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You are on page 1of 79

CVEN 302

July 29, 2002

Lecture’s Goals

• Chapter 6 - LU Decomposition

• Chapter 7 - Eigen-analysis

• Chapter 8 - Interpolation

• Chapter 9 - Approximation

• Chapter 11 - Numerical Differentiation and

Integration

Chapter 6

LU Decomposition of

Matrices

LU Decomposition

• A modification of the elimination method,

called the LU decomposition. The

technique will rewrite the matrix as the

product of two matrices.

A = LU

LU Decomposition

There are variation of the technique using

different methods.

– Crout’s reduction (U has ones on the diagonal).

– Doolittle’s method( L has ones on the

diagonal).

– Cholesky’s method ( The diagonal terms are the

same value for the L and U matrices).

LU Decomposition Solving

Using the LU decomposition

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

Solve

[L]{y} = {b}

and then solve

[U]{x} = {y}

LU Decomposition

The matrices are represented by

LU Decomposition (Crout’s reduction)

Matrix decomposition

LU Decomposition (Doolittle’s Method)

Matrix decomposition

Cholesky’s Method

Matrix is decomposed into:

Tridiagonal Matrix

For a banded matrix using Doolittle’s method,

i.e. a tridiagonal matrix.

l 0 0 u 22 0 a 21 a 22 a 23 0

21 1 0 u 23

0 l32 1 0 0 0 u 33 u 34 0 a 32 a 33 a 34

0 0 l 43 1 0 0 0 u 44 0 0 a 43 a 44

Pivoting of the LU Decomposition

• Still need pivoting in LU decomposition

• Messes up order of [L]

• What to do?

• Need to pivot both [L] and a permutation matrix

[P]

• Initialize [P] as identity matrix and pivot when [A]

is pivoted Also pivot [L]

Pivoting of the LU Decomposition

• Permutation matrix [ P ]

- permutation of identity matrix [ I ]

• Permutation matrix performs

“bookkeeping” associated with the row

exchanges

• Permuted matrix [ P ] [ A ]

• LU factorization of the permuted matrix

[P][A]=[L][U]

Chapter 7

Eigen-analysis

Eigen-Analysis

• Matrix eigenvalues arise from discrete

models of physical systems

• Discrete models

– Finite number of degrees of freedom result in a

finite number of eigenvalues and eigenvectors.

Eigenvalues

Computing eigenvalues of a matrix is important in numerous

applications.

– In numerical analysis, the convergence of an iterative sequence

involving matrices is determined by the size of the eigenvalues of the

iterative matrix.

– In dynamic systems, the eigenvalues indicate whether a system is

oscillatory, stable (decaying oscillations) or unstable(growing

oscillation).

– Oscillator system, the eigenvalues of differential equations or the

coefficient matrix of a finite element model are directly related to

natural frequencies of the system.

– Regression analysis, eigenvectors of correlation matrix are used to

select new predictor variables that are linear combinations of the

original predictor variables.

General Form of the Equations

The general form of the equations

Ax x

Ax I x 0

A I x 0

A I 0

Power Method

The basic computation of the power method is

summarized as

Auk -1

uk and lim uk 1

Auk -1 k

Auk -1

Auk -1 1uk -1 1

uk -1

Power Method

The basic computation of the power method is

summarized as

Auk -1

uk and lim uk 1

Auk -1 k

Auk -1

Auk -1 1uk -1 1

uk -1

Shift Method

It is possible to obtain another eigenvalue from the

set equations by using a technique known as

shifting the matrix.

Ax x

Subtract the a vector from each side, thereby

changing the maximum eigenvalue

Shift Method

The eigenvalue, s, is the maximum value of the

matrix A. The matrix is rewritten in a form.

Use the Power Method to obtain the largest

eigenvalue of [B].

Inverse Power Method

The inverse method is similar to the power method,

except that it finds the smallest eigenvalue. Using the

following technique.

1 1

1 1

Inverse Power Method

The algorithm is the same as the Power method and

the “eigenvector” is not the eigenvector for the

smallest eigenvalue. To obtain the smallest

eigenvalue from the power method.

