This is a collection of 94 exam practice questions for the popular book "Numerical Linear Algebra" by Trefethen and Bau. I took a course in university that closely followed this book, specifically the first 15 chapters. For that course, there were no past exams on which students could test their knowledge. So I created the following set of questions and answers. Please note that I created this as a student and can't claim correctness or completeness. Also, note that this is not a summary of the book. The book is very concise and I can recommend reading it.
Contents
 Chapter 1  MatrixVector Multiplication
 Chapter 2  Orthogonal Vectors and Matrices
 Chapter 3  Norms
 Chapter 4  The Singular Value Decomposition
 Chapter 5  More on the SVD
 Chapter 6  Projectors
 Chapter 7  QR Factorization
 Chapter 8  GramSchmidt Orthogonalization
 Chapter 10  Householder Triangularization
 Chapter 11  Least Squares Problems
 Chapter 12  Conditioning and Conditioning Numbers
 Chapter 13  Floating Point Arithmetic
 Chapter 14  Stability
 Chapter 15  More on Stability
Chapter 1  MatrixVector Multiplication

Why is the rank of the outer product of two vectors \(u\) and \(v\) equal to 1?Because each column of \(u \cdot v^*\) is a multiple of \(u\), all columns are linearly dependent. Thus, the column space is \(\{a \cdot u  a \in C\}\) with dimension 1.

Given a matrix \(A\) and a vector \(v\). How can you compute the coefficients of the expansion of \(v\) in the column space of \(A\)?The coordinates are given by \(A^{1}v\), if A is invertible. If A is not invertible, the problem is underdetermined and can be solved by setting the coordinates of columns to zero that can be expressed as a linear combination of other columns of A.

"The inverse of nonsingular uppertriangular matrix also uppertriangular." If this is correct, prove it, if not give a counterexample.It is correct. Let A be the nonsingular uppertriangular matrix. Each column of \(A \cdot B\) is a weighted sum of the columns of \(A\). The weights for the \(i\)th column of \(A \cdot B\) are given by the entries of the \(i\)th column of \(B\), namely \(b_{1,i}\) to \(b_{m,i}\). If we now want to produce the ith column of \(I\), the unit vector \(e_i\), we have to produce a one in the \(i\)th entry and zeros otherwise. All columns \(a_{i+1} ... a_{m}\) may have nonzero entries in their \((i+1)\)th entry. This means, we may not use them to produce \(e_i\), because they would introduce nonzero values in the \((i+1)\)th entry. Thus, their weight in \(b_i\) should be zero which means that for \(j > i: b_{ij} = 0\), making \(B\) uppertriangular as well.
Chapter 2  Orthogonal Vectors and Matrices

How are hermitian matrices defined?Let \(A^*\) be the hermitian conjugate of a matrix \(A \in \mathbb{C}^{m \times m}\). If A is a hermitian matrix, then \(A = A^*\). If \(A\) is a real hermitian matrix, it is symmetric and \(A = A^T\).

Given a vector \(v \in \mathbb{C}^m\) and an orthonormal set \(\{q_1,...,q_n\}\) with \(m > n\). How can you decompose \(v\) into \(n+1\) orthogonal components?Project \(v\) onto each \(q_i\) by \(q_i^* v\). This gives us the length of \(v\) in this direction and \(n\) orthogonal vectors \((q_i^* v)*q_i\). As \(m > n\), it may occur that the \(n\) components will not suffice to decompose \(v\). So we get a remainder $$r = v  (q_1^* v)\cdot q_1  ...  (q_n^* v)\cdot q_n .$$ This remainder will be orthogonal to each \(q_i \in \{q_1,...,q_n\}\), which can be shown by calculating \(q_i^*r\).

How are unitary matrices defined?A unitary matrix \(Q \in \mathbb{C}^{m \times m}\) is a matrix, whose inverse is also its hermitian conjugate. This means that \(Q^* = Q^{1}\) and \(Q^*Q = I\).

Why is the length of a vector \(v\), measured with the \(L_2\) norm, preserved when multiplying it by a unitary matrix \(Q\)?Multiplication with a unitary matrix preserves inner products: \((Qx)^*(Qy) = x^* Q^*Qy = x^*y\)
Thus, \(Qx_2 = \sqrt{(Qx)^*(Qx)} = \sqrt{x^*x} = x_2\). 
What property do eigenvalues of a unitary matrix have?An eigenvalue of a matrix is the value by which the corresponding eigenvector is scaled when multiplied with the matrix. So, in our case, we have a unitary matrix \(Q \in \mathbb{C}^{m \times m}\). Multiplication with a unitary matrix may change the vector, but it will not change its length: \(Qx = x\). Thus, the eigenvalues of a unitary matrix have an absolute value of 1.

What geometric effect can the multiplication with a unitary matrix have on the vectors in a matrix?As multiplication with a unitary matrix preserves inner products, it preserves the lengths of the vectors and the angles between them as well. Therefore, the multiplication can only resemble a rotation and/or a reflection of the matrix.

What can be said about the determinant of a unitary matrix \(Q\)?\(I = QQ^T\). \(det(I) = 1\) and \(det(A^*) = det(A)^*\) for any matrix \(A\). Therefore, \(det(Q) = 1\) must follow.

Given a matrix \(A \in \mathbb{C}^{m\times n}\) with \(m > n\). Show that \(A^*A\) is nonsingular if and only if \(A\) is nonsingular.\(det(A^*A) = det(A^*)det(A) = det(A)^2 > 0\).
Chapter 3  Norms

What three conditions must hold for a vector norm?
 The length of a vector is positive except for the zero vector.
 The length of the sum of two arbitrary vectors \(a\) and \(b\), \(a+b\), cannot exceed \(a+b\).
 The length of a scaled vector should scale accordingly: \(\alpha x=\alpha x\).

