Thapar Institute of Engineering & Technology, Patiala

Department of Mathematics
UMA021: Numerical Linear Algebra
Assignment 3
Matrix Algebra

1. Use Gaussian elimination with backward substitution and two-digit rounding arithmetic to solve the following
linear systems (do not reorder the equations). The exact solution to each system is x1 = −1, x2 = 1, x3 = 3.
(a)

−x1 + 4x2 + x3 = 8
5 2 2
x1 + x2 + x3 = 1
3 3 3
2x1 + x2 + 4x3 = 11

(b)

4x1 + 2x2 − x3 = −5
1 1 1
x1 + x2 − x3 = −1
9 9 3
x1 + 4x2 + 2x3 = 9

2. Using four-digit arithmetic, solve the following system of equations by Gaussian elimination with partial
pivoting:

0.729x1 + 0.81x2 + 0.9x3 = 0.6867

x1 + x2 + x3 = 0.8338
1.331x1 + 1.21x2 + 1.1x3 = 1.000

3. Use Gaussian elimination to solve the following systems and determine if row interchanges are necessary:

(a)

x1 − x2 + 3x3 = 2
3x1 − 3x2 + x3 = −1
x1 + x2 = 3

(b)

2x1 − x2 + x3 − x4 = 6
x2 − x3 + x4 = 5
x4 = 5
x3 − x4 = 3

4. Use LU factorization to solve the following systems:

(a)

2x1 − x2 + x3 = −1
3x1 + 3x2 + 9x3 = 0
3x1 + 3x2 + 5x3 = 4

(b)

x1 + x2 − x3 = 3
x1 + 2x2 − 2x3 = 2
−2x1 + x2 + x3 = 1

CONTINUED
 –2–
5. Find l∞ and l2 norms of the vectors.

t
(a) x = 3, −4, 0, 32 .

t
(b) x = sin k, cos k, 2k for a fixed positive integer k.

6. Find the l∞ and l2 norm of the matrix:

 
4 −1 7
A = −1 4 0
−7 0 4

7. The following linear system Ax = b has x as the actual solution and x̃ as an approximate solution. Compute
kx − x̃k∞ and kAx̃ − bk∞ . Also compute kAk∞ .

x1 + 2x2 + 3x3 = 1
2x1 + 3x2 + 4x3 = −1
3x1 + 4x2 + 6x3 = 2
Here, actual solution: x = (0, −7, 5) , approximate solution: x̃ = (−0.2, −7.5, 5.4)t .
t

8. Find the first two iterations of Jacobi and Gauss-Seidel using ~x(0) = (0, 0, 0)t :

4.63x1 − 1.21x2 + 3.22x3 = 2.22,

−3.07x1 + 5.48x2 + 2.11x3 = −3.17,

1.26x1 + 3.11x2 + 4.57x3 = 5.11.

9. The linear system:

x1 − x3 = 0.2
1 1
− x1 + x2 − x3 = −1.425
2 4
1
x1 − x2 + x3 = 2
2
has the solution (0.9, −0.8, 0.7)t .

(a) Is the coefficient matrix strictly diagonally dominant?

(b) Compute the spectral radius of the Gauss-Seidel iteration matrix.
(c) Perform four iterations of the Gauss-Seidel iterative method to approximate the solution.
(d) What happens in part (c) when the first equation in the system is changed to x1 − 2x3 = 0.2?

10. Comment whether the Gauss-Seidel method can be applied for the following system of equations. If appli-

t
cable, perform two iterations, assuming the initial guess as ~x(0) = 0, 0, 0 .

12x1 + 3x2 − 5x3 = 1

x1 + 5x2 + 3x3 = 28
3x1 + 7x2 + 13x3 = 76

11. Compute the condition numbers of the following matrices relative to k · k∞ :

(a)  
0.03 58.9
5.31 −6.10

CONTINUED
 –3–
(b)  
0.04 0.01 −0.01
 0.2 0.5 −0.2 
1 2 4

Answers: 1(a) ~x = (−0.7, 1.1, 2.9)t ; 1(b) ~x = (0.38, −2, 2.5)t ; (2) ~x = (0.2246, t
√ 0.2812, 0.3280) ; (3) do
t t k
it your self; 4(a) ~x = (1, 2, −1) ; 4(b) ~x = (4, 4, 5) ; 5(a) 4, 5.2202; 5(b) 2 , 1 + 4k 2 ; (6) 12, 8.2394;
(7) 0.5, 0.3, 13; (8) Jacobi: ~x(1) = (0.47948, −0.57847, 1.11816)t , ~x(2) = (−0.44934, −0.74039, 1.37962)t ,
Gauss-Seidel: ~x(1) = (0.47948, −0.30985, 1.19683)t , ~x(2) = (−0.43384, −1 : 28234, 2.11044)t ; 9. (a) No (b)
ρ(Tg ) = 0.625 (c) ~x(4) = (1.07090, −0.67183, 0.59319)t (d) Gauss-Seidel method will not converge(ρ(Tg ) =
1.375 > 1) (10) method will work (ρ(Tg ) = 0.18605 < 1), ~x(2) = (−0.13729, 3.93515, 3.75891)t (11) (a)
12.24, (b) 198.17.