Numerical Analysis FMN011
|
|
- Dana Allen
- 5 years ago
- Views:
Transcription
1 Numerical Analysis FMN011 Carmen Arévalo Lund University Lecture 4
2 Linear Systems Ax = b A is n n matrix, b is given n-vector, x is unknown solution n-vector. A n n is non-singular (invertible) if it has any one of the following properties: A has an inverse det(a) 0. rank(a) = n The unique solution of Ax = 0 is x = 0. The system Ax = b has a unique solution. If A is singular, then the system Ax = b has either infinitely many solutions or no solution at all. 1
3 Solving Triangular Linear Systems Upper triangular matrix: a ij = 0 if i > j. A = a 11 a 12 a 13 a 1n 1 a 1n 0 a 22 a 23 a 2n 1 a 2n 0 0 a a 3n 1. a 3n a n 1n 1 a n 1n a nn 2
4 Back substitution function x=back(a,b) % x = back(a,b) % Performs back substitution on system Ax=b. % A is assumed to be in upper triangular form. n = length(b); x(n,1) = b(n)/a(n,n); for i= n-1:-1:1 x(i,1) = (b(i) - A(i,i+1:n)*x(i+1:n,1))/A(i,i); end 3
5 Forward Substitution Lower triangular matrix: a ij = 0 if i < j. function x = forward( A, b ) % % Performs forward substitution on system Ax=b. % A is assumed to be in lower triangular form. n = length(b); x(1,1) = b(1)/a(1,1); for i = 2:n x(i,1) = (b(i)-a(i,1:i-1)*x(1:i-1,1))/a(i,i); end 4
6 Computational complexity of substitution N k = k=1 N(N + 1) 2 Back and forward substitution have same number of FLOPs (sum, difference, multiplication, division or square root). Number of FLOPs: 1 + n [(i 1) + i] = 1 + i=2 n 1 (2i + 1) = n 2 i=1 5
7 Elementary transformations Equivalent systems have the same solution Operations on equations that yield an equivalent system: Interchanges (order of equations can be changed) Scaling (equation can be multiplied by a constant) Replacement (add a multiple of another equation) Operations on rows that yield an equivalent system: Row interchanges Multiplication by a constant row r = row r m rp row p 6
8 Gaussian elimination Converts a system into one with a matrix by means of elementary transformations. 2x 1 + 4x 2 6x 3 = 4 x 1 + 5x 2 + 3x 3 = 10 3x 1 + 9x 2 + 6x 3 = 15 Augmented matrix: pivot m 21 = 1/ m 31 = 3/
9 m ij are called multipliers Replace rows 2 and 3: pivot m 32 = Replace row 3: The system matrix is now upper 8
10 Solving a system of equations With upper matrix, solve by back substitution. To solve a system: 1. Perform a Gaussian elimination 2. Perform a back substitution In previous example: x 3 = 9/9 = 1 x 2 = (12 6 1)/3 = 2 x 1 = ( )/2 = 3 Pivoting: If during the process a pivot is zero, exchange rows. If this is not possible because all elements below it are also zero, the system is singular. 9
11 Operation count for Gauss elimination N k 2 = k=1 N(N + 1)(2N + 1) 6 for j=1:n-1 for i=j+1:n m=a(i,j)/a(j,j); b(i)=b(i)-m*b(j); for k=j+1:n a(i,k)=a(i,k)-m*a(j,k); end end end 10
12 Number of FLOPs for the elimination step: n 1 (3 + 2(n j)(n j)) = 2 3 n n2 7 6 n j=1 11
13 Properties of vector norms 1. x > 0 if x 0 2. cx = c x for any scalar c 3. x + y x + y 12
14 Vector norms The p norm of a vector x p = ( n ) 1/p x i p i=1 1-norm: x 1 = n i=1 x i 2-norm: ( n i=1 x i 2) 1/2 (Euclidean) -norm: max i x i x x 2 x 1 n x 2 n x 13
15 Matrix Norms induced by vector norms Properties: A = max x =1 Ax 1. A > 0 if A 0 2. ca = c A for any scalar c 3. A + B A + B 4. AB A B 14
16 Norms of some interesting matrices A 1 = max j n i=1 a ij, A = max i n a ij j=1 0 = 0 I = 1 P = 1 if P is a permutation of the rows of I D = max{ d i } 15
17 Ill conditioning Ax = b is ill conditioned if small perturbations in the coefficients of A or b produce large changes in x 34x x 2 = 21 55x x 2 = 34 x 1 = 1, x 2 = 1 Add 1% error to entry a 21 34x x 2 = x x 2 = 34 ˆx 1 = , ˆx 2 =
18 The relative error (in max-norm) is / 1 = 103.4% 34 ( ) + 55 ( ) = ( ) + 89 ( ) = Relative error in residual is Aˆx b / b 0.05% The system is ill conditioned (A is ill conditioned) A small residual does not point to a small error! 17
19 Error magnification factor The error magnification factor for Ax = b is the ratio between the relative error norm and the relative residual norm, emf = x ˆx / x b Aˆx / b It tells us how much the error is affected by the size of the residual. The maximum possible error magnification factor, over all right-hand sides b, is called the condition number 18
