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Root Finding: Dr. Gokul K. C

The document provides an overview of root finding methods including bisection, false position, and secant methods. It defines the objective as finding roots of an equation f(x)=0. It classifies root finding methods as bracketing methods (bisection, false position) or open methods (secant, Newton Raphson). It then describes the computational steps for each method and provides examples of solving equations using each method.

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Amar Mandal
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0% found this document useful (0 votes)
133 views37 pages

Root Finding: Dr. Gokul K. C

The document provides an overview of root finding methods including bisection, false position, and secant methods. It defines the objective as finding roots of an equation f(x)=0. It classifies root finding methods as bracketing methods (bisection, false position) or open methods (secant, Newton Raphson). It then describes the computational steps for each method and provides examples of solving equations using each method.

Uploaded by

Amar Mandal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 37

Chapter 2

Root finding

Dr. Gokul K. C.
Department of Mathematics,
School of Science,
Kathmandu University, Nepal
Email: [email protected]

Numerical Methods (MCSC 202)

1 / 37
Objective
To find the roots of equation

f (x) = 0 (1)

Where, f (x) may be algebraic or transcendental equations.

For eg: f (x) = x 3 − x − 1, f (x) = sin(x) + 3x, f (x) = x − 1 + e x etc.


Generally, root finding methods broadly classified into two parts:

Classification of root finding methods


Bracketing methods
1 Bisection method
2 False position method
Open methods
1 Secant method
2 Newton Raphson method
3 Iteration method

2 / 37
Bisection Method
Let a and b be chosen such that f (a) × f (b) < 0. i.e. either
f (a) > 0, f (b) < 0 or f (a) < 0, f (b) > 0. The root lies on [a, b].
If x1 be initial approximation then compute x1 = (a + b)/2.
If f (x1 ) = 0, x1 is the desired root. If not then f (x1 ) < 0 or f (x1 ) > 0.
If f (x1 ) × f (a) < 0, then the root lies on [x1 , a] otherwise on [x1 , b].
Let the root lies on [x1 , b] and this new interval is denoted by [a1 , b1 ] such
that |b1 − a1 | = |b − a|/2.
Now, the next approximation is x2 = (x1 + b)/2.
If f (x2 ) = 0 thenx2 is the required root. If not, the root lies either on
[x1 , x2 ] or on [x2 , b]
Let the root lies on [x1 , x2 ] such that x3 = (x1 + x2 )/2
If this new interval is denoted by [a2 , b2 ], then |b2 − a2 | = |b1 − a1 |/2 = |b−a|
22
After nth approximation, the interval [an , bn ] be such that |bn − an | = |b−a|2 .
n

The computation can be terminated if the error |bn − an | becomes less than
prescribed tolerance(or error()). That is,
|bn − an | = |b−a|
2n ≤ . On simplification gives, n ≥
ln(|b−a|/)
ln2

3 / 37
4 / 37
Bisection Method

Computatioal Steps
1 Input: Function(f (x)), tolerance() and initial approximations (a) and
(b), such that f (a) × f (b) < 0.
2 Compute x = (a + b)/2.
3 If f (x) × f (a) < 0, the root lies on [x, a], set b = x and go to step 2.
4 If f (x) × f (b) < 0, the root lies on [x, b], set a = x and go to step 2.
5 Repeat steps 2-4 until |b − a| <  or |f (x)| < 

5 / 37
Example
Solve using bisection method the equation x 3 − x − 1 = 0, correct to 4
decimal places.

