Numerical Methods: Fixed Point Iteration
Numerical Methods: Fixed Point Iteration
com
1 .
Y axis [ = f(x) ]
–X X axis
x = x1 x = x2 x = x3 x = 0 x = x4 x = x5
–Y
Here the curve f(x) with f(x = x2) = f(x = x3) = f(x = x4) = 0
x2, x3 and x4 are solutions of f(x).
and f(x) > 0 for x2 < x < x3 and x4 < x < x5
f(x) < 0 for x1 < x < x2 and x3 < x < x4
x , f x1 f x2 f x1 is nearer to zero.
X0 1
x2 , f x1 f x2 f x2 is nearer to zero.
X1 g X 0
X 2 g X1
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2 UNIT I : Solution of Equations [Link]
and Eigenvalue Problems
Part A:
1. If g(x) is continuous in [a,b] then under what condition the iterative
method x = g(x) has unique solution in [a,b].
Sol: g ' x 1 in a, b with order of convergence is one.
Part B:
Eg.1. Solve the equation x3 x 2 100 0 by iteration method.
Sol: Let f x x3 x2 100 0
f x 0 0 0 100 100 0 ' ' ve
3 2
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MA8491 Numerical Methods [Link]
3 .
g x 1 in (4,5).
So the fixed point iteration method can be applied.
Let x0 4 f x 4 f x 5
Use xn1 g xn
Now, put n = 0 in xn1 g xn , we get
10 10 10
x1 g x0 4.47214 (round off at 5th decimal)
x0 1 4 1 5
10
x2 g x1 4.27486
4.47214 1
10
x3 g x2 4.35406
4.27486 1
10
x4 g x3 4.32174
4.35406 1
10
x5 g x4 4.33484
4.32174 1
10
x6 g x5 4.32952
4.33484 1
10
x7 g x6 4.33168
4.32952 1
10
x8 g x7 4.33080
4.33168 1
10
x9 g x8 4.33116
4.33080 1
10
x10 g x9 4.33101
4.33116 1
10
x11 g x10 4.33107
4.33101 1
10
x12 g x11 4.33105 these values are same
4.33107 1
at fifth decimal, i.e., x12 x13 .
10
x13 g x12 4.33105 so stop the method
4.33105 1
The root of the given equation x3 x 2 100 0 is 4.33105
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4 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
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MA8491 Numerical Methods [Link] . 5
2 cos x0 2 cos 0 2 1
x1 g x0 1
3 3 3
2 cos x1 2 cos 1
x2 g x1 0.84677
3 3
2 cos x2 2 cos 0.84677
x3 g x2 0.88747
3 3
2 cos x3 2 cos 0.84747
x4 g x3 0.87713
3 3
2 cos x4 2 cos 0.87713
x5 g x4 0.87979 x5 x6
3 3 rd
at 3 decimal,
2 cos x5 2 cos 0.87979
x6 g x5 0.87910 so stop the method
3 3
The root of the given equation 3x cos x 2 0 is 0.879
ex ex
g x
3 3
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6 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
e0 1
At x = 0, g x 0 0.333 1
3 3
e1
At x = 1, g x 1 0.906 1
3
g x 1 in (0,1).
So the fixed point iteration method can be applied.
Let x0 0 , use xn1 g xn
Now, put n = 0 in xn1 g xn , we get
e x0 e0
x1 g x0 0.33333
3 3 e x6 e0.59983
x7 0.60727
e x1 e0.33333 3 3
x2 0.46520
3 3 e x7 e0.60727
x8 0.61180
e x2 e0.46520 3 3
x3 0.53078
3 3 e x8 e0.61180
x9 0.61458
e x3 e0.53078 3 3
x4 0.56675
3 3 e x9 e0.61458
x10 0.61629
e x4 e0.56675 3 3
x5 0.58751
3 3 e x10 e0.61629
x11 0.61735
e x5 e0.58751 3 3
x6 0.59983
3 3
e x11 e0.61735
x12 g x11 0.61800 x12 x13
3 3 rd
x12 0.61800
at 3 decimal,
e e
x13 g x12 0.61840 so stop the method
3 3
The root of the given equation e x 3 x 0 is 0.618
Eg.8. Solve the equation 2 x log x 7 by iteration method upto 5 decimal.
Sol: Let f x 2x log x 7 0
f x 0 2 0 log10 0 7 Undefined
f x 1 2 1 log10 1 7 5 0 ' ' ve
f x 2 2 2 log10 2 7 3 0 ' ' ve
f x 3 2 3 log10 3 7 1 0 ' ' ve
f x 4 2 4 log10 4 7 0.39 0 ' ' ve
f x has a root between 3 and 4.
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MA8491 Numerical Methods [Link]
7 .
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8 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
[Link]
MA8491 Numerical Methods [Link] 9 .
