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1 Solution: Function Length

The LU decomposition rountine and a forward/backward solve rountine for a tridiagonal system is given by the following matlab cod

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Cesar
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34 views

1 Solution: Function Length

The LU decomposition rountine and a forward/backward solve rountine for a tridiagonal system is given by the following matlab cod

Uploaded by

Cesar
Copyright
© © All Rights Reserved
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1 Solution

The LU decomposition rountine and a forward/backward solve rountine for a tridiagonal system is given by
the following matlab code:

Listing 1: LU decomposition routine


1 f u n c t i o n [ l , d , u ] = LUtriag ( a , b , c )
2 n=l e n g t h ( a ) ;
3 d ( 1 )=a ( 1 ) ;
4 u ( 1 )=c ( 1 ) ;
5
6 f o r i =2:n−1
7 l ( i )=b ( i −1)/d ( i −1) ;
8 d ( i )=a ( i )− l ( i ) ∗u ( i −1) ;
9 u ( i )=c ( i ) ;
10 end
11 l ( n )=b ( n−1)/d ( n−1) ;
12 d ( n )=a ( n )− l ( n ) ∗u ( n−1) ;
13 l=l ( 2 : n ) ;
14 u=u ( 1 : n−1) ;
15 end

Listing 2: Gaussian elimination solver


1 f u n c t i o n x = Gauss (A, b )
2 %Gauss e l i m i n a t i o n method
3 a =[A b ] ;
4 [m, n]= s i z e ( a ) ;
5 f o r j =1:m−1
6 f o r z =2:m
7 i f A( j , j )==0
8 t=a ( j , : ) ; a ( j , : ) =a ( z , : ) ;
9 a ( z , : ) =t ;
10 end
11 end
12 f o r i=j +1:m
13 a ( i , : ) =a ( i , : ) −a ( j , : ) ∗ ( a ( i , j ) / a ( j , j ) ) ;
14 end
15 end
16 x=z e r o s ( 1 ,m) ;
17 f o r s=m: − 1 : 1
18 c =0;
19 f o r k =2:m
20 c=c+a ( s , k ) ∗x ( k ) ;
21 end
22 x ( s ) =(a ( s , n )−c ) / a ( s , s ) ;
23 end
24 end

In order to find the solutions of the systems, we have the Thomas algorithm:

Listing 3: Thomas algorithm


1 f u n c t i o n x = thomas ( l , d , u , b )
2 n=l e n g t h ( d ) ;
3 y ( 1 )=b ( 1 ) ;
4 %Forward s u b t i t u t i o n
5 f o r k =2:n
6 y ( k )=b ( k )− l ( k−1)∗y ( k−1) ;
7 end
8 %Backward s u b t i t u t i o n
9 x ( n )=y ( n ) /d ( n ) ;
10 f o r k=n −1: −1:1
11 x ( k ) =(y ( k )−u ( k ) ∗x ( k+1) ) /d ( k ) ;
12 end
13 end

• The equilibrium equations in matrix form is given by:


 
C1

 C2 

C=
 C3 
 (1)
 .. 
 . 
CN
 
1 0
−1 1 0 
 
A=
 −1 1 0 
 (2)
 .. 
 . 
−1 1
The Stiffness matrix is given by:

K = At CA

Where
– A is a N × N matrix
– C is a N × N matrix
So K is a N × N Tridiagonal matrix
We need to find the solutions of the following system:

Kx = f

where
 
W1
.
 . 
 . 
 . 
f = .  (3)
 .. 
 . 
 . 
Wn
and
√
Ci = 1000 + 2N − i, i = 1, · · · , N
Wi = 1000 + 5(2N − i), i = 1, · · · , N

• In order to find the rest of the question, we development the following script:

Listing 4: Solution
1 clc
2 clear all
3 N= [ 1 0 , 1 0 0 , 1 0 0 0 ] ;
4 f p r i n t f ( 'N\ t C o n d i t i o n Matrix \ t \ t \ tError TA GE \ t \ t \ t R e s i d u a l TA\ t \ t \ t \ t \ t R e s i d u a l GE \n '
)
5 f o r k =1:3
6 W=1000+5∗(2∗N( k ) −(1:N( k ) ) ) ;
7 C=d i a g (1000+ s q r t ( ( 2 ∗N( k ) −(1:N( k ) ) ) ) , 0 ) ;
8 A=d i a g ( o n e s (N( k ) , 1 ) , 0 )+d i a g (− o n e s (N( k ) −1 ,1) , −1) ;
9
10 K=A' ∗C∗A;
11
12 a=d i a g (K) ;
13 b=d i a g ( K( 2 :N( k ) , 1 :N( k ) −1) ) ;
14 c=d i a g ( K( 1 :N( k ) −1 ,2:N( k ) ) ) ;
15 b2=W' ;
16
17 %t i c
18 [ l , d , u ] = LUtriag ( a , b , c ) ;
19 solLU = thomas ( l , d , u , b2 ) ;
20 %t o c
21
22 %t i c
23 s o l G a u s s=Gauss (K, b2 ) ;
24 %t o c
25
26 Error LU GE=norm ( solLU−s o l G a u s s ) ;
27 ResiLU=norm (K∗ solLU '−b2 ) ;
28 ResiGauss=norm (K∗ s o l G a u s s '−b2 ) ;
29
30 f p r i n t f ( '%d\ t \ t%f \ t \ t \ t %.10 f \ t \ t %.4 e \ t \ t %.4 e \n ' ,N( k ) , cond (K) , Error LU GE , ResiLU ,
ResiGauss )
31 end

• Comparing solution, we obtain the output:

Listing 5: Solution Output


1 N C o n d i t i o n Matrix Error TA GE R e s i d u a l TA R e s i d u a l GE
2 10 175.039649 0.0000000000 2 . 2 1 2 9 e −11 2 . 2 1 2 9 e −11
3 100 16365.835989 0.0000000000 9 . 1 5 5 6 e −09 9 . 1 5 5 6 e −09
4 1000 1627118.802177 0.0000000000 1 . 3 6 6 9 e −05 1 . 3 6 6 9 e −05

The Thomas algorithm is a special version of Gaussian elimination. Thats why they ended up with
the same residual for this linear system
• The condition number is
N Condition Matrix
10 175.039649
100 16365.835989
1000 1627118.802177

• The residual in the computed solution is given by:


N Thomas Algorithm GE
10 2.2129e-11 2.2129e-11
100 9.1556e-09 9.1556e-09
1000 1.3669e-05 1.3669e-05
We can see that if the condition number of the system matrix grow, then the residual also grow.
• Efficient
N Elapsed time of Thomas Algorithm Elapsed time of GE
10 0.003684 seconds. 0.003298 seconds.
100 0.004549 seconds. 0.005699 seconds.
1000 0.005779 seconds. 5.267096 seconds.

We note that when N grow the Thomas Algorithm for tridiagonal system is more efficient

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