Indian Institute of Technology Jodhpur

MAL7050 (Numerical Linear Algebra)

Assignment 2

Name: Prem Dest

01
.
.

Given :
3x , +

x2
=

x
,
+

2x2
=

t =

0 . 0005 20
=

(1 ,
1)

Writing above and of

equation in Ax=b form
checking consistency
System

3 I x
, =
- xz =

1
I 2 xz ⑧ S
↑

x1
=

2
/5

After checking Rank we get Rank [A]= Rank[A/B]

So there exist solution
a
unique .

Using Steepest Descent Method .

Iteration 18

Step 1
: Initial guess (n) =

[x]

[x]
=

(1 ,
1)
Step 2:
Compute Residual error

[R()] =

(B] [A](x(m)]
-

(B) =
1

0
-

3 ! 1
I
I -
3 +

⑧ 1 + 2
- -

I -

Step 3 : Update the value of [x]

using
[R ]
"
[x(k+] (x2)]
*
=
+ 2

where x
1
= [R
** )
) [R * ]
[R JT[A] [R ]
**
*

x(0)
33[ )
=

( -

3 -

-3
>[3 !][-]
-

-
-

]
-

-
=
 [x"] =
(x") + x°[R]

=(i) -

Is

[x"] 1428571
=

0 .

0 .
1428571

Iteration 2:

-
[R] 3 1428571

I
=
- 0 .

I 20 .
1428571

(B)
L
5714285

I
=
-
0 .

0 . 4285713

[
I 0 . 4285715
-
0 . 4285713

x = -R RC

[A
-

R R

=36
I 0 6667 .

[x] =
(x") + x[R']

[
1428571 4285715
0 66670
=0 .
+
.

0 .
1428571 -
0 . 4285713
 [x()] 0 4286
=

-
o . 1429

Iteration 3 :

[R] 3 1

I
=
-
0 . 4286

I 2 -
o . 1429

[R2] - -
0 . 1429

-
0 . 1429

T
-

2 =
R(2) R()

R [A
-

RE

(2) =
0 0408 .

0 . 1429

21 =

0 .
2857

[x] =

(x) + x[R]

0 4286 2857-0 1429

=
.

+0 .
.

-
o . 1429 -
0 . 1429

0 3878
-
- .

- 0 . 1837
Iteration 4 :

-
[P) =
1 -
3 0 .
3878

0 I 2 - 0 . 1837

[RJ = 0 . 0204

-0 .
0204

T
-

↓ =
R(3) RC3

[A
-

R
"
3

q(3 = 0 . 000 832

-

0 . 00 12

213) = 0 . 6667

[x] =
(x") + x(R]

0 3878 0204
I 0 6667 0
.

.
.

- 0 . 1837 -0 .
0204

[x)] = 0 . 4014

-0 .
1973
Iteration 5 :

-
[B] 3 0 4014

I
.
=
-

I 2 -0 .
1973

[R"I - -
0 .
00 68

0 .
0068

I
-

↓) =
R(a) R()

I [A
-

R RIS

<(4) = 9 2554
.
x 10- 5

3 . 2394x. 4

2) =
0 . 2857

[x] =

(x) + x " [R"]

0 . 4014 -
0 00 68
2851
.

- +
0 .

-0 .
1973 -

0 .
0068

- 0 . 3994

-
0 .
1992

solution after 5th iteration x

=

/0 : Ba ]
0 2
.

Given

A = 1 0 G
=

0 . 0005
2 5 I

I 23 xo
=
(1 ,
0 ,
1) T
-

Using Power method for finding dominate Eigen value .

Iteration 1 :

Step 1:

[cent] =

[A] [xin)]

[x"T =
I 30 I

25 I O

-- 23
-
I

[x"] = I

-2

Step 2 :

Normalize solution for

Eigen value and Eigen Vector
.

[x"I =
3 0 .
3333
1 .
0000

0 .
6667

Step 3
:

[x] =

Eigen Vector
Iteration 1 :

Step 1

, n+] =

[A] [xin]

[x"T =
I 30 I

25 I O

-- 23
-
I

[x"] = I

-2

Step 2 :

Normalize solution for

Eigen value and Eigen Vector
.

[x"I =
3 0 .
3333
1 .
0000

0 .
6667

Step 3 :

[e] =

Eigen Vector

[x"] =
0 .
3333
1 .
0000

0 .
6667
Iteration
:

2 O
&

Step 1:

[cent] =

[A] [xin)]

[x"I= I 3
- 0 .
3333
2 5 I 1 .
0000

I 2 3 0 .
6667
-

(2)
[x] I
3 . 3333

6 .
3333

3 .
6667
--

Step 2 :

Normalize solution for

Eigen value and Eigen Vector
.

[x I =

6 3333
.
0 .
5263

0 . 5789

Step 3
:

[x] =

Eigen Vector

!
[x I =
0 .
5263

0 . 5789
Iteration 3
&

O
&

Step 1:

[cent] =

[A] [xin)]

[x"I =
I 3
- 0 .
5263

2 5 I 1

I 2 3 0 . 5789
-

(3)
[x] I 3 5263 .

6 6316
.

2105
-3 ..

Step 2 :

Normalize solution for

Eigen value and Eigen Vector
.

[x I =

6 63160
.
.
5317

0 4841 .

Step 3
:

[x] =

Eigen Vector

!"
[x I =
0 5317
.

0 4841
.
Iteration
&

4 O
.

Step 1:

[cent] =

[A] [xin)]

[x"I =

13 - 0 5317
.

2 5 I 1

I 2 3 0 4841
.

[x] I 3 5317
.

6 5476
.

2 9206
.

--

Step 2 :

Normalize solution for

Eigen value and Eigen Vector
.

[x 1 =

6 5476
.
0 5394 .

0 .
4461

Step 3
:

[x] =

Eigen Vector

[x" I =
0 5394
.

0 .
4461
Iteration
:

5 O
&

Step 1:

[cent] =

[A] [xin)]

[x"I =
I 30 0 5394
.

25 1

I 2 3 0 .
4461
-

[x] =
3 5394 .

6 5248
.

2 .
7988
--

Step 2 :

Normalize solution for

Eigen value and Eigen Vector
.

[x15)1 =

6 5248
.
0 . 5424

0 4289 .

Step 3
:

(x15)] =

Eigen Vector

Dominating Eigen Value of A after 5t iteration is 6 5248

.
0 3
.

Given

A = 1 0 G
=

0 . 0005
2 5 I

I 2 3 xo
=
(1 ,
0 ,
1) T
-

Using inverse Power method for finding smallest Eigen value ·

A = -
1 . 625 1 . 125 -
0 .
375

0 .
875-0 375 .
0 . 125

-
1 . 1250 0 .
625 0 . 125
Iteration :

Step 1

, nt] =

[A] [xin]

[x"I -
-
1 . 625 1 . 125 -
0 .
375

0 .
875 -
0 .
375 0 . 125

-
1 . 1250 0 .
625 0 . 125

[x] =

--

Step 2 :

Normalize solution for

Eigen value and Eigen Vector
.

[x'I =

Step 3
:

[x] =

Eigen Vector

[x'I =