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Mathematics

The document describes the power method algorithm for finding the largest and smallest eigenvalues of a square matrix. It takes as input an initial vector, the matrix, and a tolerance value. It iteratively computes the matrix-vector product to converge on the eigenvector corresponding to the largest eigenvalue, and computes the inverse matrix-vector product to converge on the eigenvector for the smallest eigenvalue. It outputs the calculated largest and smallest eigenvalues.

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Jain Pradeep
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85 views10 pages

Mathematics

The document describes the power method algorithm for finding the largest and smallest eigenvalues of a square matrix. It takes as input an initial vector, the matrix, and a tolerance value. It iteratively computes the matrix-vector product to converge on the eigenvector corresponding to the largest eigenvalue, and computes the inverse matrix-vector product to converge on the eigenvector for the smallest eigenvalue. It outputs the calculated largest and smallest eigenvalues.

Uploaded by

Jain Pradeep
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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GAUSS ELIMINATION

SOURCE CODE:
function []= gauss_elim(A,b)

[m n]=size(A);
[n p]=size(b);
if(m==n)
if(rank([A b])==rank(A))
f=1;
fprintf('The given system of linear equations is consistent');
else
fprintf('The given system of linear equations is inconsistent');
fprintf('Thus no solution');
end
if(f==1)
X = zeros(n,p);
for i=1:n-1
mult=-A(i+1:n,i)/A(i,i);
A(i+1:n,:)= A(i+1:n,:)+ mult*A(i,:); %Here mult is the multiplier
b(i+1:n,:)= b(i+1:n,:)+ mult*b(i,:);
end

% Back Substitution to find the unknowns


X(n,:) = b(n,:)/A(n,n);

for i = n-1:-1:1
X(i,:) = (b(i,:) - A(i,i+1:n)*X(i+1:n,:))/A(i,i);
end

fprintf('the solution of the given system of equations is:\n');


disp(X);
end
itr=n*(n+1)/2;
fprintf('the number of iterations in which gauss elimination can be
performed are: %d\n',itr);

else
fprintf('Gauss Elimination cannot be done');
end
OUTPUT :

>> A = [3 2 1 -4; 1 -5 2 1; 5 1 -3 2; 2 3 1 5]
A=
3 2 1 -4
1 -5 2 1
5 1 -3 2
2 3 1 5
>> b = [5; 18; -4; 11]
b=
5
18
-4
11
>> gauss_elim(A,b)
The given system of linear equations is consistentthe solution of the given system of
equations is:
2.0000
-1.0000
5.0000
1.0000
the number of iterations in which gauss elimination can be performed are: 10
GAUSS SEIDEL
SOURCE CODE:
clear;clc
format compact
%% Read or Input any square Matrix
A = [-6 2 1 2 1;
3 8 -4 1 0;
-1 1 4 10 1;
3 -4 1 9 2;
2 0 1 3 10];% coefficients matrix
C = [3;4;-2 ;12;1];% constants vector
n = length(C);
X = zeros(n,1);
Error_eval = ones(n,1);

%% Check if the matrix A is diagonally dominant


for i = 1:n
j = 1:n;
j(i) = [];
B = abs(A(i,j));
Check(i) = abs(A(i,i)) - sum(B); % Is the diagonal value greater than
the remaining row values combined?
if Check(i) < 0
fprintf('The matrix is not strictly diagonally dominant at row
%2i\n\n',i)
end
end

%% Start the Iterative method

iteration = 0;
while max(Error_eval) > 0.001
iteration = iteration + 1;
Z = X; % save current values to calculate error later
for i = 1:n
j = 1:n; % define an array of the coefficients' elements
j(i) = []; % eliminate the unknow's coefficient from the remaining
coefficients
Xtemp = X; % copy the unknows to a new variable
Xtemp(i) = []; % eliminate the unknown under question from the set
of values
X(i) = (C(i) - sum(A(i,j) * Xtemp)) / A(i,i);
end
Xsolution(:,iteration) = X;
Error_eval = sqrt((X - Z).^2);
end

%% Display Results
GaussSeidelTable = [1:iteration;Xsolution]'
MaTrIx = [A X C]
OUTPUT :

The matrix is not strictly diagonally dominant at row 3

The matrix is not strictly diagonally dominant at row 4

GaussSeidelTable =

1.0000 -0.5000 0.6875 -0.7969 1.8941 -0.2885

2.0000 0.1796 -0.2026 -5.0676 1.8106 0.0276

3.0000 -0.8040 -1.9586 -4.7448 1.2519 0.3597

4.0000 -1.4664 -1.4790 -3.7165 1.4978 0.3156

5.0000 -1.0605 -1.1478 -4.3017 1.5846 0.2669

6.0000 -1.0269 -1.4638 -4.4189 1.4567 0.3102

7.0000 -1.1871 -1.4463 -4.1545 1.4789 0.3092

8.0000 -1.1300 -1.3384 -4.2225 1.5156 0.2936

9.0000 -1.0957 -1.3898 -4.2890 1.4922 0.3004

10.0000 -1.1306 -1.4070 -4.2365 1.4888 0.3031

11.0000 -1.1283 -1.3813 -4.2346 1.4987 0.2995

12.0000 -1.1167 -1.3859 -4.2543 1.4958 0.3000

13.0000 -1.1224 -1.3932 -4.2467 1.4934 0.3011

14.0000 -1.1242 -1.3885 -4.2428 1.4955 0.3005

15.0000 -1.1214 -1.3878 -4.2472 1.4955 0.3004

16.0000 -1.1219 -1.3898 -4.2468 1.4947 0.3006

17.0000 -1.1227 -1.3892 -4.2454 1.4950 0.3006

18.0000 -1.1222 -1.3887 -4.2461 1.4952 0.3005

MaTrIx =

-6.0000 2.0000 1.0000 2.0000 1.0000 -1.1222 3.0000

3.0000 8.0000 -4.0000 1.0000 0 -1.3887 4.0000

-1.0000 1.0000 4.0000 10.0000 1.0000 -4.2461 -2.0000

3.0000 -4.0000 1.0000 9.0000 2.0000 1.4952 12.0000

2.0000 0 1.0000 3.0000 10.0000 0.3005 1.0000


LU DECOMPOSITION
SOURCE CODE:
function []=ludec(A,b)