20 Condition number Condition number of a matrix relative to a norm p : κ p (A) = A p A 1 p If κ(a) 10 k, about k significant digits will be lost in solving Ax = b. In the previous example, k = 4, so we need to have an input with at least 5 correct significant digits. κ(a) 1 κ(i) = 1 κ(p ) = 1 if P is a permutation of the rows of I κ(ca) = κ(a) κ(d) = max d i min d i 19
21 Swamping Exact solution ( ) ( x y ) = ( 1 4 ) y = ; x With double precision ( ) ( x y ) = ( 1 4 ) y = 1, x = 0 After row exchange ( ) ( x y ) = ( 4 1 ) y = 1, x = 2 Multipliers should be small (pivots should be large) 20
Outline. Math Numerical Analysis. Errors. Lecture Notes Linear Algebra: Part B. Joseph M. Mahaffy,
Math 54 - Numerical Analysis Lecture Notes Linear Algebra: Part B Outline Joseph M. Mahaffy, jmahaffy@mail.sdsu.edu Department of Mathematics and Statistics Dynamical Systems Group Computational Sciences
More informationJustify all your answers and write down all important steps. Unsupported answers will be disregarded.
Numerical Analysis FMN011 10058 The exam lasts 4 hours and has 13 questions. A minimum of 35 points out of the total 70 are required to get a passing grade. These points will be added to those you obtained
More informationLecture 9. Errors in solving Linear Systems. J. Chaudhry (Zeb) Department of Mathematics and Statistics University of New Mexico
Lecture 9 Errors in solving Linear Systems J. Chaudhry (Zeb) Department of Mathematics and Statistics University of New Mexico J. Chaudhry (Zeb) (UNM) Math/CS 375 1 / 23 What we ll do: Norms and condition
More informationReview Questions REVIEW QUESTIONS 71
REVIEW QUESTIONS 71 MATLAB, is [42]. For a comprehensive treatment of error analysis and perturbation theory for linear systems and many other problems in linear algebra, see [126, 241]. An overview of
More informationThe Solution of Linear Systems AX = B
Chapter 2 The Solution of Linear Systems AX = B 21 Upper-triangular Linear Systems We will now develop the back-substitution algorithm, which is useful for solving a linear system of equations that has
More informationLecture 7. Gaussian Elimination with Pivoting. David Semeraro. University of Illinois at Urbana-Champaign. February 11, 2014
Lecture 7 Gaussian Elimination with Pivoting David Semeraro University of Illinois at Urbana-Champaign February 11, 2014 David Semeraro (NCSA) CS 357 February 11, 2014 1 / 41 Naive Gaussian Elimination
More information7.6 The Inverse of a Square Matrix
7.6 The Inverse of a Square Matrix Copyright Cengage Learning. All rights reserved. What You Should Learn Verify that two matrices are inverses of each other. Use Gauss-Jordan elimination to find inverses
More informationChapter 2 - Linear Equations
Chapter 2 - Linear Equations 2. Solving Linear Equations One of the most common problems in scientific computing is the solution of linear equations. It is a problem in its own right, but it also occurs
More informationTopics. Review of lecture 2/11 Error, Residual and Condition Number. Review of lecture 2/16 Backward Error Analysis The General Case 1 / 22
Topics Review of lecture 2/ Error, Residual and Condition Number Review of lecture 2/6 Backward Error Analysis The General Case / 22 Theorem (Calculation of 2 norm of a symmetric matrix) If A = A t is
More informationMATH 3511 Lecture 1. Solving Linear Systems 1
MATH 3511 Lecture 1 Solving Linear Systems 1 Dmitriy Leykekhman Spring 2012 Goals Review of basic linear algebra Solution of simple linear systems Gaussian elimination D Leykekhman - MATH 3511 Introduction
More information4 Elementary matrices, continued
4 Elementary matrices, continued We have identified 3 types of row operations and their corresponding elementary matrices. If you check the previous examples, you ll find that these matrices are constructed
More informationMatrix notation. A nm : n m : size of the matrix. m : no of columns, n: no of rows. Row matrix n=1 [b 1, b 2, b 3,. b m ] Column matrix m=1
Matrix notation A nm : n m : size of the matrix m : no of columns, n: no of rows Row matrix n=1 [b 1, b 2, b 3,. b m ] Column matrix m=1 n = m square matrix Symmetric matrix Upper triangular matrix: matrix
