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Numerical Methods for Linear Equations

This document outlines numerical methods for solving systems of linear equations, including direct and iterative methods. Direct methods discussed include Gauss elimination, Gauss-Jordan elimination, and LU decomposition. Iterative methods discussed are Jacobi and Gauss-Seidel iterations. The document also covers computing the inverse of a matrix and calculating the error, residual, norms, and condition number of systems.

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Phạm Nam
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
7 views31 pages

Numerical Methods for Linear Equations

This document outlines numerical methods for solving systems of linear equations, including direct and iterative methods. Direct methods discussed include Gauss elimination, Gauss-Jordan elimination, and LU decomposition. Iterative methods discussed are Jacobi and Gauss-Seidel iterations. The document also covers computing the inverse of a matrix and calculating the error, residual, norms, and condition number of systems.

Uploaded by

Phạm Nam
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

4.

1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the


solusion of systems of the linear equations

Do Ngoc Diep

November 16, 2019

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Direct Method
The general system:

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Direct Method
The direct method:

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Direct Method
The direct method:

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Direct Method
The direct method:

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Gauss Method

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

The Gauss Elimination method:

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

LU Decomposition Using the Gauss Elimination Procedure

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

LU Decomposition Using Crout’s Method

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

LU Decomposition Using Crout’s Method

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

LU Decomposition Using Crout’s Method

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Jacobi Iterative Method:

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Jacobi Iterative Method:

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Gauss-Seidel Method:

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Gauss-Seidel Method:

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Norm

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Residual, error

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep
4.1 Background
4.2 Gauss Elimination Method
4.3 Gauss-Jordan Elimination Method
4.4 LU Decomposition Mehtod
4.5 Inverse of a Matirx
4.6 Iterative Mehtods (Jacobi, Gauss-Seidel
4.10 Error, Residual, Norms and Conditional Number
Exercises

Exercises

4.3, 4.5, 4.9, 4.10, 4.12, 4.13, 4.15

Topic 3: Numerical methods of the solusion of systems of the l


Do Ngoc Diep

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