1
N
xn 1
xn 1 xn xn N xn2 xn 2 Nxn
1 xn
2
xn
6. Locate the negative root of x3 2 x 5 0 , approximately.
Sol: Let f x x3 2 x 5 0
f 1 1 2 5 6 ve
f 2 8 4 5 1 ve
f 3 27 6 5 16 ve
Root lies between –2 and –3.
and root is closer to –2 since f 2 f 3
7. Evaluate 12 applying Newton formula.
Sol: Let x 12
x 2 12 x 2 12 0
Let f x x 2 12 f ' x 2 x
f 3 9 12 3 ve
f 4 16 12 4 ve
Root lies between 3 and 4.
and root is closer to 3 since f 3 f 4
Take x0 3
f xn
Newton’s formula is xn1 xn
f ' xn
f x0 f 3 32 12
x1 x0 3 3 3.5
f ' x0 f ' 3 2 3
f x1 f 3.5 3.52 12
x2 x1 3.5 3.5 3.4642
f ' x1 f ' 3.5 2 3.5
The root is 3.4642
Part B:
Eg.10. Using Newton–Raphson method, find a ‘+’ve root correct to 3
decimal places for the equation x3 x 2 0 .
Sol: Newton–Raphson method formula is
f xn
xn 1 xn , where n 0,1, 2,...
f ' xn
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10 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
Let f x x x 2
3
f x 3x 2 1
f x 0 03 0 2 2 0 ' 've
f x 1 1 1 2 2 0
3
' 've
f x 2 23 2 2 4 0 ' ' ve
A root lies between 1 and 2.
Take x0 1
f xn
Now, put n = 0 in xn 1 xn , we get
f ' xn
f x0 x0 x0 2
3 13 1 2
x1 x0 x0 1 2
f ' x0 3 x 2 1 3 12 1
0
f x1
x x1 2 2
3 3
2 2 2
x2 x1 x1 1 1.63636
f ' x1 3 x 2 1 3 2 2 1
1
f x2 x2 x2 2
3
1.6363631.636362
x3 x2 x2 1.63636 1.53039
f ' x2 3 x 2 1 3 1.63636 2 1
2
f x3 x3 x32
3
1.5303931.530392
x4 x3 x3 1.53039 1.52144
f ' x3 3 x 2 1 3 1.53039 2 1
3
f x4 x4 x4 2
3
1.5214431.52144 2
x5 x4 x4 1.52144 1.52138
f ' x4 3 x 2 1 3 1.52144 2 1
4
f x5 x5 x5 2
3
1.521383 1.52138 2
x6 x5 x5 1.52138 1.52138
f ' x5 3 x 2 1 3 1.52138 2 1
5
A root of given equation is 1.521
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MA8491 Numerical Methods [Link]
11 .
f xn
xn 1 xn , where n 0,1, 2,...
f ' xn
Let f x x tan x 1.28
f x x sec2 x tan x
f x 0 0 tan 0 1.28 1.28 0 ' 've
f x 0.5 0.5 tan 0.5 1.28 1.006 0 ' 've
f x 1 1 tan 1 1.28 0.2774 0 ' ' ve
A root lies between 0.5 and 1.
Take x0 0.5
f xn
Now, put n = 0 in xn 1 xn , we get
f ' xn
f x0 x0 tan x0 1.28 0.5 tan 0.51.28
x1 x0 x0 0.5 1.34218
f ' x0 x0 sec x0 tan x0
2
0.5 sec2 0.5 tan 0.5
f x1 1.34218 tan 1.342181.28
x2 x1 1.34218 1.19469
f ' x1 1.34218 sec2 1.34218tan 1.34218
f x2 1.19469 tan 1.19469 1.28
x3 x2 1.19469 1.04143
f ' x2 1.19469 sec2 1.19469 tan 1.19469
f x3 1.04143 tan 1.041431.28
x4 x3 1.04143 0.95512
f ' x3 1.04143 sec2 1.04143tan 1.04143
f x4 0.95512 tan 0.95512 1.28
x5 x4 0.95512 0.93871
f ' x4 0.95512 sec2 0.95512 tan 0.95512
f x5 0.93871 tan 0.938711.28
x6 x5 0.93871 0.93826
f ' x5 0.93871 sec2 0.93871tan 0.93871
f x6 0.93826 tan 0.93826 1.28
x7 x6 0.93826 0.93826
f ' x6 0.93826 sec2 0.93826 tan 0.93826
A root of given equation is 0.93826
CW.14. Solve the equation x sin x cos x 0 by Newton–Raphson method.
{Solution. : x4 x5 2.79839 }
HW.15. Solve the equation xe2 x 0.5sin x by Newton–Raphson method.
{Solution. : x2 x3 3.12962 upto 5th decimal}
Eg.16. Using Newton–Raphson method, find a root correct to 5 decimal
places for the equation e x 4 x 0
f xn
Sol: Newton–Raphson method formula is xn1 xn
f ' xn
Let f x e 4 x f x e 4
x x
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12 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
f x 0 e 4 0 1 0 ' ' ve
0
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MA8491 Numerical Methods [Link] 13 .
1
N
xn 1
xn 1 xn xn N xn2 xn 2 Nxn
1 xn
2
xn
1
This is the Newton’s–Raphson formula to find the value of .
