Applied Engineering Analytical & Numerical Methods I MEM 501/591 - Fall 2010 HOMEWORK #3: Due Thursday, October 14
1. [30 points] Suppose A e R nxn is strictly column diagonal dominant, which means that for each k, |o kk | > |o ]k | ]=k . i) Which is its first pivot? ii) Perform the first step of the Iu decomposition for A and show explicitly the resulting matrix I 1 , as well as I 1 A. iii) Derive a recursive formula that gives each element of I 1 A other than the first line, i.e. each element of the submatrix B e R (n-1)x(n-1) . iv) Explain under what condition for B, no row interchange would take place if the Gauss Elimination with Partial Pivoting (GEPP) method was continued. 2. [30 points] Consider the following A e R 4x4
A = _ 2 u -4 6 4 S 1 u
u -S
2 8
6 -1 9 1 _. Suppose that the GEPP method is applied: i) [20 points] Show explicitly what its permutation P and upper triangular matrix u would be, in the case that partial pivoting begins from the first row. ii) [10 points] Show why the triangularization part of the method allows for a simpler calculation of the determinant of A. 3. [40 points] Consider the linear system of equations Ax = b, where A ] = _ 1 +]-1 i i = ] 1 clsc _ for 1 i, ] 6 and b = l l l l l l 1 2 u 2 1 1 1 1 1 1 1 1 . Construct the following subroutines: i) [30 points] PA = Iu factorization of A. ii) [10 points] GEPP. Compare the solution you compute with the result you obtain in MATLAB if you use the built-in command (A\b). Remark: Recall that you can only use essential built-in commands in MATLAB such as size, length, zeros, eye and for/if statements. Any multiplication, needs to be in a component form(i.e. A( i , j ) *B( j ) ). Remember to comment important lines of your code. Modify the following script to prepare your codes:
i) f unct i on [ P, L, U] =ppl u( A, b) ;
[ mm] =si ze( A) ; %Number of r ows and col umns of A U=A; %Set U=A L=eye( m) ; %Set an i ni t i al mat r i x L P=eye( m) ; %Set an i ni t i al mat r i x P
f or i =1: m- 1
%%Begi n t he Par t i al Pi vot i ng . . . . . %%Par t i al Pi vot i ng pr ocedur e ends and t he t r i angul ar i zat i on pr ocedur e %%cont i nues . . . . . end
i i ) f unct i on [ A, U, L, P, x] =Gaussf ( A, b) ;
%%1st par t : Par t i al Pi vot i ng and t r i angul ar i zat i on . . .
Solving Equations in One Variable - Secant Method"TITLE"Forces in Truss Bridge from Reaction Forces - Gaussian Elimination" TITLE"Probability Concepts Explained