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Chapter 2 Doolittle Method

The document discusses different methods for solving systems of linear equations, including matrix factorization techniques like Doolittle's method, Crout's method, and Cholesky's method. It provides examples of using Doolittle's method to solve systems. The document covers both direct and iterative methods for solving linear systems.

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Quốc Khởi Nguyễn
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466 views2 pages

Chapter 2 Doolittle Method

The document discusses different methods for solving systems of linear equations, including matrix factorization techniques like Doolittle's method, Crout's method, and Cholesky's method. It provides examples of using Doolittle's method to solve systems. The document covers both direct and iterative methods for solving linear systems.

Uploaded by

Quốc Khởi Nguyễn
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 2: SYSTEM OF LINEAR EQUATIONS

We consider the system AX = B where A : n-dimentional squared matrix; X,B: vectors.


Find X with A, B are given.
1) A is an upper-triangular matrix:
𝑎11 𝑎12 𝑎13 𝑥1 𝑥3 = 𝑏3 /𝑎33
𝐴 = [ 0 𝑎22 𝑎23 ] ⇒ 𝑋 = [𝑥2 ] 𝑎𝑛𝑑 { 𝑥2 = (𝑏2 − 𝑎23 𝑥3 )/𝑎22
0 0 𝑎33 𝑥3 𝑥1 = (𝑏1 − 𝑎12 𝑥2 − 𝑎13 𝑥3 )/𝑎11
2) A is an lower-triangular matrix:
𝑎11 0 0 𝑥1 𝑥1 = 𝑏1 /𝑎11
𝐴 = [𝑎21 𝑎22 0 ] ⇒ 𝑋 = [𝑥2 ] 𝑎𝑛𝑑 { 𝑥2 = (𝑏2 − 𝑎21 𝑥1 )/𝑎22
𝑎31 𝑎32 𝑎33 𝑥3 𝑥3 = (𝑏3 − 𝑎31 𝑥1 − 𝑎32 𝑥2 )/𝑎33
I. Matrix Factorization:
A = LU where L - lower-triangular matrix, and U - upper-triangular matrix. Then
𝐿𝑌 = 𝐵
𝐴𝑋 = 𝐵 ⟺ (𝐿𝑈)𝑋 = 𝐵 ⟺ {
𝑈𝑋 = 𝑌
1) Doolittle’s Method:
1 0 0 𝑢11 𝑢12 𝑢13
𝐴 = 𝐿𝑈 where 𝐿 = [𝑙21 1 0] and 𝑈 = [ 0 𝑢22 𝑢23 ]. We have:
𝑙31 𝑙32 1 0 0 𝑢33
𝑎21 𝑎31
𝑢11 = 𝑎11 ; 𝑢12 = 𝑎12 ; 𝑢13 = 𝑎13 ; 𝑙21 = ; 𝑙31 = ;
𝑢11 𝑢11
𝑢22 = 𝑎22 − 𝑙21 𝑢12 ; 𝑢23 = 𝑎23 − 𝑙21 𝑢13 ;
𝑎32 − 𝑙31 𝑢12
𝑙32 = ; 𝑢33 = 𝑎33 − 𝑙31 𝑢13 − 𝑙32 𝑢23
{ 𝑢22
Example 1: Solve the following system using Doolittle’s method:
𝑥1 − 2𝑥2 + 3𝑥3 = 1
{−2𝑥1 + 5𝑥2 + 𝑥3 = 1
𝑥1 + 2𝑥2 − 2𝑥3 = 1
+ Factorization:
−2 1
𝑢11 = 1; 𝑢12 = −2; 𝑢13 = 3; 𝑙21 = = −2; 𝑙31 = = 1;
1 1
𝑢22 = 5 − (−2)(−2) = 1; 𝑢23 = 1 − (−2)(3) = 7;
2 − (1)(−2)
{ 𝑙 32 = = 4; 𝑢33 = −2 − (1)(3) − (4)(7) = −33
1
1 0 0 1 −2 3
So 𝐿 = [−2 1 0] and 𝑈 = [0 1 7 ]
1 4 1 0 0 −33
+ Solving:
1 0 0 1 1
𝐿𝑌 = 𝐵 ⟺ [−2 1 0] 𝑌 = [1] ⟹ 𝑌 = [ 3 ]
1 4 1 1 −12
1 −2 3 1 9/11
𝑈𝑋 = 𝑌 ⟺ [0 1 7 ] 𝑋 = [ 3 ] ⟹ 𝑋 = [5/11]
0 0 −33 −12 4/11
3.5 3.8 4.2
Example 2: Given 𝐴 = [2.1 2.9 3.3]. Using Doolittle’s method find l32 and u33?
1.7 3.6 5.6
SOLUTION.
u11 = 3.5; u12 = 3.8; u13 = 4.2; l21 = 2.1/3.5 = 0.6; l31 = 1.7/3.5 = 17/35;
u22 = 2.9 – (0.6)(3.8) = 0.62; u23 = 3.3 – (0.6)(4.2) = 0.78;
l32 = (3.6 – (17/35)(3.8))/0.62 = 614/217 ~ 2.8295
u33 = 5.6 – (17/35)(4.2) – (614/217)(0.78) = 1468/1085 ~ 1.3530

2) Crout’s Method:

3) Cholesky’s Method:

II. Iterative Methods:

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