Attribution Non-Commercial (BY-NC)

5 views

Attribution Non-Commercial (BY-NC)

- Sparskit Manual
- Gauss Seidel Calculator _ Iteration Calculator
- 2D lid diven cavity final report.pdf
- Numerical Analysis
- X6-10-7
- syllabus
- Matlab Ohio
- Lu Factor Proof
- 2013-Numerical Solution of River Flood and Dam Break Problems by Cell Centred Finite Volume Scheme
- Numerical Study of Star Anchor Plate Embedded in Cohesive Soil
- Reflection paper_Travel
- Syllabi Math Mains
- Letters to Irena
- 2006_Krahn_The Purpose of Numerical Modeling
- Konstantin E. Avrachenkov, Jerzy a. Filar, Phil G. Howlett Analytic Perturbation Theory and Its Applications
- Matlab Notes
- Problem Background and Mathematical
- gauss siedel
- 476 56518 MVGR Matlab Tutorial
- Chapter 3

You are on page 1of 8

""#]

$$$% L& decom'osition Method

Gauss elimination becomes inefficient when solving equations with the same coefficients for [A]

but with different bs.

LU decomposition separates the time consuming elimination of [A] form the manipulation of { } b .

Hence the decomposed [A] could be used with several { } b s in an efficient manner.

LU decomposition is based on the fact that an! square matri" [A] can be written as a product of

two matrices as#

[A]$[L][U]

%here [L] is a lower triangular matri" and [U] is an upper triangular matri".

$$$%1% (rout)s method

&o illustrate the 'routs method for LU decomposition let us start with an e"ample we consider

the (( matri"#

1

1

1

]

1

33 32 31

23 22 21

13 12 11

a a a

a a a

a a a

$

1

1

1

]

1

33 32 31

22 21

11

0

0 0

l l l

l l

l

1

1

1

]

1

1 0 0

1 0

1

23

13 12

u

u u

Hence

1

1

1

]

1

33 32 31

23 22 21

13 12 11

a a a

a a a

a a a

*

( ) ( )

( ) ( )

( ) ( ) 1

1

1

]

1

+ + +

+ +

33 23 32 13 31 32 12 31 31

23 22 13 21 22 12 21 21

13 11 12 11 11

l u l u l l u l l

u l u l l u l l

u l u l l

%e can find therefore the elements of the matrices [L] and [U] b! equating the two above

matrices#

'

+ +

+

+

+

23 32 13 31 33 33 33 33 23 32 13 31

22

13 21 23

23 23 23 22 13 21

11

13

11

13

13 13 13 11

12 31 32 32 32 32 12 31

12 21 22 22 22 22 12 21

11

12

11

12

12 12 12 11

31 31 21 21 11 11

,

,

,

,

,

,

; ;

u l u l a l hence a l u l u l

l

u l a

u hence a u l u l

a

a

l

a

u hence a u l

u l a l hence a l u l

u l a l hence a l u l

a

a

l

a

u hence a u l

a l a l a l

Linear Alge+raic E,uations

52

Numerical Methods for Eng [ENGR 391] [Lyes KAEM !""#]

)ooooooooouffffffffff ***.

+or a general nn matri" !ou have to appl! the following e"pressions to find the LU

decomposition of a matri" [A]#

'

1

1

j

k

kj ik ij ij

u l a l , i-, i$1./n

'

ii

i

k

kj ik ij

ij

l

u l a

u

1

1

, i0-, -$!(/n

and 1

ii

u , i$1./n

$$$%!% -olution of e,uations

2ow to solve our s!stem of linear equations we can e"press our initial s!stem#

[ ]{ } { } b x A

Under the following form

[ ]{ } [ ][ ]{ } { } b x U L x A

&o find the solution{ } x we define first a vector { } z #

{ } [ ]{ } x U z

)ur initial s!stem becomes then# [ ]{ } { } b z L

Linear Alge+raic E,uations

53

345)6&A2& 2)&7

As for the (( matri" 8see above9 it is better to follow a certain order when computing the

terms of the [L] and [U] matrices. &his order is# li1u1-, li.u.-, /, lin:1un:1-, lnn.

