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1
CHAPTER 9
9.1 The flop counts for the tridiagonal algorithm in Fig. 9.6 can be summarized as
Thus, as n increases, the effort is much, much less than for a full matrix solved with Gauss elimination
which is proportional to n3.
9.2 The equations can be expressed in a format that is compatible with graphing x2 versus x1:
18 2 x1
x2 3 0.333333 x1
6
40 x1
x2 5 0.125 x1
8
a11=2;a12=-6;b1=-18;
a21=-1;a22=8;b2=40;
x1=[0:20];x21=(b1-a11*x1)/a12;x22=(b2-a21*x1)/a22;
plot(x1,x21,x1,x22,'--'),grid
xlabel('x_1'),ylabel('x_2')
10
8
x2
2
0 5 10 15 20
x1
Thus, the solution is x1 = 9.6, x2 = 6.2. The solution can be checked by substituting it back into the
equations to give
9.3 (a) The equations can be rearranged into a format for plotting x2 versus x1:
x2 14.25 0.77 x1
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2
1.2
x2 11.76471 x1
1.7
20
0
0 20 40 60 80
-20
-40
-60
If you zoom in, it appears that there is a root at about (38.7, –15.6).
38 38.5 39 39.5
-15
-15.4
-15.8
-16.2
The results can be checked by substituting them back into the original equations:
(b) The plot suggests that the system may be ill-conditioned because the slopes are so similar.
which is relatively small. Note that if the system is normalized first by dividing each equation by the largest
coefficient,
0.77 x1 x2 14.25
0.705882 x1 x2 11.76471
A1 1 1 1(0) 1(1) 1
1 0
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3
A2 2 1 2(0) 1(3) 3
3 0
A3 2 1 2(1) 1(3) 1
3 1
D 0(1) 2(3) 5(1) 1
1 2 5
1 1 1
2 1 0 2
x1 2
D 1
0 1 5
2 1 1
3 2 0 8
x2 8
D 1
0 2 1
2 1 1
3 1 2 3
x3 3
D 1
3x1 x2 2
2 x1 x2 x3 1
2 x2 5 x3 1
Multiply pivot row 1 by 2/3 and subtract the result from the second row to eliminate the a21 term. Note that
because a31 = 0, it does not have to be eliminated
3x1 x2 2
0.33333x2 x3 0.33333
2 x2 5 x3 1
3x1 x2 2
2 x2 5 x3 1
0.33333x2 x3 0.33333
Multiply pivot row 2 by 0.33333/2 and subtract the result from the third row to eliminate the a32 term.
3x1 x2 2
2 x2 5 x3 1
0.16667 x3 0.5
Note that, at this point, the determinant can be computed as the product of the diagonal elements
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4
D 3 2 0.16667 ( 1) 2 1
0.5
x3 3
0.16667
1 5(3)
x2 8
2
2 0(3) 1(8)
x1 2
3
The results can be checked by substituting them back into the original equations:
2(8) 5(3) 1
2(2) 8 3 1
3(2) 8 2
9.5 (a) The equations can be expressed in a format that is compatible with graphing x2 versus x1:
x2 0.5 x1 9.5
x2 0.51x1 9.4
The resulting plot indicates that the intersection of the lines is difficult to detect:
22
20
18
16
14
12
10
5 10 15 20
Only when the plot is zoomed is it at all possible to discern that solution seems to lie at about x1 = 14.5 and
x2 = 10.
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5
14.7
14.65
14.6
14.55
14.5
14.45
14.4
14.35
14.3
9.75 10 10.25
0.5 1
0.5(2) (1)(1.02) 0.02
1.02 2
(c) Because the lines have very similar slopes and the determinant is so small, you would expect that the
system would be ill-conditioned
(d) Multiply the first equation by 1.02/0.5 and subtract the result from the second equation to eliminate the
x1 term from the second equation,
0.5 x1 x2 9.5
0.04 x2 0.58
0.58
x2 14.5
0.04
This result can be substituted into the first equation which can be solved for
9.5 14.5
x1 10
0.5
(e) Multiply the first equation by 1.02/0.52 and subtract the result from the second equation to eliminate the
x1 term from the second equation,
0.52 x1 x2 9.5
0.03846 x2 0.16538
0.16538
x2 4.3
0.03846
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6
This result can be substituted into the first equation which can be solved for
9.5 4.3
x1 10
0.52
Interpretation: The fact that a slight change in one of the coefficients results in a radically different solution
illustrates that this system is very ill-conditioned.