1 1

Accelerated Power Method

The Power method can be accelerated by using the

Rayleigh Quotient instead of the largest wk value.

Az1 1

The Rayeigh Quotient is defined as:

z' w

1

z' z

Accelerated Power Method

The values of the next z term is defined as:

w

z2

1

The Power method is adapted to use the new value.

QR Factorization

• Another form of factorization

A = Q*R

• Produces an orthogonal matrix (“Q”) and a

right upper triangular matrix (“R”)

• Orthogonal matrix - inverse is transpose

1

Q Q T

QR Factorization

Why do we care?

We can use Q and R to find eigenvalues

1. Get Q and R (A = Q*R)

2. Let A = R*Q

3. Diagonal elements of A are eigenvalue

approximations

4. Iterate until converged

Note: QR eigenvalue method gives all eigenvalues

simultaneously, not just the dominant

Householder Matrix

• Householder matrix reduces zk+1 ,…,zn to zero

v

H I 2 ww ; w

v2

x x 1 x2 xk x k 1 x n

y Hx y 1 y2 yk 0 0

Householder Matrix

• To achieve the above operation, v must be a

linear combination of x and ek

e k 0 ,0 ,...,0 ,1,0....,0

T

v x e k x 1 , x 2 , , x k 1 , x k , x k 1 , , x n

Chapter 8

Interpolation

Interpolation Methods

which will fit all of the data points. All of the data is

used to approximate the values of the function inside

the bounds of the data.

We will look at polynomial and rational function

interpolation of the data and piece-wise interpolation

of the data.

Polynomial Interpolation

Methods

• Lagrange Interpolation Polynomial - a

straightforward, but computational awkward way

to construct an interpolating polynomial.

difference between the Newton and Lagrange

results. The difference between the two is the

approach to obtaining the coefficients.

Hermite Interpolation

The Advantages

• The segments of the piecewise Hermite

polynomial have a continuous first

derivative at support points.

• The shape of the function being interpolated

is better matched, because the tangent of

this function and tangent of Hermite

polynomial agree at the support points.

Rational Function Interpolation

Polynomial are not always the best match of data. A

rational function can be used to represent the steps. A

rational function is a ratio of two polynomials. This

is useful when you deal with fitting imaginary

functions z=x + iy. The Bulirsch-Stoer algorithm

creates a function where the numerator is of the same

order as the denominator or 1 less.

Rational Function Interpolation

The Rational Function interpolation are required for

the location and function value need to be known.

x 3 a1 x 2 b1 x c1

Pi x 3

x a2 x 2 b2 x c2

or

x b1 x c1

2

Pj x 3

x a2 x 2 b2 x c2

Cubic Spline Interpolation

Hermite Polynomials produce a smooth interpolation,

they have a disadvantage that the slope of the input

function must be specified at each breakpoint.

Cubic Spline interpolation use only the data points

used to maintaining the desired smoothness of the

function and is piecewise continuous.

Chapter 9

Approximation

Approximation Methods

What is the difference between approximation

and interpolation?

case of experimental data, this assumption is not

often true.

• Approximation - we want to consider the curve

that will fit the data with the smallest “error”.

Least Square Fit Approximations

The solution is the minimization of the sum of

squares. This will give a least square solution.

S ek

2

Least Square Error

How do you minimize the error?

dS

0

Take the derivative with da

the coefficients and set it

dS

equal to zero. 0

db

Least Square Coefficients for

Quadratic Fit

The equations can be written as:

N 4 N N

N

2

xi i xi Yi

3 2

x xi

iN1 i 1 i 1

a i 1

x3

N N

N

i

x 2

xi b xiYi

i 1

i

i 1 i 1

i 1

N N N

c

xi 2

x N Yi

i 1

i

i 1 i 1

Polynomial Least Square

The technique can be used to all forms of polynomials

of the form:

y a0 a1 x a2 x 2 an x n

N N

N

N x i n

x

i Yi

N i 1 i 1

a 0 Ni 1

x a

1 xiYi

i 1

i

i 1

N N a n N

xin xi

2n

xi Yi

n

i 1 i 1 i 1

Polynomial Least Square

task. They can have the undesirable property known

as ill-conditioning. The results of this method is that

round-off errors in solving for the coefficients cause

unusually large errors in the curve fits.

