Unit-1 Notes
Unit-1 Notes
UNIT – I
𝑥𝑘+1 = 𝐹(𝑥𝑘 , 𝑦𝑘 )
𝑦𝑘+1 = 𝐺(𝑥𝑘 , 𝑦𝑘 ) , 𝑘 = 0,1, … …
(𝑥0 , 𝑦0 ) = (0.5, 0.5) converges to the root. Perform five iterations.
If the function 𝑓(𝑥) is continuous in the [𝑎, 𝑏] and 𝑓(𝑎). 𝑓(𝑏) < 0. Then there exists at least
one point in (𝑎, 𝑏) such that 𝑓(𝑐) = 0. Such a points are called roots of the equation.
∵ (1 + 𝑥)−1 = (1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ )
2𝑘 𝑓 ()
𝑘+1 = 𝑘 − (𝑘 + + ⋯ ) (1 + 𝐹 + 𝐹 2 + ⋯ )
2! 𝑓 ()
𝑘 𝑓 () 2𝑘 𝑓 ()
Where 𝐹 = + + ⋯.
𝑓 (𝑥) 2!𝑓 (𝑥)
𝐶𝑘2 𝑓 ()
𝑘+1 = (𝑘 − 𝑘 + 2! 𝑓 (𝑥)
+ ⋯ ) + 0(𝑘 )3
−𝑓 ()
𝑘+1 = 2!𝑓 () 2𝑘 + 0(𝑘 )3
−𝑓 () 2
𝑘+1=
2!𝑓 () 𝑘
𝑓 (𝑦)
|𝑘+1 | < 𝐶|𝑘 |2, where constant ‘C’ is equal to 𝐶 =
2!𝑓 ()
II. Derive the Newton’s formula for the system of equations in two variables.
Note: Convergence of the ① and ② formula depends on norms of ‖𝐽𝑘−1 ‖ < 1. Where ‖. ‖is some
suitable norm,
This is called sufficient condition for the convergence of for N-R method.
Necessary and Sufficient condition for the convergence of N-R method is, 𝜌(𝐽𝑘−1 ) < 1 Where
𝜌(𝐴)→Spectral radius of matrix A i.e,. The largest Eigen value of the matrix A in magnitude.
Problems:
Approximate the root of the following system of equations near the given point using Newton’s
method.
1. 𝑥 2 + 𝑥𝑦 + 𝑦 2 = 7 & 𝑥 3 + 𝑦 3 = 9 when (𝑥, 𝑦) = (1.5 , 0.5).
Sol :- By newton’s method we have
𝑥𝑘+1 𝑥𝑘 𝑓(𝑥𝑘 , 𝑦𝑘 )
[𝑦 ] = [𝑦 ] − 𝐽𝑘−1 [ ]------------------------------- ①
𝑘+1 𝑘 𝑔(𝑥𝑘 , 𝑦𝑘 )
𝑓 𝑓
Where 𝐽𝑘 = [𝑔𝑥 𝑔𝑦 ]
𝑥 𝑦
given, 𝑓(𝑥 , 𝑦) = 𝑥 + 𝑥𝑦 + 𝑦 2 − 7
2
𝑔(𝑥 , 𝑦) = 𝑥 3 + 𝑦 3 − 9
𝑔(𝑥0 , 𝑦0 ) = 𝑥03 + 𝑦03 − 9
𝑔(1.5 , 0.5) = (1.5)3 + (0.5)3 − 9
𝑔(𝑥0 , 𝑦0 ) = −5.5
