Applied Linear Algebra in Geoscience Using MATLAB

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1 Applied Linear Algebra in Geoscience Using MATLAB

2 Contents Getting Started Creating Arrays Mathematical Operations with Arrays Using Script Files and Managing Data Two-Dimensional Plots Programming in MATLAB User-Defined Functions and Function Files Polynomials, Curve Fitting, and Interpolation Applications in Numerical Analysis Three-Dimensional Plots Symbolic Math Matrices Linear equations Determinants Eigenvalues and eigenvectors Orthogonal vectors and matrices Vector and matrix norms Gaussian elimination and the LU dec. Linear system applications Gram-Schmidt decomposition The singular value decomposition Least-squares problems Linear Independence Basis of a Subspace The Rank of a Matrix Implementing the QR factorization The algebraic eigenvalue problem

3 We already studied the solution of square linear algebraic systems. In some cases, the coefficient matrix is sensitive to changes in data; for instance, if there are small changes to the vector b in the system Ax = b due to experimental error, the solution may differ widely, leading to incorrect results. In such a case, the matrix is said to be ill-conditioned. The matrix norm plays a critical role in determining if a matrix is ill-conditioned. In addition, there are many applications of matrix norms to specific disciplines such as structural analysis and Lets start with a definition of a vector norm and develop some examples of vector norms Any function that takes a vector argument, computes a real number, and satisfies these three conditions is called a vector norm. A vector norm gives us a way of measuring vector length. You are already familiar with (Scaling) (Positivity) (Triangle inequality)

4 p-norms defined by p = 1, 2,... The values p = 1, 2, and are the most commonly used norms. The 2-norm is more computationally expensive than the - or the 1-norm. If an application requires the computation of a norm many times, it could be advantageous to use the - or the 1-norm.

5 The MATLAB norm command will compute norms of a vector. Properties of the 2-Norm The 2-norm is the norm most frequently used in applications, and there are good reasons why this is true. There are many relationships satisfied by the 2-norm Cauchy-Schwarz inequality Pythagorean Theorem orthogonally invariant when u and v are orthogonal when P is an orthogonal matrix

6

7 If the nonzero vectors u 1, u 2,..., u k in R n are orthogonal, they form a basis for a k-dimensional subspace of R n

8 Spherical Coordinates The representation for a point in space is given by three coordinates (r, θ, φ). The rectangular coordinates are obtained from spherical coordinates (r, θ, φ) as follows: The position vector for a point, P, in space is Our aim is to develop a basis in spherical coordinates. Such a basis must have a unit vector er in the direction of r, eθ in the direction of θ, and eφ in the direction of φ such that the position vector the spherical coordinate system used in geography, astronomy, and many other areas. we can build an orthogonal matrix that implements a change of coordinates from rectangular to spherical and spherical to rectangular.

9 The vectors er, eθ, eφ change direction as the point P moves. If θ and φ are fixed and we increase r, er is a unit vector in the direction of change in r. This means we take the partial derivative. Similarly After performing the differentiation and division, the result is Now

10 In matrix form P The matrix P is orthogonal, so P -1 =P T and Note1: It must be noted that the basis is a local basis, since the basis vectors change. Applications include the analysis of vibrating membranes, rotational motion etc. Note2: In above eq. the xyz-coordinate system is fixed, but the rθφ-coordinate system moves.

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