Machine Problem No. 5

Numerical Methods
Group No.:__________________________________
Date Performed: _________________________
Rating:__________________________
Date Submitted: __________________
Numerical Methods
LINEAR ALGEBRAIC EQUATIONS: GAUSS ELIMINATION AND LU DECOMPOSITION
Machine Problem No. 6
I. OBJECTIVES
1. Develop algorithms to implement Gauss elimination, Gauss-Jordan elimination and LU
decomposition using MS Excel VBA and MathScript.
2. Use the algorithms developed to solve systems of linear algebraic equations and finding the
inverse of the matrix.
3. Evaluate the condition number of a matrix and use this to explain discrepancies in the results.
II. MACHINE PROBLEMS
1. Implement Gauss and Gauss-Jordan elimination with partial pivoting in VBA and MathScript. Use
the algorithm to solve the following system of equations.
System A:
][ ] [ ]
1
7.5
2.2
2.2
3.2
2.3
1 x1
1.1000
x
2
7
2
2
2
5 1.25 0
27.7500
9
2.3
2.5
0
3
2
4 x3
14.5250
0
3
7
7
1
5.5 1 x 4 = 45.8000
2.5 5
2
2
4.5
1
3.5 x 5 24.1750
8 3.75 3.35 3.35
0
2.1
2 x 6 20.2125
1
2
4
4
5
1.15 10 x
32.2500
7
System B:
Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

Decomposition
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Numerical Methods
][ ] [ ]
x1
0
10
2.5
3
1.1 2.7
3
2.3
17.2750
x
2
0.5
1
2
0
2.5 1.9 5 1.5
2.6750
3
0.75 1.2
2
10
1
1
8 x 3
2.3500
x
1
1
4
7
1
3
2
10
4
= 7.7500
2
0.5
1
2
3.1 4 2.3 1 x 5
1.0750
3.5
2
1.5 3.35 1
1.5
1
2.5 x 6 6.5000
1
4
3.75
4
5
2
4.5 3.5 x
0.6250
7
4
0
2
0
2
3
7
0
30.0000
x8
System C:
3
7
9
10
0
2
8
9
2
9
4
8
3
4
2
9
7
3
5
1
2
4
7
10
2
2
0
3
0
1 10
0 1
5
1
5
5
3 7
7 10 6 5
6
4
4 6
6 4 7 4
3
0
2
3
2
1
1 4
1 2 1 5
][ ] [ ]
x1
5
10
10
1 7 x 2
9
x
1 10 3
2
8 5 x 4
0
8 1 x 5 = 16
7 8 x 6
12
3
3 x
23
7
4
0 x
10
8
2 4
16
x9
2. There are two types of LU decomposition. The one demonstrated in the discussion is the Doolittle
decomposition. An alternative one is called Crout decomposition (Chapra, Art. 10.1.4 pp.281-283).
Implement both types of decomposition with partial pivoting in VBA and Mathscript and use them to
solve the systems given in Problem 1. Include in each case an algorithm which counts the number
of flops performed. Compare each.
3. Employ LU decomposition (Doolittle and Crout) to determine the inverses of the coefficient
matrices given in Problem 1. Compare the results of the program with the MINVERSE function in
MS Excel and inv()in MathScript.

Decomposition
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Numerical Methods
3 3
4. (a) Create a
column vector
[ A ] . Multiply the matrix by the
Hilbert matrix. This will be the matrix
[ x ]= [ 1 1 1 ]
[ b ] . With this, implement Gauss
, generating the matrix
elimination, Gauss-Jordan elimination, and LU decomposition to solve the system
[ A ][ x ] =[ b ] ,
with the matrix [ x ] unknown.