More informationFormula for the inverse matrix. Cramer s rule. Review: 3 3 determinants can be computed expanding by any row or column
Math 20F Linear Algebra Lecture 18 1 Determinants, n n Review: The 3 3 case Slide 1 Determinants n n (Expansions by rows and columns Relation with Gauss elimination matrices: Properties) Formula for the
More information4 Elementary matrices, continued
4 Elementary matrices, continued We have identified 3 types of row operations and their corresponding elementary matrices. To repeat the recipe: These matrices are constructed by performing the given row
More informationDefinition of Equality of Matrices. Example 1: Equality of Matrices. Consider the four matrices
IT 131: Mathematics for Science Lecture Notes 3 Source: Larson, Edwards, Falvo (2009): Elementary Linear Algebra, Sixth Edition. Matrices 2.1 Operations with Matrices This section and the next introduce
More informationMath 313 Chapter 1 Review
Math 313 Chapter 1 Review Howard Anton, 9th Edition May 2010 Do NOT write on me! Contents 1 1.1 Introduction to Systems of Linear Equations 2 2 1.2 Gaussian Elimination 3 3 1.3 Matrices and Matrix Operations
More informationLinear Algebra Section 2.6 : LU Decomposition Section 2.7 : Permutations and transposes Wednesday, February 13th Math 301 Week #4
Linear Algebra Section. : LU Decomposition Section. : Permutations and transposes Wednesday, February 1th Math 01 Week # 1 The LU Decomposition We learned last time that we can factor a invertible matrix
More informationLinear Algebraic Equations
Linear Algebraic Equations 1 Fundamentals Consider the set of linear algebraic equations n a ij x i b i represented by Ax b j with [A b ] [A b] and (1a) r(a) rank of A (1b) Then Axb has a solution iff
More informationNumerical Linear Algebra
Numerical Linear Algebra R. J. Renka Department of Computer Science & Engineering University of North Texas 02/03/2015 Notation and Terminology R n is the Euclidean n-dimensional linear space over the
More informationLectures on Linear Algebra for IT
Lectures on Linear Algebra for IT by Mgr. Tereza Kovářová, Ph.D. following content of lectures by Ing. Petr Beremlijski, Ph.D. Department of Applied Mathematics, VSB - TU Ostrava Czech Republic 2. Systems
More informationMATRIX ALGEBRA AND SYSTEMS OF EQUATIONS. + + x 1 x 2. x n 8 (4) 3 4 2
MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS SYSTEMS OF EQUATIONS AND MATRICES Representation of a linear system The general system of m equations in n unknowns can be written a x + a 2 x 2 + + a n x n b a
More informationLectures on Linear Algebra for IT
Lectures on Linear Algebra for IT by Mgr Tereza Kovářová, PhD following content of lectures by Ing Petr Beremlijski, PhD Department of Applied Mathematics, VSB - TU Ostrava Czech Republic 3 Inverse Matrix
More informationCS227-Scientific Computing. Lecture 4: A Crash Course in Linear Algebra
CS227-Scientific Computing Lecture 4: A Crash Course in Linear Algebra Linear Transformation of Variables A common phenomenon: Two sets of quantities linearly related: y = 3x + x 2 4x 3 y 2 = 2.7x 2 x
More informationComputational Methods. Systems of Linear Equations
Computational Methods Systems of Linear Equations Manfred Huber 2010 1 Systems of Equations Often a system model contains multiple variables (parameters) and contains multiple equations Multiple equations
More informationDirect Methods for Solving Linear Systems. Simon Fraser University Surrey Campus MACM 316 Spring 2005 Instructor: Ha Le
Direct Methods for Solving Linear Systems Simon Fraser University Surrey Campus MACM 316 Spring 2005 Instructor: Ha Le 1 Overview General Linear Systems Gaussian Elimination Triangular Systems The LU Factorization
More informationMethods for Solving Linear Systems Part 2
Methods for Solving Linear Systems Part 2 We have studied the properties of matrices and found out that there are more ways that we can solve Linear Systems. In Section 7.3, we learned that we can use
More informationSolving Linear Systems Using Gaussian Elimination. How can we solve
Solving Linear Systems Using Gaussian Elimination How can we solve? 1 Gaussian elimination Consider the general augmented system: Gaussian elimination Step 1: Eliminate first column below the main diagonal.