Draw the unit circles of the 1, 2 and \(\infty\)norm.1norm: a diamond, 2norm: a circle, \(\infty\)norm: a square.

What are weighted \(p\)norms?Weighted \(p\)norms consist of two parts: a matrix \(W\), which scales each entry of a vector before it is measured, and the \(p\)norm itself.

What are induced matrix norms?An induced matrix norm is a way of measuring the impact of a matrix \(A \in \mathbb{C}^{m \times n}\) as an operator. We measure two times: before and after a vector \(x \in \mathbb{C}^{n}\) is multiplied with A. So, we need two norms: \(\cdot _{(n)}\) for measuring \(x_{(n)}\) and \(\cdot _{(m)}\) for measuring \(Ax_{(m)}\). The induced norm \(\cdot _{(m,n)}\) measures the supremum of the scaling factors caused by the multiplication with \(A\).

How can you quickly calculate the 1norm and the \(\infty\)norm of a matrix?The 1norm is the "maximum column sum" and the \(\infty\)norm is the "maximum row sum". In both sums, we take the absolute value of an entry before adding it to the sum.

What does the CauchySchwarz inequality state?The CauchySchwarz inequality gives a bound for the inner product of two vectors \(x\) and \(y\): $$x^*y\le x_2y_2$$

Let \(A\) be a outer product of two vectors \(u\) and \(v\), \(A = uv^*\). Give a bound for \(A_2\).\(A_2 \le u_2 v_2\), because $$Ax_2 = uv^*x_2 = u_2 \cdot v^*x \le u_2 v_2 x_2$$

Give a bound for \(AB_F^2\).We can use the CauchySchwarz inequality. Let \(a^*_i\) be the \(i\)th row of \(A\) and \(b_j\) be the \(j\)th row of \(B\). $$ AB_F^2 = \sum_{i=1}^{n}{\sum_{j=1}^{m}{a^*_i b_j^2}} \le \sum_{i=1}^{n}{\sum_{j=1}^{m}{(a^*_i_2b_j_2)^2}} = \sum_{i=1}^{n}{a_i_2^2}\sum_{j=1}^{m}{b_j_2^2} = A_F^2B_F^2 $$

Given are two matrices \(A \in \mathbb{C}^{m \times n}\) and \(Q \in \mathbb{C}^{m \times m}\). Show that if \(Q\) is unitary, then \(QA_2=A_2\).Unitary matrices preserve the length of a vector \(x\): \(Qx_2 = x_2\). Thus, it will also preserve the length of \(Ax\) when being multiplied with it. Therefore, the multiplication with \(Q\) will not change the supremum of all scaling factors caused by multiplying \(x\) with \(A\).

Given are the norms \(\cdot _{(l)}, \cdot _{(m)}, \cdot _{(n)}\) on \(\mathbb{C}^l, \mathbb{C}^m, \mathbb{C}^n\) respectively and two matrices \(A \in \mathbb{C}^{l \times m}\) and \(A \in \mathbb{C}^{l \times m}\). Give a bound for \(AB_{(l,n)}\).\(AB_{(l,n)} \le A_{(l,m)} B_{(m,n)}\)

Given is square symmetrical matrix \(A \in \mathbb{C}^{m \times m}\). Give a bound for \(A^{1}\).\(1 = I = AA^{1} \le A A^{1}\)
Therefore, \(A^{1} \ge A^{1}\).
Chapter 4  The Singular Value Decomposition

What is the difference between the reduced SVD and the full SVD of a matrix \(A \in \mathbb{C}^{m \times n}\) with \(m > n\)?In the reduced SVD, \(\hat{U}\), the matrix containing the left singular vectors of \(A\), is a \(m \times n\) matrix. Although it consists of orthonormal columns, it is not unitary since it is not a square matrix. In the full SVD, \(U\) is made a unitary \(m \times m\) matrix by extending \(\hat{U}\) with \(mn\) orthonormal columns. Furthermore \(\Sigma\), the matrix of singular values is extended with \(mn\) empty rows.

What difference will rankdeficiency make for the SVD of a matrix \(A \in \mathbb{C}^{m \times n}\)?If \(A\) has rank \(r \lt n\), it will have \(r\) nonzero singular values.

Calculate the reduced SVD of the matrix $$ A = \begin{pmatrix}2 & 11\\ 10 & 5\end{pmatrix}$$We can calculate the SVD by calculating the eigenvectors and eigenvalues of \(A^TA\) and \(AA^T\) (see the next question for further explanation). $$ AA^T = \begin{pmatrix}125 & 75 \\ 75 & 125\end{pmatrix} $$ We get the characteristic polynomial, which we set to zero to find the eigenvalues: $$ p(a) = (125a)(125a)75^2 = 0$$ We get two eigenvalues \(\lambda _1 = 50\) and \(\lambda _2 = 200\). To find the corresponding eigenvectors, we can divide \(AA^T\) and the eigenvalues by 25 and solve for x: $$ \begin{pmatrix}5 & 3 \\ 3 & 5\end{pmatrix} x = 2 x $$ $$\begin{pmatrix}5 x_1 + 3 x_2 \\ 3 x_1 + 5 x_2\end{pmatrix}  \begin{pmatrix}2 x_1 \\ 2 x_2\end{pmatrix} = 0$$ The solution for \(\lambda _1 = 50\) is \(x = \begin{pmatrix} 1 & 1 \end{pmatrix}^T\). For \(\lambda _2 = 200\), the solution is \(x = \begin{pmatrix} 1 & 1 \end{pmatrix}^T\). However, \(U\) shall only contain orthonormal vectors. We have to normalize each eigenvector. Furthermore, we want our singular values to be sorted in descending order along the diagonal of \(\Sigma\), so we interchange both eigenvalues and eigenvectors. This results in $$ U = \begin{pmatrix}\sqrt{2} & \sqrt{2} \\ \sqrt{2} & \sqrt{2}\end{pmatrix}, \Sigma = \begin{pmatrix}\sqrt{200} & 0 \\ 0 & \sqrt{50}\end{pmatrix}.$$ Now we can calculate the eigenvectors of $$ A^TA = \begin{pmatrix}104 & 72 \\ 72 & 146\end{pmatrix} $$ by solving \(A^TA x = \lambda _{1/2} x\). This gives us \(x = \begin{pmatrix} 0.8 & 0.6 \end{pmatrix}^T\) for \(\lambda _1 = 50\) and \(x = \begin{pmatrix} 0.6 & 0.8 \end{pmatrix}^T\) for \(\lambda _2 = 200\). When forming \(V\) we have to interchange the eigenvectors analogously to above resulting in $$V = \begin{pmatrix}0.6 & 0.8 \\ 0.8 &  0.6\end{pmatrix}.$$

