lecture22

# lecture22 - 1.00 Lecture 22 November 1 2005 Systems of...

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1.00 Lecture 22 November 1, 2005 Systems of Linear Equations Systems of Linear Equations x 3x 0 + x 1 - 2x 2 = 5 2x 0 + 4x 1 + 3x 2 = 35 0 - 3x 1 = -5 3 1 -2 5 x 0 2 4 3 35 x 1 = 1 -3 0 -5 x 2 A x = b 3 x 3 3 x 1 3 x 1 1

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Algorithm to Solve Linear System x 0 x 1 x 2 x 0 x 1 x 2 x 0 x 1 x 2 = = = b 0 b 1 b 2 b’ 0 b’ 1 b’ 2 b’ 0 b’ 1 b’ 2 0 0 0 0 0 0 A’ x A’ x x 2 x 1 x 0 =a ij A x b Create matrix Forward solve Back solve b’ b’ Gaussian Elimination: Forward Solve Form Q for convenience 3 1 -2 5 Do elementary row ops: 2 4 3 35 Q= Multiply rows 1 -3 0 -5 Add/subtract rows A b Make column 0 have zeros below diagonal Pivot= 2/3 3 1 -2 5 Pivot= 1/3 0 10/3 13/3 Row 1’= row 1 - (2/3) row 0 0 -10/3 2/3 95/3 Row 2’= row 2 - (1/3) row 0 -20/3 Make column 1 have zeros below diagonal 3 1 -2 5 Pivot= 1 0 10/3 13/3 95/3 0 0 15/3 Row 2’’= row 2’ + 1 * row 1 75/3 2
Gaussian Elimination: Back Solve 3 1 -2 5 0 10/3 13/3 95/3 0 0 15/3 75/3 3 1 -2 5 0 10/3 13/3 95/3 0 0 15/3 75/3 3 1 -2 5 0 10/3 13/3 95/3 0 0 15/3 75/3 (15/3)x 2 =(75/3) x 2 = 5 (10/3)x 1 + (13/3)*5= (95/3) x 1 = 3 3x 0 x 0 = 4 + 1*3 - 2*5 = 5 A Complication 0 1 -2 5 2 4 3 35 Row 1’= row 1 - (2/0) row 0 1 -3 0 -5 Exchange rows: put largest pivot element in row: 2 4 3 35 1 -3 0 -5 0 1 -2 5 Do this as we process each column. If there is no nonzero element in a column, matrix is not full rank. 3

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Gaussian Elimination public static void gaussian(Matrix a, Matrix b, Matrix x) { int i, j, n; n= a.getNumRows(); // Number of unknowns Matrix q= new Matrix(n, n+1); for (i=0; i < n; i++) { for (j=0; j < n; j++) // Form q matrix // q(i,j)= a(i,j) q.setElement(i, j, a.getElement(i, j)); // q(i,n)= b(i,0) q.setElement(i, n, b.getElement(i, 0)); } forward_solve(q); // Do Gaussian elimination back_solve(q); // Perform back substitution for (i=0; i<n; i++) // x(i,0)= q(i,n) x.setElement(i, 0, q.getElement(i, n)); } private static void forward_solve(Matrix q) { int i, j, k, maxr, n; double t, pivot; n= q.getNumRows(); for (i=0; i < n; i++) { // Find row w/max element in this maxr= i; // column, at or below diagonal for (j= i+1; j < n; j++) if (Math.abs(q.getElement(j,i)) > Math.abs(q.getElement(maxr,i))) maxr= j; if (maxr != i) // If row not current row, swap for (k=i; k <= n; k++) { t= q.getElement(i,k); // t= q(i,k) // q(i,k)= q(maxr, k) q.setElement(i,k, q.getElement(maxr, k)); q.setElement(maxr, k, t); // q(maxr, k)= t } for (j= i+1; j <n; j++) // Calculate pivot ratio { pivot= q.getElement(j,i)/q.getElement(i,i);
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