𝑔𝑥 = 3𝑥 2 𝑔𝑥0 = 3𝑥02 𝑔𝑥0 = 3(1.5)2 𝑔𝑥0 = 6.75
𝑔𝑦 = 3𝑦 2 𝑔𝑦0 = 3𝑦02 𝑔𝑦0 = 3(0.5)2 𝑔𝑦0 = 0.75
𝑓 𝑓
Then 𝐽0 = [𝑔𝑥0 𝑔𝑦0 ]
𝑥0 𝑦0
3.5 2.5
𝐽𝑘 = [ ]
6.75 0.75
−0.052 0.175
𝐽0−1 = [ ]
0.4736 −0.245
For the first iteration 𝑘 = 0 and equation 1 becomes
𝑥0+1 𝑥0 𝑓(𝑥0 , 𝑦0 )
[𝑦 ] = [𝑦 ] − 𝐽0−1 [ ]
0+1 0 𝑔(𝑥0 , 𝑦0 )
𝑥1 1.5 −0.052 0.175 −3.75
[𝑦 ] = [ ] − [ ][ ]
1 0.5 0.4736 −0.245 −5.5
𝑥1 1.5 −0.7675
[𝑦 ] = [ ] − [ ]
1 0.5 −0.428
𝑥1 2.2675
[𝑦 ] = [ ]
1 0.9254
For the second iteration 𝑘 = 1 and equation ① becomes
𝑥1+1 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽𝑘−1 [ ]
1+1 1 𝑔(𝑥1 , 𝑦1 )
𝑓 𝑓
Where 𝐽𝑘 = [𝑔𝑥 𝑔𝑦 ]
𝑥 𝑦
𝑓(𝑥 , 𝑦) = 𝑥 + 𝑥𝑦 + 𝑦 2 − 7
2
𝑔(𝑥 , 𝑦) = 𝑥 3 + 𝑦 3 − 9
𝑔(𝑥1 , 𝑦1 ) = 𝑥13 + 𝑦13 − 9
𝑔(2.2675 , 0.9254) = (2.2675)3 + (0.9254)3 − 9
𝑔(𝑥1 , 𝑦1 ) = 3.450959116
𝑔𝑥 = 3𝑥 2 𝑔𝑋1 = 3𝑥12 𝑔𝑥1 = 3(2.2675)2 𝑔𝑥1 = 15.42466875
𝑔𝑦 = 3𝑦 2 𝑔𝑦1 = 3𝑦12 𝑔𝑦1 = 3(0.9254)2 𝑔𝑦1 = 2.56909548
𝑓 𝑓
Then 𝐽1 = [𝑔𝑥1 𝑔𝑦1 ]
𝑥1 𝑦1
5.4604 4.1183
𝐽1 = [ ]
15.4246 2.5690
−0.0519 0.0832
𝐽1−1 = [ ]
0.3116 −0.11
𝑥1+1 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽1−1 [ ]
1+1 1 𝑔(𝑥1 , 𝑦1 )
𝑥2 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽1−1 [ ]
2 1 𝑔(𝑥1 , 𝑦1 )
𝑥2 2.2675 −0.0519 0.0832 1.0962
[𝑦 ] = [ ]−[ ][ ]
2 0.9254 0.3116 −0.11 3.4509
𝑥2 2.2675 0.2302
[𝑦 ] = [ ]−[ ]
2 0.9254 −0.038
𝑥2 2.0373
[𝑦 ] = [ ]
2 0.9634
𝑔(𝑥 , 𝑦) = 𝑥 2 + 3𝑦 2 − 4
𝑔(𝑥0 , 𝑦0 ) = 𝑥02 + 3𝑦02 − 4
𝑔(0.5 , 0.5) = (0.5)2 + 3(0.5)2 − 4
𝑔(𝑥0 , 𝑦0 ) = −3
𝑔𝑥 = 2𝑥𝑔𝑥0 = 2𝑥0 𝑔𝑥0 = 2(0.5)𝑔𝑥0 = 1
𝑔𝑦 = 6𝑦𝑔𝑦0 = 6𝑦0 𝑔𝑦0 = 6(0.5)𝑔𝑦0 = 3
𝑓 𝑓
Then 𝐽0 = [𝑔𝑥0 𝑔𝑦0 ]
𝑥0 𝑦0
4 1
𝐽𝑘 = [ ]
1 3
0.2727 −0.09
Also, 𝐽0−1 = [ ]
−0.09 0.3636
𝑥1+1 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽𝑘−1 [ ]