Why can you use the eigenvalues and eigenvectors of \(A^TA\) and \(AA^T\) to determine the SVD of a matrix \(A \in \mathbb{C}^{m \times n}\)?Consider the SVD \(A = U\Sigma V^T\) $$A^TA = (U\Sigma V^T)^T(U\Sigma V^T)$$ $$A^TA = V\Sigma U^T U \Sigma V^T$$ $$A^TA = V\Sigma \Sigma V^T$$ $$A^TA ~ V= V \Sigma ^2$$ Therefore, \(V\) consists of the eigenvectors of \(A^TA\) and \(\Sigma\) of the roots of the eigenvalues of \(A^TA\). Similarly, we can show that \(U\) consists of the eigenvectors of \(AA^T\) and \(\Sigma\) will consist of the roots of the eigenvalues of \(AA^T\) as well.

Given that the singular values of a matrix are distinct, why will the SVD of that matrix be unique?We can verify this by the geometric interpretation of the SVD. The image of an unit sphere under the multiplication of any matrix is a hyperellipse. The hyperellipse's principal semiaxes are the columns of \(U\Sigma\). Distinct singular values mean distinct lengths of the semiaxes. Therefore, \(U\) and \(\Sigma\) are uniquely determined, as we can assign each column of \(U\) to a specific singular value / length of a semiaxis. Since \(V\) contains the preimages of the semiaxes, it is unique as well.
Chapter 5  More on the SVD

Let \(A = U\Sigma V^T\) be the SVD of a matrix \(A \in \mathbb{C}^{m \times n}\) with rank \(r\). Why will the range of \(A\) be \(\langle u_1, ..., u_r\rangle\) and the nullspace of \(A\) be \(\langle v_{r+1}, ..., v_n\rangle\)?Range(\(A\)): Any \(n\)dimensional vector can be expressed as a linear combination of the columns of \(V\). Therefore, any vector in the range of \(A\) can be expressed as a linear combination of the hyperellipses semiaxes, the columns of \(U\Sigma\). But above, we verified that the \((r+1)\)th to the \(n\)th row of \(\Sigma\) will be empty meaning that the hyperellipses semiaxes in the directions \(\{u_{r+1}, ..., u_n\}\) are zero. Therefore, \(\langle u_1, ..., u_r\rangle\) suffices to build the range of \(A\).
Nullspace(\(A\)): How can we choose a vector \(x\) to let \(U\Sigma V^T x\) be zero? The columns \(r+1\) to \(n\) of \(U\Sigma\) are empty. Thus, the nullspace of \(U\Sigma\) is \(\langle e_{r+1}, ..., e_n\rangle\) with \(e_i\) being the \(i\)th canonical unit vector. As \(V^TV = I\), \(\langle v_{r+1}, ..., v_n\rangle\) will result in \(\langle e_{r+1}, ..., e_n\rangle\) when being multiplied by \(V^T\). 
Why is \(A_2 = \sigma _1\) and \(A_F = \sqrt{\sigma _1^2+...+\sigma _r^2}?\)Both follow from the fact that the 2norm and the Frobenius norm are invariant under unitary multiplication. So it comes down to calculating the norm of \(\Sigma\).

Why are the singular values of a hermitian matrix its absolute eigenvalues?A hermitian matrix \(A\) has real eigenvalues and orthogonal eigenvectors. That means it has an eigenvalue decomposition \(A = Q\Lambda Q^T\), where \(Q\) is a unitary matrix containing the eigenvectors of \(A\). By applying the necessary permutations and operations on \(Q\) and \(Q^T\), we can make all entries of \(\Lambda\) positive and ordered while keeping \(Q\) unitary. This way, we transform the eigenvalue decomposition into a singular value decomposition.

How can you calculate \(det(A)\) using the SVD?\(det(A) = det(U)det(\Sigma )det(V^*) = det(\Sigma) = \prod _{i=1} ^n \sigma_i\)
Chapter 6  Projectors

How is a projector defined?A projector is a square matrix \(P\) that satisfies \(P^2 = P\).

What do the range and the nullspace of \(P\) describe geometrically?All vectors \(v\) in the range of \(P\) lie on the shadow of \(P\) meaning that the projection will not change their position: \(Pv = v\). The nullspace of \(P\) contains all the directions \(Pvv\) from a vector \(v\) to its projection \(Pv\). This can be verified by computing \(P(Pvv) = Pv  Pv = 0\).

How is the complementary projector of \(P\) defined and how are its range and nullspace related to those of \(P\)?The complementary projector is \(IP\). Let us see, onto which space \(IP\) projects:

\((IP)v = vPv =  (Pv  v)\). This shows us that \(IP\) projects onto the nullspace of \(P\).
\(\Rightarrow range(IP) \subseteq null(P)\) 
We can also see that all
vectors in \(null(P)\) are in the range of \(IP\). If a vector \(v\) satisfies \(Pv = 0\), then \((IP)v = v\).
\(\Rightarrow null(P) \subseteq range(IP)\)  What is the complementary projector of \(IP\)? \(I(IP) = P\). This way, we can also see that \(null(IP) = range(P)\).

