Education

Abstract

The Education section in this issue presents two contributions. The first paper, “$LU$ and $CR$ Elimination,” is written by Gilbert Strang and Cleve Moler. This is an expository paper which is helpful to instructors and students interested in linear algebra and matrix manipulations. The focus of the paper is the column-row factorization for any matrix $A$ of rank $r$. The matrix is represented as $A=CR$, where the matrix $C$ contains the first $r$ independent columns of $A$, and the matrix $R$ contains the nonzero rows of the reduced row echelon form of $A$. The authors explain how to obtain the factorization and contrast it with $LU$, $QR$ factorizations, the single-value decomposition, and another factorization, $A= CW^{-1}B$, which they call magic. In section 6, the authors point to an important timely application pertaining to randomized algorithms for a low-rank approximation of large sparse matrices. The paper is clearly and nicely written. It includes a discussion about relevant MATLAB functions, examples, and several references to randomized linear algebra literature. The second paper is “Newton's Method in Mixed Precision,” presented by C. T. Kelley. The paper discusses the impact of precision in calculations on the rate of convergence of Newton's method for solving a system of nonlinear equations $F(x)=0.$ The vector-function $F$ is differentiable and its Jacobian $F' (x)$ is nonsingular. It is assumed that the step $s$ in each iteration is determined by solving the linear equation $F' (x)s= - F(x)$ via Gaussian elimination with column pivoting. The paper starts with the classical result on the local convergence of the method under standard assumptions and then passes onto analyzing the effect of errors arising in calculation of the function and in approximation of the Jacobian. The author's derivations predict no significant difference in the convergence of the nonlinear iteration between a double-precision analytic Jacobian with double precision in the linear solver and a forward-difference approximate Jacobian with a single precision in the linear solver. An interesting part of the paper deals with the question of estimating the effect of the backward error in the solver. The author observes that the worst case estimates are too pessimistic and rarely seen in practice. Invoking recent techniques in probabilistic rounding analysis, he derives more realistic results. The theoretical statements are supplemented by a numerical illustration in section 3. An additional example demonstrates how the theory breaks down if the Jacobian is singular at the solution.