Prove that if the linear system A x = b is perturbed in both A and b ( A +

Brunton39

Brunton39

Answered question

2022-06-14

Prove that if the linear system A x = b is perturbed in both A and b
( A + δ A ) ( x + δ x ) = b + δ b
then
δ x x κ ( A ) 1 κ ( A ) δ A A ( δ A A + δ b b )

Answer & Explanation

Abigail Palmer

Abigail Palmer

Beginner2022-06-15Added 30 answers

This proof does not make much sense for me because you are trying to prove the inequality
(1) δ x x κ ( A ) 1 κ ( A ) δ A A ( δ A A + δ b b )
which follows from
(2) ( A + δ A ) ( x + δ x ) = b + δ b
without dropping the second order term δ A δ x by proving an inequality which might not be true because you dropped the second order term (2).

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