Question:
Prove the Perturbation Estimate
1. Let A∈ Cnxn be invertible and suppose b∈ Cn*. Suppose x∈Cn satisfies Ax = b.
Let the perturbations δx, δb∈Cn satisfy Aδx = δb, so that A (x+ δx)+ δb.
(a) Prove the error (or perturbation) estimate
1/cond(A) ( llδbll / llbll )≤( llδxll / llxll )≤cond(A) (llδbll/llδll ) .
(b) Show that for any invertible matrix A, the upper bound for ( llδxll / llxll ) above can be attained for suitable choices of b and δb