More informationElementary matrices, continued. To summarize, we have identified 3 types of row operations and their corresponding
Elementary matrices, continued To summarize, we have identified 3 types of row operations and their corresponding elementary matrices. If you check the previous examples, you ll find that these matrices
More informationLU Factorization. Marco Chiarandini. DM559 Linear and Integer Programming. Department of Mathematics & Computer Science University of Southern Denmark
DM559 Linear and Integer Programming LU Factorization Marco Chiarandini Department of Mathematics & Computer Science University of Southern Denmark [Based on slides by Lieven Vandenberghe, UCLA] Outline
More informationSolutions to Exam I MATH 304, section 6
Solutions to Exam I MATH 304, section 6 YOU MUST SHOW ALL WORK TO GET CREDIT. Problem 1. Let A = 1 2 5 6 1 2 5 6 3 2 0 0 1 3 1 1 2 0 1 3, B =, C =, I = I 0 0 0 1 1 3 4 = 4 4 identity matrix. 3 1 2 6 0
More informationToday s class. Linear Algebraic Equations LU Decomposition. Numerical Methods, Fall 2011 Lecture 8. Prof. Jinbo Bi CSE, UConn
Today s class Linear Algebraic Equations LU Decomposition 1 Linear Algebraic Equations Gaussian Elimination works well for solving linear systems of the form: AX = B What if you have to solve the linear
More informationLinear Algebra I Lecture 8
Linear Algebra I Lecture 8 Xi Chen 1 1 University of Alberta January 25, 2019 Outline 1 2 Gauss-Jordan Elimination Given a system of linear equations f 1 (x 1, x 2,..., x n ) = 0 f 2 (x 1, x 2,..., x n
More informationLecture 12 Simultaneous Linear Equations Gaussian Elimination (1) Dr.Qi Ying
Lecture 12 Simultaneous Linear Equations Gaussian Elimination (1) Dr.Qi Ying Objectives Understanding forward elimination and back substitution in Gaussian elimination method Understanding the concept
More informationLinear Algebra. Solving Linear Systems. Copyright 2005, W.R. Winfrey
Copyright 2005, W.R. Winfrey Topics Preliminaries Echelon Form of a Matrix Elementary Matrices; Finding A -1 Equivalent Matrices LU-Factorization Topics Preliminaries Echelon Form of a Matrix Elementary
More information3.4 Elementary Matrices and Matrix Inverse
Math 220: Summer 2015 3.4 Elementary Matrices and Matrix Inverse A n n elementary matrix is a matrix which is obtained from the n n identity matrix I n n by a single elementary row operation. Elementary
More informationMODEL ANSWERS TO THE THIRD HOMEWORK
MODEL ANSWERS TO THE THIRD HOMEWORK 1 (i) We apply Gaussian elimination to A First note that the second row is a multiple of the first row So we need to swap the second and third rows 1 3 2 1 2 6 5 7 3
More informationLinear System of Equations
Linear System of Equations Linear systems are perhaps the most widely applied numerical procedures when real-world situation are to be simulated. Example: computing the forces in a TRUSS. F F 5. 77F F.
More informationMTH 464: Computational Linear Algebra
MTH 464: Computational Linear Algebra Lecture Outlines Exam 2 Material Prof. M. Beauregard Department of Mathematics & Statistics Stephen F. Austin State University March 2, 2018 Linear Algebra (MTH 464)
More informationMTH 464: Computational Linear Algebra
MTH 464: Computational Linear Algebra Lecture Outlines Exam 2 Material Prof. M. Beauregard Department of Mathematics & Statistics Stephen F. Austin State University February 6, 2018 Linear Algebra (MTH
More informationSolving Linear Systems of Equations
Solving Linear Systems of Equations Gerald Recktenwald Portland State University Mechanical Engineering Department gerry@me.pdx.edu These slides are a supplement to the book Numerical Methods with Matlab:
More informationSince the determinant of a diagonal matrix is the product of its diagonal elements it is trivial to see that det(a) = α 2. = max. A 1 x.