1+1 1 𝑔(𝑥1 , 𝑦1 )
𝑓 𝑓
Where 𝐽𝑘 = [𝑔𝑥 𝑔𝑦 ]
𝑥 𝑦
2
Give 𝑓(𝑥 , 𝑦) = 𝑥 + 3𝑥 + 𝑦 − 5
𝑓(𝑥1 , 𝑦1 ) = 𝑥12 + 3𝑥1 + 𝑦1 − 5
𝑓(0.9799 , 1.3433) = (0.9799)2 + 3(0.9799) + (1.3433) − 5
𝑓(𝑥1 , 𝑦1 ) = 0.24320401
𝑓𝑥 = 2𝑥 + 3𝑓𝑥1 = 2(𝑥1 ) + 3 𝑓𝑥1 = 2(0.9799) + 3𝑓𝑥1 = 4.9598
𝑓𝑦 = 1𝑓𝑦1 = 1
𝑔(𝑥 , 𝑦) = 𝑥 2 + 3𝑦 2 − 4
𝑔(𝑥1 , 𝑦1 ) = 𝑥12 + 3𝑦12 − 4
𝑔(0.9799 , 1.3433) = (0.9799 )2 + 3(1.3433)2 − 4
𝑔(𝑥1 , 𝑦1 ) = 2.37356868
𝑔𝑥 = 2𝑥𝑔𝑥1 = 2𝑥1 𝑔𝑥1 = 2(0.9799)𝑔𝑥1 = 1.9598
𝑔𝑦 = 6𝑦𝑔𝑦1 = 6𝑦1 𝑔𝑦1 = 6(1.3433)𝑔𝑦1 = 8.0598
𝑓 𝑓
Then 𝐽1 = [𝑔𝑥1 𝑔𝑦1 ]
𝑥1 𝑦1
4.9598 1
𝐽1 = [ ]
1.9598 8.0598
0.2120 −0.026
Also, 𝐽1−1 = [ ]
−0.051 0.1304
𝑥1+1 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽1−1 [ ]
1+1 1 𝑔(𝑥1 , 𝑦1 )
𝑥2 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽1−1 [ ]
2 1 𝑔(𝑥1 , 𝑦1 )
𝑥2 0.979925 0.2120 −0.026 0.2432
[𝑦 ] = [ ]−[ ][ ]
2 1.3433 −0.051 0.1304 2.3735
𝑥2 0.979925 −0.0101
[𝑦 ] = [ ]−[ ]
2 1.3433 0.2971
𝑥2 0.990025
[𝑦 ] = [ ]
2 1.0462
𝑔(𝑥 , 𝑦) = 𝑥𝑦 2 − 𝑥 2 − 3
𝑔(𝑥0 , 𝑦0 ) = 𝑥0 𝑦02 − 𝑥02 − 3
𝑔(0.8 , 2.2) = (0.8)(2.2)2 − (0.8)2 − 3
𝑔(𝑥0 , 𝑦0 ) = 0.232
𝑔𝑥 = 𝑦 2 − 2𝑥𝑔𝑥0 = 𝑦02 − 2𝑥0 𝑔𝑥0 = (2.2)2 − 2(0.8)𝑔𝑥0 = 3.24
𝑔𝑦 = 2𝑥𝑦𝑔𝑦0 = 2𝑥0 𝑦0 𝑔𝑦0 = 2(0.8)(2.2)𝑔𝑦0 = 3.52
𝑓 𝑓
Then 𝐽0 = [𝑔𝑥0 𝑔𝑦0 ]
𝑥0 𝑦0
3.52 15.16
𝐽𝑘 = [ ]
3.24 3.52
−0.095 0.4127
Also, 𝐽0−1 = [ ]
0.0882 −0.095
For the first iteration 𝑘 = 0 and equation ① becomes
𝑥0+1 𝑥0 𝑓(𝑥0 , 𝑦0 )
[𝑦 ] = [𝑦 ] − 𝐽0−1 [ ]
0+1 0 𝑔(𝑥0 , 𝑦0 )
𝑥1 0.8 −0.095 0.4127 2.056
[𝑦 ] = [ ] − [ ][ ]
1 2.2 0.0882 −0.095 0.232
𝑥1 0.8 −0.0995736
[𝑦 ] = [ ] − [ ]
1 2.2 0.1592992
𝑥1 0.8995736
[𝑦 ] = [ ]
1 2.0407008
For the second iteration 𝑘 = 1 and equation ① becomes
