hw5 - 999 . Take the vector b such that b i = 2 * ( . 001)...

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ASE 211 Homework 5 Due: In class, Wednesday, February 23rd. 1. By hand, compute the LU factorization, without row pivoting, of the following matrix: A = 6 3 1 3 1 0 2 2 4 . Check your result using the matlab lu function. 2. Write matlab routines forsolve.m and backsolve.m which solve L y = b and U x = y once the LU factorization of A is computed. Test your routines on the matrix above with right hand side b = (22 , 8 , 32) . Remember you have to permute the rows of b before the forward solve. Hand in your scripts and your diary. 3. In engineering applications, we often have to solve differential equations numerically. Depending on the differential equation, this can lead to a linear algebra problem. For example, take A to be a 1000 by 1000 matrix, with a ii = 2 , i = 1 , . . . , 1000 and a i,i +1 = a i +1 ,i = - 1 , i = 1 , . . . ,
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Unformatted text preview: 999 . Take the vector b such that b i = 2 * ( . 001) 2 . Use LU factorization and forward and back substitution to solve A x = b and plot the vector x using the matlab command plot(x) . Hand in your scripts and your diary. This linear system arises when approximating the dierential equation -x 00 ( t ) = 2 , < t < 1 , x (0) = x (1) = 0 using a nite dierence method (which well discuss later in the semester). This problem is called a two point boundary value problem. The exact solution is x ( t ) = t (1-t ) . Hint : Use for loops to assign the matrix values. For example, n=1000; a=zeros(n,n); for i=1:n-1 a(i,i) = 2; a(i,i+1) = -1; a(i+1,i) = -1; end a(n,n) = 2;...
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This note was uploaded on 03/20/2008 for the course ASE 211 taught by Professor N/a during the Spring '08 term at University of Texas at Austin.

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