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CE 007 (Numerical Solutions to CE Problems)

Machine Problem 2.1

Numerical Solutions of Equations and Systems of Equations

Submitted by:
Gaddi, Marken John B.
1811969

ACADEMIC INTEGRITY PLEDGE

I swear on my honor that I did not use any inappropriate aid, nor give such to others, in accomplishing
this coursework. I understand that cheating and/or plagiarism is a major offense, as stated in TIP
Memorandum No. P-04, s. 2017-2018, and that I will be sanctioned appropriately once I have committed
such acts.

Marken John B. Gaddi

1811969
MACHINE EXERISE:

a. Make an Algorithm for solving systems of linear algebraic equations using the methods below:

- Gauss Elimination

Step 1. Start
Step 2. Declare the variables and read the order of the matrix n.
Step 3. Take the coefficients of the linear equation as:
Do for k=1 to n
Do for j=1 to n+1
Read a[k][j]
End for j
End for k
Step 4. Do for k=1 to n-1
Do for i=k+1 to n
Do for j=k+1 to n+1
a[i][j] = a[i][j] – a[i][k] /a[k][k] * a[k][j]
End for j
End for i
End for k
Step 5. Compute x[n] = a[n][n+1]/a[n][n]
Step 6. Do for k=n-1 to 1
sum = 0
Do for j=k+1 to n
sum = sum + a[k][j] * x[j]
End for j
x[k] = 1/a[k][k] * (a[k][n+1] – sum)
End for k
Step 7: Display the result x[k]
Step 8. Stop
- Gauss Jordan
Step 1. Start
Step 2. Read the order of the matrix ‘n’ and read the coefficients of the linear
equations.
Step 3. Do for k=1 to n
Do for l=k+1 to n+1
a[k][l] = a[k][l] / a[k][k]
End for l
Set a[k][k] = 1
Do for i=1 to n
if (i not equal to k) then,
Do for j=k+1 to n+1
a[i][j] = a[i][j] – (a[k][j] * a[i][k])
End for j
End for i
End for k
Step 4. Do for m=1 to n
x[m] = a[m][n+1]
Display x[m]
End for m
Step 5. Stop

- LU Decomposition Methods

1. Doolittle’s Decomposition

Step 1. Start
Step 2. Read the elements of augmented matrix into arrays a and b
Step 3. Calculate elements of L and U
Step 4. Print elements of L and U
Step 5. Find V by solving LV = B by forward substitution
Step 6. Find X by solving UX = V by backward substitution
 Step 7. Print Array X as the solution
Step 8. Stop

2. Crout’s Decomposition

Crout's method decomposes a nonsingular n × n matrix A into the product of an n×n lower triangular
matrix L and an n×n unit upper triangular matrix U. A unit triangular matrix is a triangular matrix with 1's
along the diagonal. Crout's algorithm proceeds as follows:
Evaluate the following pair of expressions for k = 0, . . . , n-1;

And

Note that Lik = 0 for k > i, Uik = 0 for k < i, and Ukk = 1 for k = 0, …, n-1. The matrix U forms a unit upper
triangular matrix, and the matrix L forms a lower triangular matrix. The matrix
A = LU.
After the LU decomposition of A is performed, the solution to the system of linear equations A x = L U x =
B is solved by solving the system of linear equations L y = B by forward substitution for y, and then solving
the system of linear equations U x = y by backward substitution for x.

3. Cholesky’s Decomposition
- Iterative Methods

1. Gauss-Jacobi

2. Gauss-Seidel
3. Successive Relaxation
 4. Conjugate Gradient

The algorithm is detailed below for solving Ax = b where A is a real, symmetric, positive-definite matrix.
The input vector x0 can be an approximate initial solution or 0.