9.6 (a) Multiply the first equation by –3/10 and subtract the result from the second equation to eliminate the
x1 term from the second equation. Then, multiply the first equation by 1/10 and subtract the result from the
third equation to eliminate the x1 term from the third equation.
10 x1 2 x2 x3 27
4.4 x2 1.7 x3 53.4
0.8 x2 6.1x3 24.2
Multiply the second equation by 0.8/(–4.4) and subtract the result from the third equation to eliminate the x2
term from the third equation,
10 x1 2 x2 x3 27
4.4 x2 1.7 x3 53.4
6.409091x3 33.9091
33.9091
x3 5.29078
6.409091
(53.4 1.7(5.29078))
x2 10.0922
4.4
(27 5.29078 2(10.0922))
x1 0.152482
10
(b) Check:
9.7 (a) Pivoting is necessary, so switch the first and third rows,
8 x1 x2 2 x3 20
3x1 x2 7 x3 34
2 x1 6 x2 x3 38
Multiply the first equation by –3/(–8) and subtract the result from the second equation to eliminate the a21
term from the second equation. Then, multiply the first equation by 2/(–8) and subtract the result from the
third equation to eliminate the a31 term from the third equation.
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7
8 x1 x2 2 x3 20
1.375 x2 7.75 x3 26.5
5.75 x2 1.5 x3 43
8 x1 x2 2 x3 20
5.75 x2 1.5 x3 43
1.375 x2 7.75 x3 26.5
Multiply pivot row 2 by –1.375/(–5.75) and subtract the result from the third row to eliminate the a32 term.
8 x1 x2 2 x3 20
5.75 x2 1.5 x3 43
8.108696x3 16.21739
16.21739
x3 2
8.108696
43 1.5( 2)
x2 8
5.75
20 2(2) 1(8)
x1 4
8
(b) Check:
9.8 Multiply the first equation by –0.4/0.8 and subtract the result from the second equation to eliminate the
x1 term from the second equation.
0.8 0.4 x1 41
x 45.5
0.6 0.4 2
0.4 0.8 x3 105
Multiply pivot row 2 by –0.4/0.6 and subtract the result from the third row to eliminate the x2 term.
0.8 0.4 x1 41
0.6 0.4 x2 45.5
0.533333 x3 135.3333
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8
135.3333
x3 253.75
0.533333
45.5 (0.4)253.75
x2 245
0.6
41 (0.4)245
x1 173.75
0.8
(b) Check:
0.8(173.75) 0.4(245) 41
0.4(173.75) 0.8(245) 0.4(253.75) 25
0.4(245) 0.8(253.75) 105
Values for the flows can be substituted and the system of equations can be written in matrix form as
C =
2.0000
2.0000
5.8333
9.10 Let xi = the volume taken from pit i. Therefore, the following system of equations must hold
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9
x =
1.0e+003 *
4.0058
7.1314
5.1628
Therefore, we take x1 = 4005.8, x2 = 7131.4, and x3 = 5162.8 m3 from pits 1, 2 and 3 respectively.
