Undergraduate · Matrix conditioning
Matrix conditioning: A factor-of-ten inverse stretch
Matrix conditioning: investigate a factor-of-ten inverse stretch with small diagonal entry a = 0.1; final data error b = 1.
Predict what will happen, press Play, then pause and explain what changed. Every control also works without playback.
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A small residual or small change in data can produce a much larger solution change when an inverse strongly stretches one direction. This diagonal example isolates that mechanism without numerical roundoff. Conditioning is a property of the problem, distinct from the stability of the algorithm used to solve it. This investigation starts with Small diagonal entry a = 0.1; Final data error b = 1. Predict the result before playing, then change one parameter while keeping the other fixed to test the reason for the change.
A relationship to keep
A=diag(1,a); A⁻¹(1,δ)=(1,δ/a); κ₂(A)=1/a
Read the symbols alongside the explanation. A diagram shows the relationship; the assumptions tell you when it applies.
- STEP 1
Set up the mathematical model
Compare the two diagonal scales of A and calculate its inverse. The starting case is “A factor-of-ten inverse stretch.”
- STEP 2
Follow the changing quantity
Increase the second data component from zero to the selected perturbation. Follow the resulting solution error δ/a.
- STEP 3
Explain and test the result
Compare the amplification with κ₂(A). Identify the direction responsible for the largest amplification and avoid claiming every perturbation attains it.
Your turn to explain
Make a prediction. Test your reasoning.
Keep Small diagonal entry a = 0.1; Final data error b = 1. Pause the timeline at 60%. Given data perturbation = 0.6, calculate solution perturbation, condition number κ₂. Show the substitution into the displayed formula.
Use the values specified in the question. Reset restores the initial values for this investigation.
Compare your explanation
The inverse second diagonal entry is 1/0.1=10. A data error δ=0.6 therefore becomes δ/a=0.6/0.1=6, demonstrating this direction's amplification. Results: Solution perturbation: 6; Condition number κ₂: 10. Decimal values are rounded; retain the original parameters when checking.
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