𝑥1+1 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽𝑘−1 [ ]
1+1 1 𝑔(𝑥1 , 𝑦1 )
𝑓 𝑓
Where 𝐽𝑘 = [𝑔𝑥 𝑔𝑦 ]
𝑥 𝑦
Give 𝑓(𝑥 , 𝑦) = 𝑥 𝑦 + 𝑦 3 − 10
2
𝑔(𝑥 , 𝑦) = 𝑥𝑦 2 − 𝑥 2 − 3
𝑔(𝑥0 , 𝑦0 ) = 𝑥0 𝑦02 − 𝑥02 − 3
𝑔(0.8995 , 2.0407) = (0.8995)(2.0407)2 − (0.8995)2 − 3
𝑔(𝑥0 , 𝑦0 ) = −0.06317163725
𝑔𝑥 = 𝑦 2 − 2𝑥𝑔𝑥0 = 𝑦02 − 2𝑥0 𝑔𝑥0 = (2.0407)2 − 2(0.8995)
𝑔𝑥0 = 2.36545649
𝑔𝑦 = 2𝑥𝑦𝑔𝑦0 = 2𝑥0 𝑦0 𝑔𝑦0 = 2(0.8995)(2.0407)𝑔𝑦0 = 3.671219
𝑓 𝑓
Then 𝐽1 = [𝑔𝑥1 𝑔𝑦1 ]
𝑥1 𝑦1
3.6712 13.3024
𝐽1 = [ ]
2.3654 3.6712
−0.2040 0.7395
𝐽1−1 = [ ]
0.1315 −0.204
𝑥1+1 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽1−1 [ ]
1+1 1 𝑔(𝑥1 , 𝑦1 )
𝑥2 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽1−1 [ ]
2 1 𝑔(𝑥1 , 𝑦1 )
𝑥2 0.8995 −0.2040 0.7395 0.1495
[𝑦 ] = [ ]−[ ][ ]
2 2.0407 0.1315 −0.204 −0.0631
𝑥2 0.8995 −0.0771
[𝑦 ] = [ ]−[ ]
2 2.0407 0.0325
𝑥2 0.9766
[𝑦 ] = [ ]
2 2.0082
𝑔(𝑥 , 𝑦) = sin(𝑥𝑦) + 𝑥 − 𝑦
𝑔(𝑥0 , 𝑦0 ) = sin(𝑥0 𝑦0 ) + 𝑥0 − 𝑦0
𝑔(1 , 2) = sin(1𝑋2) + 1 − 2
𝑔(𝑥0 , 𝑦0 ) = −0.09070257317
𝑔𝑥 = (cos(𝑥𝑦) ∗ 𝑦) + 1𝑔𝑥0 = (cos(𝑥0 𝑦0 ) ∗ 𝑦0 ) + 1
𝑔𝑥0 = (cos(1𝑋2) ∗ 2) + 1𝑔𝑥0 = 0.1677063269
𝑔𝑦 = (cos(𝑥𝑦) ∗ 𝑥) − 1𝑔𝑦0 = (𝑐𝑜𝑠(𝑥0 𝑦0 ) ∗ 𝑥0 ) − 1
𝑔𝑦0 = (cos(1𝑋2) ∗ 1) − 1𝑔𝑦0 = −1.416146837
𝑓 𝑓
Then 𝐽0 = [𝑔𝑥0 𝑔𝑦0 ]
𝑥0 𝑦0
−3.6371 −2.2347
𝐽𝑘 = [ ]
0.1677 −1.4161
−0.2562 0.4044
𝐽0−1 = [ ]
−0.0303 −0.6582
For the first iteration 𝑘 = 0 and equation 1 becomes
𝑥0+1 𝑥0 𝑓(𝑥0 , 𝑦0 )
[𝑦 ] = [𝑦 ] − 𝐽0−1 [ ]
0+1 0 𝑔(𝑥0 , 𝑦0 )
𝑥1 1 −0.2562 0.4044 0.1677
[𝑦 ] = [ ] − [ ][ ]
1 2 −0.0303 −0.6582 −0.0907
𝑥1 1 −0.07964
[𝑦 ] = [ ] − [ ]
1 2 0.05461
𝑥1 1.07964
[𝑦 ] = [ ]
1 1.94539
For the second iteration 𝑘 = 1 and equation 1 becomes
