Question: 1 : ( Section 3 . 4 : Modified Gram - Schmidt; Exercise 3 . 4 . 2 6 ) Consider the following three linearly

1: (Section 3.4: Modified Gram-Schmidt; Exercise 3.4.26) Consider the
following three linearly independent vectors for some >0 :
v1=
1
0
0
, v2=
1
0
0
, v3=
1
0
0
As gets smaller, these vectors start to approach being linearly dependent. Let
us examine what happens when >0 is very small, so that 2< u, where u unit
round-off on our computer. In floating point arithmetic, our computer would see
1+ 2=1.
(a) Use the classical Gram-Schmidt algorithm to orthogonalize {v1, v2, v3} to
produce {q1, q2, q3}, assuming that anytime 2 is encountered it becomes zero, as
a model of rounding error. Calculate (q1, q2)2 and confirm it is /2, which is
nearly zero for small . But then calculate (q2, q3)2 and confirm it is 1/2, which is
far from zero.
(b) Use the modified Gram-Schmidt algorithm to orthogonalize {v1, v2, v3} to
produce {q1, q2, q3}, assuming again that 2 evaluates to zero. Calculation of q2
and hence (q1, q2)2 will be unchanged, but q3 is modified: Confirm that (q2, q3)2
now evaluates to zero. Confirm also that (q1, q3)2 evaluates to /6, also nearly
zero.
(Hint: Just compute three steps in both cases; calculation will simplify due to
1+ 2=1.)
1

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