Given: f (x) = x 3 − x − 1,
Tolerance=4 decimal places
 = 1/2 × 10−4 = 0.00005
Let a = 1 such that f (a) = f (1) = −1 < 0
and b = 2 such that f (b) = f (2) = 5 > 0.
Total steps required: (n) ≥ ln(|2 − 1|/0.00005)/ln(2) = 14.28
ThereforeTotal steps required: (n) ≈ 15
Our first approximation is
x = (b + a)/2 = (2 + 1)/2 = 1.5.
Further calculations are tabulated below:

6 / 37
f (a) < 0(−) f (b) > 0(+)
n a b x f(x) Remarks
1 1 2 1.5 0.87 f (x) > 0, replace b by x
2 1 1.5 1.25 -0.29 f (x) < 0, replace a by x
3 1.25 1.5 1.375 0.22 f (x) > 0, replace b by x
4 1.25 1.375 1.3125 -0.05 f (x) < 0, replace a by x
5 1.3125 1.3750 1.3438 0.08 f (x) > 0, replace b by x
6 1.3125 1.3438 1.3281 0.01 f (x) > 0, replace b by x
7 1.3125 1.3281 1.3203 -0.01 f (x) < 0, replace a by x
8 1.3203 1.3281 1.3242 -0.00 f (x) < 0, replace a by x
9 1.3242 1.3281 1.3262 0.00 f (x) > 0, replace b by x
10 1.3242 1.3262 1.3252 0.00 f (x) > 0, replace b by x
11 1.3242 1.3252 1.3247 -0.00 f (x) < 0, replace a by x
12 1.3247 1.3252 1.3250 0.00 f (x) > 0, replace b by x
13 1.3247 1.3250 1.3248 0.00 f (x) > 0, replace b by x
14 1.3247 1.3248 1.3248 0.00 f (x) > 0, replace b by x
Exercise: Find a root, correct to three decimal places of the function
xe x − 1 = 0 Ans : 0.5671

7 / 37
False position method

Let a and b be chosen such that f (a) × f (b) < 0. i.e. either
f (a) > 0, f (b) < 0 or f (a) < 0, f (b) > 0. The root lies on [a, b].
Now, the equation of chord joining (a, f (a)) and (b, f (b)) is given by
y − f (a) = f (b)−f
b−a
(a)
(x − a)
If this chord intersects X-axis at (x1 , 0), we have
0 − f (a) = f (b)−f
b−a
(a)
(x1 − a)
Simplifying, We get first approximation,
f (a) af (b)−bf (a)
x1 = a − f (b)−f (a) (b − a) = f (b)−f (a)
If f (x1 ) = 0, x1 is the desired root. If not then f (x1 ) < 0 or f (x1 ) > 0.
If f (x1 ) × f (a) < 0, then the root lies on [x1 , a] otherwise on [x1 , b].
Let the root lies on [x1 , b], the next approximation(x2 ) is
x2 = x1ff(b)−f
(b)−bf (x1 )
(x1 )
and so on.

8 / 37
9 / 37
False position method

Computatioal Steps
1 Input: Function(f (x)), tolerance() and initial approximations (a) and
(b), such that f (a) × f (b) < 0.
af (b)−bf (a)
2 Compute x = f (b)−f (a)
3 If f (x) × f (a) < 0, the root lies on [x, a], set b = x and go to step 2.
4 If f (x) × f (b) < 0, the root lies on [x, b], set a = x and go to step 2.
5 Repeat steps 2-4 until |xn − xn−1 | <  or |f (x)| < 

10 / 37
Example
Solve using false position method the equation x 3 − x − 1 = 0, correct to 4
decimal places.

Given: f (x) = x 3 − x − 1, Tolerance=4 decimal places,


 = 1/2 × 10−4 = 0.00005
Let a = 1 such that f (a) = f (1) = −1 < 0 and b = 2 such that
f (b) = f (2) = 5 > 0.
Our first approximation is x = aff (b)−bf (a)
(b)−f (a) =
1×5−2×(−1)
5−(−1) = 1.1667. Further
calculations are tabulated below:
n a(-) b(+) x f(x)
1 1 2 1.1667 -0.5787
2 1.1667 2 1.2531 -0.2854
3 1.2531 2 1.2934 -0.1295
Exercise: Find a root,
4 1.2934 2 1.3113 -0.0566
correct to three decimal
5 1.3113 2 1.3190 -0.0243
places of the function
6 1.3190 2 1.3223 -0.0104
2x = log10 x + 7
7 1.3223 2 1.3237 -0.0044
Ans:3.789
8 1.3237 2 1.3243 -0.0019
9 1.3243 2 1.3245 -0.0008
10 1.3245 2 1.3246 -0.0003
11 1.3246 2 1.3247 -0.0001 11 / 37
Secant method

Let a and b be two initial approximations.