7"ample

+ind the LU decomposition of the following matri" using 'routs method#

[A]$

1

1

1

]

1

33 32 31

23 22 21

13 12 11

a a a

a a a

a a a

$

1

1

1

]

1

2 2 3

1 3 4

1 1 2

Numerical Methods for Eng [ENGR 391] [Lyes KAEM !""#]

As [L] is a lower triangular matri" the { } z can be computed starting b! ;1 until ;n. &hen the values

of { } x can be found using the equation#

{ } [ ]{ } x U z

as [U] is an upper triangular matri" it is possible to compute { } x using a bac< substitution

process starting "n until "1. [=ou will better understand with an e"ample /]

&he general form to solve a s!stem of linear equations using LU decomposition is#

n i

l

z l b

z

l

b

z

ii

i

k

k ik i

i

,..., 3 , 2 ;

1

1

11

1

1

And

1 , 2 ,..., 2 , 1 ;

1

+

n n i x u z x

z x

n

i k

k ik i i

n n

$$$%3% (holes.i)s method for symmetric matrices

Linear Alge+raic E,uations

54

7"ample

>olve the following equations using the LU decomposition#

'

+ +

+

+

15 2 2 3

6 3 4

4 2

3 2 1

3 2 1

3 2 1

x x x

x x x

x x x

2ote on storage of [A], [L], [U]

1: 3n practice the matrices [L] and [U] do not need to be stored separatel!. ?! omitting

the ;eroes in [L] and [U] and the ones in the diagonal of [U] it is possible to store the

elements of [L] and [U] in the same matri".

.: 2ote also that in the general formula for LU decomposition once an element of the

matri" [A] is used it is not needed in the subsequent computations. Hence the

elements of the matri" generated in point 819 above can be stored in [A]

Numerical Methods for Eng [ENGR 391] [Lyes KAEM !""#]

3n man! engineering applications the matrices involved will be s!mmetric and defined positive. 3t

is then better to use the 'holes<is method.

3n the 'holes<is method our matri" [A] is decomposed into#

[A]$[U]

&

[U]

where [U] is an upper triangular matri".

&he elements of [U] are given b!#

( )

'

+ +

,

_

,

_

j i u

n i i j and n i u u a

u

u

n i u a u

n j

u

a

u

a u

ij

i

k

kj ki ij

ii

ij

i

k

ki ii ii

j

j

; 0

,..., 2 , 1 ,..., 3 , 2 ;

1

,..., 3 , 2 ;

,..., 3 , 2 ;

1

1

2 / 1

1

1

2

11

1

1

2 / 1

11 11

$$$%/% $n0erse of a symmetric matri1

3f a matri" [A] is square there is another matri" [A]

:1

called the inverse of [A], such as#

[A][A]

:1

$[A]

:1

[A]$[3] , identit! matri"

&o compute the inverse matri" the first column of [A]

:1

is obtained b! solving the problem 8for ((

matri"9#

[ ]{ } { }

'

0

0

1

b x A , second column# [ ]{ } { }

'

0

1

0

b x A , and third column,

[ ]{ } { }

'

1

0

0

b x A

&he best wa! to implement such a calculation is to use LU decomposition.

3n engineering the inverse matri" is of particular interest since its elements represent the

response of a single part of the s!stem to a unit stimulus of an! other part of the s!stem.

$$$%2% Matri1 condition num+er

Linear Alge+raic E,uations

55

Numerical Methods for Eng [ENGR 391] [Lyes KAEM !""#]

$$$%2%1% 3ector and matri1 norms

A norm is a real:valued function that provides a measure of the si;e or length of multicomponent

mathematical entities#

+or a vector x

'

n

x

x

x

x

.

.

.

2

1

( )

2

1

2 2

2

2

1

...

n

x x x x + + +

is defined as#

P

n

i

P

i P

x L

1

1

)

'

+or a matri", the first and infinit! norms are defined as#

[ ]

n

i

ij

n j

a A

1

1

1

max $ ma"imum column sum

[ ]

n

j

ij

n i

a A

1

1

max

$ ma"imum of row sum.

$$$%2%!% Matri1 condition num+er

&he matri" condition number is defined as#

Linear Alge+raic E,uations

56

2ote

3f the value of 8p9 is increased to infinit! in the above e"pression the value of the L

norm will

tend to the value of the largest component of x

#

i

x L max

[ ]

1

A A A Cond

+or a matri" [A] we have that# cond [A] 1

and

[ ]

A

A

A Cond

x

x

&herefore the error on the solution can be as large as the relative error of the norm of [A]

multiplied b! the condition number.

3f the precision on [A] is t:digits 81A

:t

9 and 'ond[A]$1A

'

the solution on ["] ma! be valid to onl! t:c

digits 81A

c:t

9.

$$$%4% 5aco+i iteration Method

&he Bacobi method is an iterative method to solve s!stems of linear algebraic equations.