\((IP)v = vPv =  (Pv  v)\). This shows us that \(IP\) projects onto the nullspace of \(P\).

Why does a projector separate \(\mathbb{C}^m\) in two spaces?A nonzero vector \(v \in \mathbb{C}^m\) is either in \(range(P)\) or in \(null(P)\): $$v \in null(P) \land v \in range(P)$$ $$\Rightarrow Pv = 0 \land (IP)v = 0 $$ $$\Rightarrow v  Pv = 0 \Rightarrow v = 0$$ Therefore, we have \(range(P) \cap null(P) = {0}\) and \(span(range(P) + null(P)) = \mathbb{C}^m\).

What is the geometric and algebraic meaning of a orthogonal projector \(P\)?Geometrically, the vectors of range(\(P\)) are orthogonal to those of null(\(P\)).
Algebraically, an orthogonal projector satisfies \(P = P^*\), because this leads to \(Px\) and \((IP)y\) being orthogonal to each other. In fact, only hermitian projectors can be orthogonal projectors. This can be shown by calculating the SVD of an orthogonal projector P, which will be \(Q\Sigma Q^*\) with \(Q\) being a unitary matrix. Therefore \(P^* = P\). 
Show that there exists a SVD \(Q\Sigma Q^*\) of an orthogonal projector \(P\) with \(Q \in \mathbb{C}^{m \times m}\) being a unitary matrix.If \(P\) is orthogonal, then range(\(P\)) and null(\(P\)) are orthogonal to each other. Let the first \(n\) columns of \(Q\) span range(\(P\)) and the other \(mn\) columns span null(\(P\)). Then \(PQ\) is a matrix with only the first \(n\) columns of \(Q\) and zeros otherwise. Therefore, \(Q^*PQ\) is a diagonal matrix with \(n\) ones followed by \(mn\) zeros on the diagonal. This is our \(\Sigma\): $$Q^*PQ = \Sigma \Rightarrow P = Q\Sigma Q^*$$ As Q is unitary, P is hermitian.

Given an unitary matrix \(Q \in \mathbb{C}^{m \times m}\). How can you form an orthogonal projector onto \(S_1\) along \(S_2\) with \(span(S_1)\) being \(n\)dimensional and \(span(S_2)\) being \((mn)\)dimensional?Drop \(mn\) columns of \(Q\) resulting in \(\hat{Q}\). \(\hat{Q}\hat{Q}^*\) will be hermitian and therefore an orthogonal projector.
(\(\hat{Q}\hat{Q}^*\) is equals to \(Q\Sigma Q^*\) with \(\Sigma\) being a diagonal matrix with \(n\) ones followed by \(mn\) zeros on the diagonal.) 
Given an arbitrary vector \(v\). How can you build an orthogonal projector \(P_v\) that isolates the components of any vector \(x\) into a single direction \(v\)?Make \(v\) a unit vector and build an orthogonal projector with a "very reduced" \(\hat{Q}\) consisting only of the normalized \(v\): $$\frac{v}{v_2}\left(\frac{v}{v_2}\right)^* = \frac{vv^*}{v^* v} = P_v $$
Chapter 7  QR Factorization

What is the QR Factorization?It is a way of expressing an arbitrary matrix \(A \in \mathbb{C}^{m \times n}\) as \(A=QR\), where \(Q\) is an unitary matrix and \(R\) is a uppertriangular matrix. If \(A\) has full rank, \(\langle a_1, ..., a_i \rangle = \langle q_1, ..., q_i \rangle\) for \(j = 1,...,n\). If \(A\) is rankdeficient, \(\langle a_1, ..., a_i \rangle \subset \langle q_1, ..., q_i \rangle\).

Can you calculate the QR factorization of a matrix \(A \in \mathbb{C}^{n \times m}\) with \(m \lt n\)?No, because either \(Q\) would have to be a \(n \times m\) matrix or \(R\) a \(n \times m\) matrix. The first case is impossible, because we can only find \(n\) \(n\)dimensional orthogonal vectors. The second case is impossible as well, because a \(n \times m\) matrix cannot be uppertriangular.

Describe the steps of the classical GramSchmidt Orthogonalization in words. How are \(Q\) and \(R\) calculated given a matrix \(A\) with full rank?
 The GramSchmidt Orthogonalization starts with an empty \(Q\) and \(R\).
 In the first iteration, it calculates \(q_1 = a_1/r_{11}\) with \(r_{11} = a_1_2\)
 In each following \(j\)th iteration, it adds a new unit vector \(q_j\) to \(Q\), which is orthogonal to the others. \(a_j\) has to be a linear combination of \(q_1\) to \(q_j\) with \(r_{1j}\) to \(r_{jj}\) as coefficients. This way it ensures that \(\langle a_1, ..., a_j \rangle = \langle q_1, ..., q_j \rangle\).
 The new \(q_j\) can be found via the remainder \(v\) in $$v = a_j  (q_1^* a_j)\cdot q_1  ...  (q_{j1}^* a_j)\cdot q_{j1} .$$ \(q_i\) = \(v/v_2\), \(r_{jj}=v_2\) and \(r_{ij} = q_i^* a_j\) for \(i=1,...,j\)

What happens in the classical GramSchmidt algorithm, if \(A\) is rankdeficient?At some point, \(a_j\) can be completely described by \(\langle q_1, ..., q_{j1} \rangle\). Then \(v\) will be zero. In this case, we pick an arbitrary \(q_j\) orthogonal to \(q_1,...,q_{j1}\).

When will the reduced QR factorization be unique?If \(A\) has full rank and \(r_{jj}\) is restricted to be positive.