APPM 4720/5720 Problem Set 2 Solutions This assignment is due at the start of class on Wednesday, February 9th. Minimal credit will be given for incomplete solutions or solutions that do not provide details
More informationChapter 2 Notes, Linear Algebra 5e Lay
Contents.1 Operations with Matrices..................................1.1 Addition and Subtraction.............................1. Multiplication by a scalar............................ 3.1.3 Multiplication
More informationApplied Mathematics 205. Unit II: Numerical Linear Algebra. Lecturer: Dr. David Knezevic
Applied Mathematics 205 Unit II: Numerical Linear Algebra Lecturer: Dr. David Knezevic Unit II: Numerical Linear Algebra Chapter II.2: LU and Cholesky Factorizations 2 / 82 Preliminaries 3 / 82 Preliminaries
More informationMatrix decompositions
Matrix decompositions How can we solve Ax = b? 1 Linear algebra Typical linear system of equations : x 1 x +x = x 1 +x +9x = 0 x 1 +x x = The variables x 1, x, and x only appear as linear terms (no powers
More informationAM 205: lecture 6. Last time: finished the data fitting topic Today s lecture: numerical linear algebra, LU factorization
AM 205: lecture 6 Last time: finished the data fitting topic Today s lecture: numerical linear algebra, LU factorization Unit II: Numerical Linear Algebra Motivation Almost everything in Scientific Computing
More informationLesson 3. Inverse of Matrices by Determinants and Gauss-Jordan Method
Module 1: Matrices and Linear Algebra Lesson 3 Inverse of Matrices by Determinants and Gauss-Jordan Method 3.1 Introduction In lecture 1 we have seen addition and multiplication of matrices. Here we shall
More informationANALYTICAL MATHEMATICS FOR APPLICATIONS 2018 LECTURE NOTES 3
ANALYTICAL MATHEMATICS FOR APPLICATIONS 2018 LECTURE NOTES 3 ISSUED 24 FEBRUARY 2018 1 Gaussian elimination Let A be an (m n)-matrix Consider the following row operations on A (1) Swap the positions any
More informationSOLVING LINEAR SYSTEMS
SOLVING LINEAR SYSTEMS We want to solve the linear system a, x + + a,n x n = b a n, x + + a n,n x n = b n This will be done by the method used in beginning algebra, by successively eliminating unknowns
More informationScientific Computing
Scientific Computing Direct solution methods Martin van Gijzen Delft University of Technology October 3, 2018 1 Program October 3 Matrix norms LU decomposition Basic algorithm Cost Stability Pivoting Pivoting
More informationChapter 9: Gaussian Elimination
Uchechukwu Ofoegbu Temple University Chapter 9: Gaussian Elimination Graphical Method The solution of a small set of simultaneous equations, can be obtained by graphing them and determining the location
More information22A-2 SUMMER 2014 LECTURE 5
A- SUMMER 0 LECTURE 5 NATHANIEL GALLUP Agenda Elimination to the identity matrix Inverse matrices LU factorization Elimination to the identity matrix Previously, we have used elimination to get a system
More informationExample: Current in an Electrical Circuit. Solving Linear Systems:Direct Methods. Linear Systems of Equations. Solving Linear Systems: Direct Methods
Example: Current in an Electrical Circuit Solving Linear Systems:Direct Methods A number of engineering problems or models can be formulated in terms of systems of equations Examples: Electrical Circuit
More informationMatrices and systems of linear equations
Matrices and systems of linear equations Samy Tindel Purdue University Differential equations and linear algebra - MA 262 Taken from Differential equations and linear algebra by Goode and Annin Samy T.
More informationAM 205: lecture 6. Last time: finished the data fitting topic Today s lecture: numerical linear algebra, LU factorization
AM 205: lecture 6 Last time: finished the data fitting topic Today s lecture: numerical linear algebra, LU factorization Unit II: Numerical Linear Algebra Motivation Almost everything in Scientific Computing
More informationDigital Workbook for GRA 6035 Mathematics
Eivind Eriksen Digital Workbook for GRA 6035 Mathematics November 10, 2014 BI Norwegian Business School Contents Part I Lectures in GRA6035 Mathematics 1 Linear Systems and Gaussian Elimination........................
