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= 2(3) + 1( 2) = 4 Well-conditioned J
(d)
4 3 1
2 3 7 3 7 2
jAj = 7 2 3 =4 3 1
18 13 5 13 5 18
5 18 13
Problem 3
First solve Ly = b:
2 32 3 2 3
1 0 0 y1 1
4 3=2 1 0 5 4 y2 5 = 4 1 5
1=2 11=13 1 y3 2
y1 = 1
3 5
(1) + y2 = 1 y2 =
2 2
1 11 5 47
(1) + + y3 = 2 y3 =
2 13 2 13
Then solve Ux = y:
2 32 3 2 3
2 3 1 x1 1
32 47 47
x3 = x3 = J
13 13 32
13 7 47 5 13
x2 = x2 = J
2 2 32 2 32
13 47 59
2x1 3 = 1 x1 = J
32 32 32
2 3
2 3 1 3
4 3 (3=2) (2) 2 (3=2)( 3) 5 (3=2)( 1) 9 (3=2)(3) 5
2 2 4 ( 3) 1 ( 1) 5 3
2 3
2 3 1 3
= 4 0 13=2 7=2 27=2 5
0 7 0 8
14
row 3 row 3 row 2
13
2 3
2 3 1 3
4 0 13=2 7=2 27=2 5
0 7 (14=13) (13=2) 0 (14=13) ( 7=2) 8 (14=13) ( 27=2)
2 3
2 3 1 3
= 4 0 13=2 7=2 27=2 5
0 0 49=13 85=13
Solution by back substitution:
49 85 85
x3 = x3 = = 1:7347 J
13 13 49
13 7 85 27 8
x2 = x2 = = 1: 1429 J
2 2 49 2 7
8 85 32
2x1 3 = 3 x1 = = 0:6531 J
49 49
7
PROBLEM 4 3
Problem 5
x3 = x3 =
4 2 16 4 8
1 1 1 1 1
2x2 + = x2 =
2 8 16 2 4
1 7
2x1 = 1 x1 =
8 16
4 PROBLEM SET 2.1
Second solution vector:
16 2 1
x4 = x4 =
9 9 8
9 1 1 1 1
x3 = x3 =
4 2 8 2 4
1 1 1 1
2x2 + = 1 x2 =
2 4 8 2
1 1
2x1 = 0 x1 =
4 8
Therefore, 2 3
7=16 1=8
6 1=4 1=2 7
X =6 7 J
4 1=8 1=4 5
1=16 1=8
Problem 6
x5 = 1 x5 = 1 J
x4 + 2( 1) = 3 x4 = 1 J
x3 + 1 = 2 x3 = 1 J
x2 1 + 1 ( 1) = 1 x2 = 2 J
x1 + 2( 2) 2(1) = 4 x1 = 2 J
Problem 7
(a)
2 3
4 1 0
A =4 1 4 1 5
0 1 4
Use Gauss elimination storing each multiplier in the location occupied by the
element that was eliminated (the multipliers are enclosed in boxes thus:
1
row 2 row 2 row 2
4
2 3
4 1 0
4 1=4 15=4 1 5
0 1 4
4
row 3 row 3 row 2
15
2 3
4 1 0
6 1=4 15=4 1 7
4 5
0 4=15 56=15
Thus
2 3 2 3
4 1 0 1 0 0
Problem 8
2 3 2 3
3 6 4 3
A =4 9 8 24 5 b =4 65 5
12 24 26 42
PROBLEM 8 7
Solution of Ly = b:
y1 = 3
3( 3) + y2 = 65 y2 = 56
4( 3) + y3 = 42 y3 = 30
Solution of Ux = y:
10x3 = 30 x3 = 3 J
10x2 + 12(3) = 56 x2 = 2 J
3x1 + 6(2) 4(3) = 3 x1 = 1 J
Problem 9
2 3 2 3
2:34 4:10 1:78 0:02
Solution of Ly = b:
y1 = 0:02
0:846 154(0:02) + y2 = 0:73 y2 = 0:713 07 7
10 239:1x = 10 239:1
1:008 547(0:02) 14349:7( 0:7133 07 7) + y3 = x
6:633 = 1:0
y3 =J 10 239:1
0:000 769x2 0:713 846 = 0:713 07 7 x2 = 1:0 J
Solution of Ux = y:
2:34x1 4:10 + = 0:02 x1 = 1:0 J
1:78
PROBLEM SET 2.1
8
Problem 10
2 3 2 3
4 3 6 1 0
A =4 8 3 10 5 B =4 0 1 5
4 12 10 0 0
Decomposition of A (multipliers are enclosed in boxes):
2 3 2 3
4 3 6 1 0 0
U=4 0 3 2 5 L=4 2 1 05
0 0 2 1 3 1
Solution of Uy = x:
7
2x3 = 7 x3 =
2
7 5
3x2 2 = 2 x2 =
2 3
5 7 15
4x1 3 +6 = 1 x1 =
3 4
2
PROBLEM 10 9
Solution of Ux = y:
3
2x3 = 3 x3 =
2
3 2
3x2 2 = 1 x3 =
2 3
2 3 7
4x1 3 +6 = 0 x1 =
3 2 4
Therefore, 2 3
7=2 3=2
X =4 5=3 2=3 5 J
15=4 7=4
