Hej!
I hope the first homework is going well.
Some hints / clarifications for HW1 based on email questions:
problem 2: On some computers 10 minutes of execution time is difficult to test due to limitations in RAM. It is not so important that you achieve 10 minutes in those situations, if you can show that you interpret the result correctly. The commands "rand('seed',0); A=gallery(’wathen’,nn,nn);" generate a sparse matrix of size nn^2 x nn^2. For the purpose of learning what you are expected to understand in the exercise, it is not so important to understand exactly how the matrix is generated. (It is matrix with sparsity structure like a particular finite-element discretizations. The non-zero elements are generated randomly, so we need to do reset the random seed in order get the same results every time we run the command.")
problem 4c. The relationship between shift-and-invert Arnoldi and the standard Arnoldi method is completely analogous to the relationship between inverse iteration and the power method. So, instead of Arnoldi's method for \(B\) you need to do Arnoldi's method for the matrix \((B-\sigma I)^{-1}\) without explicitly computing the inverse, but only solve linear systems of equations. You will need to modify arnoldi.m. Don't forget to reverse the eigenvalue transformation. We will show an example of shift-and-inverse on the next lecture (tuesday).
Elias