𝑥1+1 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽𝑘−1 [ ]
1+1 1 𝑔(𝑥1 , 𝑦1 )
𝑓 𝑓
Where 𝐽𝑘 = [𝑔𝑥 𝑔𝑦 ]
𝑥 𝑦
Give 𝑓(𝑥 , 𝑦) = 𝑦𝑐𝑜𝑠(𝑥𝑦) + 1
𝑓(𝑥1 , 𝑦1 ) = 𝑦1 𝑐𝑜𝑠(𝑥1 𝑦1 ) + 1
𝑓(1.0796 , 1.9453) = (1.9453) ∗ (cos (1.0796𝑋1.9453)) + 1
𝑓(𝑥1 , 𝑦1 ) = 0.0176779213
𝑓𝑥 = 𝑦 ∗ (− sin(𝑥𝑦)) ∗ 𝑦 𝑓𝑥1 = 𝑦12 ∗ (− sin(𝑥1 𝑦1 ))
𝑓𝑥1 = (1.9453)2 ∗ (− sin(1.0796𝑋1.9453))𝑓𝑥1 = −3.266271328
𝑓𝑦 = 𝑦 ∗ (− sin(𝑥𝑦) ∗ 𝑥) + cos(𝑥𝑦)
𝑓𝑦1 = (1.0796𝑋1.9453) ∗ (− sin(1.0796𝑋1.9453)) +
cos(1.0796𝑋1.9453)
𝑓𝑦1 = −0.7521959902
𝑔(𝑥 , 𝑦) = sin(𝑥𝑦) + 𝑥 − 𝑦
𝑔(𝑥1 , 𝑦1 ) = sin(𝑥1 𝑦1 ) + 𝑥1 − 𝑦1
𝑔(1.0796 , 1.9453) = sin(1.0796𝑋1.9453) + (1.0796) − (1.9453)
𝑔(𝑥1 , 𝑦1 ) = −2.564289486 𝑋 10−3
𝑔𝑥 = (cos(𝑥𝑦) ∗ 𝑦) + 1𝑔𝑥1 = (cos(𝑥1 𝑦1 ) ∗ 𝑦1 ) + 1
𝑔𝑥1 = (cos(1.0796𝑋1.9453) ∗ 1.9453) + 1𝑔𝑥1 = 0.0176779213
𝑔𝑦 = (cos(𝑥𝑦) ∗ 𝑥) − 1𝑔𝑦1 = (𝑐𝑜𝑠(𝑥1 𝑦1 ) ∗ 𝑥1 ) − 1
𝑔𝑦1 = (cos(1.0796𝑋1.9453) ∗ 1.0796) − 1𝑔𝑦1 = −1.545167797
𝑓𝑥 𝑓𝑦
Then 𝐽1 = [𝑔 1 𝑔 1 ]
𝑥1 𝑦1
−3.2662 −0.7521
𝐽1 = [ ]
0.0176 −1.5451
−0.3053 0.1486
𝐽1−1 = [ −3 ]
−3.4783 𝑋 10 −0.6455
𝑥1+1 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽1−1 [ ]
1+1 1 𝑔(𝑥1 , 𝑦1 )
𝑥2 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽1−1 [ ]
2 1 𝑔(𝑥1 , 𝑦1 )
𝑥2 1.0796 −0.3053 0.1486 0.0176
[𝑦 ] = [ ]−[ ][ ]
2 1.9453 −3.4783 𝑋 10 −3
−0.6455 −2.5642 𝑋 10−3
𝑥2 0.8995 −3
[𝑦 ] = [ ] − [−5.7543 𝑋 10−3 ]
2 2.0407 1.5939 𝑋 10
𝑥2 0.9052
[𝑦 ] = [ ]
2 2.0391
𝑓𝑥0 = 0.9302325581
1
𝑓𝑦 = ((𝑥 2 +𝑦) ∗ 𝑦) + 1
1
𝑓𝑦0 = ((𝑥 2 +𝑦 ) ∗ 𝑦0 ) + 1
0 0
1
𝑓𝑦0 = ((2.4)2+(−0.6) ∗ (−0.6)) + 1
𝑓𝑦0 = 1.19379845
𝑔(𝑥 , 𝑦) = √𝑥 + 𝑥𝑦
𝑔(𝑥0 , 𝑦0 ) = √𝑥0 + 𝑥0 𝑦0
𝑔(2.4 , −0.6) = √2.4 + (2.4 ∗ −0.6)
𝑔(𝑥0 , 𝑦0 ) = 0.1091933385
1 1
𝑔𝑥 = (2 𝑥) + 𝑦 𝑔𝑥0 = (2 ) + 𝑦0
√ √ 𝑥0
1
