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Drexel University Department of Mechanical Engineering & Mechanics

This document provides instructions for homework assignment #3 for an applied engineering course. It contains 3 problems: 1) Analyze a strictly column diagonal dominant matrix - find the first pivot, perform the first step of LU decomposition, derive a recursive formula. 2) Perform partial pivoting LU decomposition on a sample matrix using MATLAB and confirm results. Explain why partial pivoting allows for simpler determinant calculation. 3) Construct MATLAB subroutines for partial pivoting LU decomposition (GEPP) and use it to solve a sample linear system, verifying with MATLAB. The subroutines should perform partial pivoting, triangularization, and back substitution to find the solution.

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Sriram Reddy
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215 views2 pages

Drexel University Department of Mechanical Engineering & Mechanics

This document provides instructions for homework assignment #3 for an applied engineering course. It contains 3 problems: 1) Analyze a strictly column diagonal dominant matrix - find the first pivot, perform the first step of LU decomposition, derive a recursive formula. 2) Perform partial pivoting LU decomposition on a sample matrix using MATLAB and confirm results. Explain why partial pivoting allows for simpler determinant calculation. 3) Construct MATLAB subroutines for partial pivoting LU decomposition (GEPP) and use it to solve a sample linear system, verifying with MATLAB. The subroutines should perform partial pivoting, triangularization, and back substitution to find the solution.

Uploaded by

Sriram Reddy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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DREXEL UNIVERSITY

Department of Mechanical Engineering & Mechanics


Applied Engineering Analytical & Numerical Methods I
MEM 591 - Fall 2012
HOMEWORK #3: Due Thursday, October 18 @ 6 PM
1. [30 points]
Suppose

is strictly column diagonal dominant, which means that for each k,


|

i) Which is its first pivot?


ii) Perform the first step of the

decomposition for

and show explicitly the matrix

iii) Derive a recursive formula that gives each element of


submatrix

, as well as

other than the first line, i.e. each element of the

iv) Explain under what condition for

, no row interchange would take place if the Gauss Elimination with Partial

Pivoting (GEPP) method was continued.


2. [30 points]
Consider the matrix

we showed in class
2
4
8
6

1
3
7
7

1
3
9
9

0
1 .
5
8

i) [25 points]
Show explicitly what the permutation matrix

, as well as

and

are in the case that partial pivoting begins

from the first row. Confirm your analytical results using appropriately the same command in MATLAB ("lu").
ii) [5 points]
Show why the triangularization part of the method allows for a simpler calculation of the determinant of .
3. [40 points]
Construct the following subroutines:
i) [25 points]
ii) [10 points]
GEPP
iii)[5 points]
Consider the linear system of equations A

, where

for 1

6 and

1
2
0
.
2
1
1

Apply your GEPP code and find the solution. Verify by using the "\" command in MATLAB.

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) function [P,L,U]=pplu(A);
[m m]=size(A);
U=A;
L=eye(m);
P=eye(m);

%
%
%
%

Number of rows and columns of A


Set U=A
Set an initial matrix L
Set an initial matrix P

for i=1:m-1
%% Begin the Partial Pivoting
.
.
.
.
.
%% Partial Pivoting procedure ends and the triangularization procedure
%% continues
.
.
.
.
.
end

ii) function [U,L,P,x]=gepp(A,b);


%% 1st part: Partial Pivoting and triangularization
.
.
.
%% 2nd part: Find the solution
.
.
.

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