Question: 1 : ( Section 3 . 4 : Modified Gram - Schmidt; Exercise 3 . 4 . 2 6 ) Consider the following three linearly
: Section : Modified GramSchmidt; Exercise Consider the
following three linearly independent vectors for some :
v
v
v
As gets smaller, these vectors start to approach being linearly dependent. Let
us examine what happens when is very small, so that u where u unit
roundoff on our computer. In floating point arithmetic, our computer would see
a Use the classical GramSchmidt algorithm to orthogonalize v v v to
produce q q q assuming that anytime is encountered it becomes zero, as
a model of rounding error. Calculate q q and confirm it is which is
nearly zero for small But then calculate q q and confirm it is which is
far from zero.
b Use the modified GramSchmidt algorithm to orthogonalize v v v to
produce q q q assuming again that evaluates to zero. Calculation of q
and hence q q will be unchanged, but q is modified: Confirm that q q
now evaluates to zero. Confirm also that q q evaluates to also nearly
zero.
Hint: Just compute three steps in both cases; calculation will simplify due to
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