(b) Repeat Problem 4(a) using a 7 7 Hilbert matrix.
(c) Repeat Problem 4(a) using a 10 10 Hilbert matrix.
(d) In each of the cases, explain the discrepancies using condition numbers for the matrix. Use the
Frobenius, as well as the row-sum norms.
5. Polynomial interpolation consists of determining the unique
( n1 ) th-order polynomial that fits
n data points. Such polynomials have the general form

n 1
f ( x )= p1 x
where the
n 2
+ p2 x
++ pn1 x+ pn
p s are constant coefficients. A straightforward way for computing the coefficients is
to generate n linear algebraic equations that can be solved simultaneously for the coefficients.
Determine the coefficients of a fourth-order polynomial
that passes through the following five points:
( 400,0.525 )
and
f ( x )= p1 x 4 + p 2 x 3 + p3 x 2 + p4 x + p 5
( 200,0.746 ) ,
( 250,0.675 ) , ( 300,0.616 ) ,
( 500,0.457 ) . Substitute each of these pairs into
system of equations with five unknowns (the
f (x)
to yield a
p s). Use Gauss elimination and LU
decomposition to solve for the coefficients. Also, determine and interpret the condition number and
relate this as to how the curve fits into the given data points. Plot the approximate curve.
III. METHODOLOGY
Code 5.1.1 Pseudocode for Problem 5.1
>>>For Forward Elimination
DOFOR k = 1, n - 1
DOFOR i = k + 1, n
factor = a(i, k) / a(k, k)
DOFOR j = k + 1, n
Decomposition
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Numerical Methods
a(i, j) = a(i, j) - factor * a(k, j)
ENDDO
b(i) = b(i) - factor * b(k)
ENDDO
ENDDO
>>>For Backward Substitution
x(n) = b(n) / a(n, n)
DOFOR i = n 1, 1, -1
sum = b(i)
DOFOR j = i + 1, n
sum = sum - a(i, j) * x(j)
ENDDO
x(i) = sum / a(i, i)
ENDDO
After the group formulated a well-structured pseudocode, the equivalent VBA code is already
generated. In code 6.1.2, the VBA code for machine problem 6.1 is stated.
Code 6.1.2 VBA Code for Problem 6.1
Sub Gauss()
Dim a(), b(), x() As Double
Dim i, j, n, k As Integer
Dim factor, sum As Double
'i
'j
'n
'k
=
=
=
=
row number
column number
matrix size
counter
'a() = Matrix A
'b() = Matrix B
'x() = Matrix X
n = Range("B1").Value
ReDim a(1 To n, 1 To n)
ReDim b(1 To n)
ReDim x(1 To n)
Range("B11:I17").Clear
Range("B27:B33").Clear
Range("B3").Select
For i = 1 To n
Decomposition
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Numerical Methods
For j = 1 To n
a(i, j) = ActiveCell.Value
ActiveCell.Offset(0, 1).Select
Next j
b(i) = ActiveCell.Value
ActiveCell.Offset(1, -1 * n).Select
Next i
'For Forward Elimination
For k = 1 To n - 1
For i = k + 1 To n
For j = k + 1 To n
Next j
Next i
Next k
For i = 1 To n
For j = 1 To n
ActiveCell.Value = a(i, j)
Next j
ActiveCell.Value = b(i)
Next i
'For Backward Substitution
x(n) = b(n) / a(n, n)
For i = n - 1 To 1 Step -1
sum = b(i)
For j = i + 1 To n
Next j
Next i
Range("B27").Select
For i = 1 To n
ActiveCell.Value = x(i)
Next i
Decomposition
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Numerical Methods
Range("B1").Select
End Sub
________________________________________________________________
Sub GaussPivoting()
Dim i, j, n, k, m As Integer
'i
'j
'n
'k
=
=
=
=
row number
column number
matrix size
counter
'a() = Matrix A
'b() = Matrix B
'x() = Matrix X
ReDim b(1 To n)
ReDim x(1 To n)
Range("B3").Select
For i = 1 To n
For j = 1 To n
Next j
Next i
'For Partial Pivoting
k =
p =
big
For
1
k
= a(k, k)
ii = k + 1 To n
dummy = Abs(a(ii, k))
If dummy > big Then
big = dummy

Decomposition
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Numerical Methods
p = ii
End If
Next ii
If p <> k Then
For jj = k To n
dummy = a(p, jj)
a(p, jj) = a(k, jj)
a(k, jj) = dummy
Next jj
dummy = b(p)
b(p) = b(k)
b(k) = dummy
End If
For i = 1 To n
For j = 1 To n
Next j
Next i