𝑔𝑥0 = (2√2.4) + (−0.6) 𝑔𝑥0 = −0.27772513878
𝑔𝑦 = 𝑥 𝑔𝑦0 = 𝑥0 𝑔𝑦0 = (2.4)
𝑔𝑦0 = 2.4
𝑓 𝑓
Then 𝐽0 = [𝑔𝑥0 𝑔𝑦0 ]
𝑥0 𝑦0
0.9302 1.1937
𝐽𝑘 = [ ]
−0.2777 2.4
0.9363 −0.4657
Also, 𝐽0−1 = [ ]
0.1080 0.3629
For the first iteration 𝑘 = 0 and equation 1 becomes
𝑥0+1 𝑥0 𝑓(𝑥0 , 𝑦0 )
[𝑦 ] = [𝑦 ] − 𝐽0−1 [ ]
0+1 0 𝑔(𝑥0 , 𝑦0 )
𝑥1 2.4 0.9363 −0.4657 −0.8873
[𝑦 ] = [ ]−[ ][ ]
1 −0.6 0.1080 0.3629 0.1091
𝑥1 2.4 −0.8815
[𝑦 ] = [ ]−[ ]
1 −0.6 −0.0562
𝑥1 3.2815
[𝑦 ] = [ ]
1 −0.5438
For the second iteration 𝑘 = 1 and equation 1 becomes
𝑥1+1 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽𝑘−1 [ ]
1+1 1 𝑔(𝑥1 , 𝑦1 )
𝑓 𝑓
Where 𝐽𝑘 = [𝑔𝑥 𝑔𝑦 ]
𝑥 𝑦
Give 𝑓(𝑥 , 𝑦) = log(𝑥 2 + 𝑦) − 1 + 𝑦
𝑓(𝑥1 , 𝑦1 ) = log(𝑥12 + 𝑦1 ) − 1 + 𝑦1
𝑓(3.2815 , −0.5438) = log((3.2815)2 − 0.5438) − 1 + (−0.5438)
𝑓(3.2815 , −0.5438) = log(10.2244) − 1 + (−0.5438)
𝑓(𝑥1 , 𝑦1 ) = −0.5341603737
1
𝑓𝑥 = ((𝑥 2+𝑦) ∗ 2𝑥)
1 1
𝑓𝑥1 = ((𝑥 2 +𝑦 ) ∗ 2𝑥1 ) 𝑓𝑥1 = ((3.2815)2+(−0.5438) ∗ 2(3.2815))
1 1
𝑓𝑥1 = 0.6418932045
1
𝑓𝑦 = ((𝑥 2 +𝑦) ∗ 𝑦) + 1
1
𝑓𝑦1 = ((𝑥 2 +𝑦 ) ∗ 𝑦1 ) + 1
1 1
1
𝑓𝑦1 = ((3.2815)2+(−0.5438) ∗ (−0.5438)) + 1
𝑓𝑦1 = 1.24521809
𝑔(𝑥 , 𝑦) = √𝑥 + 𝑥𝑦
𝑔(𝑥1 , 𝑦1 ) = √𝑥1 + 𝑥1 𝑦1
𝑔(3.2815 , −0.5438) = √3.2815 + (3.2815 ∗ −0.5438)
𝑔(𝑥1 , 𝑦1 ) = 0.02701139852
1 1
𝑔𝑥 = (2 𝑥) + 𝑦 𝑔𝑥1 = (2 ) + 𝑦1
√ √ 𝑥1
1
𝑔𝑥1 = (2√3.2815) + (−0.5438) 𝑔𝑥1 = −0.2677842909
𝑔𝑦 = 𝑥 𝑔𝑦1 = 𝑥1 𝑔𝑦1 = (3.2815)
𝑔𝑦0 = 3.2815
𝑓 𝑓
Then 𝐽1 = [𝑔𝑥1 𝑔𝑦1 ]
𝑥1 𝑦1
0.6418 1.2452
𝐽1 = [ ]
−0.2677 3.2815
1.3452 −0.5104
𝐽1−1 = [ ]
0.1097 0.2630
𝑥1+1 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽1−1 [ ]
1+1 1 𝑔(𝑥1 , 𝑦1 )
𝑥2 𝑥1 𝑓(𝑥1 , 𝑦1 )
[𝑦 ] = [𝑦 ] − 𝐽1−1 [ ]
2 1 𝑔(𝑥1 , 𝑦1 )
𝑥2 3.2815 1.3452 −0.5104 −0.5341
