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    UECM1693/UECM2623/UGCM2623 Tutorial N3: Solution of Linear Systems

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    This document discusses solving linear systems using Jacobi, Gauss-Seidel, and power iteration methods. It provides examples applying these methods to solve systems and estimating eigenvalues and eigenvectors of matrices. Specific problems addressed include solving systems, estimating dominant eigenvalues, applying Gerschgorin's theorem, and using inverse and shifted inverse power methods.

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    UECM1693/UECM2623/UGCM2623 Tutorial N3: Solution of Linear Systems

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    24 views2 pages
    This document discusses solving linear systems using Jacobi, Gauss-Seidel, and power iteration methods. It provides examples applying these methods to solve systems and estimating eigenvalues and eigenvectors of matrices. Specific problems addressed include solving systems, estimating dominant eigenvalues, applying Gerschgorin's theorem, and using inverse and shifted inverse power methods.

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    N3

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    This document discusses solving linear systems using Jacobi, Gauss-Seidel, and power iteration methods. It provides examples applying these methods to solve systems and estimating eigenvalues and eigenvectors of matrices. Specific problems addressed include solving systems, estimating dominant eigenvalues, applying Gerschgorin's theorem, and using inverse and shifted inverse power methods.

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    © All Rights Reserved
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    24 views2 pages

    UECM1693/UECM2623/UGCM2623 Tutorial N3: Solution of Linear Systems

    Uploaded by

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    This document discusses solving linear systems using Jacobi, Gauss-Seidel, and power iteration methods. It provides examples applying these methods to solve systems and estimating eigenvalues and eigenvectors of matrices. Specific problems addressed include solving systems, estimating dominant eigenvalues, applying Gerschgorin's theorem, and using inverse and shifted inverse power methods.

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    UECM1693/UECM2623/UGCM2623

    Tutorial N3: Solution of Linear Systems


    1. Perform three iterations of the methods of Jacobi and Gauss-Seidel to obtain approximate
    solutions of the following linear systems. In each case, use an initial guess of
    x(0) = y (0) = z (0) = 0.
    Make sure the matrix in each case is strictly diagonally dominant (rearrange it if necessary).

    4x + y + z = −1
    (a) x + 6y + 2z = 0
    x + 2y + 4z = 1
    x − 4y + z = −4
    (b) 5x + y − z = 4
    2x + 2y − 5z = −6

    Answer: (a) (−0.3177, −0.0521, 0.3490) , (−0.3281, −0.0634, 0.3637)


    (b) (0.8840, 1.6900, 2.1360) , (0.9080, 1.7970, 2.2820)

    2. Use Gauss-Seidel method to solve the system


    2x − 7y = −34
    .
    5x + y = −11

    Continue the iterations until two successive approximations agree to two decimal places.
    Answer: x = −3.00, y = 4.00
     
    3 4
    3. Let A = .
    1 3
    (a) Use the power method with scaling
     to find a dominant eigenvector of A. Start with the
    1
    initial approximation x0 = . Round off all computations to 3 decimal places and stop
    1
    after 3 iterations.
    (b) Use the result of part (a) and the Rayleigh quotient to approximate the dominant eigenvalue.
    (c) Find an estimate for the percentage error in the approximation of the dominant eigenvalue.
     
    1.000
    Answer: (a) (b)5.007 (c) 0.499%
    0.503
     
    5 1
    4. (a) Apply Gerschgorin’s theorem to conclude the eigenvalues of A = .
    3 2
    (b) Apply one iteration of Inverse Power Method with  scaling
     to find the smallest
     eigenvalue
    5 1 0.25
    and the corresponding eigenvector of matrix A = with x0 = .
    3 2 −1
     
    0.2609
    Answer: (a) 4 ≤ λ1 ≤ 6, −1 ≤ λ2 ≤ 5 (b) 1.2099,
    −1

    1
     
    3 10
    5. Apply one iteration of Shifted Inverse Power Method with scaling to matrix A = to find
    2 4 
    5
    the eigenvalue nearest to a = −0.9 and its corresponding eigenvector. Start with x0 = .
      −2
    −1
    Answer: −1,
    0.4

     
    2 −1 1
    6. Apply the shifted inverse power method with scaling (3 steps) to A = −1 3 2 to find the
    1 2 3  
    1
    eigenvalue nearest to a = 4.9 and a corresponding eigenvector. Start with the vector x0 = 1 .

    1
     −1  
    −2.9 −1 1 −0.4189 0.1074 −0.1074
    (Hint: −1 −1.9
     2  = 0.1074 4.8443 5.1557 )

    1 2 −1.9 −0.1074 5.1557 4.8443
     
    −0.0001
    Answer: 5,  1 
    0.9999

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