Métodos de Resolución: Ecuaciones Algebraicas Lineales

1
3. Mtodos de resolucin
Ecuaciones algebraicas lineales
Ecuaciones algebraicas no lineales
Mtodos para una variable
Mtodos para multivariable
Modelado y simulacin en Ingeniera Qumica. Manuel Rodrguez
Ecuaciones Algebraicas
Lineales
No lineales
Interval
Interval
Halving
Halving
(obisection)
bisection)
(o
Metodos
Numericos
Succesive
Succesive
Substitution
Substitution
(ofixed-point)
fixed-point)
(o
Wegstein
Wegstein
Metodos
Analiticos
Brent
Brent
False
False
Position
Position
(oregula
regulafalsi)
falsi)
(o
Secant
Secant
Ridder
Ridder
Muller
Muller
Newton
Newton
Raphson
Raphson
Broyden
Broyden
Homotopy
Homotopy
Hookstep
step
Hook
Doglegstep
step
Dogleg
Para problemas multidimensionales

Analysis of System LAE

Consistent, independent equations
Systems of Linear Algebraic Equations
If equations are not contradictory and not simply multiplies of

the other, then solution to LAE problems will be unique.
Example:
3x 2 y 4
2x y 1
Inconsistent equations
General Representation
a11 x1 a12 x2 a1n xn b1
If equations are contradictory, then no solution exists.

Example: 2 x y 2
2x y 1
a21 x1 a22 x2 a2 n xn b2
an1 x1 an 2 x2 ann xn bn
as are constant coefficients, bs are constants, x are

the unknown variables, and n is the number of
equations
Analysis of System LAE (2)

Dependent equations
If equations are multiplies of others, many solutions can be
found
Example: 4 x 2 y 4
2x y 2
Ill-conditioned equations
If a small change in any of the coefficients will change the
solution set from unique to either infinite or empty, the
system of LAE is called to be ill-conditioned.
Numerical solution will be difficult
Example: (4 ) x 2 y 4
2x y 1
Gauss Elimination Algorithm
Gauss Elimination - Concept
Step 1: Forward elimination until we get the upper (or lower)

triangular matrix of LAE coefficients
Step 2: Backward substitution
1.
If two equations have a point in common, then that point also

satisfies any linear combination of the two equations.
Suppose that r r1 , r2 , , rn are the solutions to linear
equations
S : ao a1 x1 a 2 x 2 a n xn 0
Add a multiple m of row Ri onto row R j to form a new row R j
R j mRi R j
2.
Repeat (1) until we get an upper (or lower) triangular matrix of

LAE coefficients;
3.
Apply back substitution to solve for each variable
T : bo b1 x1 b2 x 2 bn x n 0
then r r1 , r2 , , rn also satisfies the linear combination of these

linear equations:
m1S m2T
m1ao m1a1 x1 a2 x2 m1an xn m2bo m2b1 x1 m2b2 x2 m2bn xn 0
Pitfalls of the Gauss Elimination

When does the Gauss elimination get solution?
When inverse of exists A x b
x A 1b
When equations are consistent and independent

Satisfy the following rank condition: rank ( A) dim( A)
Limitation of algorithm
When pivot element equals zero
When pivot element is significantly smaller than the coefficient
being used to eliminate (or Ill-conditioned)
Round-off errors
LU Decomposition - Concept
A matrix A is decomposed (or factorised) into lower and upper
matrix factors, for example if A is a 3x3 matrix:
A L.U
11
21
31
0
22
32
0
0
33
u11 u12
. 0 u 22
0
0
u13 a11
u 23 a 21
u 33 a31
a12
a 22
a32
a13
a23
a33
Methods to find LU factors

Gauss elimination (Doolittle form)
Direct computation
Crout form (u ii 1 )
Cholesky form ( u ii ii )
Motivation for LU Decomposition

Solve the LAE Problems in a more efficient way
Algorithm for solving an LAE Problem using the LU
Decomposition
Find the LU factor of the A matrix: A = LU
Algebraic problem is transformed from Ax = b to LUx = b
Define y = Ux
Solve for y using the forward substitution
Solve for x using the backward substitution
LU Decomposition
using Gauss Elimination
Suppose we try to find LU factors of the following matrix:
A
4 12 8
1 7 18
2 9 20 20
3 11 15 14
Initialization: Let U = A and
21
31
32
41
42
43
0
0
0
Step 1: Row 1 is unchanged, and rows 2-4 are modified by:

4 12 8 4
to give:
0
0
4
3
2
16 8
16 18
9 11
21
a 21 1
a11 4
31
a31 1
a11 2
41
a 41 3
a11 4
Step 2: Rows 1 and 2 are unchanged. Rows 3 and 4 are

transformed by
32
a32 3
a 22 4
42
a 42 1
a 22 2
to yield:
4 12 8 4
0 4 16 8
U
0 0 4 12
0 0 1 7
Step 3: The fourth row is modified to complete the forward

eliminating stage by:
43
a 43 1
a33 4
to yield:
4 12 8 4
0 4 16 8
0 0 4 12
Hence, the LU factors are:
1
0
0.25
1
0.5 0.75
0.75
0 .5
0
;
0
0.25 1
0
1
4 12 8 4
0 4 16 8
0 0 4 12
LU Decomposition
using Crout Method
Based on equating the elements of the product LU with the

corresponding elements of A , where the diagonal elements of U
are 1s . For a 3 x 3 matrix
11 0
21 22
31 32
0 1 u12
0 0 1
33 0 0
u13 a11 a12

u 23 a21 a22
1 a31 a32
a13
a23
a33
Algorithm
Step 1: Set 11 a11 , then solve for the remaining elements in
the first row of U and the first column of L .
Step 2: Find 22 , then solve for the remainder of the second
row of U and the second column of L
Continue for the rest
General Formula for Crouts Method
General formula for the first column of L, the first row of U and the
diagonal element of U
i1 ai ,1;
u1 j
a1 j
11
uii 1
General formula for the j-th row of L and the j-th column of U:
For j= 2, 3, , n-1; i = j, j+1, , n; and k = j+1, j+2, , n
j 1
ij aij ik ukj
k 1
j 1
u jk
a jk ji uik
i 1
jj
General formula for the last row of L
j 1
nn ann nk ukn
k 1
LU Decomposition
using Choleskys Method
The matrix A is symmetric and positive definite.
L UT
For a 3 x 3 matrix: x
1
21
31
0
x2
32
0
0
x3
A LLT
x1 u12
0 x
2
0 0
u13 a11
u 23 a 21
x3 a31
a12
a 22
a32
a13
a 23
a33
Algorithm:
1/ 2
Find x1 (a11 ) , then solve for the remaining elements in the
first row of U and the first column of L .
Find x 2, then solve for the remainder of the second row of U
and the second column of L
Continue for the rest.
Generalization of Choleskys Method

For the k-th row
i 1
ki
aki ij kj
j 1
ii
i 1,2, , k 1
k 1
xk akk 2kj
j 1
1 4 5
A 4 20 32
5 32 64
x1
21
31
0
x2
32
0
0
x3
x1 u12
. 0 x 2
0 0
u13 1 4 5
u 23 4 20 32
x3 5 32 64
First row of U and first column of L

x1 .x1 a11 x1 1; x1 .u12 a12 u12 4; x1 .u13 a13 u13 5
21 .x1 a 21 21 4;
31 .x1 a31 31 5
MATLABs Code
Note that due the symmetric: a1 j a j1 j1 u1 j

1 0
4 x
2
5 32
0 1 4
0 . 0 x 2
x3 0 0
5 1 4 5
u 23 4 20 32
x3 5 32 64
Second row of U and second column of L

(4).( 4) x 22 20 x 2 2;
(4).(5) x 2 u 23 32 u 23 6;
(5).(4) 32 x 2 32 21 6;
We get:
1 0 0
4 2 0
5 6 x3
1 4 5 1 4 5
. 0 2 6 4 20 32
0 0 x3 5 32 64
function [L,U] = Cholesky(A)

%
% A is assumed to be symmetric
%
[n,m] = size(A);
L = zeros(n,n);
for k=1:n,
L(k,k) = sqrt(A(k,k)-L(k,1:k-1)*L(k,1:k-1)');
for i=k+1:n,
L(i,k) = (A(i,k) - L(i,1:k-1)*L(k,1:k-1)')/L(k,k);
end
end
U = L';
(5).(5) (6).(6) x32 64 x33 3;