b. Write a program for solving the system Ax = b by

- Gaussian Elimination Algorithm

#include<iostream>
#include<iomanip>
using namespace std;
int main()
{int n,i,j,k;
cout << setprecision(3)<<fixed;
cout.setf(ios::fixed);
cout<<"Enter the number of unknowns: ";
cin>>n;
float a[n][n+1],x[n];
cout<<"Enter elements of augmented matrix (row-wise): "<< endl;
for (i=0;i<n;i++)
for (j=0;j<=n;j++)
cin>>a[i][j];
for (i=0;i<n-1;i++)
for (k=i+1;k<n;k++)
{double t=a[k][i]/a[i][i];
for (j=0;j<=n;j++)
a[k][j]=a[k][j]-t*a[i][j];}
cout<<"\n\nThe matrix after elementary row operations to conduct gauss-
elimination is as follows:\n";
for (i=0;i<n;i++)
{for (j=0;j<=n;j++)
cout<<a[i][j]<<setw(16);
cout<<"\n";}
for (i=n-1;i>=0;i--)
{x[i]=a[i][n];
for (j=i+1;j<n;j++)
if (j!=i)
x[i]=x[i]-a[i][j]*x[j];
x[i]=x[i]/a[i][i];}
cout<<"\nThe solution in the system:\n";
for (i=0;i<n;i++)
cout<<x[i]<<endl;
return 0; }
 - LU Decomposition Methods
1. Doolittle’s Decomposition

#include<iostream>
using namespace std;
void LUdecomposition(float a[10][10], float l[10][10], float u[10][10], int z) {
int w=0, q=0, y=0;
for (w=0; w<z; w++) {
for (q=0; q<z; q++) {
if (q<w)
l[q][w] = 0;
else {
l[q][w]=a[q][w];
for (y=0; y<w; y++) {
l[q][w] = l[q][w] - l[q][y] * u[y][w];}}}
for (q=0; q<z; q++) {
if (q < w)
u[w][q] = 0;
else if (q == w)
u[w][q] = 1;
else {
u[w][q] = a[w][q] / l[w][w];
for (y=0; y<w; y++) {
u[w][q] = u[w][q] - ((l[w][y] * u[y][q]) / l[w][w]);}}}}}
int main() {
float a[10][10], l[10][10], u[10][10];
int z=0, w=0, q=0;
cout << "INPUT NO. OF EQUATION: "<<endl;
cin >> z;
cout<<"INPUT COEFFICIENT OF THE EQUATION (ROW-WISE): "<<endl;
for (w=0; w<z; w++)
for (q=0; q<z; q++)
cin >> a[w][q];
LUdecomposition(a, l, u, z);
cout << "L DECOMPOSITION..."<<endl;
for (w=0; w<z; w++) {
for (q=0; q<z; q++) {
cout<<l[w][q]<<" ";}
cout << endl}
cout << "U DECOMPOSITION..."<<endl;
for (w=0; w<z; w++) {
for (q=0; q<z; q++) {
cout<<u[w][q]<<" ";}
cout << endl;}
return 0;}

- Iterative Methods
2. Conjugate Gradient

vec conjugateGradientSolver( const matrix &A, const vec &B )

{ double TOLERANCE = 1.0e-10
int n = A.size();
vec X( n, 0.0 );
vec R = B;
vec P = R;
int k = 0;
while ( k < n )
{vec Rold = R
vec AP = matrixTimesVector( A, P );
double alpha = innerProduct( R, R ) / max( innerProduct( P, AP ), NEARZERO );
X = vectorCombination( 1.0, X, alpha, P );
 R = vectorCombination( 1.0, R, -alpha, AP );
if ( vectorNorm( R ) < TOLERANCE ) break;
double beta = innerProduct( R, R ) / max( innerProduct( Rold, Rold ), NEARZERO );
P = vectorCombination( 1.0, R, beta, P );
k++;}
return X;}

MACHINE PROBLEM:

1. (Hilbert matrix) Suppose A=[hij],hij=1i+j−1,i,j=1,...,n. Also, let b=Ax, xi=1, 1, ... , n, n=5, 10, 20.
• Solve for Ax' = b (given any value for x(0)), and compare the results for different values of n with
x* = 1 (i.e., one vector). Discuss in detail the results obtained for each case.
• Note: Hilbert matrices are notoriously ill-conditioned matrices. Because of this, you may get
almost zero pivot during the process, and as a result, you may not be able to solve the linear
system for some large n.
2. Solve the equations Ax = b where

