58:111 Numerical Calculations

MATLAB EXAMPLES
Matrix Solution Methods

Department of Mechanical and Industrial Engineering

Some useful functions

det (A) Determinant

lu(A) LU decomposition

cond(A) Matrix condition number

inv(A) Matrix inverse

rank(A) Matrix rank

diag, trace Vector and sum of the diagonal elements

tril,triu Lower and upper triangular part of matrix

(Preconditioned) conjugate gradients iterative linear equation

cgs, pcg
solver
 LU decomposition
Here is an example to use LU decomposition for 4X4 matrix A:
>> A=[7 3 -1 2;3 8 1 -4; -1 1 4 -1; 2 -4 -1 6]
A= u=
7 3 -1 2 7.0000 3.0000 -1.0000 2.0000
3 8 1 -4 0 6.7143 1.4286 -4.8571
-1 1 4 -1 0 0 3.5532 0.3191
2 -4 -1 6 0 0 0 1.8862

>> [l u p]=lu(A) p=

l= 1 0 0 0
1.0000 0 0 0 0 1 0 0
0.4286 1.0000 0 0 0 0 1 0
-0.1429 0.2128 1.0000 0 0 0 0 1
0.2857 -0.7234 0.0898 1.0000

Note: p is a permutation matrix corresponding to the pivoting strategy used. If the

matrix is not diagonally dominant, p will not be an identity matrix.
Condition number
In MATLAB, Condition number is defined by:
  A   A A 1
To calculate condition number of matrix A by MATLAB built-in function:
>> cond(A)
ans =

13.7473

Or by the definition, the product of 2-norm of A and inverse A:

>> norm(A,2)*norm(inv(A),2)
ans =

13.7473
 Iterative methods – Jacobi method
The following M-file shows how to use Jacobi method in MATLAB:
(jacobi_example.m) if j==i
% Iterative Solutions of linear euations:(1) Jacobi Method continue
% Linear system: A x = b else
% Coefficient matrix A, right-hand side vector b s=s+A(i,j)*x0(j);
A=[7 3 -1 2; 3 8 1 -4; -1 1 4 -1; 2 -4 -1 6]; end
b= [-1;0;-3;1]; end
% Set initial value of x to zero column vector x1(i)=(b(i)-s)/A(i,i);
x0=zeros(1,4); end
% Set Maximum iteration number k_max if norm(x1-x0)<erp
k_max=1000; break
% Set the convergence control parameter erp else
erp=0.0001; x0=x1;
% Show the q matrix end
q=diag(diag(A)) end
% loop for iterations % show the final solution
for k=1:k_max x=x1
for i=1:4 % show the total iteration number
s=0.0; n_iteration=k
for j=1:4
Iterative methods- Jacobi method
Running M-file in command window:

>> jocobi_r_ex
q=
7 0 0 0
0 8 0 0
0 0 4 0
0 0 0 6

x=
-0.9996 0.9996 -0.9999 0.9996

n_iteration =
60
 Iterative methods - Gauss-Seidel method
In the M-file for Gauss-seidel method, the
only difference is the q matrix, which
replaced by: q=tril(A), the codes in Running M-file in command window
the loop changed as the following:
>> gauss_example
for i=1:4 q=
s1=0.0; 7 0 0 0
s2=0.0; 3 8 0 0
if (i==1) continue -1 1 4 0
else 2 -4 -1 6
for j=1:i-1
s1=s1+A(i,j)*x1(j); x=
end -0.9996 0.9997 -0.9999 0.9997
end
for j=i+1:4 n_iteration =
s2=s2+A(i,j)*x0(j); 10
end
x1(i)=(b(i)-s1-s2)/A(i,i);
end
 Iterative methods - SOR method
Again, In the M-file for SOR method, the only
difference is the q matrix, which replaced by:
q1=tril(A)-diag(diag(A)); q2=diag(diag(A))/1.4; Run this M-file:
q=q1+q2; Note: the relaxation factor set to 1.4
>> SOR_example
for this case.
q=
for i=1:4 5.0000 0 0 0
s1=0.0; 3.0000 5.7143 0 0
s2=0.0; -1.0000 1.0000 2.8571 0
if (i==1) continue 2.0000 -4.0000 -1.0000 4.2857
else
for j=1:i-1 r=
s1=s1+A(i,j)*x1(j); 1.4000
end
end x=
for j=i+1:4 -0.9996 0.9997 -0.9999 0.9997
s2=s2+A(i,j)*x0(j);
end n_iteration =
x1(i)=r*(b(i)-s1-s2)/A(i,i)+(1.0-r)*x0(i); 12
end
Iterative methods – Conjugate gradient method
Use cgs, pcg to solve above linear equations, the tolerance is 1.0E-6 (default)
>> x=cgs(A,b,0.00001)
cgs converged at iteration 4 to a solution with relative residual 1.2e-015
x=
-1.0000
1.0000
-1.0000
1.0000

>> x=pcg(A,b,0.00001)
pcg converged at iteration 4 to a solution with relative residual 3.1e-016
x=
-1.0000
1.0000
-1.0000
1.0000
Iterative methods - Summary
Method Solution Total Iteration
number
Jacobi method ( -0.9996, 0.9996, -0.9999, 0.9996) 60

Gauss –Seidel method (-0.9996, 0.9997, -0.9999, 0.9997) 10

SOR method (-1.0000, 0.9999, -1.0000, 1.0000) 12

Conjugate Gradient method (-1.0000, 1.0000, -1.0000, 1.0000) 4

Note: the exact solution is (-1,1,-1,1)