For k = 1 To n - 1
For i = k + 1 To n
For j = k + 1 To n
Next j
Next i
Next k
For i = 1 To n
For j = 1 To n
Decomposition
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Numerical Methods
Next j
Next i
x(n) = b(n) / a(n, n)
sum = b(i)
For j = i + 1 To n
Next j
Next i
For i = 1 To n
Next i
Range("B1").Select
End Sub
Machine Problem 5.2
In the second machine problem, the group formulates a pseudocode in order to program it
correctly. In the code 6.2.1, the pseudocode of the machine problem 6.2 is stated.
Call LUDminverse(a(), b(), n, x(), tol, er, ai())
If er = 0 Then
DOFOR i = 1, n
DOFOR j = 1, n
DISPLAY = ai(i, j)
ENDDO
ENDDO
Else
MsgBox "ill-conditioned system"
End If
End

Decomposition
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Numerical Methods
Code 6.2.2a VBA Code for Problem 5.2a
Option Explicit
Sub LUD()
Dim a(), b(), x(), ai() As Double
Dim tol, er As Single
tol = 0.000001
n = Range("c3").Value
ReDim b(1 To n)
ReDim x(1 To n)
ReDim ai(1 To n, 1 To n)
Range("c6").Select
For i = 1 To n
For j = 1 To n
Next j
Next i
If er = 0 Then
For i = 1 To n
For j = 1 To n
ActiveCell.Value = ai(i, j)
Next j
ActiveCell.Offset(1, -n).Select
Next i
Else
End
End
Sub
Dim
Dim

If
Sub
LUDminverse(a, b, n, x, tol, er, ai)
i As Integer, j As Integer
o() As Single, s() As Single
ReDim o(1 To n)
ReDim s(1 To n)
Decomposition
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Numerical Methods
Call Decompose(a, n, tol, o(), s(), er)
If er = 0 Then
For i = 1 To n
For j = 1 To n
If i = j Then
b(j) = 1
Else
b(j) = 0
End If
Next j
Call Substitute(a, o, n, b, x)
For j = 1 To n
ai(j, i) = x(j)
Next j
Next i
End If
End Sub
Sub Decompose(a, n, tol, o, s, er)
Dim i As Integer, j As Integer, k As Integer
Dim factor As Single
For i = 1 To n
o(i) = i
s(i) = Abs(a(i, 1))
For j = 2 To n
If Abs(a(i, j)) > s(i) Then s(i) = Abs(a(i, j))
Next j
Next i
For k = 1 To n - 1
Call Pivot(a, o, s, n, k)
If Abs(a(o(k), k) / s(o(k))) < tol Then
er = -1
Exit For
End If
For i = k + 1 To n
factor = a(o(i), k) / a(o(k), k)
a(o(i), k) = factor
For j = k + 1 To n
a(o(i), j) = a(o(i), j) - factor * a(o(k), j)
Next j
Next i
Next k
If (Abs(a(o(k), k) / s(o(k))) < tol) Then er = -1
End Sub
Decomposition
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Numerical Methods
Sub Pivot(a, o, s, n, k)
Dim ii As Integer, p As Integer
Dim big As Single, dummy As Single
p = k
big = Abs(a(o(k), k) / s(o(k)))
For ii = k + 1 To n
dummy = Abs(a(o(ii), k) / s(o(ii)))
If dummy > big Then
big = dummy
p = ii
End If
Next ii
dummy = o(p)
o(p) = o(k)
o(k) = dummy
End Sub
Sub Substitute(a, o, n, b, x)
Dim k As Integer, i As Integer, j As Integer
Dim sum As Single, factor As Single
For k = 1 To n - 1
For i = k + 1 To n
factor = a(o(i), k)
b(o(i)) = b(o(i)) - factor * b(o(k))
Next i
Next k
x(n) = b(o(n)) / a(o(n), n)
sum = 0
For j = i + 1 To n
sum = sum + a(o(i), j) * x(j)
Next j
x(i) = (b(o(i)) - sum) / a(o(i), i)
Next i
End Sub
Code 5.2.2b VBA Code for Problem 5.2b
Option Explicit
Sub LUD()

Decomposition
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Numerical Methods
tol = 0.000001
ReDim b(1 To n)
ReDim x(1 To n)
Range("c6").Select
For i = 1 To n
For j = 1 To n
Next j
Next i
If er = 0 Then
For i = 1 To n
For j = 1 To n
Next j
Next i
Else
End
End
Sub
Dim
Dim