9.11 Let ci = component i. Therefore, the following system of equations must hold
c =
20.0000
40.0000
60.0000
9.12 Centered differences (recall Chap. 4) can be substituted for the derivatives to give
ci 1 2ci ci 1 c c
0D U i 1 i 1 kci
x 2 2x
2.5c8 4.2c9 15
These and the equations for the other interior nodes can be assembled in matrix form as
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10
The following script generates the solution with the Tridiag function from p. 247 and develops a plot:
clear,clc,clf
D=2;U=1;k=0.2;c0=80;c10=10;dx=1;
diag=(2*D+k*dx^2);
super=-(D-0.5*U*dx);
sub=-(D+0.5*U*dx);
r1=-sub*c0; rn=-super*c10;
n=9;
e=ones(n,1)*sub;f=ones(n,1)*diag;g=ones(n,1)*super;
r=zeros(n,1);r(1)=r1;r(n)=rn;
c=Tridiag(e,f,g,r)
c=[80 c 10]; x=0:1:10;
plot(x,c) ylim([0 90])
Alternatively, as in the following script, the solution can be generated directly with MATLAB left division:
clear,clc,clf
A=[4.2 -1.5 0 0 0 0 0 0 0
-2.5 4.2 -1.5 0 0 0 0 0 0
0 -2.5 4.2 -1.5 0 0 0 0 0
0 0 -2.5 4.2 -1.5 0 0 0 0
0 0 0 -2.5 4.2 -1.5 0 0 0
0 0 0 0 -2.5 4.2 -1.5 0 0
0 0 0 0 0 -2.5 4.2 -1.5 0
0 0 0 0 0 0 -2.5 4.2 -1.5
0 0 0 0 0 0 0 -2.5 4.2];
b=[200 0 0 0 0 0 0 0 15]';
c=(A\b)'
c=[80 c 10]; x=0:1:10;
plot(x,c), ylim([0 90])
c =
68.6613 58.9183 50.5357 43.3029 37.0219 31.4898 26.4684 21.6284 16.4454
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11
80
60
40
20
0
0 2 4 6 8 10
9.13 For the first stage, the mass balance can be written as
F1 yin F2 x2 F2 x1 F1 x1
F F
1 2 K y1 2 Ky2 yin
F1 F1
F F
y4 1 2 K y5 2 xin
F1 F1
F F
yi-1 1 2 K yi 2 Kyi 1 0
F1 F1
The solution can be developed in a number of ways. For example, using MATLAB,
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12
9.9e-006
9e-007
>> X=5*Y
X =
0.05
0.0049995
0.0004995
4.95e-005
4.5e-006
9.14 Assuming a unit flow for Q1, the simultaneous equations can be written in matrix form as
2 1 2 00 Q2 0
0
0
0 2 10 Q3 0
2
0 0 0 03 Q4 0
2
1 1 0 00 Q5 1
0
0 1 1 1 0 0 Q6 0
0 0 0 1 1 1 Q7 0
>> A=[-2 1 2 0 0 0;
0 0 -2 1 2 0;
0 0 0 0 -2 3;
1 1 0 0 0 0;
0 1 -1 -1 0 0;
0 0 0 1 -1 -1];
>> B=[0 0 0 1 0 0 ]';
>> Q=A\B
Q =
0.5059
0.4941
0.2588
0.2353
0.1412
0.0941
>> A=[1 0 0 0 0 0 0 0 1 0;
0 0 1 0 0 0 0 1 0 0;
0 1 0 3/5 0 0 0 0 0 0;
-1 0 0 -4/5 0 0 0 0 0 0;
0 -1 0 0 0 0 3/5 0 0 0;
0 0 0 0 -1 0 -4/5 0 0 0;
0 0 -1 -3/5 0 1 0 0 0 0;
0 0 0 4/5 1 0 0 0 0 0;
0 0 0 0 0 -1 -3/5 0 0 0;
0 0 0 0 0 0 4/5 0 0 1];
>> B=[0 0 -74 0 0 24 0 0 0 0]';
>> x=A\B
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13
x =
37.3333
-46.0000
74.0000
-46.6667
37.3333
46.0000
-76.6667
-74.0000
-37.3333
61.3333
Therefore, in kN
9.16
function x=pentasol(A,b)
% pentasol: pentadiagonal system solver banded system
% x=pentasol(A,b):
% Solve a pentadiagonal system Ax=b
% input:
% A = pentadiagonal matrix
% b = right hand side vector
% output:
% x = solution vector
% Error checks
[m,n]=size(A);
if m~=n,error('Matrix must be square');end
if length(b)~=m,error('Matrix and vector must have the same number of
rows');end
x=zeros(n,1);
% Extract bands
d=[0;0;diag(A,-2)];
e=[0;diag(A,-1)];
f=diag(A);
g=diag(A,1);
h=diag(A,2);
delta=zeros(n,1);
epsilon=zeros(n-1,1);
gamma=zeros(n-2,1);
alpha=zeros(n,1);
c=zeros(n,1);
z=zeros(n,1);
% Decomposition
delta(1)=f(1);
epsilon(1)=g(1)/delta(1);