Polynomial Least Square

Or measure of the variance of the problem

N

Yk yk

1

2 2

N n 1 k 1

Where, n is the degree polynomial and N is the

number of elements and Yk are the data points and,

n

yk a x j

j k

j 0

Nonlinear Least Squared

Approximation Method

How would you handle a problem, which is

modeled as:

y bx a

or

y be ax

Nonlinear Least Squared

Approximation Method

Take the natural log of the equations

y bx ln y ln b a ln x

a

y b a x

and

y be ln y ln b ax

ax

y b ax

Continuous Least Square

Functions

Instead of modeling a known complex function over a

region, we would like to model the values with a

simple polynomial. This technique uses a least

squares over a continuous region.

The coefficients of the polynomial can be determined

using same technique that was used in discrete

method.

Continuous Least Square

Functions

The technique minimizes the error of the function

uses an integral.

b

E f x sx dx

2

a

where

f x a0 a1 x a2 x 2

Continuous Least Square

Functions

Take the derivative of the error with respect to the

coefficients and set it equal to zero.

b

df x

2 f x sx

dE

dx 0

dai a dai

matrix. The right hand side of the matrix will be

the function we are modeling times a x value.

Continuous Least Square

Function

There are other forms of equations, which can be

used to represent continuous functions. Examples of

these functions are

• Legrendre Polynomials

• Tchebyshev Polynomials

• Cosines and sines.

Legendre Polynomial

The Legendre polynomials are a set of orthogonal

functions, which can be used to represent a function as

components of a function.

f x a0 P0 x a1P1 x an Pn x

Legendre Polynomial

These function are orthogonal over a range [ -1, 1 ].

This range can be scaled to fit the function. The

orthogonal functions are defined as:

1

# if i j

1 P x P x dx

0 if i j

i j

Continuous Functions

cosines, which are used in Fourier approximation. The

advantages for the sines and cosines are that they can

model large time scales.

You will need to clip the ends of the series so that it

will have zeros at the ends.

Chapter 11

Numerical Differentiation

and Integration

Numerical Differentiation

A Taylor series or Lagrange interpolation of points

can be used to find the derivatives. The Taylor series

expansion is defined as:

f xi f x0 x

df

x

2

d2 f

x d 3 f

3

dx x x0 2! dx 2 xx0

3! dx 3

x x0

x xi x0

xi x0

2

f x0

xi x0

3

f x0

2! 3!

Numerical Differentiation

Assume that the data points are equally spaced

and the equations can be written as:

f xi 1 f xi x f xi

x

2

f x

x

3

f xi 1

i

2! 3!

f xi f xi 2

f xi-1 f xi x f xi

x 2

f xi

x 3

f xi 3

2! 3!

Differential Error

Notice that the errors of the forward and backward 1st

derivative of the equations have an error of the order

of O(x) and the central differentiation has an error

of order O(x2). The central difference has an better

accuracy and lower error that the others. This can be

improved by using more terms to model the first

derivative.

Higher Order Derivatives

expansions of term and eliminate the terms from the

sum of equations. To improve the error in the

problem add additional terms.

Lagrange Differentiation

Another form of differentiation is to use the Lagrange

interpolation between three points. The values can be

determine for unevenly spaced points. Given:

Lx L1 x y1 L2 x y2 L3 x y3

x x2 x x3 y x x1 x x3 y x x1 x x2 y

x1 x2 x1 x3 1 x2 x1 x2 x3 2 x3 x2 x3 x1 3

Lagrange Differentiation

Differentiate the Lagrange interpolation

2 x x2 x3

f x L x y1

x1 x2 x1 x3

2 x x1 x3 2 x x1 x2

y2 y3

x2 x1 x2 x3 x3 x2 x3 x1

Assume a constant spacing

2 x x2 x3 2 x x1 x3 2 x x1 x2

f x y1 y2 y3

2x 2

x 2

2x 2

Richardson Extrapolation

This technique uses the concept of variable grid sizes to

reduce the error. The technique uses a simple method for

eliminating the error. Consider a second order central

difference technique. Write the equation in the form:

f xi 1 2 f xi f xi-1

f xi a x 2

a x 4

x

1 2

2

Richardson Extrapolation

The central difference can be defined as

f xi 1 2 f xi f xi-1

f xi a x 2

a x 4

x

1 2

2

x x x

2 4

A f xi A a1 a 2

2 2 2

Richardson Extrapolation

The equation can be rewritten as:

x

4 A Ax

2 x 4

A a 2

3 16

It can be rewritten in the form

A Bx b1x 4 b 2 x 6

Richardson Extrapolation

The technique can be extrapolated to include the

higher order error elimination by using a finer grid.

x

16 B Bx

A

2

15

O x

6

Trapezoid Rule

Integrate to obtain the rule

b b 1

a

f ( x)dx L( x)dx h L( )d

a 0

1 1

f (a )h (1 )d f (b)h d

0 0

1 2 1

2

h

f (a )h ( ) f (b)h f (a ) f (b)

2 0

2 0

2

Simpson’s 1/3-Rule

Integrate the Lagrange interpolation

b 1 h 1

a

f(x)dx h L( )dξ f(x 0 ) ξ(ξ 1 )dξ

1 2 1

1 h 1

f(x 1 )h ( 1 ξ )dξ f(x 2 ) ξ(ξ 1 )dξ

2

0 2 1

1 1

h ξ 3

ξ 2

ξ 3

f(x 0 ) ( ) f(x 1 )h(ξ )

2 3 2 1 3 1

1

h ξ

3

ξ2

f(x 2 ) ( )

2 3 2 1

b h

a 3

Simpson’s 3/8-Rule

( x x 1 )( x x 2 )( x x 3 )

L( x ) f ( x0 )

( x 0 x 1 )( x 0 x 2 )( x 0 x 3 )

( x x 0 )( x x 2 )( x x 3 )

f ( x1 )

( x 1 x 0 )( x 1 x 2 )( x 1 x 3 )

( x x 0 )( x x 1 )( x x 3 )

f ( x2 )

( x 2 x 0 )( x 2 x 1 )( x 2 x 3 )

( x x 0 )( x x 1 )( x x 2 )

f ( x3 )

( x 3 x 0 )( x 3 x 1 )( x 3 x 2 )

b b b-a

a

f(x)dx

a

L(x)dx ; h

3

3h

f ( x 0 ) 3 f ( x 1 ) 3 f ( x 2 ) f ( x 3 )

8

Midpoint Rule

Newton-Cotes Open Formula

b

a

f ( x )dx ( b a ) f ( x m )

ab ( b a )3

(b a )f ( ) f ( )

2 24

f(x)

a xm b x

Composite Trapezoid Rule

b x1 x2 xn

a

f(x)dx f(x)dx f(x)dx

x0 x1 xn 1

f(x)dx

h

f(x 0 ) f(x 1 ) h f(x 1 ) f(x 2 ) h f(x n1 ) f(x n )

2 2 2

f(x 0 ) 2 f(x 1 ) 2f(x i ) 2 f ( x n1 ) f ( x n )

h

2

f(x)

ba

h

n

x0 h x1 h x2 h x3 h x4 x

Composite Simpson’s Rule

Multiple applications of Simpson’s rule

b x2 x4 xn

a

f(x)dx f(x)dx f(x)dx

x0 x2

x n 2

f(x)dx

h h

f(x 0 ) 4f(x1 ) f(x 2 ) f(x 2 ) 4f(x 3 ) f(x 4 )

3 3

h

f(x n 2 ) 4f(x n 1 ) f(x n )

3

h

f(x 0 ) 4f(x1 ) 2f(x 2 ) 4f(x 3 ) 2f(x 4 )