Problem 11
2 3 2 3
1 1 1 1
A =4 1 2 2 5 b = 4 3=2 5
1 2 3 3
Substituting for LLT from Eq. (2.16), we get
2 3 2 2 3
1 1 1 L11 L11 L21 L11 L31
Thus 2 3 2 3
1 0 0 1 1 1
L=4 1 1 0 5 LT = 4 0 1 1 5
1 1 1 0 0 1
Solution of Ly = b:
y1 = 1
3 1
1 + y2 =
1
y2 = 3
2 2
1+ + y3 = 3 y3 =
2 2
10 PROBLEM SET 2.1
Solution of LT x = y:
3
x3 = J
2
3 1
x2 + = x2 = 1 J
2 2
3 1
x1 1+ = 1 x1 = J
2 2
Problem 12
2 3 2 3
4 2 3 1:1
A=4 12 4 10 5 b =4 05
16 28 18 2:3
U =4 0 10 1 5 L=4 3 1 0 5
0 0 8 4 2 1
Solution of Ly = b:
y1 = 1:1
3(1:1) + y2 = 0 y2 = 3:3
4(1:1) + 2( 3:3) + y3 = 2:3 y3 = 8:7
Solution of Ux = y:
Problem 14
[n,m] = size(B);
for k = 1:n-1 % Elimination phase
for i= k+1:n
if A(i,k) ~= 0
lambda = A(i,k)/A(k,k);
A(i,k+1:n) = A(i,k+1:n) - lambda*A(k,k+1:n);
B(i,:)= B(i,:) - lambda*B(k,:);
end
end
end
X = B;
Testing gauss2:
Problem 15
function hilbert(n)
% Solves A*x = b by LU decomposition, where
% [A] is an n x n Hilbert matrix and b(i) is the sum of
% the elemnts in the ith row of [A].
% USAGE: hibert(n)
A = zeros(n); b = zeros(n,1);
for i = 1:n
for j = 1:n
A(i,j)= 1/(i + j - 1);
b(i) = b(i) + A(i,j);
end
end
A = LUdec(A); x = LUsol(A,b)
PROBLEM 15 13
1.00000054026798
0.99999961479776
1.00000010884699
Problem 16
Problem 17
% problem2_1_17
x = [0 1 3 4]’; y = [10 35 31 2]’;
n = length(x);
A = zeros(n);
>> coefficients =
10
34
-9
0
Problem 18
% problem2_1_18
x = [0 1 3 5 6]’; y = [-1 1 3 2 -2]’;
n = length(x);
A = zeros(n);
for i = 1:n; A(:,i) = x.^(i-1); end
L = LUdec(A);
coefficients = LUsol(L,y)
>> coefficients =
-1.00000000000000
2.68333333333333
-0.87500000000000
0.21666666666667
-0.02500000000000
Problem 19
f (x) = c0 + c1 x + c2 x2 + c3 x3 + c4 x4
f 00 (x) = 2c2 + 6c3 x + 12c4 x2
Ac = y
% problem2_1_19
A = zeros(5);
A(1,:) = [1 0 0 0 0]; % f(0)
PROBLEM 18 15
A(2,:) = [1 0.75 0.75^2 0.75^3 0.75^4]; % f(0.75)
A(3,:) = [1 1 1 1 1]; % f(1)
A(4,:) = [0 0 2 0 0]; % f’’(0)
A(5,:) = [0 0 2 6 12]; % f’’(1)
y = [1 -0.25 1 0 0]’;
L = LUdec(A);
c = LUsol(L,y)
>> c =
1.00000000000000
-5.61403508771930
0.00000000000000
11.22807017543859
-5.61403508771930
Problem 20
2 3 2 3
3:50 2:77 0:76 1:80 7:31
% problem2_1_20
A = [3.50 2.77 -0.76 1.80
-1.80 2.68 3.44 -0.09
0.27 5.07 6.90 1.61
1.71 5.45 2.68 1.71];
b = [7.31 4.23 13.85 11.55]’;
n = length(b);
L = LUdec(A);
x = LUsol(L,b)
detA = prod(diag(L))
Ax = A*x
>> x =
1.00000000000011
1.00000000000002
1.00000000000003
0.99999999999976
16 PROBLEM SET 2.1
detA =
-0.22579734000001
Ax =
7.31000000000000
4.23000000000000
13.85000000000000
11.55000000000000
The determinant is a little smaller than the elements of A, indicating a mild
case of ill-conditioning. From the results it appears that the solution is 12-…gure
accurate.