More informationLinear Systems and Matrices
Department of Mathematics The Chinese University of Hong Kong 1 System of m linear equations in n unknowns (linear system) a 11 x 1 + a 12 x 2 + + a 1n x n = b 1 a 21 x 1 + a 22 x 2 + + a 2n x n = b 2.......
More informationPOLI270 - Linear Algebra
POLI7 - Linear Algebra Septemer 8th Basics a x + a x +... + a n x n b () is the linear form where a, b are parameters and x n are variables. For a given equation such as x +x you only need a variable and
More informationProblem Sheet 1 with Solutions GRA 6035 Mathematics
Problem Sheet 1 with Solutions GRA 6035 Mathematics BI Norwegian Business School 2 Problems 1. From linear system to augmented matrix Write down the coefficient matrix and the augmented matrix of the following
More informationElementary maths for GMT
Elementary maths for GMT Linear Algebra Part 2: Matrices, Elimination and Determinant m n matrices The system of m linear equations in n variables x 1, x 2,, x n a 11 x 1 + a 12 x 2 + + a 1n x n = b 1
More informationLecture 12: Solving Systems of Linear Equations by Gaussian Elimination
Lecture 12: Solving Systems of Linear Equations by Gaussian Elimination Winfried Just, Ohio University September 22, 2017 Review: The coefficient matrix Consider a system of m linear equations in n variables.
More informationMatrix operations Linear Algebra with Computer Science Application
Linear Algebra with Computer Science Application February 14, 2018 1 Matrix operations 11 Matrix operations If A is an m n matrix that is, a matrix with m rows and n columns then the scalar entry in the
More informationNumerical Analysis Fall. Gauss Elimination
Numerical Analysis 2015 Fall Gauss Elimination Solving systems m g g m m g x x x k k k k k k k k k 3 2 1 3 2 1 3 3 3 2 3 2 2 2 1 0 0 Graphical Method For small sets of simultaneous equations, graphing
More information30.4. Matrix Norms. Introduction. Prerequisites. Learning Outcomes
Matrix Norms 304 Introduction A matrix norm is a number defined in terms of the entries of the matrix The norm is a useful quantity which can give important information about a matrix Prerequisites Before
More informationLecture 6 & 7. Shuanglin Shao. September 16th and 18th, 2013
Lecture 6 & 7 Shuanglin Shao September 16th and 18th, 2013 1 Elementary matrices 2 Equivalence Theorem 3 A method of inverting matrices Def An n n matrice is called an elementary matrix if it can be obtained
More informationLecture 7: Introduction to linear systems
Lecture 7: Introduction to linear systems Two pictures of linear systems Consider the following system of linear algebraic equations { x 2y =, 2x+y = 7. (.) Note that it is a linear system with two unknowns
More informationMATH 2331 Linear Algebra. Section 2.1 Matrix Operations. Definition: A : m n, B : n p. Example: Compute AB, if possible.
MATH 2331 Linear Algebra Section 2.1 Matrix Operations Definition: A : m n, B : n p ( 1 2 p ) ( 1 2 p ) AB = A b b b = Ab Ab Ab Example: Compute AB, if possible. 1 Row-column rule: i-j-th entry of AB:
More information2.1 Gaussian Elimination
2. Gaussian Elimination A common problem encountered in numerical models is the one in which there are n equations and n unknowns. The following is a description of the Gaussian elimination method for
More informationGAUSSIAN ELIMINATION AND LU DECOMPOSITION (SUPPLEMENT FOR MA511)
GAUSSIAN ELIMINATION AND LU DECOMPOSITION (SUPPLEMENT FOR MA511) D. ARAPURA Gaussian elimination is the go to method for all basic linear classes including this one. We go summarize the main ideas. 1.
More informationA Review of Matrix Analysis
Matrix Notation Part Matrix Operations Matrices are simply rectangular arrays of quantities Each quantity in the array is called an element of the matrix and an element can be either a numerical value
More informationMTH501- Linear Algebra MCQS MIDTERM EXAMINATION ~ LIBRIANSMINE ~
MTH501- Linear Algebra MCQS MIDTERM EXAMINATION ~ LIBRIANSMINE ~ Question No: 1 (Marks: 1) If for a linear transformation the equation T(x) =0 has only the trivial solution then T is One-to-one Onto Question
More informationGaussian Elimination -(3.1) b 1. b 2., b. b n
Gaussian Elimination -() Consider solving a given system of n linear equations in n unknowns: (*) a x a x a n x n b where a ij and b i are constants and x i are unknowns Let a n x a n x a nn x n a a a
More informationGaussian Elimination and Back Substitution
Jim Lambers MAT 610 Summer Session 2009-10 Lecture 4 Notes These notes correspond to Sections 31 and 32 in the text Gaussian Elimination and Back Substitution The basic idea behind methods for solving
More informationMAT 1332: CALCULUS FOR LIFE SCIENCES. Contents. 1. Review: Linear Algebra II Vectors and matrices Definition. 1.2.