1 0
L 4 2
5 6
0
1 4
0 ; U 0 2
0 0
3
5
6
3
10
Ejemplo
3x1+2x2=4
2x1+x2=1
Inversa de la matriz
Ax=b
x=A-1 b
x1=-2
x2=5
Descomposicin de Gauss
[32 21]
[41 ]
f1=f1-2f2
[ ]
-1 0
2 1
[]
2
1
f1=-f1
[12 01 ]
[ -21]
f2=-2f1+f2
[10 01 ]
[ -25]
11
Iterative Methods: Concept

Basic Idea
To solve the i-th equation in the system for the i-th variable by
converting the given system to be suitable for finding the solution in
the iterative manner.
Algorithm
Transform Ax b to x Cx d so that we can solve iteratively for x
as
.
(k )
( k 1)
Cx
Stopping Conditions
To stop the iterations when the norm of the change in the solution
vector from one iteration to the next is sufficiently small.
To stop the iterations when the norm of the residual vector is below
a specified tolerance.
Variations of Algorithm
Jacobi Method
Based on the transformation of Ax b to x Cx d , in which the
matrix C has zeros on the diagonal. The vector x is updated using
the previous estimate for all components of x to evaluate the right
hand side of the equation (simultaneous updating).
Gauss-Seidel Method
Based on the transformation of Ax b to x Cx d , in which the
matrix C has zeros on the diagonal as in Jacobi method, but each
component of the vector x is updated immediately as each iteration
progresses (sequential updating).
Successive Over Relaxation (SOR) Method

Like Gauss-Seidel method, but we introduce an additional
parameter , that may accelerate the convergence of iteration. For
0 1 , the method is known as successive under relaxation,
while for 1 2 is known as successive over relaxation.
12
Implementation for Different Methods

Jacobi Method
Iterative Scheme:
x1k
0
0.5 0.5 x1k 1 0.5
0.5 x 2k 1 3
x 0.5 0
x
0 x3k 1 1.5
0.5 0.5

k
2
k
3
Initial condition/guess: x o 0 0 0
Stopping criteria x x 0.001
Gauss-Seidel Method
x1new 0.5 x 2old 0.5 x3old
Iterative Scheme
T
k 1
new
2
0.5 x
new
3
0.5 x
Initial condition/guess x
Stopping criteria x new x old
new
1
new
1
0 0 0
0.5
0.5 x
old
3
0.5 x
new
2
1. 5
SOR Method
0.001
Example
a11 x1 a12 x 2 a13 x3 b1

a 21 x1 a 22 x 2 a 23 x3 b2
a31 x1 a32 x 2 a33 x3 b3
SOR Iterative Scheme x new (1 ) x old b a x old a x old

1
1
1
12 2
13 3
a11
b2 a 21 x1new a 23 x3old
a 22
x3new (1 ) x3old
b3 a31 x1new a 32 x 2new

a 33
new
2
(1 ) x
old
2
It can be seen that if 1, it becomes the iterative scheme for

Gauss-Seidel method. The parameter is selected to improve the
convergence of algorithm.
13
Simple Example of Transformation

2 x1 x 2 x3 1
x1 2 x 2 x3 6
x1 x 2 2 x3 3
Ax b
x1 0.5 x2 0.5 x3 0.5

x2 0.5 x1 0.5 x3 3
x3 0.5 x1 0.5 x2 1.5
x Cx d
14

Objetivo
Sea f(x) una funcin no lineal en x. Hallar el valor
de x, x*, tal que se cumple f(x*)=0.
x* se suele denominar el cero o raz de f(x)
x* se puede determinar por medios analticos
(solucin exacta) o por medios numricos
(solucin aproximada)
La eleccin del mtodo numrico depende del
problema a resolver (estructura del problema, tipo
de ecuaciones, precisin requerida, rpidez del
clculo,....).
Por tanto no existe un mejor mtodo universalmente
Tipos de mtodos
aplicable.
Mtodos acotados (bracketing methods)
Mtodos abiertos (open methods)
15
Mtodos
acotados
Base: Una funcin cambia de signo en la proximidad de