The equation of secant line passing through (a, f (a)) and (b, f (b)) is
given by y − f (a) = f (b)−f
b−a
(a)
(x − a)
If this secant line intersects X-axis at (x1 , 0), we have
0 − f (a) = f (b)−f
b−a
(a)
(x1 − a)
Simplifying, We get first approximation,
f (a) af (b)−bf (a)
x1 = a − f (b)−f (a) (b − a) = f (b)−f (a)
If f (x1 ) = 0, x1 is the desired root.
x1 f (b)−bf (x1 )
If not,the next approximation(x2 ) is x2 = f (b)−f (x1 )
and so on.

12 / 37
13 / 37
Secant method

Computatioal Steps
1 Input: Function(f (x)), tolerance() and initial approximations (a) and
(b).
af (b)−bf (a)
2 Compute x = f (b)−f (a)
3 Set a = b and b = x.
4 Repeat steps 2-3 until |xn − xn−1 | <  or |f (x)| < 

14 / 37
Example
Solve using secant method the equation x 3 − x − 1 = 0, correct to 4
decimal places.

Given: f (x) = x 3 − x − 1, Tolerance=4 decimal places,


 = 1/2 × 10−4 = 0.00005
Let a = 1 and b = 2 such that f (a) = f (1) = −1 and f (b) = f (2) = 5. Our
first approximation is x = aff (b)−bf (a)
(b)−f (a) =
1×5−2×(−1)
5−(−1) = 1.1667. Further
calculations are tabulated below:
n a b x
1 1 2 1.1667
2 2 1.1667 1.2531
3 1.1667 1.2531 1.3372
4 1.2531 1.3372 1.3239
5 1.3372 1.3239 1.3247
Exercise: Find a root, correct to three decimal places of the function
4e −x sin x = 1. Ans : 0.370697

15 / 37
Newton-Raphson method
Let x0 be an approximate root of f (x) = 0 and let x1 = x0 + h be the exact
root such that f (x1 ) = f (x0 + h) = 0.
Expanding f (x0 + h) = 0 by Taylor’s series, we obtain
h2 00
f (x0 + h) = f (x0 ) + hf 0 (x0 ) +
f (x0 ) + · · · = 0 (2)
2!
Neglecting the second and higher order derivatives, we have
f (x0 )
f (x0 ) + hf 0 (x0 ) = 0, h = − (3)
f 0 (x0 )
Substituting the value of h in x1 , we get first approximation
f (x0 )
x1 = x0 − (4)
f 0 (x0 )
After nth approximation, we have
f (xn )
xn+1 = xn − (5)
f 0 (xn )
Which is the Newton-Raphson formula
16 / 37
Method of tangent

17 / 37
Newton-Raphson method

Computatioal Steps
1 Input: Function(f (x)), Derivative of function(f 0 (x)), tolerance() and
initial approximation(a)
f (a)
2 Compute x = a − f 0 (a)
3 Set a = x.
4 Repeat steps 2-3 until |xn − xn−1 | <  or |f (x)| < 

Generalized Newton’s method


If x = a is a root of f (x) = 0 with multiplicity p (Repeated root p times),
then the iteration formula for Newton-Raphson method is given by the
following equation:
f (xn )
xn+1 = xn − p 0 (6)
f (xn )

18 / 37
Example
Solve using Newton-Raphson method the equation x 3 − x − 1 = 0, correct
to 4 decimal places.