If
Sub
ReDim o(1 To n)
ReDim s(1 To n)
If er = 0 Then
For i = 1 To n
For j = 1 To n
If i = j Then
b(j) = 1
Else
b(j) = 0
Decomposition
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Numerical Methods
End If
Next j
For j = 1 To n
ai(j, i) = x(j)
Next j
Next i
End If
End Sub
For i = 1 To n
o(i) = i
s(i) = Abs(a(i, 1))
For j = 2 To n
Next j
Next i
For k = 1 To n - 1
er = -1
Exit For
End If
For i = k + 1 To n
a(o(i), k) = factor
For j = k + 1 To n
Next j
Next i
Next k
End Sub
p = k
For ii = k + 1 To n
If dummy > big Then
Decomposition
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Numerical Methods
big = dummy
p = ii
End If
Next ii
dummy = o(p)
o(p) = o(k)
o(k) = dummy
End Sub
For k = 1 To n - 1
For i = k + 1 To n
factor = a(o(i), k)
Next i
Next k
x(n) = b(o(n)) / a(o(n), n)
sum = 0
For j = i + 1 To n
Next j
x(i) = (b(o(i)) - sum) / a(o(i), i)
Next i
End Sub
Code 5.2.2c VBA Code for Problem 5.2c
Option Explicit
Sub LUD()
tol = 0.000001
ReDim b(1 To n)
ReDim x(1 To n)
Range("c6").Select
For i = 1 To n
Decomposition
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Numerical Methods
For j = 1 To n
Next j
Next i
If er = 0 Then
For i = 1 To n
For j = 1 To n
Next j
Next i
Else
End
End
Sub
Dim
Dim