una raz
Una raz est acotada en el intervalo [a,b] si el signo de
f(a) es diferente al signo de f(b)
Mtodo de la biseccin (o intervalo
medio) Bisection Method
Algoritmo
f(x)
f(b)
[nuevo
punto]
Mid-point
[a,b
]Next estimate of Bisection
f(a)
1.
Selecciona un intervalo [a,b] donde

halla un cero
2.
Calcula el punto medio como nuevo

punto
3.
Comprueba si hay cambio de signo

en [a,p] o en [p,b]. Comprobacin:
f(a)*f(p).
4.
Si el producto es cero, entonces p es

una raz. Si no es cero volver al
punto 2.
16
Ejemplo Mtodo biseccin (Intervalo medio)
x2 4 0
0,6 3,6
0,3 0,1.5 no cambia signo
1.5,3 2.25,3 no cambia signo
1.5,2.25 1.5,1.875 no cambia signo
1.875,2.25
17
Mtodo de la posicin falsa

False-Position Method
f(x)
f(b)
[nuevo
punto]point
Intersection
Algoritmo
[a,b
]
Next estimate of False-position
f(a)
1.
Selecciona un intervalo [a,b] donde

halla un cero
2.
Calcula un punto interseccin como

nuevo punto
f (a)
f (b)
f (b)[a - b])
=
m =b m- a m- b
f (a ) - f (b)
3.
Comprueba si hay cambio de signo

en [a,p] o en [p,b]. Comprobacin:
f(a)*f(p).
4.
Si el producto es cero, entonces p es

una raz. Si no es cero volver al
punto 2.
18
Ejemplo mtodo de la posicin falsa (Regula Falsi)
x 40
2
[ 0,6]
2
y + 4 = 6x x =
3
2
, 6
3
32 20
2
18
y+
=
(x - ) x =
9
3
3
15
18
, 6
15
L
19
Comparacin entre ambos

mtodos.
Similaridades:
Ambos mtodos necesitan DOS valores
iniciales
Requieren un procedimiento para determinar
el cambio de signo.
Acaban convergiendo a la raz con cierta
tolerancia
Diferencias:
El clculo del nuevo punto estimado se hace
con diferentes estrategias
Convergence Rate
Relative Errors
En general el mtodo de la posicin falsa 10

1
converge ms rpido que el de la biseccin.
Bisection method
False-position method
Number of iterations
20
Mtodos abiertos
Emplean una aproximacin funcional para obtener el nuevo valor
estimado de la raz (lnea recta, cuadrtica, polinomio)
Mtodos:
Punto-fijo (sustitucin sucesiva o directa)
Newton-Raphson (lnea recta empleando informacin del
gradiente)
Secante (lnea recta empleando dos puntos)
Muller (aprox. cuadrtica empleando tres puntos)
21
Metodos acotados vs. Mtodos

abiertos
Mtodos acotados
La raz est situada en un intervalo (necesita dos puntos).
Acaba convergiendo dentro de una tolerancia.
Mtodos abiertos
Slo emplean un punto inicial (o dos puntos que no tienen
por qu contener a la raz) y una frmula para encontrar la
raz. No siempre convergen, pero cuando lo hacen son
mucho ms rpidos que los mtodos acotados.
22
Sustitucin
y
sucesiva
Problema f(x)=0
y=x
y=g(x)
Raiz
x2
1.
Transformar a x=g(x)
2.
Seleccionar un punto inicial x0
3.
Calcular nuevo valor xi+1=g(xi)
4.
Repetir hasta llegar a la tolerancia

requerida
y
x1
x0
y=x
Si:
y=g(x)
|g(x)|<1 El algoritmo converge

linealmente
|g(x)|>=1 El algoritmo diverge
x3 x1
x0 x2
23
Ejemplo Mtodo punto fijo (Sustitucin directa/sucesiva)
x2 4 0
g' (x 0 ) = 3x 2 - 3 = 3 - 3 = 0 < 1
x = x -4+x
2
x = x(x - 3)
x k+1Converge
= xk (x k 2 - 3)
x0 1
x1 = 1(12 - 3) = -2
g(x) = x(x 2 - 3)
x0 3
x 2 = -2((-2)2 - 3) = -2
g' (x 0 ) = 3x 2 - 3 = 3 * 9 - 3 = 24 > 1
2
x1 = 3(3Converge
- 3) = 18
x 2 = 18(18 2 - 3) = 5778
24
Newton Raphson
Problema g(x)=0
1.
Seleccionar un punto inicial x0
2.
Calcular g(xi) y g(xi)
3.
Aplicar la tangente en ese punto y en el corte