Given: f (x) = x 3 − x − 1 and f 0 (x) = 3x 2 − 1


Tolerance = 4 decimal places,  = 1/2 × 10−4 = 0.00005
Let a = 1 such that f (a) = f (1) = −1 and f 0 (a) = f 0 (1) = 2.
Then the first approximation is x = a − ff0(a) (−1)
(a) = 1 − 2 = 1.5.
Further calculations are tabulated below:

n a x
1 1 1.5
2 1.5 1.3478
3 1.3478 1.3252
4 1.3252 1.3247

Exercise: Find a root, correct to three decimal places of the function


2x − 3 = cos x Ans : 1.524
Exercise: Find a double root correct to 4 decimal places of the function
f (x) = x 3 − x 2 − x + 1 = 0
19 / 37
Iteration method

Given equation,
f (x) = 0 (7)
Rewriting equation (7) in the form

x = g (x) (8)

If x0 be initial approximation then substituting in (8), we get

x1 = g (x0 ) (9)

Substituting updated value successively in (8), after nth approximation, we


get the general formula:
xn+1 = g (xn ) (10)
Convergent Criteria
|g 0 (x)| < 1 (11)

20 / 37
Fixed point iteration method

Convergent function (g (x)) Divergent function (g (x))

21 / 37
Fixed point iteration method

Computatioal Steps
1 Input: Function(f (x)), Function(g (x)), tolerance() and initial
approximation(a)
2 Compute x = g (a)
3 Set a = x.
4 Repeat steps 2-3 until |xn − xn−1 | <  or |f (x)| < 

22 / 37
Example
Solve using Iteration method the equation x 3 − x − 1 = 0, correct to 4
decimal places.

Given: f (x) = x 3 − x − 1,Tolerance = 4 decimal places,


 = 1/2 × 10−4 = 0.00005
The possible choices for g(x) are
√ q
g (x) = x 3 + 1 OR g (x) = 3 x + 1 OR g (x) = x 21−1 OR g (x) = x+1 x
√ q
Let us choose g (x) = 3 x + 1 Again if g (x) = x+1 x
and a = 1 such that√ and a = 1 such thatq
x1 = g (a) = g (1) = 3 2 = 1.2599 x1 = g (a) = g (1) = 21 = 1.4142
x2 = g (1.2599) = 1.3123 x2 = g (1.4142) = 1.3066
x3 = g (1.3123) = 1.3224 x3 = g (1.3066) = 1.3287
x4 = g (1.3224) = 1.3243 x4 = g (1.3287) = 1.3239
x5 = g (1.3243) = 1.3246 x5 = g (1.3239) = 1.3249
x6 = g (1.3246) = 1.3247 x6 = g (1.3249) = 1.3247
If we choose g (x) = x + 1 OR g (x) = x 21−1 , then what happens?
3

Exercise: Find a root, correct to three decimal places of the function


sin x = 10(x − 1) Ans : 1.089
23 / 37
Solution to systems of non-linear equations
Iteration Method
Consider the system of two non-linear equations:

f (x, y ) = 0
g (x, y ) = 0
Convergent Criteria
Rewriting the equation in the form:

∂F ∂F
x = F (x, y ) y = G (x, y ) ∂x ∂y < 1
+
OR
∂G ∂G

x = G (x, y ) y = F (x, y ) ∂x ∂y < 1
+

If (x0 , y0 ) be an initial approximation to the root (α, β), then we get,


x1 = F (x0 , y0 ) y1 = G (x0 , y0 )
x2 = F (x1 , y1 ) y2 = G (x1 , y1 )
.. ..
. .
xn+1 = F (xn , yn ) yn+1 = G (xn , yn )
24 / 37
Exampale
Exmaple: Find a real root of the equations y 2 − 5y + 4 = 0 and
3yx 2 − 10x + 7 = 0 correct to 4 decimal places using initial approximation
(0, 0)

Rewriting the equations in the form:


s
3yx 2 + 7 y2 + 4 10x − 7 p
x= ,y = OR x= , y = 5y − 4
10 5 3y

n x y n x y
1 0.70000 0.80000 8 0.99001 0.99972
2 0.81760 0.92800 9 0.99395 0.99989
3 0.88610 0.97224 10 0.99635 0.99996
4 0.92901 0.98905 11 0.99780 0.99998
5 0.95608 0.99564 12 0.99868 0.99999
6 0.97303 0.99826 13 0.99920 1.00000
7 0.98354 0.99931 14 0.99952 1.00000

Exercise: solve the system: x 2 + y = 11, x + y 2 = 7.