How can you solve \(Ax=b\) for a given \(A \in \mathbb{C}^{m \times n}, b \in \mathbb{C}^m\) using the QR factorization of \(A\)?Solve \(Rx = Q^*b\) for \(x\). This is easier than solving \(Ax = b\), because \(R\) is upper triangular.
Chapter 8  GramSchmidt Orthogonalization

How can you formulate a GramSchmidt iteration using one projector per iteration?We need to project \(a_j\) to \(q_j\) with \(q_j\) being orthogonal to \(q_1, ..., q_{j1}\). By choosing \(\hat{Q}_{j1} = \left( q_1, ..., q_{j1} \right)\) we can form an orthogonal projector \(\hat{Q}_{j1}\hat{Q}_{j1}^*\) that will project \(a_j\) onto \(\langle q_1, ..., q_{j1}\rangle\). Therefore, \(P_j = I \hat{Q}_{j1}\hat{Q}_{j1}^*\) will project \(a_j\) onto a \(m(j1)\)dimensional space orthogonal to \(q_1, ..., q_{j1}\). We can then calculate \(q_j\) by normalizing \(P_j a_j\).

What is the difference between an iteration in the modified and the classical GramSchmidt algorithm?The classical GramSchmidt uses one projector \(P_j\) with rank \(m(j1)\). The modified GramSchmidt uses \(j1\) projectors \(P_{\perp q_1}, ..., P_{\perp q_{j1}}\). Each of those \((m1)\)dimensional projectors projects onto a space orthogonal to \(q_i\). \(P_j\) is then replaced by product of those projectors: \(P_j=P_{\perp q_{j1}}\cdot ...\cdot P_{\perp q_{2}}\cdot P_{\perp q_{1}}\). This way, each projector can be applied subsequently from right to left to \(a_j\).

Why is \(P_j\) equal to \(P_{\perp q_{j1}}\cdot ...\cdot P_{\perp q_{2}}\cdot P_{\perp q_{1}}\).Without loss off generality, we show that \(P_{\perp q_2}\cdot P_{\perp q_1} = P_3\): $$P_{\perp q_2}\cdot P_{\perp q_1} = (Iq_1q_1^*)(Iq_2q_2^*) = I  q_1q_1^*  q_2q_2^* = I  \hat{Q}_2 \hat{Q}_2^* = P_3$$

Give an asymptotic expression for the flop count of the classical and the modified GramSchmidt algorithmIn both algorithms the innermost loops are similar: we calculate an inner product and subtract a scaled vector from another. As the vectors dimension is \(m\) this amounts to \(\sim 4m\) flops per loop. The loop is called \(\sim n^2/2\) times. This gives a total flop count of \(\sim 2mn^2\).

Why can the modified GramSchmidt algorithm be described as "triangular orthogonalization"?Each outer loop can be summarized by a multiplication with an uppertriangular matrix \(R_1\) to \(R_n\). Thus, \(A R_1 R_2 \cdot \cdot \cdot R_n = \hat{Q}\).
Chapter 10  Householder Triangularization

What happens with the matrix \(A\) from a mathematical point of view in an iteration of the Housholder Triangularization?A is being multiplied on the left with a unitary matrix \(Q_k\). This keeps the first \((k1)\) columns and rows of \(A\) the same. In the \(k\)th column it introduces zeros below the diagonal. All other columns may be modified as well from the \(k\)th entry on.

What is the general structure of \(Q_k\)?\(Q_k = \begin{pmatrix}I & 0 \\ 0 & F \end{pmatrix}\) with \(I\) being the \((k1) \times (k1)\) identity and \(F\) a hermitian unitary \((mk+1) \times (mk+1)\) matrix called the Householder reflector.

How can you derive a formula for the Housholder reflector \(F\) in the \(k\)th iteration without paying respect to numerical stability?
 We want to transform the entries \(k,...,m\) of the \(k\)th column of \(A\) from \(x = (x_1,...,x_{mk+1})^T\) to \(Fx = (x,0,...0)^T\) by applying \(F\).
 This comes down to transforming \(x\) to \(xe_1\). Source and destination are connected via \(v = xe_1  x\)
 If we would project \(x\) with \(P_{\perp v}\), we would land on the hyperplane orthogonal to \(v\). This hyperplane lies exactly midway.
 We want to go twice as long and "reflect" \(x\) across the hyperplane. So instead of using \(P_{\perp v} = I\frac{vv^*}{v^*v}\), we use \(F = I 2\frac{vv^*}{v^*v}\).

Why do we want to transform the entries \(k,...,m\) of the \(k\)th column of \(A\) from \(x = (x_1,...,x_{mk+1})^T\) to \(Fx = (x,0,...0)^T\) by applying \(F\)?Because the hyperplane orthogonal to \(v = xe_1  x\) lies exactly between \(x\) and \(xe_1\). If we chose other \(ae_1, a \in \mathbb{C}\) with \(a \ne x\), this would not be the case. Thus we would not be able to reflect across the hyperplane and land exactly on a scalar of \(e_1\).