If
Sub
ReDim o(1 To n)
ReDim s(1 To n)
If er = 0 Then
For i = 1 To n
For j = 1 To n
If i = j Then
b(j) = 1
Else
b(j) = 0
End If
Next j
For j = 1 To n
ai(j, i) = x(j)
Next j
Next i
End If
Decomposition
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Numerical Methods
End
Sub
Dim
Dim
Sub
Decompose(a, n, tol, o, s, er)
i As Integer, j As Integer, k As Integer
factor As Single
For i = 1 To n
o(i) = i
s(i) = Abs(a(i, 1))
For j = 2 To n
Next j
Next i
For k = 1 To n - 1
er = -1
Exit For
End If
For i = k + 1 To n
a(o(i), k) = factor
For j = k + 1 To n
Next j
Next i
Next k
End Sub
p = k
For ii = k + 1 To n
If dummy > big Then
big = dummy
p = ii
End If
Next ii
dummy = o(p)
o(p) = o(k)
o(k) = dummy
End Sub
Decomposition
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Numerical Methods
For k = 1 To n - 1
For i = k + 1 To n
factor = a(o(i), k)
Next i
Next k
x(n) = b(o(n)) / a(o(n), n)
sum = 0
For j = i + 1 To n
Next j
x(i) = (b(o(i)) - sum) / a(o(i), i)
Next i
End Sub
Machine Problem 5.3
In the third machine problem, the group formulates a pseudocode in order to program it correctly.
In the code 6.3.1, the pseudocode of the machine problem 6.3 is stated.
If er = 0 Then
DOFOR i = 1, n
DOFOR j = 1, n
DISPLAY ai(i, j)
ENDDO
ENDDO
Else
End If
END
Option Explicit
Sub LUD()
Decomposition
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Numerical Methods
tol = 0.000001
ReDim b(1 To n)
ReDim x(1 To n)
Range("c6").Select
For i = 1 To n
For j = 1 To n
Next j
Next i
If er = 0 Then
For i = 1 To n
For j = 1 To n
Next j
Next i
Else
End If
End Sub
________________________________________________________________
Sub LUDminverse(a, b, n, x, tol, er, ai)
Dim i As Integer, j As Integer
Dim o() As Single, s() As Single
ReDim o(1 To n)
ReDim s(1 To n)
If er = 0 Then
For i = 1 To n
Decomposition
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Numerical Methods
For j = 1 To n
If i = j Then
b(j) = 1
Else
b(j) = 0
End If
Next j
For j = 1 To n
ai(j, i) = x(j)
Next j
Next i
End If
End Sub
________________________________________________________________
For i = 1 To n
o(i) = i
s(i) = Abs(a(i, 1))
For j = 2 To n
Next j
Next i
For k = 1 To n - 1
er = -1
Exit For
End If
For i = k + 1 To n
a(o(i), k) = factor
For j = k + 1 To n
Next j
Next i
Next k
End Sub
________________________________________________________________
Decomposition
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Numerical Methods
p = k
For ii = k + 1 To n
If dummy > big Then
big = dummy
p = ii
End If
Next ii
dummy = o(p)
o(p) = o(k)
o(k) = dummy
End Sub
For k = 1 To n - 1
For i = k + 1 To n
factor = a(o(i), k)
Next i
Next k
x(n) = b(o(n)) / a(o(n), n)
sum = 0
For j = i + 1 To n
Next j
x(i) = (b(o(i)) - sum) / a(o(i), i)
Next i
End Sub
Option Explicit
Sub LUD()
tol = 0.000001
Decomposition
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Numerical Methods
ReDim b(1 To n)
ReDim x(1 To n)
Range("c6").Select
For i = 1 To n
For j = 1 To n
Next j
Next i
If er = 0 Then
For i = 1 To n
For j = 1 To n
Next j
Next i
Else
End If
End Sub
________________________________________________________________
ReDim o(1 To n)
ReDim s(1 To n)
If er = 0 Then
For i = 1 To n
For j = 1 To n
If i = j Then
b(j) = 1
Else
b(j) = 0
End If
Decomposition
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Numerical Methods
Next j
For j = 1 To n
ai(j, i) = x(j)
Next j
Next i
End If
End Sub
________________________________________________________________
For i = 1 To n
o(i) = i
s(i) = Abs(a(i, 1))
For j = 2 To n
Next j
Next i
For k = 1 To n - 1
er = -1
Exit For
End If
For i = k + 1 To n
a(o(i), k) = factor
For j = k + 1 To n
Next j
Next i
Next k
End Sub
________________________________________________________________
p = k
For ii = k + 1 To n
Decomposition
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Numerical Methods
If dummy > big Then
big = dummy
p = ii
End If
Next ii
dummy = o(p)
o(p) = o(k)
o(k) = dummy
End Sub
________________________________________________________________
For k = 1 To n - 1
For i = k + 1 To n
factor = a(o(i), k)
Next i
Next k
x(n) = b(o(n)) / a(o(n), n)
sum = 0
For j = i + 1 To n
Next j
x(i) = (b(o(i)) - sum) / a(o(i), i)
Next i
End Sub

