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Mem 591 HW3

This document provides homework instructions for a numerical methods class. It includes 3 problems: 1) analyzing properties of a strictly column diagonal dominant matrix during Gaussian elimination, 2) performing Gaussian elimination with partial pivoting on a 4x4 matrix, and 3) writing MATLAB code to implement the LU factorization and Gaussian elimination with partial pivoting algorithms to solve a system of linear equations.

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267 views2 pages

Mem 591 HW3

This document provides homework instructions for a numerical methods class. It includes 3 problems: 1) analyzing properties of a strictly column diagonal dominant matrix during Gaussian elimination, 2) performing Gaussian elimination with partial pivoting on a 4x4 matrix, and 3) writing MATLAB code to implement the LU factorization and Gaussian elimination with partial pivoting algorithms to solve a system of linear equations.

Uploaded by

travisgehman
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 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
.
.
.

%%2nd par t : Fi nd t he sol ut i on
.
.
.

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