How should you choose the Housholder reflector with respect to numerical stability and why?
 If we choose \(xe_1\) as our destination instead of \(xe_1\), the connecting vector \(v\) would also be orthogonal to a hyperplane that lies midway.
 A higher distance between \(x\) and \(xe_1\) causes smaller cancellation errors and thus a higher numerical stability. It is the longest if we reflect to \(sign(x_1)xe_1\)
 Thus, \(v = sign(x_1)xe_1  x\)
 The length and sign of \(v\) do not matter, so we simplify to \(v = sign(x_1)xe_1 + x\)

Derive an asymptotic expression for the flop count of applying the Householder algorithm to a matrix \(A \in \mathbb{C}^{m \times n}\).The relevant line of code is \(A_{k:m,k:n} = A_{k:m,k:n}  2v_k(v_k^*A_{k:m,k:n})\). It mainly consists of
 a matrix multiplication of a \(1 \times (mk+1)\) matrix with a \((mk+1) \times (nk+1)\) matrix. This amounts to \(2(mk+1)(nk+1)\) flops.
 a outer product of a \((mk+1)\)dimensional vector with a \((nk+1)\)dimensional vector, which amounts to \((mk+1)(nk+1)\) flops.
 a subtraction of two \((mk+1) \times (nk+1)\) matrices. This amounts to \((mk+1)(nk+1)\)flops.
We can simplify the total to $$4\sum _{k=1}^{n}{(mn+k)k} = 4 (\sum _{k=1}^{n}{mk}  \sum _{k=1}^{n}{nk} + \sum _{k=1}^{n}{kk})$$ $$= 4 (m\frac{n^2}{2}  \frac{n^3}{2} + \frac{n^3}{3})$$ $$= 2mn^2  \frac{2}{3}n^3$$
Chapter 11  Least Squares Problems

Given are a matrix \(A \in \mathbb{C}^{m \times n} (m \ge n)\) and a vector \(b \in \mathbb{C}^m\). How is the residual \(r\) defined in a least squares problem \(Ax = b\)?\(r = bAx\)

Why is the optimal solution the orthogonal projection of \(b\) to the range of \(A\)?We search the closest point \(y = Ax\) to \(b\). All possible points lie in the range of \(A\). If \(y\) is the closest possible point, then \(r = by\) will be orthogonal to the range of \(A\). As \(r\) is the direction of the projection, we know that we need to project \(b\) orthogonally onto the range of \(A\).

What are the normal equations of a least squares problem?\(A^*Ax = A^*b\), derived from \(A^*r = 0\) and \(r=bAx\).

How is the pseudoinverse \(A^+\) defined?\(A^+ = (A^*A)^{1}A^*\)

Name three ways of solving a least squares problem.
 Normal equations
 QR Factorization
 SVD

Describe the way of solving least squares problems with normal equations.We take the normal equations \(A^*Ax = A^*b\), but replace \(A^*A\) with its Cholesky factorization \(R^*R\).
 Compute \(A^*A\) and \(A^*b\)
 Compute the Cholesky factorization of \(A^*A\) resulting in the problem \(R^*Rx = A^*b\)
 Solve the lowertriangular system \(R^*w = A^*b\) for \(w\).
 Solve the uppertriangular system \(Rx = w\) for \(x\).

Which parts of solving least squares problems with normal equations are dominating the work load? Give an asymptotic estimate of the total work load of solving the least squares problem.The dominating steps are the first two steps, which together take \(\sim mn^2 + \frac{1}{3}n^3\) flops.

Describe the way of solving least squares problems with QR factorization.We calculate the orthogonal projector \(P\). As range(\(\hat{Q}\)) \(=\) range(\(A\)), we can take \(P=\hat{Q}\hat{Q}^*\). This way, we reach a system with an exact solution \(y = Pb = \hat{Q}\hat{Q}^*b\).
We replace \(A\) with \(\hat{Q}\hat{R}\) and solve \(\hat{R}x = \hat{Q}^*b\).
In efficient steps: Compute the QR factorization \(A=\hat{Q}\hat{R}\).
 Compute \(\hat{Q}^*b\).
 Solve \(\hat{R}x = \hat{Q}^*b\).

Which parts of solving least squares problems with QR factorization are dominating the work load? Give an asymptotic estimate of the total work load of solving the least squares problem.The calculation of the QR factorization dominates the work load. If we use Householder reflections, we have a total of \(\sim 2mn^2  \frac{2}{3}n^3\) flops.

Describe the way of solving least squares problems with SVD.Similar to the way of solving it with QR factorization. Instead of range(\(\hat{Q}\)) \(=\) range(\(A\)), we make use of the fact that range(\(\hat{U}\)) \(=\) range(\(A\)).
This leads to \(y = Pb = \hat{U}\hat{U}^*b\). Ultimately we need to solve \(\hat{\Sigma}V^*x = \hat{U}^*b\). Compute the SVD \(A = \hat{U}\hat{\Sigma}V^*\).
 Compute the right side \(\hat{U}^*b\).
 Solve the diagonal system \(\hat{\Sigma}w = \hat{U}^*b\) for w.
 Compute \(x\) directly with \(x = Vw\).

Which parts of solving least squares problems with SVD are dominating the work load? Give an asymptotic estimate of the total work load of solving the least squares problem.The calculation of the SVD factorization dominates the work load.
 For \(m \gg n\) this is the same as for a QR factorization, \(\sim 2mn^2  \frac{2}{3}n^3\) flops.
 For \(m \approx n\) the work load is \(\sim 2mn^2 + 11n^3\) flops.

How do the three algorithms (normal equations, QR, SVD) differ in their performance?
 Normal equations is the fastest way.
 QR factorization is numerically more stable than normal equations.
 If \(A\) is close to rankdeficient, the QR factorization suboptimal regarding numerical stability. Then solving the least squares problem with SVD is a more stable way.
Chapter 12  Conditioning and Conditioning Numbers

Given are a small pertubation of \(x\), called \(\delta x\) and the resulting perturbation of \(f(x)\), called \(\delta f\). \(\delta f\) is defined as \(\delta f = f(x+\delta x)  f(x)\). Let \(\delta x\) and \(\delta f\) be infinitesimal. How is the absolute condition number \(\hat{\kappa}\) of the problem \(f\) at \(x\) defined?\(\hat{\kappa} = \sup _{\delta x} \frac{\delta f}{\delta x}\)