25 / 37
Newton-Raphson Method
Consider the system of two non-linear equations:

f (x, y ) = 0
g (x, y ) = 0

Let (x0 , y0 ) be initial approximation and let (x1 = x0 + h, y1 − y0 + h) be the


exact root such that
f (x1 , y1 ) = f (x0 + h, y0 + k) = 0, g (x1 , y1 ) = g (x0 + h, y0 + k) = 0
Expanding r.h.s using Taylor’s series, we obtain
∂f ∂f
f (x0 + h, y0 + k) = f (x0 , y0 ) + h +k + ··· = 0
∂x ∂y
∂g ∂g
g (x0 + h, y0 + k) = g (x0 , y0 ) + h +k + ··· = 0
∂x ∂y
Neglecting the second and higher order derivatives, we have
∂f ∂f
h +k = −f (x0 , y0 )
∂x ∂y
∂g ∂g
h +k = −g (x0 , y0 )
∂x ∂y
26 / 37
Solving using Cramer’s rule, we get

∂f ∂f −f ∂f ∂f
−f0
∂x0 ∂y0 0 ∂y0 ∂x0
D = ∂g ∂g 6= 0, D1 = , D2 =

∂g ∂g
−g0 −g0

∂x0 ∂y0 ∂y0
∂x0

Now,
D1 D2
h= , k=
D D
The new approximations are, therefore,

x1 = x0 + h, y1 = y0 + k

After nth approximation, we get the general formula

xn+1 = xn + h, yn+1 = yn + k

27 / 37
Exampale
Exmaple: Find a real root of the equations 3yx 2 − 10x + 7 = 0 and
y 2 − 5y + 4 = 0 correct to 4 decimal places using initial approximation (0, 0)

Given, f (x, y ) = 3yx 2 − 10x + 7 = 0, g (x, y ) = y 2 − 5y + 4 = 0


∂f ∂f 2 ∂g ∂g
Then, ∂x = 6yx − 10, ∂y = 3x , ∂x = 0, ∂y = 2y − 5
∂f ∂f ∂g ∂g
x y f g D D1 D2 h k
∂x ∂y ∂x ∂y
D1 D2
a b c d ad − bc −fd + gb −ga + fc
D D
0.000 0.000 7.000 4.000 -10.000 0.000 0.000 -5.000 50.000 35.000 40.000 0.700 0.800
0.700 0.800 1.176 0.640 -6.640 1.470 0.000 -3.400 22.576 4.939 4.250 0.219 0.188
0.919 0.988 0.315 0.035 -4.552 2.532 0.000 -3.024 13.764 1.042 0.161 0.076 0.012
0.994 1.000 0.022 0.000 -4.033 2.967 0.000 -3.000 12.101 0.067 0.001 0.006 0.000
1.000 1.000 0.000 0.000 -4.000 3.000 0.000 -3.000 12.000 0.000 0.000 0.000 0.000

Exercise: solve the system: x 2 − y 2 = 4, x 2 + y 2 = 16.