[𝑦 ] = [ ]−[ ][ ]
2 −0.5438 0.1097 0.2630 0.0270
𝑥2 3.2815 −0.7322
[𝑦 ] = [ ]−[ ]
2 −0.5438 −0.0514
𝑥2 4.0137
[𝑦 ] = [ ]
2 −0.4924
Approximate eigen value and corresponding eigen value using Jacobi’s method
Problems:
2. Solve by to determine eigen value and corresponding eigen vector using Jacobian’s method.
𝟓 𝟎 𝟏
𝑨 = [𝟎 −𝟐 𝟎]
𝟏 𝟎 𝟓
7.8284 0 0
𝐷2 = [ 0 2.1715 0].
0 0 1
𝐷2 is now a diagonal matrix .
Then the diagonal elements so obtained are the approximate eigen value.
i.e,. 1 = 7.8284 , 2 = 2.1715 and 3 = 1 are the approximate eigen value.
Now let us determine eigen vector for the corresponding egien value,
To determine eigen vector we have to multiply 𝑅1 & 𝑅2 .
So simply we call 𝑅 = 𝑅1 ∗ 𝑅2
0.7071 0 −0.7170 0.7071 −0.7170 0
Then 𝑅 = [ 0 1 0 ] ∗ [0.7071 0.7071 0]
0.7071 0 0.7071 0 0 1
0.4999 −0.499 −0.707
𝑅 = [0.7071 0.7071 0 ].
0.4999 −0.499 0.7071
It means 1 = 𝑋1 , 2 = 𝑋2 and 3 = 𝑋3 are the corresponding eigen vector for eigen value in
matrix R.
Where 𝑋1 , 𝑋2 & 𝑋3 represents first, second & third columns respectively.
0.4999 −0.499 −0.707
𝑋1 = [0.7071], 𝑋2 = [ 0.7071 ] and 𝑋3 = [ 0 ].
0.4999 −0.499 0.7071
Are the corresponding eigen vector for ′𝑠.
𝟏 √𝟑 𝟒
4. 𝐀 = [√𝟑 𝟓 √𝟑]
𝟒 √𝟑 𝟏
The largest off diagonal elements |𝑎𝑖𝑘 | = |𝑎13 | = |4|.
Here 𝑖 = 1 and 𝑘 = 3.
2𝑎𝑖𝑘
Then to determine we have tan(2) = .
𝑎𝑖𝑖 −𝑎𝑘𝑘
2(4)
tan(2) = .
1−1
8
tan(2) = 0.
8
tan−1 ( )
= 0
= 2
.
2 2
= 4.
𝑎𝑖𝑖 𝑎𝑖𝑘 𝑎11 𝑎13 𝑐𝑜𝑠 −𝑠𝑖𝑛
Then the submatrix is [𝑎 𝑎𝑘𝑘 ] = [ 𝑎31 𝑎33 ] = [ 𝑠𝑖𝑛 𝑐𝑜𝑠 ].
𝑘𝑖
𝑐𝑜𝑠 0 𝑠𝑖𝑛
i.e,. 𝑅1 = [ 0 1 0 ]
𝑠𝑖𝑛 0 𝑐𝑜𝑠
cos (4) 0 −sin (4)
𝑅1 = [ 0 1 0 ].
sin (4) 0 cos (4)
0.7071 0 −0.7170
𝑅1 = [ 0 1 0 ].