Option Explicit
Sub LUD()
tol = 0.000001
ReDim b(1 To n)
ReDim x(1 To n)
Decomposition
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Numerical Methods
Range("c6").Select
For i = 1 To n
For j = 1 To n
Next j
Next i
If er = 0 Then
For i = 1 To n
For j = 1 To n
Next j
Next i
Else
End If
End Sub
________________________________________________________________
ReDim o(1 To n)
ReDim s(1 To n)
If er = 0 Then
For i = 1 To n
For j = 1 To n
If i = j Then
b(j) = 1
Else
b(j) = 0
End If
Next j
For j = 1 To n
Decomposition
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ai(j, i) = x(j)
Next j
Next i
End If
End Sub
________________________________________________________________
For i = 1 To n
o(i) = i
s(i) = Abs(a(i, 1))
For j = 2 To n
Next j
Next i
For k = 1 To n - 1
er = -1
Exit For
End If
For i = k + 1 To n
a(o(i), k) = factor
For j = k + 1 To n
Next j
Next i
Next k
End Sub
________________________________________________________________
p = k
For ii = k + 1 To n
If dummy > big Then
big = dummy
p = ii
End If
Decomposition
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Numerical Methods
Next ii
dummy = o(p)
o(p) = o(k)
o(k) = dummy
End Sub
________________________________________________________________
For k = 1 To n - 1
For i = k + 1 To n
factor = a(o(i), k)
Next i
Next k
x(n) = b(o(n)) / a(o(n), n)
sum = 0
For j = i + 1 To n
Next j
x(i) = (b(o(i)) - sum) / a(o(i), i)
Next i
End Sub
Machine Problem 5.4
In the fourth machine problem, the group formulates a pseudocode in order to program it correctly.
In the code 6.4.1, the pseudocode of the machine problem 5.4 is stated.
Code 5.4.1a Pseudocode for Problem 5.4a
>>>For Forward Elimination
DOFOR k = 1, n - 1
DOFOR i = k + 1, n
DOFOR j = k + 1, n
ENDDO
ENDDO
ENDDO
>>>For Backward Substitution
x(n) = b(n) / a(n, n)
DOFOR i = n 1, 1, -1
Decomposition
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sum = b(i)
DOFOR j = i + 1, n
ENDDO
ENDDO
Code 5.4.1b Pseudocode for Problem 5.4b
>>>Forward Elimination
DOFOR k = 1, n
b(k) = b(k) / a(k, k)
DOFOR m = n, k, -1
a(k, m) = a(k, m) / a(k, k)
ENDDO
DOFOR i = k + 1, n
DOFOR j = k, n
ENDDO
ENDDO
ENDDO
>>>Backward elimination
DOFOR k = n, 1, -1
DOFOR i = k 1, 1, -1
DOFOR j = n, 1, -1
ENDDO
ENDDO
ENDDO
Code 5.4.1c Pseudocode for Problem 5.4c
>>>LU Algorithm
er = 0
DOFOR i = 1, n
o(i) = i
s(i) = Abs(a(i, 1))
DOFOR j = 2, n
If Abs(a(i, j)) > s(i) Then
s(i) = Abs(a(i, j))
End If
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ENDDO
ENDDO
DOFOR k = 1, n - 1
p = k
big = Abs(a(k, k) / s(k))
DOFOR ii = k + 1, n
dummy = Abs(a(ii, k) / s(ii))
If dummy > big Then
big = dummy
p = ii
End If
ENDDO
dummy = o(p)
o(p) = o(k)
o(k) = dummy
If Abs(a(k, k) / s(k)) < tol Then
er = -1
ENDDO
End If
DOFOR i = k + 1, n
a(i, k) = factor
DOFOR j = k + 1, n
ENDDO
ENDDO
ENDDO
er = -1
End If
If er <> -1 Then
DOFOR i = 2, n
sum = b(i)
DOFOR j = 1, i - 1
sum = sum - a(i, j) * b(j)
ENDDO
b(i) = sum
ENDDO
x(n) = b(n) / a(n, n)
DOFOR i = n 1, 1, -1
sum = 0
DOFOR j = i + 1, n
Decomposition
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Numerical Methods
sum = sum + a(i, j) * x(j)
ENDDO
x(i) = (b(i) - sum) / a(i, i)
ENDDO
End If
>>>For any Square Matrix
Sub GaussElim()
'i
'j
'n
'k
=
=
=
=
row number
column number
matrix size
counter
'a() = Matrix A
'b() = Matrix B
'x() = Matrix X
ReDim b(1 To n)
ReDim x(1 To n)
Range("B7:E9").Clear
Range("B3").Select
For i = 1 To n
For j = 1 To n
Next j
Next i

Decomposition
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Numerical Methods
For k = 1 To n - 1
For i = k + 1 To n
For j = k + 1 To n
Next j
Next i
Next k
For i = 1 To n
For j = 1 To n
Next j
Next i
x(n) = b(n) / a(n, n)
sum = b(i)
For j = i + 1 To n
Next j
Next i
For i = 1 To n
Next i
End Sub
For any Square Matrix
Sub GaussJordan()
Decomposition
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Numerical Methods
Dim i, j, n, k, m As Integer
'i
'j
'n
'k
=
=
=
=
row number
column number
matrix size
counter
'a() = Matrix A
'b() = Matrix B
'x() = Matrix X
ReDim b(1 To n)
ReDim x(1 To n)
Range("B3").Select
For i = 1 To n
For j = 1 To n
Next j
Next i
For k = 1 To n
b(k) = b(k) / a(k, k)
For m = n To k Step -1
a(k, m) = a(k, m) / a(k, k)
Next m
For i = k + 1 To n
For j = k To n
Next j
Next i
Next k
Decomposition
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Numerical Methods
'For Backward elimination
For k = n To 1 Step -1
For i = k - 1 To 1 Step -1
For j = n To 1 Step -1
Next j
Next i
Next k
For i = 1 To n
For j = 1 To n
Next j
Next i
For i = 1 To n
Next i
End Sub
Sub LUDecom()
Dim
Dim
Dim
tol
a(), b(), o(), s(), x() As Double