How is the Jacobian of \(f\) at \(x\) defined and how can it be used to calculate the absolute condition number?The Jacobian is a matrix, whose \(i,j\) entry is the partial derivative \(\partial f_i/\partial x_j\) at \(x\). For \(\delta x \rightarrow 0\), \(\delta f = J(x)\delta x\).
Therefore, \(\hat{\kappa} = J(x)\). 
How is the relative condition number defined, if \(\delta x\) and \(\delta f\) are infinitesimal? Give one definition with and one without using the Jacobian.The relative condition number does not consider the absolute perturbations of \(f\) and \(x\), but their relative perturbations. $$\kappa = \sup _{\delta x} \frac{\delta f/f}{\delta x/x} = \hat{\kappa} \frac{x}{f(x)}$$ $$\kappa = \frac{J(x)}{f(x)/x}$$

Given is \(f : x \mapsto 3x\). Calculate the Jacobian, absolute and relative condition number of \(f\) at any \(x\).$$J(x) = f'(x) = 3 \qquad \hat{\kappa} = 3 \qquad \kappa = \frac{3}{f(x)/x} = \frac{3}{3x/x} = 1$$

Given is \(f : x \mapsto x^2\). Calculate the Jacobian, absolute and relative condition number of \(f\) at any \(x\).$$J(x) = 2x \qquad \hat{\kappa} = 2x \qquad \kappa = \frac{2x}{f(x)/x} = \frac{2x}{x^2/x} = 2$$

Given is \(f : x \mapsto (x+50)^2\). Calculate the Jacobian, absolute and relative condition number of \(f\) at any \(x\).$$J(x) = 2x + 100 \qquad \hat{\kappa} = 2x + 100 \qquad \kappa = \frac{2x+100 x}{f(x)} = \frac{2x^2+100x}{(x+50)^2}$$ This means, that generally, \(f\) is wellconditioned, because \(\kappa \lt 2\). However, for \(x \rightarrow 50\), \(f\) is illconditioned.

Given is \(f : x \mapsto x_1  x_2\) for a vector \(x = (x_1,x_2)^* \in \mathbb{C}^2\). Calculate the Jacobian, absolute and relative condition number of \(f\) at any \(x\) using the \(\infty\)norm.$$J(x) = \begin{pmatrix} \frac{\partial f}{\partial x_1} & \frac{\partial f}{\partial x_1}\end{pmatrix} = \begin{pmatrix}1 & 1 \end{pmatrix}$$ $$\hat{\kappa} = J(x)_{\infty} = 2 \qquad \kappa = \frac{2}{f(x)_{\infty}/x_{\infty}} = \frac{2}{x_1x_2 / max\{x_1,x_2\}}$$ This means, the problem is illconditioned for \(x_1 \approx x_2\).

Why is the problem of finding the roots of a polynomial illconditioned?Changing the coefficients of a polynomial of degree 2 by \(\delta c\) can lead to a change of the roots by \(\sqrt{\delta c}\). This means that \(J = \infty\) and therefore \(\kappa = \infty\).

What is the condition of matrixvector multiplication with a fixed nonsingular square \(A\) and a perturbed \(x\)? Give a definition using \(x\) and a bound without using \(x\).$$\kappa = A \frac{x}{Ax}$$ $$\frac{x}{Ax} = \left(\frac{Ax}{x}\right)^{1} \le A^{1}$$ $$\Rightarrow \kappa \le AA^{1}$$

What is the condition of computing \(x\) in \(Ax = b\), if \(A\) and \(b\) are given. Assume that \(A\) is nonsingular, square and fixed and \(b\) is perturbed.This comes down to calculating \(A^{1}b\), so the condition is \(\kappa = A^{1}\frac{b}{x} \le A^{1}A\).

How is the condition number of nonsingular square matrix \(A \in \mathbb{C}^{m\times m}\) defined?\(\kappa(A) = AA^{1}\)

How can you calculate the condition number of a nonsingular square matrix \(A \in \mathbb{C}^{m\times m}\) in the 2norm?\(A_2 = \sigma _1, A^{1}_2 = 1 / \sigma _m \Rightarrow \kappa(A) = \sigma _1 / \sigma _m \)

How is the condition number of a nonsingular rectangular matrix \(A \in \mathbb{C}^{m\times n}, m \ge n\) defined?We use the pseudoinverse: \(\kappa(A) = AA^+\)

What is the condition of computing \(x\) in \(Ax = b\), if \(A\) and \(b\) are given. Assume that \(A\) is nonsingular, square and perturbed and \(b\) is fixed.\(\kappa = AA^{1} = \kappa(A)\)
Chapter 13  Floating Point Arithmetic

What are the two fundamental requirements that a computer with floating point arithmetic should fulfill for representing and operations with real numbers? Assume that the gap between \(1\) and the next larger floating point number on this computer is given by \(2\epsilon_{machine}\).
 The error \(\epsilon\) introduced by representing a number \(x\) in floating point arithmetic should not be larger than \(\epsilon_{machine}\).
\(fl(x) = x(1+\epsilon)\) with \(\epsilon \le \epsilon_{machine}\).  The error \(\epsilon\) introduced by a floating point operation \(\oplus\) should not be larger than \(\epsilon_{machine}\):
\(x \oplus y = (x+y)(1+\epsilon)\) with \(\epsilon \le \epsilon_{machine}\). (You can replace \(+\) with \(, \cdot,\) and \(\div\) as well)
 The error \(\epsilon\) introduced by representing a number \(x\) in floating point arithmetic should not be larger than \(\epsilon_{machine}\).

Should both fundamental requirements hold for complex numbers as well?Basically, yes. If complex numbers are represented by two real numbers denoting the real and the imaginary part, then the requirements hold for addition and subtraction. For multiplication and division, \(\epsilon_{machine}\) must be scaled by less than \(6\) for the requirement to be valid.
Chapter 14  Stability

How is the relative error of a computation \(\tilde{f}(x)\) defined?The relative error with respect to the correct result \(f(x)\) is defined as \(\frac{\tilde{f}(x)f(x)}{f(x)}\).