0.7071 0 0.7071
Now let us denote 𝐷1 = 𝑅1−1 𝐴𝑅1 .
𝐷1 = 𝑅1−1 𝐴𝑅1 = 𝑅1𝑇 𝐴𝑅1 .
0.7071 0 0.7170 1 √3 4 0.7071 0 −0.7170
𝐷1 = [ 0 1 0 ] ∗ [√3 5 √3] ∗ [ 0 1 0 ]
−0.7071 0 0.7071 4 √3 1 0.7071 0 0.7071
5 2.4494 0
𝐷1 = [2.4494 5 0 ]. This is not a diagonal matrix.
0 0 −3
So repeat the process. i.e,.. 𝐷2 = 𝑅1−1 𝐷1 𝑅1.
5 2.4494 0
Let us consider 𝐷1 = [2.4494 5 0 ].
0 0 −3
The largest off diagonal elements |𝑎𝑖𝑘 | = |𝑎12 | = |2.4494|.
Here 𝑖 = 1 and 𝑘 = 2.
2𝑎𝑖𝑘
Then to determine we have tan(2) = .
𝑎𝑖𝑖 −𝑎𝑘𝑘
2(2.4494)
tan(2) = .
5−5
4.8988
tan(2) = .
0
tan−1 (2)
= = 4.
2
𝑎𝑖𝑖 𝑎𝑖𝑘 𝑎11 𝑎12 𝑐𝑜𝑠 −𝑠𝑖𝑛
Then the submatrix is [𝑎 𝑎𝑘𝑘 ] = [ 𝑎21 𝑎22 ] = [ 𝑠𝑖𝑛 𝑐𝑜𝑠 ].
𝑘𝑖
cos (4) − sin (4) 0
i.e,. 𝑅2 = [ sin ()
cos ( ) 0]
4 4
0 0 1
0.7071 −0.7170 0
𝑅2 = [0.7071 0.7071 0].
0 0 1
−1
Now let us denote 𝐷2 = 𝑅2 𝐷1 𝑅2 .
𝐷2 = 𝑅2−1 𝐷1 𝑅2 = 𝑅2𝑇 𝐷1 𝑅2 .
0.7071 0 0.7170 5 2.4494 0 0.7071 0 −0.7170
𝐷2 = [ 0 1 0 ] ∗ [2.4494 5 0 ]∗[ 0 1 0 ].
−0.7071 0 0.7071 0 0 −3 0.7071 0 0.7071
7.4494 0 0
𝐷2 = [ 0 2.5505 0 ].
0 0 −3
𝐷2 is now a diagonal matrix .
Then the diagonal elements so obtained are the approximate eigen value.
i.e,. 1 = 7.4494 , 2 = 2.5505 and 3 = −3 are the approximate eigen value.
Now let us determine eigen vector for the corresponding egien value,
To determine eigen vector we have to multiply 𝑅1 & 𝑅2 .
So simply we call 𝑅 = 𝑅1 ∗ 𝑅2
0.7071 0 −0.7170 0.7071 −0.7170 0
Then 𝑅 = [ 0 1 0 ] ∗ [0.7071 0.7071 0]
0.7071 0 0.7071 0 0 1
0.4999 −0.499 −0.707
𝑅 = [0.7071 0.7071 0 ].
0.4999 −0.499 0.7071
It means 1 = 𝑋1 , 2 = 𝑋2 and 3 = 𝑋3 are the corresponding eigen vector for eigen value in
matrix R.
Where 𝑋1 , 𝑋2 & 𝑋3 represents first, second & third columns respectively.
0.4999 −0.499 −0.707
𝑋1 = [0.7071], 𝑋2 = [ 0.7071 ] and 𝑋3 = [ 0 ].
0.4999 −0.499 0.7071
Are the corresponding eigen vector for ′𝑠.
𝟏 √𝟐 𝟐
5. 𝐀 = [√𝟐 𝟑 √𝟐]
𝟐 √𝟐 𝟏
It means 1 = 𝑋1 , 2 = 𝑋2 and 3 = 𝑋3 are the corresponding eigen vector for eigen value in
matrix R.