Scribd
Upload
43 views

Solving Tridiagonal System

The document describes solving a tridiagonal system of equations using LU decomposition and backward substitution. It provides the mathematical formulation of a tridiagonal system and describes using the Thomas algorithm to perform LU decomposition on the tridiagonal matrix. It then shows the steps to solve the system using forward and backward substitution on the lower and upper triangular matrices obtained from LU decomposition. Code examples in Matlab are also provided to demonstrate implementing the LU decomposition and solving the tridiagonal system.

Uploaded by

Oluwaseun Godson
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
43 views

Solving Tridiagonal System

The document describes solving a tridiagonal system of equations using LU decomposition and backward substitution. It provides the mathematical formulation of a tridiagonal system and describes using the Thomas algorithm to perform LU decomposition on the tridiagonal matrix. It then shows the steps to solve the system using forward and backward substitution on the lower and upper triangular matrices obtained from LU decomposition. Code examples in Matlab are also provided to demonstrate implementing the LU decomposition and solving the tridiagonal system.

Uploaded by

Oluwaseun Godson
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 10

Solving Tridiagonal System

( By LU decomposition and backward substitution )

Course: CS 4MN3
Student: Imam Abdukerim
Professor: Dr. Sanzheng Qiao
Date:
February 27, 2009

Tridiagonal System
d1
l
1

0' s

u2
d3

u1
d2
l2

u3

ln 2

d n 1
ln 1

u = [u1, u2, , un-1]


d = [d1, d2, , dn-1, dn]
l = [l1, l2, , ln-1]

0' s





un 1

d n

x1
x2
x3

b1
b
2
b3

xn 1

xn


bn 1

bn

LU decomposition of
Tridiagonal Matrix
1
l1
1

0' s
1

l12

l1n 2

l2

u3

ln 2
0' s

d n 1
ln 1

1
0' s

un 1

d n

u11
d12

0' s

u12
d13 u13

u2
d3

l1n 1
u1
d2

0' s
d1
l
1

d11

0' s

d1n 1 u1n 1

d1n
Thomas Algorithm :
l1n 1 ln 1 / d1n 1
d1n d n (ln 1 / d1n 1 ) * un 1

LU decomposition of
Tridiagonal Matrix (Matlab Code)
function [u1,d1,l1] = decomt(u,d,l)
n = length(d); % get the length of the diagonal
% initialize the output vectors
u1=u;
d1=d;
l1=l;
%Perform LU decomposition
d1(1)=d(1);
for i=2:n
l1(i-1) = l(i-1)/d1(i-1); % Update the lover triangle vector
d1(i) = d(i) - (l(i-1)/d1(i-1))*u(i-1); %Update the diaginal
end
Complexity: O(n)

LU decomposition of
Tridiagonal Matrix (Testing)
u = [23 43 22 3 77];
d = [3 34 55 18 13 56];
l = [1,2,3,4,5];
>>[u,d,l] = decomt(u,d,l)
u = 23 43 22 3 77
d = 3.0000 26.3333 51.7342 16.7242 12.2825 24.6545
l = 0.3333 0.0759 0.0580 0.2392 0.4071
(Construct L and U using decomposed vectors)
L = diag(l,-1)+eye(6);
U = diag(d)+diag(u,+1);
L=
1.0000
0
0
0
0
0
0.3333 1.0000
0
0
0
0
0 0.0759 1.0000
0
0
0
0
0 0.0580 1.0000
0
0
0
0
0 0.2392 1.0000
0
0
0
0
0 0.4071 1.0000

U=
3.0000 23.0000
0
0
0
0
0 26.3333 43.0000
0
0
0
0
0 51.7342 22.0000
0
0
0
0
0 16.7242 3.0000
0
0
0
0
0 12.2825 77.0000
0
0
0
0
0 24.6545
(Construct triangular matrix by multiplying L
and U)
>>L*U
ans =
3.0000 23.0000
0
0
0
0
1.0000 34.0000 43.0000
0
0
0
0 2.0000 55.0000 22.0000
0
0
0
0 3.0000 18.0000 3.0000
0
0
0
0 4.0000 13.0000 77.0000
0
0
0
0 5.0000 56.0000

Solving Tridiagonal System

Triangular System : LUx b


Step1 : Ly b
1
l1
1

0' s

Step 2 : Ux y
0' s

1
l12

l1n 2

1
l1n 1

y1 b1
y b
2 2
y b
3 3

yn1 bn1

yn bn

d11

0' s

u11
d12

0' s
u12
d13

u13

d1n 1 u1n 1

d1n

x1 y1
x y
2 2
x y
3 3

xn 1 yn1

xn yn

Solving Tridiagonal System


(Matlab Code - Ditailed)
function [x] = solvet(u,d,l,b)
n = length(d);
x = (1:n);
y = (1:n);
%Solve Tridiagonal system LUx=b;
% Step 1 : Solve Ly=b for y
y(1) = b(1);
for i=2:n
y(i) = b(i) - l(i-1)*y(i-1);
end
% Step 2 : Solve Ux=y for x
x(n) = y(n)/d(n);
for i=(n-1):-1:1
x(i) = (y(i)-u(i)*x(i+1))/d(i);
End

Solving Tridiagonal System


(Testing)
(Using solvet() function)

(Using Matlab standard function)

u = 23

M=
3.0000 23.0000
0
0
0
0
1.0000 34.0000 43.0000
0
0
0
0 2.0000 55.0000 22.0000
0
0
0
0 3.0000 18.0000 3.0000
0
0
0
0 4.0000 13.0000 77.0000
0
0
0
0 5.0000 56.0000

43

22

77

d = 3.0000 26.3333 51.7342 16.7242 12.2825 24.6545


l = 0.3333
b = 45

43

0.0759
33

67

0.0580
89

0.2392

0.4071

76

>> solvet(u,d,l,b)

b = 45

y = 45.0000 28.0000 30.8734 65.2097 73.4036 46.1186

>> M\b1

x = -11.9303

ans =
-11.9303
3.5127
-1.5000
4.9307
-5.7506
1.8706

3.5127 -1.5000

ans = -11.9303
1.8706

4.9307 -5.7506

3.5127 -1.5000

1.8706

4.9307 -5.7506

43

33

67

89

76

Solving Tridiagonal System


(Matlab Code overwrite b)
function [b] = solvet(u,d,l,b)
n = length(d);
%Solve Tridiagonal system LUx=b;
% Step 1 : Solve Ly=b for y (overwrite b)
for i=2:n
b(i) = b(i) - l(i-1)*b(i-1);
end
% Step 2 : Solve Ux=y for x (overwrite b)
b(n) = b(n)/d(n);
for i=(n-1):-1:1
b(i) = (b(i)-u(i)*b(i+1))/d(i);
End

Question(s)?

You might also like