- Gauss Elimination

A= [1.44, -0.36, 5.52, 0.00; -0.36, 10.33, -7.78, 0.00; 5.52, -7.78, 28.40,9.00; 0.00, 0.00, 9.00,
61.00]
b = [0.04; -2.15; 0; 0.88]
Ab = [A,b]
Ab(1,:)= Ab(1,:)/1.44
Ab(2,:)= Ab(2,:)+ Ab(1,:)*0.36
Ab(3,:)= Ab(3,:) - Ab(1,:)*5.52
Ab(2,:)= Ab(2,:)/10.24
Ab(3,:) = Ab(3,:) + Ab(2,:)*6.4
Ab(3,:) = Ab(3,:)/3.24
Ab(4,:) = Ab(4,:) - Ab(3,:)*9
Ab(4,:)= Ab(4,:)/36
x = zeros(4,1);
x(4)= Ab(4,end);
x(3) = (Ab(3,end)-Ab(3,4)*x(4));
x(2) = (Ab(2,end) - Ab(2,3)*x(3));
x(1) = (Ab(1,end) - Ab(1,2)*x(2) - Ab(1,3)*x(3))
 - Gauss-Jordan

A= [1.44, -0.36, 5.52, 0.00; -0.36, 10.33, -7.78, 0.00; 5.52, -7.78, 28.40,9.00; 0.00, 0.00, 9.00,
61.00]
b = [0.04; -2.15; 0; 0.88]
Ab = [A,b]
X = rref(Ab)
x = X(:,5)
 - LU Decomposition Methods
1. Doolittle’s Decomposition

A= [1.44, -0.36, 5.52, 0.00; -0.36, 10.33, -7.78, 0.00; 5.52, -7.78, 28.40,9.00; 0.00, 0.00,
9.00, 61.00]
b = [0.04; -2.15; 0; 0.88]
M = sym(A)
[L,U]=lu(M)
Y = (L^-1)*b
X = (U^-1)*Y
2. Crout’s Decomposition

A= [1.44, -0.36, 5.52, 0.00; -0.36, 10.33, -7.78, 0.00; 5.52, -7.78, 28.40,9.00; 0.00, 0.00,
9.00, 61.00]
b = [0.04; -2.15; 0; 0.88]
L = chol(A,'lower')
U = chol(A,'upper')
Y = (L^-1)*b
X = (U^-1)*Y
3. Cholesky’s Decomposition

A= [1.44, -0.36, 5.52, 0.00; -0.36, 10.33, -7.78, 0.00; 5.52, -7.78, 28.40,9.00; 0.00, 0.00,
9.00, 61.00]
b = [0.04; -2.15; 0; 0.88]
L = chol(A,'lower')
U = chol(A,'upper')
Y = (L^-1)*b
X = (U^-1)*Y
 - Iterative Methods

1. Gauss-Jacobi

A=[1.44, -0.36, 5.52, 0.00; -0.36, 10.33, -7.78, 0.00; 5.52, -7.78, 28.40,9.00; 0.00, 0.00, 9.00,
61.00]
b=[0.04; -2.15; 0; 0.88]'
x=[0 0 0 0]'
n=size(x,1);
normVal=Inf;
tol=1e-5; itr=0;
while normVal>tol
xold=x;

for i=1:n
sigma=0;

for j=1:n

if j~=i
sigma=sigma+A(i,j)*x(j);
end

end

x(i)=(1/A(i,i))*(b(i)-sigma);
end

itr=itr+1;
normVal=abs(xold-x);
end
 %%
fprintf('Solution of the system is : \n%f\n%f\n%f\n%f in %d iterations',x,itr);

2. Gauss-Seidel

A=[1.44, -0.36, 5.52, 0.00; -0.36, 10.33, -7.78, 0.00; 5.52, -7.78, 28.40,9.00; 0.00, 0.00, 9.00,
61.00]
b=[0.04; -2.15; 0; 0.88]'
x=[0 0 0 0]'
n=size(x,1);
normVal=Inf;
tol=1e-5; itr=0;
while normVal>tol
x_old=x;
 for i=1:n

sigma=0;

for j=1:i-1
sigma=sigma+A(i,j)*x(j);
end

for j=i+1:n
sigma=sigma+A(i,j)*x_old(j);
end

x(i)=(1/A(i,i))*(b(i)-sigma);
end

itr=itr+1;
normVal=norm(x_old-x);
end
fprintf('Solution of the system is : \n%f\n%f\n%f\n%f in %d iterations',x,itr);
3. Successive Relaxation

