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Homework Questions: Numerical Methods

The document outlines Problem Set 4 for CHEE 6332, focusing on various methods for solving linear algebraic equations, including Gaussian elimination, LU decomposition, and iterative methods like Gauss-Seidel and SOR. It includes specific problems that require the application of these methods to given systems of equations, along with tasks such as calculating condition numbers and spectral radii. Additionally, it discusses advanced topics like the Sherman-Morrison formula and block tridiagonal systems.

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13 views3 pages

Homework Questions: Numerical Methods

The document outlines Problem Set 4 for CHEE 6332, focusing on various methods for solving linear algebraic equations, including Gaussian elimination, LU decomposition, and iterative methods like Gauss-Seidel and SOR. It includes specific problems that require the application of these methods to given systems of equations, along with tasks such as calculating condition numbers and spectral radii. Additionally, it discusses advanced topics like the Sherman-Morrison formula and block tridiagonal systems.

Uploaded by

askpranavforchem
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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CHEE 6332: Mathematical Methods in Chemical Engineering-II

Spring 2023
Problem Set 4 (Linear Algebraic Equations)

28. Gaussian Elimination and LU decomposition

(a) Consider the linear system


6x1 + 2x2 + 2x3 = -2
2 1
2x1 + x2 + x3 = 1
3 3
x1 + 2x2 - x3 = 0
and verify that its solution is
x1 = 2.6, x2 = -3.8, x3 = -5.0.
(b) Use four-digit, floating-point decimal arithmetic with rounding, solve the above system by
Gaussian elimination without pivoting.
(c) Repeat (b) with partial pivoting.
(d) Repeat (b) with complete pivoting.
In performing arithmetic operations, remember to round to four significant digits after each
operations, just as would be done on a decimal computer.
(e) Determine the matrices L and U in the decomposition
A = LU

29. Calcualte the condition numbers cond(Ap) , p = 1,2, ∞ for the matrix

 100 99 
A =  99 98 

Determine also the spectral radius of A.

30. Linear Equations (Tridiagonal System)

(a) Use the algorithm for tridiagonal systems to decompose A = LU and solve Ax = b.
 -14 -14 -10 00 00   10 

A = 0 -1 4 -1 0 ;
  
b= 0 .
 0 0 -1 4 -1  0
 0 0 0 -1 4  0
(b) Solve the system Ax = b with A and b as in (a) using Gauss-Seidel iteration. Use the initial
guess xo = 0.

31. Consider the block tridiagonal system Ax = b. Suppose that each block of A is 2 × 2.
(a) Discuss how you can modify the Thomas algorithm to solve this system.
(b) Generalize to the case where each block is k × k.
(c) What is the OC in this case?

32. Consider the following method for producing the LU factorization of A. We write
 A* d 
A= T 
 c α
where A* is a square matrix of order (n-1), c and d are (n-1)×1vectors and α is a scalar. Factor A
as
 L* 0   U* q 
A= T  .
m 1  0 γ 
This method can be applied to the original matrix factoring each principal submatrix in the upper
left corner, in increasing order. Determine the formulas for q, m and γ given c, d and α.

33. Use the Choleski method to calculate the decomposition A = LLT for

 4 −1 0 0 0 
− 1 4 − 1 0 0 
 
A=  0 −1 4 −1 0 
 
 0 0 − 1 4 − 1
 0 0 0 − 1 4 

34. (a) Establish the Sherman-Morrison formula

1
(A + u vT)-1 = A-1 - A-1u vT A-1
1+λ
where λ = vT A-1u. State the conditions under which it is valid.
(b) Consider solving (A + u vT)x = b. Use the above result to establish that the solution can be
obtained by solving two auxiliary systems
A y = b and A z = u
v.y
and calculating x using the formula x = y - z.
1+(v.z)
[These formulas are useful in the Broyden’s method or other methods that solve nonlinear
equations by rank one updating of the Jacobian matrix].

35. Linear Equations (Gauss-Seidel Method and SOR Methods)

(a) Show that the Gauss-Seidel Method for solving Ax = b may be written as

xi(k+1) = xi(k)+(Ri(k)/aii),

where Ri(k) is the residual defined by

i-1 n
Ri(k) = bi -  aijxj(k+1) -  aijxj(k) ; ( i = 1,....,n)
j=1 j=i
Use this form to solve the system Ax = b and tabulate how the residual changes with each iteration.
Take
 4 −1 0 0 0 
− 1 4 − 1 0 0   10 

A =  0 −1 4 −1 0  ;
  
b= 0 .

 0 0 − 1 4 − 1
 0
 0 0 0 − 1 4  0
and use the initial guess xo = 0.

(b) The successive over relaxation (SOR) method is defined by

xi(k+1) = xi(k)+ ω (Ri(k)/aii),

where ω is the relaxation parameter ( 1< ω < 2), which when selected properly can accelerate the
converge of the iteration. Solve the above system by the SOR method with various values of ω
(1.00, 1.02, 1.05, 1.10, 1.20 and 1.50) and compare the number of iterations needed for obtaining
the solution to four decimal accuracy (absolute error).

36. Comparison of Iteration Methods

Consider the linear system Ax =b, where


 2 −1 0   1
   
A =  − 1 2 − 1 ; b =  1
 0 −1 2   1
   
(i) Determine the iteration matrix for (a) Jacobi iteration (b) Gauss-Seidel iteration (c) SOR
method.
(ii) For the SOR method, determine the optimal value of ω.
(iii) For each of the three methods, determine the eigenvalues of the iteration matrix and relate
them to how the error decreases with each iteration.

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