MAT 1332: CALCULUS FOR LIFE SCIENCES JING LI Contents 1 Review: Linear Algebra II Vectors and matrices 1 11 Definition 1 12 Operations 1 2 Linear Algebra III Inverses and Determinants 1 21 Inverse Matrices
More information6 Linear Systems of Equations
6 Linear Systems of Equations Read sections 2.1 2.3, 2.4.1 2.4.5, 2.4.7, 2.7 Review questions 2.1 2.37, 2.43 2.67 6.1 Introduction When numerically solving two-point boundary value problems, the differential
More informationTopics. Vectors (column matrices): Vector addition and scalar multiplication The matrix of a linear function y Ax The elements of a matrix A : A ij
Topics Vectors (column matrices): Vector addition and scalar multiplication The matrix of a linear function y Ax The elements of a matrix A : A ij or a ij lives in row i and column j Definition of a matrix
More informationMATH 323 Linear Algebra Lecture 6: Matrix algebra (continued). Determinants.
MATH 323 Linear Algebra Lecture 6: Matrix algebra (continued). Determinants. Elementary matrices Theorem 1 Any elementary row operation σ on matrices with n rows can be simulated as left multiplication
More informationAMS526: Numerical Analysis I (Numerical Linear Algebra)
AMS526: Numerical Analysis I (Numerical Linear Algebra) Lecture 12: Gaussian Elimination and LU Factorization Xiangmin Jiao SUNY Stony Brook Xiangmin Jiao Numerical Analysis I 1 / 10 Gaussian Elimination
More informationMath 4A Notes. Written by Victoria Kala Last updated June 11, 2017
Math 4A Notes Written by Victoria Kala vtkala@math.ucsb.edu Last updated June 11, 2017 Systems of Linear Equations A linear equation is an equation that can be written in the form a 1 x 1 + a 2 x 2 +...
More informationMath 60. Rumbos Spring Solutions to Assignment #17
Math 60. Rumbos Spring 2009 1 Solutions to Assignment #17 a b 1. Prove that if ad bc 0 then the matrix A = is invertible and c d compute A 1. a b Solution: Let A = and assume that ad bc 0. c d First consider
More informationLecture 12 (Tue, Mar 5) Gaussian elimination and LU factorization (II)
Math 59 Lecture 2 (Tue Mar 5) Gaussian elimination and LU factorization (II) 2 Gaussian elimination - LU factorization For a general n n matrix A the Gaussian elimination produces an LU factorization if
More informationMath 520 Exam 2 Topic Outline Sections 1 3 (Xiao/Dumas/Liaw) Spring 2008
Math 520 Exam 2 Topic Outline Sections 1 3 (Xiao/Dumas/Liaw) Spring 2008 Exam 2 will be held on Tuesday, April 8, 7-8pm in 117 MacMillan What will be covered The exam will cover material from the lectures
More informationChapter 7. Tridiagonal linear systems. Solving tridiagonal systems of equations. and subdiagonal. E.g. a 21 a 22 a A =
Chapter 7 Tridiagonal linear systems The solution of linear systems of equations is one of the most important areas of computational mathematics. A complete treatment is impossible here but we will discuss
More informationLemma 8: Suppose the N by N matrix A has the following block upper triangular form:
17 4 Determinants and the Inverse of a Square Matrix In this section, we are going to use our knowledge of determinants and their properties to derive an explicit formula for the inverse of a square matrix
More informationENGR-1100 Introduction to Engineering Analysis. Lecture 21. Lecture outline
ENGR-1100 Introduction to Engineering Analysis Lecture 21 Lecture outline Procedure (algorithm) for finding the inverse of invertible matrix. Investigate the system of linear equation and invertibility
More informationKevin James. MTHSC 3110 Section 2.2 Inverses of Matrices
MTHSC 3110 Section 2.2 Inverses of Matrices Definition Suppose that T : R n R m is linear. We will say that T is invertible if for every b R m there is exactly one x R n so that T ( x) = b. Note If T is
More information1 Multiply Eq. E i by λ 0: (λe i ) (E i ) 2 Multiply Eq. E j by λ and add to Eq. E i : (E i + λe j ) (E i )
