorithm to analyze how relevant sites reference one another. They build a search set, S, containing n sites, and define an adjacency matrix for S to be the nxn matrix A = [aij] in which aij = 1 if site i references site j aij = 0 if site i does not reference site j With the assumption that no site references itself, the diagonal entries of A will all be 0.

Adjacency Matrices

Section 9.4 Comparison of Procedures for Solving Linear Systems A flop is an arithmetic operator on two real numbers. The cost of a solution is the total number of flops required to solve a problem. In Gauss- Jordan elimination and LU- decomposition, the cost of solving a linear system is approximated by 2/3 n3 + n2

Approximate cost for an nxn Matrix A with large n

Section 9.5 Singular Value Decomposition

Singular Value Decomposition

Section 9.6 Data Compression Using Singular Value Decomposition