When is an algorithm \(\tilde{f}\) for a problem \(f\) accurate?It is accurate, if for each \(x\), the relative error is \( \mathcal{O}(\epsilon_{machine})\).

When is an algorithm \(\tilde{f}\) for a problem \(f\) stable?It is stable, if for all \(x\) we can find some \(\tilde{x}\), which are relatively close to \(x\), for which our answer would have been nearly the right answer: $$\frac{\tilde{f}(x)f(\tilde{x})}{f(\tilde{x})} = \mathcal{O}(\epsilon_{machine})$$ for some \(\tilde{x}\) with \(\frac{\tilde{x}x}{x} = \mathcal{O}(\epsilon_{machine})\).

When is an algorithm \(\tilde{f}\) for a problem \(f\) backwardstable?It is backwardstable, if for all \(x\) we can find some \(\tilde{x}\), which are relatively close to \(x\), for which our answer would have been the right answer: $$\tilde{f}(x) = f(\tilde{x})$$ for some \(\tilde{x}\) with \(\frac{\tilde{x}x}{x} = \mathcal{O}(\epsilon_{machine})\).

Note: two important things for which I could not formulate questions yet:
 If the stability of an algorithm is independent of its input (for example a matrix \(A\)), it still dependends on the dimensionality of \(A\). A different dimensionality means different spaces \(X\) and \(Y\) and therefore a different \(f : X \mapsto Y\). A bound for \(\frac{\tilde{f}(x)f(\tilde{x})}{f(\tilde{x})}\) may depend on the dimensionality.
 The stability of an algorithm is independent of the choice of norms. This is because for norms on the same space, two constants can be found so that one norm bounds the other for all \(x\) and viceversa.
Chapter 15  More on Stability

Given is an algorithm \(\tilde{f}(x)\) that computes \(f(x) = 2x\) as \(x \oplus x\). Is this algorithm backward stable, stable, but not backward stable, or unstable?$$\begin{align} \tilde{f}(x) &= fl(x)\oplus fl(x) \\ &= (x(1+\epsilon_1)) \oplus (x(1+\epsilon_1)) \\ &= (x(1+\epsilon_1) + x(1+\epsilon_1))(1+\epsilon_2)\\ &= 2x(1+\epsilon_3) \end{align} $$ with \(\epsilon_1, \epsilon_2 \le \epsilon_{machine}\) and \(\epsilon_3 \le 2\epsilon_{machine} + \mathcal{O}(\epsilon_{machine})\). This means that we can find \(\tilde{x}\) with \(\frac{\tilde{x}x}{x} = \mathcal{O}(\epsilon_{machine})\), so that \(\tilde{f}(x) = f(\tilde{x})\).
\(\Rightarrow\) backward stable 
Given is an algorithm \(\tilde{f}(x)\) that computes \(f(x) = x  x\) as \(x \ominus x\). Is this algorithm backward stable, stable, but not backward stable, or unstable?$$\begin{align} \tilde{f}(x) &= fl(x)\ominus fl(x) \\ &= (x(1+\epsilon_1)) \ominus (x(1+\epsilon_1)) \\ &= 0 \end{align} $$ with \(\epsilon_1 \le \epsilon_{machine}\). Since \(f(\tilde{x})\) will be zero as well, we can find \(\tilde{x}\) with \(\frac{\tilde{x}x}{x} = \mathcal{O}(\epsilon_{machine})\), so that \(\tilde{f}(x) = f(\tilde{x})\).
\(\Rightarrow\) backward stable 
Given is an algorithm \(\tilde{f}(x)\) that computes \(f(x) = x + 1\) as \(x \oplus 1\). Is this algorithm backward stable, stable, but not backward stable, or unstable?$$\begin{align} \tilde{f}(x) &= fl(x)\oplus 1 \\ &= (x(1+\epsilon_1)) \oplus 1 \\ &= (x(1+\epsilon_1) + 1)(1+\epsilon_2) \end{align} $$ with \(\epsilon_1,\epsilon_2 \le \epsilon_{machine}\). For \(x \rightarrow 0\), the absolute error will be \(\mathcal{O}(\epsilon_{machine})\). To reach \(\tilde{f}(x) = f(\tilde{x})\), we need \(\tilde{x} = x + C \epsilon_{machine}\). But since \(x \rightarrow 0\), these \(\tilde{x}\) cannot satisfy \(\frac{\tilde{x}x}{x} = \mathcal{O}(\epsilon_{machine})\).
\(\Rightarrow\) not backward stable
Nevertheless, for \(\tilde{x} = x\), \(f(\tilde{x}) = x+1\) and therefore \(\frac{\tilde{f}(x)f(\tilde{x})}{f(\tilde{x})} = \mathcal{O}(\epsilon_{machine})\)
\(\Rightarrow\) stable 
Given that the computation of an rankone outer product \(A = xy^*\) of two vectors \(x\) and \(y\) is stable, explain why it cannot be backward stable.The result of \(\tilde{f}\) will be \(\tilde{A}\), a matrix with small perturbations. To reach \(\tilde{f}(x,y) = f(\tilde{x},\tilde{y})\), we would have to find \(\tilde{x}\) and \(\tilde{y}\), so that \(\tilde{x}\tilde{y}^* = \tilde{A}\). Generally, a perturbation of \(A\) will not have rank exactly \(1\), so we cannot find \(\tilde{x}\) and \(\tilde{y}\). This means that the computation is not backward stable.

How can you relate the condition number \(\kappa\) of a problem to the relative errors of a backward stable algorithm solving that problem?By the definition of backward stability and the condition number \(\kappa\), we can see that the relative errors satisfy $$\frac{\tilde{f}(x)f(x)}{f(x)} = \mathcal{O}(\kappa (x) \epsilon_{machine})$$
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