3

4f(x 2i-1 ) 2 f ( x2i ) 4f(x 2i 1 )

2 f ( xn 2 ) 4 f ( xn 1 ) f ( xn )

Richardson Extrapolation

Use trapezoidal rule as an example

– subintervals: n = 2j = 1, 2, 4, 8, 16, ….

f(x)dx f(x 0 ) 2 f(x 1 ) 2 f ( x n1 ) f ( x n ) c j h 2 j

b h

a 2 j 1

j n Formula

I 0 f ( a ) f ( b )

h

0 1

2

I 1 f ( a ) 2 f ( x 1 ) f ( b )

h

1 2

4

I 2 f ( a ) 2 f ( x 1 ) 2 f ( x 2 ) 2 f ( x 3 ) f ( b )

h

2 4

8

3 8 I3

h

f ( a ) 2 f ( x 1 ) 2 f ( x 7 ) f ( b )

16

I j j f ( a ) 2 f ( x 1 ) 2 f ( x n 1 ) f ( b )

h

j 2j

2

Richardson Extrapolation

For trapezoidal rule

b

A f ( x )dx A( h ) c 1 h 2

a

A A( h ) c 1 h 2 c 2 h 4

h h 2 h 4

A A( 2 ) c 1 ( 2 ) c 2 ( 2 )

1 h c

A 4 A( ) A( h ) 2 h 4 B( h ) b2 h 4

3 2 4

A B ( h ) b2 h 4

1 h

h h 4 C ( h ) 16 B ( ) B ( h )

A B ( ) b 2 ( ) 15 2

2 2

Richardson Extrapolation

kth level of extrapolation

4 C ( h/2) C ( h )

k

D( h )

4 1

k

Romberg Integration

Accelerated Trapezoid Rule

4 k I j 1 ,k I j ,k

I j ,k ; k 1, 2, 3,

4 1

k

k 0 k1 k2 k3 k4

O( h 2 ) O( h 4 ) O( h 6 ) O( h 8 ) O( h 10 )

h I 0 ,0 I 0 ,1 I 0,2 I 0,3 I 0 ,4

h/ 2 I 1,0 I 1, 1 I 1, 2 I 1, 3

h/ 4 I 2 ,0 I 2 ,1 I 2,2

h/ 8 I 3 ,0 I 3,1

h / 16 I 4 ,0

4 I j 1,0 I j ,0 16 I j 1,1 I j , 1 64 I j 1, 2 I j , 2 256 I j 1, 3 I j , 3

3 15 63 255

Gaussian Quadratures

• Newton-Cotes Formulae

– use evenly-spaced functional values

• Gaussian Quadratures

– select functional values at non-uniformly distributed

points to achieve higher accuracy

– change of variables so that the interval of integration is [-

1,1]

– Gauss-Legendre formulae

Gaussian Quadrature on [-1, 1]

1

n2:

1

f(x)dx c1 f(x 1 ) c 2 f(x 2 )

Exact integral for f = x0, x1, x2, x3

– Four equations for four unknowns

f 1

1 1dx 2 c 1 c 2 c 1 1

1

c 1

1

2

f x xdx 0 c 1 x 1 c 2 x 2 1

1

1 2 x1

f x x dx c 1 x 12 c 2 x 22

2 2

3

1

3 1

f 1

x x 3 dx 0 c 1 x 13 c 2 x 23

3 x2 3

1

Gaussian Quadrature on [-1, 1]

1

n2:

1

f(x)dx c1 f(x 1 ) c 2 f(x 2 )

1 1 1

I f ( x )dx f ( ) f ( )

1

3 3

Gaussian Quadrature on [-1, 1]

1 5 3 8 5 3

I f ( x )dx f ( ) f (0 ) f ( )

1 9 5 9 9 5

Summary

• Open book and open notes.

• The exam will be 5-8 problems.

• Short answer type problems use a table to

differentiate between techniques.

• Problems are not going to be excessive.

• Make a short summary of the material.

• Only use your notes, when you have forgotten

something, do not depend on them.

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