'onsider the following s!stem#

'

+ + + + +

+ + + +

n nn nn n n n

n n

b x a x a x a x a

b x a x a x a x a

...

.

.

...

3 3 2 2 1 1

1 1 3 13 2 12 1 11

&his s!stem can be written under the following form#

( )

( )

'

1 , 1 , 2 2 1 1 1

1 3 13 2 12 1

11

1

...

1

.

.

...

1

n n n n n n n

nn

n n

x a x a x a b

a

x

x a x a x a b

a

x

&he general formulation is#

1

]

1

n

i j j

j ij i

ii

i

x a b

a

x

, 1

1

, i$1./n

Here we start b! an initial guess for "1, "., /, "n and we compute the new values for the ne"t

iteration. 3f no good initial guess is available we can assume each component to be ;ero.

%e generate the solution at the ne"t iteration using the following e"pression#

1

]

1

+

n

i j j

k

j ij i

ii

k

i

x a b

a

x

, 1

1

1

, i$1./n, and for <$1. / convergence

Linear Alge+raic E,uations

57

Numerical Methods for Eng [ENGR 391] [Lyes KAEM !""#]

&he calculation must be stopped if#

+

k

i

k

i

k

i

x

x x

1

, is the desired precision.

3t is possible to show that a sufficient condition for the convergence of the Bacobi method is#

>

n

i j j

ij ii

a a

, 1

$$$%#% Gauss6-eidel iteration Method

3t can be seen that in Bacobi iteration method all the new values are computed using the values

at the previous iteration. &his implies that both the present and the previous set of values have to

be stored. Gauss:>eidel method will improve the storage requirement as well as the

convergence.

3n Gauss:>eidel method the values

1 1

2

1

1

,..., ,

+ + + k

i

k k

x x x computed in the current iteration as

well as

k

n

k

i

k

i

x x x ,..., ,

3 2 + +

are used in finding the value

1

1

+

+

k

i

x . &his implies that alwa!s the

most recent a''ro1imations are used during the computation. &he general e"pression is#

1

1

]

1

+

+ +

1

1 1

1 1

1

i

j

n

i j

OLD

k

i ij

NEW

k

j ij i

ii

k

i

x a x a b

a

x

, i$1....n, <$1.( /..

$$$%#%1% $m'ro0ement of con0ergence using rela1ation

6ela"ation is used to enhance convergence the new value is written under the form#

Linear Alge+raic E,uations

58

2ote

: &he Gauss:>eidel method will converge to the correct solution irrespective of the initial

estimate if the s!stem of equations is diagonall! dominant. ?ut in man! cases the solution

will converges even if the s!stem is wea<l! diagonall! dominant.

7"ample

+ind the solution of the following equations using the Gauss:>eidel iteration method#

'

+ +

+

+

32 7 2

2 3 6 2

1 2 5

3 2 1

3 2 1

3 2 1

x x x

x x x

x x x

Numerical Methods for Eng [ENGR 391] [Lyes KAEM !""#]

OLD

i

NEW

i

NEW

i

x x x ) 1 ( +

And usuall! A00.

3f A001 we are using under:rela"ation used to ma<e a non:convergent s!stem converge

or to damp the oscillations.

3f 100. we are using over:rela"ation to accelerate the convergence of an alread!

convergent s!stem.

&he choice of depends on the problem to be solved.

$$$%7% (hoice of the method

1: 3f the equations are to be solved for different right:hand:side vectors a direct method li<e

LU decomposition is preferred.

.: &he Gauss:>eidel method will give accurate solution even when the number of

equations is several thousands 8if the s!stem is diagonall! dominant9. 3t is usuall! twice

as fast as the Bacobi method.