gamma(1)=h(1)/delta(1);
alpha(2)=e(2);
delta(2)=f(2)-alpha(2)*epsilon(1);
epsilon(2)=(g(2)-alpha(2)*gamma(1))/delta(2);
gamma(2)=h(2)/delta(2);
for k=3:n-2
alpha(k)=e(k)-d(k)*epsilon(k-2);
delta(k)=f(k)-d(k)*gamma(k-2)-alpha(k)*epsilon(k-1);
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14
epsilon(k)=(g(k)-alpha(k)*gamma(k-1))/delta(k);
gamma(k)=h(k)/delta(k);
end
alpha(n-1)=e(n-1)-d(n-1)*epsilon(n-3);
delta(n-1)=f(n-1)-d(n-1)*gamma(n-3)-alpha(n-1)*epsilon(n-2);
epsilon(n-1)=(g(n-1)-alpha(n-1)*gamma(n-2))/delta(n-1);
alpha(n)=e(n)-d(n)*epsilon(n-2);
delta(n)=f(n)-d(n)*gamma(n-2)-alpha(n)*epsilon(n-1);
% Forward substitution
c(1)=b(1)/delta(1);
c(2)=(b(2)-alpha(2)*c(1))/delta(2);
for k=3:n
c(k)=(b(k)-d(k)*c(k-2)-alpha(k)*c(k-1))/delta(k);
end
% Back substitution
x(n)=c(n);
x(n-1)=c(n-1)-epsilon(n-1)*x(n);
for k=n-2:-1:1
x(k)=c(k)-epsilon(k)*x(k+1)-gamma(k)*x(k+2);
end
clear,clc
A=[8 -2 -1 0 0;-2 9 -4 -1 0;-1 -3 7 -1 -2;0 -4 -2 12 -5;0 0 -7 -3 15];
b=[5 2 1 1 5]';
x=pentasol(A,b)'
x =
1.0825 1.1759 1.3082 1.1854 1.1809
9.17 Here is the M-file function based on Fig. 9.5 to implement Gauss elimination with partial pivoting
[m,n]=size(A);
if m~=n, error('Matrix A must be square'); end
nb=n+1;
Aug=[A b];
npiv=0;
% forward elimination
for k = 1:n-1
% partial pivoting
[big,i]=max(abs(Aug(k:n,k)));
ipr=i+k-1;
if ipr~=k
npiv=npiv+1;
Aug([k,ipr],:)=Aug([ipr,k],:);
end
absakk=abs(Aug(k,k));
if abs(Aug(k,k))<=tol
D=0;
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15
Here is a script to solve Prob. 9.5 for the two cases of tol:
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"A good business!" declared Captain Stanley emphatically.
"Five will be enough. I'm not very doubtful of the temper of the men
here. They're cowed, and I think that now Pierre and his fellows are locked
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Mary is a prize of considerable value as she stands."
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for a good competence. It's impossible to over-estimate the value of his and
Dare's work. My word, Stanley, that boy of yours is a good plucked one!"
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It's been the most complete success, thanks to you and Ben. You took risks
that I could never approve of, but the results have been so splendid that I've
had no difficulty in promising Captain McDonnell to overlook that part of
the affair. You did splendidly, my boy, splendidly. But I'll spare your
blushes. Besides, if I'm not mistaken, you'll hear more of this from another
and a higher quarter."
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Dare flushed.
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"Dad!"
Both Captain Stanley and Captain McDonnell smiled at that enthusiastic,
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*****
At half-past five the Drake broke out her anchor and, dipping her flag to
the Customs House ensign, slowly got under way. When she reached the
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Dare, who was with Captain McDonnell on the bridge, witnessed the
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her prow headed jauntily for the open sea.
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