Problem 21
ans =
1 1 3
0 1 2
0 0 1
(a)
p
kAke = 12 + 12 + 12 + 12 + 22 + 12 = 3
p p
1 2 2 2 2 2 2
A e
= 1 + 1 + 3 + 1 + 2 + 1 = 17
p
1 = 3 17 = 12:37 J
conde = kAke A
e
(b)
1
cond 1 = kAk1 A 1
= 3(5) = 15 J
Problem 22
>> A = [ 1 4 9 16
4 9 16 25
9 16 25 36
16 25 36 49];
>> cond(A)
Warning: Matrix is close to singular or badly scaled.
ans =
3.0371e+016
Problem 23
% problem2_1_23
A = rand(500);
b = sum(A,2);
x = gauss(A,b)
x =
1.0000
1.0000
1.0000
.
Gauss elimination is remarkably stable—there is no signi…cant rouno¤ error in
the solution of 500 equations. We also solved 1000 equations with the same
result.
% problem2_1_24
A= [ 5+1j 5+2j -5+3j 6-3j
5+2j 7-2j 8-1j -1+3j
-5+3j 8-1j -3-3j 2+2j
6-3j -1+3j, 2+2j 0+8j];
b = [15-35j; 2+10j; -2-34j; 8+14j];
x = gauss(A,b)
x =
2.0000 - 0.0000i
-0.0000 - 4.0000i
0.0000 + 4.0000i
1.0000 + 1.0000i
Problem 25
% problem2_1_25
theta = pi/4.0
g = 9.81
m = [ 10.0, 4.0, 5.0, 6.0]’;
mu = [0.25, 0.3, 0.2]’;
A = [ 1.0, 0.0, 0.0, m(1)
-1.0, 1.0, 0.0, m(2)
0.0, -1.0, 1.0, m(3)
0.0, 0.0, -1.0, m(4)];
b = zeros(4,1);
for i = 1:3
b(i) = m(i)*g*(sin(theta) - mu(i)*cos(theta));
end
b(4) = -m(4)*g;
x = gauss(A,b)
x =
35.8914
48.8606
68.5404
1.6134
PROBLEM 24 19
20 PROBLEM SET 2.1
PROBLEM SET 2.2
Problem 1
2 3 2 3
3 3 3 9
A =4 3 5 1 5 b =4 7 5
3 1 5 12
Noting that A is symmetric, we have two choices: (1) the Gauss elimination
scheme that
h stores ithe multipliers in the upper portion of the matrix and results
in A ! 0nDnLT (see Example 2.10); or (2) the regular Gauss elimination
that produces an upper triangular matrix A ! U. We choose the latter, which
is somewhat simpler to implement in hand computation.
row 2 row 2 + row 1
row 3 row 3 row 1
2 3
3 3 3
4 0 2 4 5
0 4 2
row 3 row 3 2 row 2
2 3
3 3 3
U =4 0 2 4 5
0 0 6
We obtain LT by dividing each row of U by its diagonal element. Thus
2 3 2 3
1 1 1 1 0 0
LT = 4 0 1 2 5 L=4 1 1 0 5
0 0 1 1 2 1
Solution of Ly = b:
y1 = 9
9 + y2 = 7 y2 = 2
9 + 2(2) + y3 = 12 y3 = 1
Solution of Ux = y:
1
6x3 = 1 x3 = J
6
1 2
2x2 + 4 = 2 x2 = J
6 3
2 1 7
3x1 3 +3 = 9 x1 = J
3 2
6
A = 4 8 13 16 5 b =4 18 5
20 16 91 119
D =4 0 3 0 5 U = DLT = 4 0 3 24 5
0 0 1 0 0 1
Solution of Ly = b:
y1 = 24
2(24) + y2 = 18 y2 = 30
5(24) + 8( 30) + y3 = 119 y3 = 1
Solution of Ux = y:
x3 = 1 J
3x2 24(1) = 30 x2 = 2 J
4x1 + 8(2) + 20(1) = 24 x1 = 3 J
22 PROBLEM SET 2.2
Problem 3
2 3
2 2 0 0 0
6 2 5 6 0 0 7
6 7
A =6
6 0 6 16 12 0 7
7
4 0 0 12 39 6 5
0 0 0 6 14
h i
Noting that A is symmetric, we use the reduction A ! 0nDnLT obtained
by storing the multipliers (shown enclosed in boxes) in the upper half of the
matrix during Gauss elimination.
