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CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 Lecture 7 Finish up Matrix norms. - Operator induced norms - Sub-multiplicative norms That same algorithm (Richardson) converges with norms based on the spectral radius. A scaled iteration converges in a dierent regime, and how to pick the right scale. Convexity and a quadratic function related to Ax=b. This will let us pick the scale dynamically to get an iteration that works for any symmetric pos. def. matrix! Talk to ;%Tiµsw Theon , All fox ) # as Math 1. A hnehm firm " -7k An impasse classy ng fat ) - o , then > EYfo.tt#tfGxfag Tf fax -_ Hell , HAIL - - Beak htt 't -1 s Eat eat Ae - Ay . what if Result : cspdj Ais soul , - not We now hate away for Axes , 1142 week noms are gag . # . A -042mA is a matrix norm if WIT fCAeiJ=O largest song . value As man =e± - cages . CCI - A ) a I If A is Sym . pros . def . to -214mm to Sole 02 jut use Equivalent . - ' I . # so Called opens . indeed fan i. Iwm 47J¥of9I¥tff7¥J thhllftlhi-m.IE/Agl 4A . b : languor ahmad X 's areas , WAS least se Aoki Arbaaz foxing enfaf ) Element . w.se/ norms - CI - AT Ee Change throw ! Than any xecgez.gg ) mmmm IR I - as shpr.gg why ? in let fig be 2 a . fcx ) so if * o so A ei-obuaho-nx.FI#ftrmy7ofCBH HAA , .fm#oxHAxaz- we had ! 4i÷÷÷I÷÷÷⇐f* :* .¥::÷÷÷÷f÷÷÷:÷÷ .⇒¥n÷÷÷÷÷¥:÷÷:÷ .im#ii:fx : I :÷÷÷÷÷÷÷÷÷÷÷÷÷÷ :÷÷÷:÷÷:÷÷÷÷÷÷÷÷ it ÷÷÷÷÷÷÷÷÷i St - = A CASH Sob . - MM. theon , f is , many own =µfca , fat fate ) . fax ) Mitt ! be them storm Fff CI of ) alpha LIE - AAJ = nfox If - ay , - least see . o - C , fate cage @ fax 2 ¥ the ) hramhwm width -2 ( LATA ) E HATA ape them syst , g - J MCAT any consoles way fCX× ) fcxjfc Pf : I . ceag.by oakum . ) 4. fM-tB)=m×¥ffcAx+a , / een - ¥ - y ¥a→E ED - ME . 4nMaimmAGR " ' veehraoffmam.xaomveekf.am 2- fears -0 Itt Are . £ FIFO J . AI 'S I ¥+5 . - Aye - ± c I " Eas then 1,2-2 If x ' De G. Ca Can depend onn ' A R - food .fc± , . Ee⇐+s-A⇐ CHAT L2 Mmm HATE ' tho .LI?M

Lecture 7 An then Beak htt 't s Eat not We Talk ;%Tiµswto ... · CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science

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Page 1: Lecture 7 An then Beak htt 't s Eat not We Talk ;%Tiµswto ... · CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science

CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019

Lecture 7Finish up Matrix norms.- Operator induced norms- Sub-multiplicative normsThat same algorithm (Richardson)converges with norms based onthe spectral radius.A scaled iteration converges in adifferent regime, and how to pickthe right scale.Convexity and a quadratic functionrelated to Ax=b.This will let us pick the scaledynamically to get an iteration thatworks for any symmetric pos. def.matrix!

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Page 2: Lecture 7 An then Beak htt 't s Eat not We Talk ;%Tiµswto ... · CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science

CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019 CS 515 - Purdue University - Computer Science - David F. Gleich - 2019

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