con el eje de abcisas tenemos el nuevo punto
estimado
xi+1=xi4.
g(xi)
g(xi)
Repetir hasta llegar a la tolerancia requerida
g(x)
Necesita conocer la derivada de
la funcin
Convergencia cuadrtica
(rpida)
x2
x1
x0
Puede no converger (depende

de la funcin y de la
estimacin inicial)
25
Ejemplo Newton Method
x 40
2
x0 1
2
x0 3
2
( x0 4)
x1 x0
2 x0
( x0 4 )
x1 x0
2 x0
(12 4)
x1 1
1.5
2 1
(1.52 4) 23
x 2 1 .5
2 1.5
12
(32 4)
x1 3
2.1666
23
(2.1666 2 4)
x2 2.1666
2,006
2 2.1666
26
Problema g(x)=0
Secante
1.
Seleccionar dos puntos iniciales x0,x1
2.
Calcular la recta que pasa por esos puntos
3.
El corte con el eje de abcisas da el nuevo

punto estimado. Volver a calcular la recta.
xi+1-xi
g (xi+1)
g (xi+1)-g
(xla
i) tolerancia requerida
Repetir hasta llegar a
xi+1=xi-
4.
g(x)
No Necesita conocer la
derivada de la funcin (la
aproxima).
Necesita dos puntos iniciales.
Puede no converger.
x3 x2
x1
x0 x
27
False-position
Secant method
x0
x3 x2
x3
x1
x0
x2
x1
La primera iteracin da el mismo resultado, luego

cada uno obtiene un nuevo punto estimado
At the diferente
first iteration, both methods produce the same estimate. After
that, each method has a different estimate.
28
Mullers Method
Mullers Algorithm
f(x)
x0
x1
x2
1.
2.
Select three points [xo,f(xo)]; [x1,f(x1)] and [x2,f(x2)]

Compute the coefficients a, b and c *
3.
Apply a quadratic formula to calculate the next

estimate of the zero
Parabolic
x3 x2
Next estimate of Muller
4.
2c
2
b b 4ac
Real and complex root

Can be located
Repeat step 2-3 until satisfying the convergent

criteria
Which point is discarded in Muller Algorithm

Two general strategies are typically used:
If only real roots are being located, we choose the two original
points that are nearest the new root estimate, x3
If both real and complex roots are being evaluated, a sequential
approach is employed. That is just like the secant method, x1, x2
and x3 take place of x0, x1 and x2.
* Se computan obligando a que g(x) pase

por los 3 puntos seleccionados.
g ( x) =a ( x - xi ) 2 +b( x - xi ) +c
29
Difficulties with multiple root problems

The fact that the function does not change sign at even multiple
roots. So, the bracketing strategy cannot be applied!
The fact that not only f(x), but also f(x), goes to zero at the root.
Possible problems for Newton-Raphson and Secant methods!
SOLUTION: Use the modified Newton-Raphson methods
Alternative one: If we have m multiple roots, the updated estimate
follows:
xk 1 xk m
f ( xk )
f ( xk )
Alternative two: Use the ratio of the function to its derivative, and
then apply the Newton-Raphson formula for this ratio function
u ( xk )
f ( xk )
f ( xk )
xk 1 xk
u ( xk )
f ( xk ) f ( xk )
xk
u ( xk )
f ( xk ) 2 f ( xk ) f ( xk )
30
Sistemas de ecuaciones algebraicas no