Direct Methods for Linear Systems Chapter Direct Methods for Solving Linear Systems Per-Olof Persson persson@berkeleyedu Department of Mathematics University of California, Berkeley Math 18A Numerical
More informationSystem of Linear Equations
Chapter 7 - S&B Gaussian and Gauss-Jordan Elimination We will study systems of linear equations by describing techniques for solving such systems. The preferred solution technique- Gaussian elimination-
More informationSolving Linear Systems of Equations
1 Solving Linear Systems of Equations Many practical problems could be reduced to solving a linear system of equations formulated as Ax = b This chapter studies the computational issues about directly
More informationLinear Equations in Linear Algebra
1 Linear Equations in Linear Algebra 1.1 SYSTEMS OF LINEAR EQUATIONS LINEAR EQUATION x 1,, x n A linear equation in the variables equation that can be written in the form a 1 x 1 + a 2 x 2 + + a n x n
More informationLinear Algebraic Equations
Linear Algebraic Equations Linear Equations: a + a + a + a +... + a = c 11 1 12 2 13 3 14 4 1n n 1 a + a + a + a +... + a = c 21 2 2 23 3 24 4 2n n 2 a + a + a + a +... + a = c 31 1 32 2 33 3 34 4 3n n
More informationReview of matrices. Let m, n IN. A rectangle of numbers written like A =
Review of matrices Let m, n IN. A rectangle of numbers written like a 11 a 12... a 1n a 21 a 22... a 2n A =...... a m1 a m2... a mn where each a ij IR is called a matrix with m rows and n columns or an
More informationChapter 1. Vectors, Matrices, and Linear Spaces
1.4 Solving Systems of Linear Equations 1 Chapter 1. Vectors, Matrices, and Linear Spaces 1.4. Solving Systems of Linear Equations Note. We give an algorithm for solving a system of linear equations (called
More informationORIE 6300 Mathematical Programming I August 25, Recitation 1
ORIE 6300 Mathematical Programming I August 25, 2016 Lecturer: Calvin Wylie Recitation 1 Scribe: Mateo Díaz 1 Linear Algebra Review 1 1.1 Independence, Spanning, and Dimension Definition 1 A (usually infinite)
More informationCHAPTER 6. Direct Methods for Solving Linear Systems
CHAPTER 6 Direct Methods for Solving Linear Systems. Introduction A direct method for approximating the solution of a system of n linear equations in n unknowns is one that gives the exact solution to
More informationChapter 3. Determinants and Eigenvalues
Chapter 3. Determinants and Eigenvalues 3.1. Determinants With each square matrix we can associate a real number called the determinant of the matrix. Determinants have important applications to the theory
More informationENGR-1100 Introduction to Engineering Analysis. Lecture 21
ENGR-1100 Introduction to Engineering Analysis Lecture 21 Lecture outline Procedure (algorithm) for finding the inverse of invertible matrix. Investigate the system of linear equation and invertibility
More informationChapter 1: Systems of linear equations and matrices. Section 1.1: Introduction to systems of linear equations
Chapter 1: Systems of linear equations and matrices Section 1.1: Introduction to systems of linear equations Definition: A linear equation in n variables can be expressed in the form a 1 x 1 + a 2 x 2
More informationMath 3C Lecture 20. John Douglas Moore
Math 3C Lecture 20 John Douglas Moore May 18, 2009 TENTATIVE FORMULA I Midterm I: 20% Midterm II: 20% Homework: 10% Quizzes: 10% Final: 40% TENTATIVE FORMULA II Higher of two midterms: 30% Homework: 10%
More informationGaussian Elimination without/with Pivoting and Cholesky Decomposition
Gaussian Elimination without/with Pivoting and Cholesky Decomposition Gaussian Elimination WITHOUT pivoting Notation: For a matrix A R n n we define for k {,,n} the leading principal submatrix a a k A
More informationis a 3 4 matrix. It has 3 rows and 4 columns. The first row is the horizontal row [ ]
Matrices: Definition: An m n matrix, A m n is a rectangular array of numbers with m rows and n columns: a, a, a,n a, a, a,n A m,n =...... a m, a m, a m,n Each a i,j is the entry at the i th row, j th column.
More information