i, j, n, k As Integer
factor, sum, er, tol As Double
= 0.5 * 10 ^ (2 - 6)
ReDim b(1 To n)
ReDim o(1 To n)
ReDim s(1 To n)
ReDim x(1 To n)
Decomposition
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Numerical Methods
Range("B3").Select
For i = 1 To n
For j = 1 To n
Next j
Next i
'LU Algorithm
er = 0
For i = 1 To n
o(i) = i
s(i) = Abs(a(i, 1))
For j = 2 To n
If Abs(a(i, j)) > s(i) Then
s(i) = Abs(a(i, j))
End If
Next j
Next i
For k =
p =
big
For
1 To n - 1
k
= Abs(a(k, k) / s(k))
ii = k + 1 To n
dummy = Abs(a(ii, k) / s(ii))
If dummy > big Then
big = dummy
p = ii
End If
Next ii
dummy = o(p)
o(p) = o(k)
o(k) = dummy
er = -1
Exit For
End If
For i = k + 1 To n
a(i, k) = factor

Decomposition
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Numerical Methods
For j = k + 1 To n
Next j
Next i
Next k
er = -1
End If
If er <> -1
For i =
sum
For
Then
2 To n
= b(i)
j = 1 To i - 1
sum = sum - a(i, j) * b(j)
Next j
b(i) = sum
Next i
x(n) = b(n) / a(n, n)

sum = 0
For j = i + 1 To n
sum = sum + a(i, j) * x(j)
Next j
x(i) = (b(i) - sum) / a(i, i)
Next i
End If
'For The Output
Range("B7").Select
For i = 1 To n
For j = 1 To n
Next j
Next i
Range("B11").Select
For i = 1 To n
Decomposition
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Numerical Methods
Next i
End Sub
IV. RESULTS AND INTERPRETATION

Machine Problem 5.1

Decomposition
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Numerical Methods

Decomposition
Page 36
Numerical Methods
Machine Problem 5.2

Decomposition
Page 37
Numerical Methods
Machine Problem 5.3

Decomposition
Page 38
Numerical Methods
Machine Problem 5.4

Decomposition
Page 39
Numerical Methods

Decomposition
Page 40
Numerical Methods
V. CONCLUSIONS AND RECOMMENDATIONS

The students arrived to the following conclusions:
1
2
Gauss-Jordan with Pivoting is better than Gauss Elimination because it doesnt include Back
Substitution.
There is not much of a difference finding the inverse of the matrix when the LU decomposition or
the MInverse is used. Only that the inverses (both in two methods) does not arrive at the same
value of the inverse at a particular term.
VI. REFERENCES
Chapra, & Canale (2006).Numerical Methods for Engineers.New York : McGraw Hill

Decomposition
Page 41

Machine Problem No. 5

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Numerical Methods

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

[ A ] . Multiply the matrix by the

Hilbert matrix. This will be the matrix

[ b ] . With this, implement Gauss

, generating the matrix

elimination, Gauss-Jordan elimination, and LU decomposition to solve the system

with the matrix [ x ] unknown.

( n1 ) th-order polynomial that fits

n data points. Such polynomials have the general form

p s are constant coefficients. A straightforward way for computing the coefficients is

( 500,0.457 ) . Substitute each of these pairs into

system of equations with five unknowns (the

p s). Use Gauss elimination and LU

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

'For Forward Elimination

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

MsgBox "ill-conditioned system"

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

MsgBox "ill-conditioned system"

MsgBox "ill-conditioned system"

Code 5.3.2c VBA Code for Problem 5.3c

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

a(), b(), o(), s(), x() As Double

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

x(n) = b(n) / a(n, n)

IV. RESULTS AND INTERPRETATION

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

Machine Problem 5.4

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

V. CONCLUSIONS AND RECOMMENDATIONS

Machine Problem No.6 Linear Algebraic Equations: Gauss Elimination and LU

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