28 / 37
System of linear equations
Consider a system of linear equations:

a11 x1 + a12 x2 + a13 x3 = b1


a21 x1 + a22 x2 + a23 x3 = b2
a31 x1 + a32 x2 + a33 x3 = b3 (12)
This system(12) can be represented by matrix equation

AX = B (13)
     
a11 a12 a13 x1 b1
Where, A =  a21 a22 a23 , X =  x2 , B =  b2 
a31 a32 a33 x3 b3
In this chapter, we will study the following 3 methods to solve linear
system.
Iterative methods
LU decomposition method
Tri-diagonal system
29 / 37
Iteration methods
Consider a system: Same initial set is used in (∗∗) to
a11 x1 + a12 x2 + a13 x3 = b1 update next value.
a21 x1 + a22 x2 + a23 x3 = b2 · · · (∗) Gauss Seidel method
a31 x1 + a32 x2 + a33 x3 = b3 Let (x10 , x20 , x30 ) be initial approxi-
If the coefficient matrix of (∗) is diag- mation. Substituting (x10 , x20 , x30 ) in
onally dominant, i.e. a11 > a12 + a13 , first equation of (∗∗) to get x11 .
a22 > a21 + a23 , a33 > a31 + a32 , then we Again, substituting (x11 , x20 , x30 ) in
can solve using iterative methods. second equation to get x21 and fi-
Rewriting (15) in the form: nally (x11 , x21 , x30 ) in third equation
x1 = b1
a11 − a12
a11 x2 − a13
a11 x3
to get x31 and so on.
b2 a21 a23 Updated values of previous steps
x2 = a22 − a22 x1 − a22 x3 · · · (∗∗) are used in (∗∗) to update next
x3 = ab333 − aa31 33
x1 − aa32
33
x2 value.
Jacobi method Gauss seidel method is 2 times
Let (x10 , x20 , x30 ) be initial approxi- faster than Jacobi method.
mation. Substituting in r.h.s of Convergent criteria:
Pn aij
(∗∗) we get first update (x11 , x21 , x31 ). j=1,j6=i aii ≤ 1, i = 1, 2, · · · , n,
Again substituting (x11 , x21 , x31 ) we get where the 0 <0 sign should be valid
(x12 , x22 , x32 ) and so on. on at least one equation. 30 / 37
Jacobi method
Solve using iteration methods:
2x − y = 1
−x + 3y − z = 8
−y + 2z = −5

Rewriting,
1+y 8+x+z y −5
x= 2
, y= 3
, z= 2
Using initial approximation (0, 0, 0), the
results are tabulated below:
Gauss-Seidel method

31 / 37
Exercise
Solve using iterative methods:

10x − 2y − z − u = 3
−2x + 10y − z − u = 15
−x − y + 10z − 2u = 27
−x − y − 2z + 10u = −9

32 / 37
LU decomposition method
 
a11 a12 a13
Let A =  a21 a22 a23  be a nonsingular square matrix. Then A can be
a31 a32 a33
factorized in the form LU such that A = LU, where L is lower triangular
matrix
 and U is upper
 triangular
 matrix represented
 by:
1 0 0 u11 u12 u13
L =  l21 1 0  and U =  0 u22 u23 .
l31 l32 1 0 0 u33
Substituting A = LU in (13), we get

LUX = B (14)

If we set
UX = Y (15)
then,
LY = B (16)
Solving (16) by forward substitution, we obtain vector Y . Substituting this
Y in (15) and solving by backward substitution, we get the required
solution vector X .
33 / 37
Solve the system by LU  
decomposition 2 3 1
∴ U =  0 1/2 5/2 .
2x + 3y + z = 9
0 0 18
x + 2y + 3z = 6
3x + y + 2z = 8 Now for L, we collect all pivot
  columns from pivot element in
2 3 1 downward direction.
Given A =  1 2 3 .  
2 0 0
3 1 2  1 1/2 0 
Since 2 is a pivot element, using
3 −7/2 18
Gaussian elimination, perform
R2 = R2 − 1/2R1 , R3 = R3 − 3/2R1 Dividing every column by corre-
  sponding pivot element, we get
2 3 1  
 0 1/2 5/2  1 0 0
0 −7/2 1/2 ∴ L =  1/2 1 0 
Again, 1/2 is second pivot element, 3/2 −7 1
perform R3 = R3 + 7R2
  Never transform pivot ele-
2 3 1 ment to identity 1
 0 1/2 5/2  = U
0 0 18
34 / 37
 