row 2 row 2 ( 1) row 1
2 3
2 1 0 0 0
6 0 3 6 0 0 7
6 7
6 0 6 16 12 0 7
6 7
4 0 0 12 39 6 5
0 0 0 6 14
row 3 row 3 ( 2) row 2
2 3
2 1 0 0 0
6 0 3 2 0 0 7
6 7
6 0 0 4 12 077
6
4 0 0 12 39 6 5
0 0 0 6 14
row 4 row 4 3 row 3
2 3
2 1 0 0 0
6 0 3 2 0 07
6 7
6 0 0 4 3 07
6 7
4 0 0 0 3 6 5
0 0 0 6 14
row 5row 5 ( 2) row 4
2 3
2 1 0 0 0
h i 6
6 0 3 2 0 0 7
7
0nDnL = 6 7
T
6 0 0 4 3 0 7
4 0 0 0 3 2 5
0 0 0 0 2
Thus
6 7 6 0 7
6 0 3 0 0 07 6 0
T
1 2 0 7
D = 0 0 4 0 0 J L = 0 0 1 3 0
6 7 6 7
6 7 6 7
0 0 0 3 0 0 0 0 1 2
4 5 4 5
0 0 0 0 2 0 0 0 0 1
PROBLEM 3 23
2 3
1 0 0 0 0
6 1 1 0 0 0 7
6 7
L=6
6 0 2 1 0 0 7 J
7
4 0 0 3 1 0 5
0 0 0 2 1
Problem 4
2 3 2 3
6 2 0 0 0 2
6 1 7 2 0 07 6 3 7
6 7 6 7
A =6 0 2 8 2 0 7 b = 4
6 7 6 7
4 0 0 3 7 2 5 4 3 5
0 0 0 3 5
1
LU decomposition of A:
Problem 5
2 3 2 3 2 3
4 2 1 2 4 1
Back substitution:
x3 = 0 J
13 1
2x2 + (0) = 1 x2 = J
2 2
1 3
4x1 2 +0 = 2 x1 = J
2 4
PROBLEM 5 25
Problem 6
2 3 2 3
2:34 4:10 1:78 0:02 4:10
2 3 2 3
2:34=4:10 0:5707
r = 4 1:98=3:47 5 = 4 0:5706 5
2:36=15:17 0:1556
No need to pivot here.
Problem 7
1
row 4 row 4 + row 1
2
26 PROBLEM SET 2.2
2 3 2 3
2 1 0 0 1
6 0 0 1 1 0 7 6 0 7
r=
6 7 6 7
4 0 1 2 1 0 5 4 1=2 5
0 3=2 1 0 1=2 1
2
row 3 row 3 + row 4
3
2 3 2 3
2 1 0 0 1
0 0 1 1 0
6 0 0 4=3 1 1=3 7 6 17
6 7 r=6 7
4 0 3=2 1 0 1=2 5 4 15
3
row 2 row 2 + row 3
4
2 3
2 1 0 0 1
6 0 0 0 1=4 1=4 7
6 7
4 0 0 4=3 1 1=3 5
0 3=2 1 0 1=2
Note that by rearranging rows, the coe¢cient matrix could be given an upper
triangular form. There is no need for this rearrangement, since back substitu-
tion can be carried out just as easily on the matrix as it is:
1 1
x4 = x4 = 1 J
4 4
4 1
x3 1 = x3 = 1 J
3 3
3 1
x2 1 = x2 = 1 J
2 2
1 x1 = 1 J
2x1 1
=
Problem 8
We chose Gauss elimination with pivoting (pivoting is essential here due to the
zero element in the top left corner of the coe¢cient matrix).
% problem2_2_8
A = [0 2 5 -1
2 1 3 0
-2 -1 3 1
3 3 -1 2];
b = [-3 3 -2 5]’;
x = gaussPiv(A,b)
>> x =
PROBLEM 8 27
2.0000
-1.0000
0.0000
1.0000
Problem 9
% problem2_2_9
n = 10;
c = ones(n-1,1)*(-1.0); e = c;
d = ones(n,1)*4.0;
b = ones(n,1)*5.0; b(1) = 9.0;
[c,d,e] = LUdec3(c,d,e);
x = LUsol3(c,d,e,b)
>> x =
2.9019
2.6077
2.5288
2.5075
2.5011
2.4971
2.4873
2.4519
2.3205
1.8301
Problem 10
Unless there are obvious reasons to do otherwise, play it safe by using pivoting.
Here we chose LU decomposition with pivoting.
% problem2_2_10
A = [1.3174 2.7250 2.7250 1.7181
0.4002 0.8278 1.2272 2.5322
0.8218 1.5608 0.3629 2.9210
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