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Numerical Methods Tutorial on Linear Systems

This document is a tutorial on numerical methods and computation, focusing on solving linear systems, Gauss-Jordan method, LU factorization, and matrix properties. It includes various problems related to finding solutions for linear equations, analyzing matrix characteristics, and performing matrix factorizations. Additionally, it covers computational complexities and conditions for matrix properties such as positive definiteness and diagonal dominance.

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Sandesh Choudhary
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7 views2 pages

Numerical Methods Tutorial on Linear Systems

This document is a tutorial on numerical methods and computation, focusing on solving linear systems, Gauss-Jordan method, LU factorization, and matrix properties. It includes various problems related to finding solutions for linear equations, analyzing matrix characteristics, and performing matrix factorizations. Additionally, it covers computational complexities and conditions for matrix properties such as positive definiteness and diagonal dominance.

Uploaded by

Sandesh Choudhary
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

MTL107: NUMERICAL METHODS AND COMPUTATION

TUTORIAL 3

1. Given the linear systems,


2x1 − 6αx2 = 3
3αx1 − x2 = 32
a) Find values of α for which equations have no solutions.
b) Find values of α for which equations have infinitely many solutions.
c) Assuming that unique solution exists for a given α solve the system using Gauss-elimination
and Backward substitution.
2. Gauss-Jordan Method This method is described as follows: Use the ith equation to eliminate
not only xi from the equations Ei+1 , Ei+2 , · · · , En , as was done in the Gaussian elimination
method, but also from E1 , E2 , · · · , Ei−1 . In the end we get a diagonal matrix and a vector and
solution can be obtained by,
bni
xi = (i)
aii
This procedure circumvents the backward substitution part. Construct an algorithm for the
Gauss-Jordan procedure.
4. Use LU factorization algorithm for the matrix,
 
0 1 1
A =  1 −2 −1  .
1 −1 1
and find permutation matrix P , so that P A can factored into LU form i.e.
P A = LU
5. Show that solving L⃗y = ⃗b, where L is a lower-triangular matrix with lii = 1 for all i, requires,
1 2
2
− 12 n multiplications/divisions and 21 n2 − 12 n additions/subtractions.
n
6. Consider the matrix,
 
4 −1 1
A =  −1 4.25 2.75  .
1 2.75 3.5
Show that matrix A is positive definite. Furthermore, find LDLT and Cholesky factorization
of the matrix A.
7. Given the linear system
2x1 − 6αx2 = 3,
3
3αx1 − x2 = .
2
(a) Find value(s) of α for which the system has no solutions.
(b) Find value(s) of α for which the system has an infinite number of solutions.
(c) Assuming a unique solution exists for a given α, find the solution using the Gaussian
Elimination Algorithm.
8. (a) Consider solving Ax = b, with A and b complex and order(A) = n. Convert this problem
to that of solving a real square system of order 2n.
(b) Solve the linear system
(1 − 2i)z1 + (3 + 2i)z2 = 5 + 2i,
(2 + i)z1 + (4 + 3i)z2 = 4 − i.
1
2 TUTORIAL 3

9. Suppose that
2x1 + x2 + 3x3 = 1,
4x1 + 6x2 + 8x3 = 5,
6x1 + αx2 + 10x3 = 5,
with |α| < 10. For which of the following values of α will there be no row interchange required
when solving this system using scaled partial pivoting?
(a) α = 6 (b) α = 9 (c) α = −3
t
10. Obtain factorizations of the form A = P LU for the following matrix
 
0 2 3
1 1 −1
0 −1 1
11. Show that Gaussian elimination can be performed on A without row interchanges if and only
if all leading principal sub-matrices of A are nonsingular.
3 3
12. Show that the Gauss-Jordan method requires n2 + n2 − n2 multiplications/divisions and n2 − n2
additions/subtractions.
13. Show that the matrix  
1 2 3
2 8 12
3 12 27
is positive definite, and then find the Cholesky factor L. Also do the factorization A = LDLt
and verify that L = LD1/2 .
14. Let U ∈ Cn×n be unitary and cond2 (U ) = ∥U ∥2 ∥U −1 ∥2 . Show that cond2 (U ) = 1.
15. Let  
α 1 0
 β 2 1
0 1 2
Find all values of α and β for which
(a) A is singular. (b) A is strictly diagonally dominant.
(c) A is symmetric. (d) A is positive definite.

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