lineales
f1 ( x1 , x2 , x3 ,..., xn ) 0
f 2 ( x1 , x2 , x3 ,..., xn ) 0
f 3 ( x1 , x2 , x3 ,..., xn ) 0
M
f n ( x1 , x2 , x3 ,..., xn ) 0
F(X ) 0
31
Sustitucin sucesiva
acelerada
La sobrerelajacin es una tcnica para acelerar la convergencia de
mtodos iterativos en la solucin de ecuaciones lineales. La idea es
aplicarlo al mtodo de sustitucin sucesiva.
Se dan pesos a los valores anteriores y a los previos con el fin de dar
pasos mayores hacia la solucin.
Xk+1=qXk+(1q)g(Xk)
q=0 sustitucin sucesiva
q<0 aceleracin de la convergencia
0<q<1 estabilizacin de la convergencia por
amortiguamiento
32
33
En los problemas de diagrama de flujo las variables de iteracin no estn todas

muy acopladas ni todas desacopladas, nos podemos encontrar:
1)
Todas las especies dbilmente acopladas a travs de equilibrio L-V (no ideal)
2)
Especies muy acopladas si participan en una reaccin
3)
Si hay ms de una corriente de rasgado, hay un fuerte acoplamiento entre los

flujos de cada corriente de rasgado.
Cuando las variables estn desacopladas o dbilmente acopladas es necesario un

parmetro de aceleracin diferente para cada variable.
34
El mtodo de Wegstein es muy bueno para particiones en las que

hay una nica corriente de rasgado. O cuando hay reciclo sin estar
los componentes muy acoplados (presencia de reaccin)
35
Newton Raphson
En lugar de la derivada emplea el jacobiano (matriz de
derivadas parciales)
La estimacin del nuevo conjunto de races se computa
mediante la siguiente ecuacin:
X i 1 X i J 1 ( X i ) F ( X i )
f1
x1
x1,i
f 2
Jacobian J ( X ) x1 x
i
1,i
M
f
n
x1 x
1,i
f1
x2
f 2
x2
L
x2,i
L
x2,i
M
f n
x2
O
L
x2,i
f1
xn
xn ,i
f 2
xn x
n ,i
M
f n
xn x
n ,i
Cmo resolveras la
ecuacin anterior sin tener
que calcular la inversa de la
matriz jacobiana?
36
Newton Raphson- procedimiento de resolucin
J ( X i )( X i 1 X i ) F ( X i )
Resuelve un
sistema de
ecuaciones
lineales!
Actualiza el valor hasta
que X es tan pequeo
como se haya requerido
J ( X i ) X F ( X i )
AX b
X ( X i 1 X i )
X i 1 X i X
Ventajas:
a) Buena convergencia (cuadrtica)
b) Bueno para diagramas de flujo con mucha interaccin, ya que esta
interaccin se tiene en cuenta en el Jacobiano.
Desventajas:
a) Requiere unas estimaciones iniciales buenas
b) Como las funciones no se conocen explcitamente, el Jacobiano se
aproxima de forma numrica.
37
Mtodo de Broyden
No calcula el jacobiano, lo aproxima empleando valores
previos de x y f(x).
W es la aproximacin a la negativa de la inversa del
jacobiano.
Es una extensin del mtodo de la secante (o mtodo quasiNewton)
X i 1 X i W i F ( X i )
p i X i 1 X i
min W i +1 - W i
y i f ( X i 1 ) f ( X i )
W i pi = yi
W i 1 W i
iT
( p W y ) p W i
i
iT
p W i yi
38
Ventajas:
Slo requiere una pasada por el diagrama de flujo en cada
Tiene en cuenta de forma aproximada la interaccin entre variables.

Bueno para diagramas de flujo con alta interaccin.
Desventajas:
Convergencia ms lenta que Newton. Necesita ms pasos que el

mtodo de Newton pero el costo computacional de cada mtodo es
Muy utilizado si el nmero de ecuaciones no es muy

grande (<100)
Utilizado para convergencia de reciclos en diagramas
de flujo.
Para los mtodos de Newton o Broyden es deseable escoger el mnimo
nmero de variables de corriente que rasgan todos los lazos (es decir
buscar el menor nmero de ecuaciones).
Si todos los bucles estn rasgados la eleccin de las corrientes de rasgado
no influye mucho en la convergencia de estos dos mtodos.
39
MATLAB Built in Function (1)

The built in fzero function (Optimization Toolbox) is a hybrid
method that combines bisection, secant and reverse quadratic
interpolation to a find the root of f(x) = 0
MATLAB Built in Function (2)

