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    Introduction To Computational Engineering: Min Long

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    Martin Vail
    This document provides an introduction and overview of computational methods for solving simultaneous linear equations. It discusses both direct and iterative methods, with a focus on Gaussian elimination and LU decomposition as direct methods. The document provides pseudocode for Gaussian elimination and discusses row pivoting to avoid division by zero errors. It also demonstrates using the Gauss elimination function in MATLAB to solve sample systems of linear equations.

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    Introduction To Computational Engineering: Min Long

    Uploaded by

    Martin Vail
    49 views15 pages
    This document provides an introduction and overview of computational methods for solving simultaneous linear equations. It discusses both direct and iterative methods, with a focus on Gaussian elimination and LU decomposition as direct methods. The document provides pseudocode for Gaussian elimination and discusses row pivoting to avoid division by zero errors. It also demonstrates using the Gauss elimination function in MATLAB to solve sample systems of linear equations.

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    This document provides an introduction and overview of computational methods for solving simultaneous linear equations. It discusses both direct and iterative methods, with a focus on Gaussian elimination and LU decomposition as direct methods. The document provides pseudocode for Gaussian elimination and discusses row pivoting to avoid division by zero errors. It also demonstrates using the Gauss elimination function in MATLAB to solve sample systems of linear equations.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    49 views15 pages

    Introduction To Computational Engineering: Min Long

    Uploaded by

    Martin Vail
    This document provides an introduction and overview of computational methods for solving simultaneous linear equations. It discusses both direct and iterative methods, with a focus on Gaussian elimination and LU decomposition as direct methods. The document provides pseudocode for Gaussian elimination and discusses row pivoting to avoid division by zero errors. It also demonstrates using the Gauss elimination function in MATLAB to solve sample systems of linear equations.

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    Introduction to Computational Engineering

    Min Long

    OUTLINE OF THIS CLASS AND NEXT


    Solution to Simultaneous Linear Equations
    Simultaneous Linear equations
    Direct Methods
    Gaussian Elimination (straight forward, fast)
    LU Decomposition (not very straight forward, fast)

    Indirect/Iterative Methods
    Not required
    But good supplements

    Introduction to Computation

    SOLUTION TO LINEAR EQUATIONS


    Simultaneous sets of linear equations
    Widely used in science and engineering. Example: Circuit of
    resistors, Lorentz Trans
    Example:

    Goal of this class: solve such eqns analytically and

    numerically. In-class Example:


    Introduction to Computation

    SOLUTION TO LINEAR EQUATIONS


    Example

    Matrix Form

    Solution:
    Step 1: elimination
    Eqn (2)-0.5 x Eqn (1)

    Step 2: back substitution


    Substitute y=0 back to Eqn (1)

    Introduction to Computation

    SOLUTION TO LINEAR EQUATIONS


    General form of simultaneous linear equations

    Uniqueness of Solution
    A system of n linear equations in n unknowns has a unique
    solution, if the determinant of the coefficient matrix is nonsingular.
    It means: no row is a linear combination of other rows.

    Introduction to Computation

    SOLUTION TO LINEAR EQUATIONS


    Direct Methods of Solution
    Solution:
    Step 1: elimination
    Step 2: back substitution

    Transform the eqns into equivalent equations


    Solution unchanged under the operations:
    Reordering: exchange 2 equations
    Multiplying: multiply an eqn by a nonzero number
    Subtracting: subtract 2 equations

    Gauss Elimination
    Elimination phase: obtain an upper triangular matrix U
    Back substitution phase: Ux=c can be easily solved by back substitution
    Introduction to Computation

    SOLUTION TO LINEAR EQUATIONS


    General algorithm for Gauss Elimination
    Matrix A is of n by n elements
    Assume the first k rows (k could be from 1 to n-1) of A have already
    been transformed to upper triangular format
    The current row (kth row) is called the pivot row
    Elimination phase: k+1 th row to nth row need to be transformed

    To be eliminated

    Introduction to Computation

    SOLUTION TO LINEAR EQUATIONS


    Coding

    for k = 1:n-1
    for i= k+1:n
    if A(i,k) ~= 0
    lambda = A(i,k)/A(k,k);
    A(i,k:n) = A(i,k:n) - lambda*A(k,k+1:n);
    b(i)= b(i) - lambda*b(k);
    end
    end
    end

    To be eliminated

    Introduction to Computation

    SOLUTION TO LINEAR EQUATIONS


    Back Substitution
    After elimination

    Solution to last eqn


    Solution to kth eqn

    for k = n:-1:1
    b(k) = (b(k) - A(k,k+1:n)*b(k+1:n))/A(k,k);
    end
    Introduction to Computation

    SOLUTION TO LINEAR EQUATIONS


    Complete Algorithm for Gauss Elimination
    A=[2,1;1,2];
    b=[2,1]';

    % set of equations

    n=length(b)

    % number of equations

    for k = 1:n-1
    for i= k+1:n % Elimination Phase
    if A(i,k) ~= 0
    lambda = A(i,k)/A(k,k);
    A(i,k:n) = A(i,k:n) - lambda*A(k,k:n);
    b(i)= b(i) - lambda*b(k);
    end
    end
    end
    for k = n:-1:1
    % Back subsitution
    b(k) = (b(k) - A(k,k+1:n)*b(k+1:n))/A(k,k);
    end
    disp(b)

    % solution
    Introduction to Computation

    10

    SOLUTION TO LINEAR EQUATIONS


    Complete Algorithm for Gauss Elimination: Another way
    Example and Exercise:
    A=[8 -6 2
    -4 11 -7
    4 -7 6];
    b=[28, -40, 33]';
    [x, det]=gauss(A,b)

    gauss is a user defined function provided by the textbook (p38),

    saved as a .m file in your current working folder so that you can


    use it (think why)
    Read the gauss.m
    Write a main code to call the gauss.m, to solve the Ax=b equations

    Introduction to Computation

    11

    SOLUTION TO LINEAR EQUATIONS


    One more step: Row Pivoting (Reordering)
    Gauss Elimination fails in solving

    But works in solving

    Reordering:
    Find the s=abs(maximum element) for each row, the relative size of any

    element would be divided by s


    Find the row with largest relative size of rows to be processed,
    interchange it with the current pivot row
    Introduction to Computation

    12

    SOLUTION TO LINEAR EQUATIONS


    One more step: Row Pivoting (Reordering)
    In-class Exercise:

    Use your previous Gauss Elimination code (no pivoting) to solve the

    above equations. Whats error information?


    Read the textbook Ch2.5
    Save gaussPiv function and swapRows functions into some .m files in an
    appropriate way
    Write a main code to call the above functions to solve the above equations.
    Confirm Pivoting works.

    Introduction to Computation

    13

    SOLUTION TO LINEAR EQUATIONS


    MATLAB function
    A\b
    Example:
    A=[8 -6 2
    -4 11 -7
    4 -7 6];
    b=[28, -40, 33]';
    x=A\b

    Introduction to Computation

    14

    READING ASSIGNMENTS
    This note
    Ch2.1-2.3, 2.5

    Introduction to Computation

    15

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