9
Given, B =  6 . Now, UX = Y is:
8 
2 3 1

x
 
9

Setting UX = Y =⇒ LY = B.  0 1/2 5/2   y  =  3/2 


  0 0 18 z 5
y1
Let Y =  y2  so that LY = B is: solving using backward substitution:
y3
18z = 5 =⇒ z = 5/18
    
1 0 0 y1 9 1/2y + 5/2z = 3/2 =⇒ y = 29/18
 1/2 1 0   y2  =  6  2x + 3y + z = 9 =⇒ x = 35/18
3/2 −7 1 y3 8 
35/18

Solving using forward substitution: ∴ X =  29/18 


5/18
y1 = 9
1/2y1 + y2 = 6 =⇒ y2 = 3/2 Exercise: Find LU and solve AX = B
3/2y1 − 7y2 + y3 = 8 =⇒ y3 = 5 
3 −7 −2
 
−7

A =  −3 5
 
9 1 ,B =  5 
∴ Y =  3/2  6 −4 0 2
5

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Tridiagonal system
Consider the system of equations defined by:

b1 x1 + c1 x2 = d1 Thomas algorithm
a2 x1 + b2 x2 + c2 x3 = d2 Set α1 = b1 and
a3 x2 + b3 x3 + c3 x4 = d3 compute
.. αi = bi − aαi ci−1
i−1
,
. i = 2, 3, · · · , n.
an−1 xn−2 + bn−1 xn−1 + cn−1 xn = dn−1 Set β1 = d1 /b1 and
an xn−1 + bn xn = dn compute
βi = di −aαi iβi−1 ,
The matrix of coefficient is i = 2, 3, · · · , n.
 
b1 c1 0 0 ··· ··· ··· 0 Set xn = βn and

 a2 b2 c2 0 ··· ··· ··· 0 
 compute
0 a3 b3 c3 ··· ··· ··· 0
xi = βi − ci αxi+1
 
  ,
 ··· ··· ··· ··· ··· ··· ··· ···  i

 0 0 0 ··· 0 an−1 bn−1 cn−1

 i = n − 1, n − 2, · · · , 1.
0 0 0 ··· 0 0 an bn

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2. Setting β1 = d1 /b1
Solve using Thomas algorithm:
=⇒ β1 = 0/2 = 0 and compute
2x − y = 0 d2 −a2 β1 0−(−1)(0)
−x + 2y − z = 0 β2 = α2 = 3/2 =0
d3 −a3 β2 0−(−1)(0)
−y + 2z − u = 0 β3 = α3 = 4/3 =0
−z + 2u = 1 d4 −a4 β3 1−(−1)(0)
β4 = α4 = 5/4 = 4/5
The augmented matrix is:

2 −1 0 0 : 0
 3. Setting x4 = β4
 −1 2 −1 0 : 0  =⇒ x4 = 4/5 and compute
 
 0 −1 2 −1 : 0  x3 = β 3 − c3 x4
=0− (−1)(4/5)
= 3/5
α3 4/3
0 0 −1 2 : 1 c2 x3 (−1)(3/5)
x2 = β 2 − α2 =0− 3/2 = 2/5
Given i = 4, c1 x2 (−1)(2/5)
x1 = β 1 − α1 =0− 2 = 1/5
1. Setting α1 = b1
=⇒ α1 = 2 and compute
Exercise: Solve the system using
a2 c1 (−1)(−1)
α2 = b2 − α1 =2− 2 = 3/2 Thomas algorithm
a3 c2 (−1)(−1)
α3 = b3 − α2 =2− 3/2 = 4/3 3x1 − x2 = −1
α4 = b4 − a4 c3
=2− (−1)(−1)
= 5/4 −x1 + 3x2 − x3 = 7
α3 4/3
−x2 + 3x3 = 7

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