[m n]=size(A);
[n p]=size(b);
X=zeros(n,p);
Y=zeros(n,p);
L=eye(n);
if(m==n)
if(rank([A b])==rank(A))
f=1;
fprintf('The given system of linear equations is consistent \n');
else
fprintf('The given system of linear equations is inconsistent \n');
fprintf('Thus no solution');
end
if f==1
for i=1:n-1
mult=-A(i+1:n,i)/A(i,i);
L(i+1:n,i)=-mult;
A(i+1:n,:)=A(i+1:n,:)+ mult*A(i,:);
end
U=A;
fprintf('the unit lower triangulat matrix "L" is:\n');
disp(L);
fprintf('the upper triangulat matrix "U" is:\n');
disp(U);
%LUX=b , UX=Y ,LY=b
%to find Y from LY=b by forward substitution
Y(1,:)=b(1,:);
for i=2:n
Y(i,:)=b(i,:)-L(i,1:i-1)*Y(1:i-1,:);
end
%to find the the solution X of the given system of equations by backword
substitution
X(n,:)=Y(n,:)/U(n,n);
for i=n-1:-1:1
X(i,:)=(Y(i,:)-U(i,i+1:n)*X(i+1:n,:))/U(i,i);
end
fprintf('Hence the solution of the given system of equations is:\n');
disp(X);
end
end
itr=(n*(n+1)/2)+n;
fprintf('the number of iterations in which gauss elimination can be
performed are: %d\n',itr);
end

OUTPUT:
>> A = [3 2 1 -4; 1 -5 2 1; 5 1 -3 2; 2 3 1 5]

A=
3 2 1 -4
1 -5 2 1
5 1 -3 2
2 3 1 5

>> b = [5; 18; -4; 11]

b=

5
18
-4
11

>> LU(A,b)
The given system of linear equations is consistent
the unit lower triangulat matrix "L" is:
Columns 1 through 3

1.0000 0 0
0.3333 1.0000 0
1.6667 0.4118 1.0000
0.6667 -0.2941 -0.1538

Column 4

0
0
0
1.0000

the upper triangulat matrix "U" is:


Columns 1 through 3

3.0000 2.0000 1.0000


0 -5.6667 1.6667
0 0 -5.3529
0 0 0

Column 4

-4.0000
2.3333
7.7059
9.5385

Hence the solution of the given system of equations is:


2.0000
-1.0000
5.0000
1.0000

the number of iterations in which gauss elimination can be performed are: 14


GRAM SCHMIDT
SOURCE CODE:
% the Gram–Schmidt process is a method for orthonormalising
% a set of vectors in an inner product space
%input:
%A: input matrix
%m,n: size of matrix A
%output:
%R: matrix obtained by GramSchmidt Method
clear all,close all,clc;
%input:
A=input('Enter matrix you want to apply Gram Schmidt: ');
[m,n]=size(A);
R=zeros(m,n);
Q=A;
%solution
for j=1:n
R(:,j)=Q(:,j);
if(j>1)
for i=1:j-1
R(:,j)=R(:,j)-sum(Q(:,j).*R(:,i))*R(:,i)/norm(R(:,i))^2;%Applying Formula
end
end
end
%output
disp('Matrix obtained by Gram Schmidt method is :');
disp(' ');
disp(R);
OUTPUT 4:

Enter matrix you want to apply Gram Schmidt: [1 2 3 ; -1 0 -3; 0 -2 3]


Matrix obtained by Gram Schmidt method is :

1.0000 1.0000 1.0000


-1.0000 1.0000 1.0000
0 -2.0000 1.0000
POWER METHOD

SOURCE CODE:
function []=powereigen(Y0,A,tolr)

% Power Method
% To find largest and smallest eigen values of given square matrix.
% Inputs -
% Y0 n * 1 matrix (Initial Guess)
% A n * n matrix (Given Matrix)
% tolr (Tolerance)
%**************** Largest Eigen-Value *****************%
dd = 1;
x = Y0;
n = 10;
while dd > tolr
y = A * x;
dd = abs(norm(x) - n);
n = norm(x);
x = y ./ n;
end
lvalue = n
%*************** Smallest Eigen-Value *****************%
dd = 1;
x = Y0;
n = 10;
while dd>tolr
y = A \ x;
dd = abs(norm(x) - n);
n = norm(x);
x = y ./ n;
end
if n == 0
sprintf('Smallest eigen value not exist.');
else
svalue = 1 / n
end
OUTPUT:
>> A = [5 -2 0; 1 2 -3; 1 -2 4]

A=

5 -2 0
1 2 -3
1 -2 4
>> x = [1; 1; 1]

x=
1
1
1

>> tolr = 0.001

tolr =

1.0000e-03

>> powereigen(x,A,tolr)
lvalue =

5.9999

svalue =

1.0001

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