function x = SOR( A ,B )
disp ( ' Enter system of equations in the form of AX=B')
A = input ( ' Enter matrix A : \')
[na , ma ] = size (A);
if na ~= ma
disp('ERROR:matrix A should be a square matrix')
return
end
B = input ( ' Enter matrix B : ')
[nb , mb ] = size (B);
if nb ~= na || mb~=1
disp( 'ERROR:input error..pls re-enter data')
return
end
w=input('Enter the relaxation parameter ');
D = diag(diag(A));
L = tril(A)- D;
U = triu(A)- D;
e= max(eig(inv( D+w*L) * ( D*(1-w) - w*U)));

if abs(e) >= 1
disp ('Since the modulus of largest eigen value of iterative matrix is not less than 1')
disp ('This process is not convergent. Please try some other process.')
return
end
r = input ( 'Any initial guess for X? (y/n): ','s');
switch r
case 'y'
X0 = input('pls enter initial guess for X :\n')
[nx, mx] = size(X0);
if nx ~= na || mx ~= 1
disp( 'ERROR: pls check input')
return
end
otherwise
X0 = ones(na,1);
end
t = input ( 'enter the error allowed in final ans: ');
tol = t*ones(na,1);
k= 1;

X( : , 1 ) = X0;
err= 1000000000*rand(na,1);
while sum(abs(err) >= tol) ~= zeros(na,1)
X ( : ,k+ 1 ) = inv(D+w*L) * ( D*(1-w) - w*U)*X( : ,k) + inv(D+ w*L)*B;
err = X( :,k+1) - X( :, k);
k = k + 1;
end
fprintf (' The final ans obtaibed after %d itaration which is \n', k)
X( : ,k)
4. Conjugate Gradient

function[x]=conjgrad(A,b,x0,ni)
A=[1.44, -0.36, 5.52, 0.00; -0.36, 10.33, -7.78, 0.00; 5.52, -7.78, 28.40,9.00; 0.00, 0.00, 9.00,
61.00]
b=[0.04; -2.15; 0; 0.88]
x0=[0;0;0;0]
ni=100
x=[];
r=[];
p=[];
alfa=[];
beta=[];
n=size(A);
n=n(1,1);
k=1;
for nn=1:n
x(nn,k)=x0(nn,1);
end
r(:,k)=b-A*x(:,k);
p(:,k)=r(:,k);
for k=1:ni
alfa(:,k)=r(:,k)'*r(:,k)/(p(:,k)'*A*p(:,k));
x(:,(k+1))=x(:,k)+alfa(:,k)*p(:,k);
r(:,(k+1))=r(:,k)-alfa(:,k)*A*p(:,k);
if (norm(r(:,(k+1)))<1e-10)
break;
end
beta(:,k)=r(:,(k+1))'*r(:,(k+1))/(r(:,k)'*r(:,k));
p(:,(k+1))=r(:,(k+1))+beta(:,k)*p(:,k);
end
x=x(:,(k+1));
 - References:

• https://www.codewithc.com/gauss-elimination-method-algorithm-
• https://www.codewithc.com/gauss-jordan-method-algorithm-flowchart/
• https://www.codewithc.com/lu-decomposition-algorithm-flowchart/
• https://www.codewithc.com/gauss-seidel-jacobi-method-algorithm-flowchart/
• https://www.geeksforgeeks.org/doolittle-algorithm-lu-
decomposition/#:~:text=Doolittle%27s%20method%20provides%20an%20alternative,th
e%20hassle%20of%20Gaussian%20Elimination.&text=We%20then%20systematically%2
0solve%20for,multiplications%20necessary%20for%20A%3DLU
• https://algowiki-
project.org/en/Cholesky_decomposition#:~:text=The%20Cholesky%20decomposition%2
0algorithm%20was,he%20was%20killed%20in%20battle.&text=Originally%2C%20the%2
0Cholesky%20decomposition%20was,real%20symmetric%20positive%20definite%20ma
trices
• http://www.mymathlib.com/matrices/linearsystems/crout.html