The built in fsolve function (Optimization Toolbox) is an M-file
function to solve a system of nonlinear equations:
f1 ( x1 , x 2 , , x n ) 0
f 2 ( x1 , x 2 , , x n ) 0
Syntax:
f n ( x1 , x 2 , , x n ) 0
x = fzero(fun,x0)
X0 can be scalar or a two element vector
If x0 is a scalar, fzero tries to create its own bracket
If x0 is a two element vector, fzero uses the vector as a bracket
Syntax:
x = fsolve(fun,x0)
x0 is a vector of initial estimate of the roots
40
fsolve
Solve a system of nonlinear equations
for x, where x is a vector and F(x) is a function that returns a
vector value.
Syntax
x = fsolve(fun,x0) x = fsolve(fun,x0,options)
x = fsolve(fun,x0,options,P1,P2, ... )
[x,fval] = fsolve(...)
[x,fval,exitflag] = fsolve(...)
[x,fval,exitflag,output] = fsolve(...)
[x,fval,exitflag,output,jacobian] = fsolve(...)

Métodos de Resolución: Ecuaciones Algebraicas Lineales

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1

Modelado y simulacin en Ingeniera Qumica. Manuel Rodrguez

Para problemas multidimensionales

Ecuaciones algebraicas lineales

Analysis of System LAE

Systems of Linear Algebraic Equations

If equations are not contradictory and not simply multiplies of

If equations are contradictory, then no solution exists.

as are constant coefficients, bs are constants, x are

Analysis of System LAE (2)

Modelado y simulacin en Ingeniera Qumica. Manuel Rodrguez

Ecuaciones algebraicas lineales

Gauss Elimination Algorithm

Gauss Elimination - Concept

Step 1: Forward elimination until we get the upper (or lower)

If two equations have a point in common, then that point also

Add a multiple m of row Ri onto row R j to form a new row R j

Repeat (1) until we get an upper (or lower) triangular matrix of

Apply back substitution to solve for each variable

then r r1 , r2 , , rn also satisfies the linear combination of these

Pitfalls of the Gauss Elimination

When equations are consistent and independent

Modelado y simulacin en Ingeniera Qumica. Manuel Rodrguez

Ecuaciones algebraicas lineales

Methods to find LU factors

Motivation for LU Decomposition

Modelado y simulacin en Ingeniera Qumica. Manuel Rodrguez

Ecuaciones algebraicas lineales

Initialization: Let U = A and

Step 1: Row 1 is unchanged, and rows 2-4 are modified by:

Step 2: Rows 1 and 2 are unchanged. Rows 3 and 4 are

Step 3: The fourth row is modified to complete the forward

Hence, the LU factors are:

Modelado y simulacin en Ingeniera Qumica. Manuel Rodrguez

Ecuaciones algebraicas lineales

Based on equating the elements of the product LU with the

u13 a11 a12

General Formula for Crouts Method

General formula for the last row of L

Modelado y simulacin en Ingeniera Qumica. Manuel Rodrguez

Ecuaciones algebraicas lineales

Generalization of Choleskys Method

Modelado y simulacin en Ingeniera Qumica. Manuel Rodrguez

First row of U and first column of L

Note that due the symmetric: a1 j a j1 j1 u1 j

Second row of U and second column of L

function [L,U] = Cholesky(A)

(5).(5) (6).(6) x32 64 x33 3;

Modelado y simulacin en Ingeniera Qumica. Manuel Rodrguez

Ecuaciones algebraicas lineales

Iterative Methods: Concept

Successive Over Relaxation (SOR) Method

Modelado y simulacin en Ingeniera Qumica. Manuel Rodrguez

Ecuaciones algebraicas lineales

Implementation for Different Methods

a11 x1 a12 x 2 a13 x3 b1

SOR Iterative Scheme x new (1 ) x old b a x old a x old

b3 a31 x1new a 32 x 2new

It can be seen that if 1, it becomes the iterative scheme for

Modelado y simulacin en Ingeniera Qumica. Manuel Rodrguez

Simple Example of Transformation

x1 0.5 x2 0.5 x3 0.5

Modelado y simulacin en Ingeniera Qumica. Manuel Rodrguez