Linear Alge+raic E,uations

59

- Sparskit ManualUploaded byhonestman_usa
- Gauss Seidel Calculator _ Iteration CalculatorUploaded byMauricio Gomes
- 2D lid diven cavity final report.pdfUploaded byVivek Joshi
- Numerical AnalysisUploaded byRashmi Sharma
- X6-10-7Uploaded bydctrino
- syllabusUploaded byKumar Nagendra
- Matlab OhioUploaded byNicolas Mora Restrepo
- Lu Factor ProofUploaded byThug Life
- 2013-Numerical Solution of River Flood and Dam Break Problems by Cell Centred Finite Volume SchemeUploaded byPavel Neved
- Numerical Study of Star Anchor Plate Embedded in Cohesive SoilUploaded byAnonymous 7VPPkWS8O
- Reflection paper_TravelUploaded byKristopher Archie Plaquia
- Syllabi Math MainsUploaded byrakukulappully
- Letters to IrenaUploaded byallison
- 2006_Krahn_The Purpose of Numerical ModelingUploaded byhartonowu
- Konstantin E. Avrachenkov, Jerzy a. Filar, Phil G. Howlett Analytic Perturbation Theory and Its ApplicationsUploaded byLeonora C. Ford
- Matlab NotesUploaded byMoorthi Velu
- Problem Background and MathematicalUploaded bydejapanesename
- gauss siedelUploaded byDina Marcela
- 476 56518 MVGR Matlab TutorialUploaded byPhani Kumar
- Chapter 3Uploaded byNItin Raut
- m1l4Uploaded byB S Praveen Bsp
- ch7.4Uploaded byD.n.Prasad
- LolUploaded byঅর্পিতা রহমান অথৈ
- Lecture 1Uploaded byravi
- ls+1Uploaded byAnlimi Tha
- gauss-docUploaded bymemfilmat
- Exercises 4Uploaded byKarthik Reddy
- hmwk_4Uploaded byEren Can Kızıldağ
- mUploaded byapi-444439435
- An AHP Approach for Ranking Criti.pdfUploaded byAhmed Kadem Arab

- VALUE STREAM MAPPINGUploaded byDch Narrasimhan
- cryogenicUploaded byDch Narrasimhan
- Abstract for pg manufacturingUploaded byDch Narrasimhan
- mechanical syllabus for engineering studentsUploaded byDch Narrasimhan
- dfmUploaded byfrndstovijay6617
- Numerical Methods and staticsUploaded byDch Narrasimhan
- image_processingUploaded bysha111
- DESIGN FOR MANUFACTURINGUploaded byDch Narrasimhan
- Advanced WeldingUploaded byDch Narrasimhan
- Introduction to CNC Technology (in Powerpoint Format)Uploaded byDch Narrasimhan
- Doc 26 Electron Beam WeldingUploaded byArnel Samonte
- MCA Application 2013 March 28Uploaded byDch Narrasimhan
- Renewable Energy SourceUploaded byDch Narrasimhan
- Dena Challan for ClerkUploaded byprasannalakshmi_gurrala
- DeepaUploaded byDch Narrasimhan

- EM_1.4_RMUploaded byMangam Rajkumar
- Matlab Program for Linear EqnsUploaded byShivani Agarwal
- Matrix Theory and Linear AlgebraUploaded byMuhammad Shamoeel
- Maths Lecture Notes 2015 16Uploaded byLuis Aragonés Ferri
- UT Dallas Syllabus for engr2300.003.11f taught by Carlos Busso Recabarren (cxb093000)Uploaded byUT Dallas Provost's Technology Group
- Math 214 NotesUploaded byLuis Javier Ixtepan
- Tutorial-I_MATH 1002.pdfUploaded byBidit Mangal
- Chapter 2 QuadricsUploaded byLeonardo Amorim Silva
- AmpereUploaded byasifmagsi415
- Numerical Methods for Inverse KinematicsUploaded byFrancisco Guerra
- Shankar - QM CookbookUploaded bybdefelis
- Odd Solutions for Otto Bretscher Linear Algebra with Applications, 5th EditionUploaded byc2915831
- EM Ch-4Uploaded bywaheed25
- Trb.tn.Nic.in POLY12 27022012 PolySyllUploaded byஜெயகுமார் சக்கரவர்த்தி
- AppendixA.MatrixMethodsUploaded byGilang Samudra
- Affine CombinationUploaded byRaul Tevez
- Primer Tensor CalculusUploaded byRichard Bertematti
- Volume IntegralUploaded byRiddhima Mukherjee
- Darcy's Coefficiente of PermeabilityUploaded byjhonmichael0022
- cholUploaded byArmando Carrillo Merino
- Shear MappingUploaded byzidaaan
- VectorAnalysis_10032899.pdfUploaded byandres gomez
- Chapter 10 Linear SystemsUploaded byMaryem Zubair
- cuaternionicoUploaded byNefy
- Ecor 2606 lab 8Uploaded byMike Rocque
- EM Tute_1Uploaded byVikrant Sharma
- Linear TransformationUploaded byPhuong Le
- Ch3 Review of Partial Differential OperatorsUploaded byAhmadMoaaz
- Resistor IC Design LayoutUploaded byTimothyAmado
- Eece 522 Notes_06 Ch_3cUploaded bykarim2005