N
1
To find :
26
Put N = 26 and n = 0 in xn1 xn 2 Nxn , we get
x1 x0 2 26 x0 (1)
1 1 1
Take 0.04 as x0 is nearer to
25 25 26
1 x1 x0 2 26 x0 0.04 2 26 0.04 0.0384
x2 x1 2 26 x1 0.0384 2 26 0.0384 0.03846
x3 x2 2 26 x2 0.03846 2 26 0.03846 0.03846
A root of given equation is 0.03846 or 0.0385
CW.20. Find the Newton–Raphson formula to find the value of N where
N is a real number, hence evaluate 142 correct to 5 decimal
places. {Solution. : x2 x3 11.91638 }
1
p
HW.21. Find the Newton–Raphson formula to find the value of N where
N is a real number, hence evaluate 3 17 correct to 5 decimal
places. {Solution. : x4 x5 2.57128 }
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14 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
Topic 4 : Solution of linear system by Gaussian elimination method
Gauss elimination method:
Step1: Write the augmented matrix for the given system of
simultaneous equations
a11 a12 a13 b1
a21 a22 a23 b2
a
31 a32 b33 b3
Step2: Using elementary row operations reduce the given
matrix into an upper–triangular matrix say
c11 c12 c13 d1
0 c22 c23 d 2
0 0 c33 d3
Step3: By back substitution we get the values for unknowns.
Topic 5 : Solution of linear system by Gaussian Jordan method
Gauss Jordan method:
Step1: Write the augmented matrix for the given system of
simultaneous equations
a11 a12 a13 b1
a21 a22 a23 b2
a
31 a32 b33 b3
Step2: Using elementary row operations reduce the given
matrix into a diagonal matrix say
c11 0 0 d1 c11 0 0 diagonal matrix
0 c22 0 d2
0 Here 0 c22 0 is a or
d3 0 unit matrix
c33
0 c33
0
Step3: By direct substitution we get the values for unknowns.
(Note: Gauss elimination and Gauss Jordan methods are direct methods.)
Part A:
8. For solving a linear system AX = B, compare Gauss elimination
method and Gauss Jordan method.
Sol:
Gauss elimination method Gauss Jordan method
Coefficient matrix is transmitted Coefficient matrix is transmitted
into upper triangular matrix into diagonal matrix or unit matrix
Direct method Direct method
Obtain the solution by back No need of back substitution
substitution method method
9. State the two difference between direct and iterative methods for
solving system of equations.
Sol: Direct Method Iterative Method
It gives exact value It gives only approximate value
Simple, takes less time Time consuming and labourious
This method determine all the This method determine only one
roots at the same time root at a time
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MA8491 Numerical Methods [Link]
15 .
Part B:
Eg.22. Solve the system of equations by (i) Gauss elimination method (ii)
Gauss Jordan method
3x1 2 x2 3x3 6
x1 x2 x3 1
2 x1 5 x2 4 x3 5
Sol: The given system of equations can be written as
x1 x2 x3 1
3x1 2 x2 3x3 6
2 x1 5 x2 4 x3 5
Given system of the form AX = B
(i) Gauss elimination method:
The augmented matrix form is
1 1 1 1
A | B 3 2 3 6
2 5 4 5
1 1 1 1
3 3 R R2 3R1
2 3 3 3 6 3 2
R R3 2 R1
2 2 5 2 4 2 5 2 3
1 1 1 1
0 1 0 3
0 3 2 3
1 1 1 1
0 1 0 3 R3 R3 3R2
0 3 3 2 0 3 9
1 1 1 1
0 1 0 3
0 0 2 12
By back substitution to find the solution of the system of equations
2 x3 12 x3 6
x2 3 x2 3
x1 x2 x3 1 x1 2
2,3, 6 is the solution for the system of equations.
(ii) Gauss–Jordan method:
The augmented matrix form is
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16 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
1 1 1 1
3 2 3 6
A | B
2 5 4 5
1 1 1 1
3 3 2 3 3 3 6 3 R2 R2 3R1
R R 2R
2 2 5 2 4 2 5 2 3 3 1
1 1 1 1
0 1 0 3
0 3 2 3
1 1 1 1
0 1 0 3 R R 1
2 2
0 3 2 3
1 0 1 1 1 0 1 3
0 R R1 R2
1 0 3 1
R R3 3R2
0 3 3(1) 2 3(0) 3 3(3) 3
1 0 1 4
0 1 0 3
0 0 2 12
1 0 1 4
0 1 0 3 R R3
3 2
0 0 1 6
1 0 0 2
0 1 0 3 R R R
1 1 3
0 0 1 6
x1 2, x2 3, x3 6 x1, x2 , x3 2,3,6
CW23. Solve the system of equation by (i) Gauss elimination method (ii)
Gauss Jordan method
28 x 4 y z 32
x 3 y 10 z 24 {Sol: x, y, z 0.99359,1.50697,1.84855 }
2 x 17 y 4 z 35
HW24. Solve the system of equation by (i) Gauss elimination method (ii)
Gauss Jordan method
pqrs2
p q 3r 2s 6
2 p 3q r 2s 7 { Sol: p, q, r, s 1,0, 1, 2 }
p 2q r s 2
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MA8491 Numerical Methods [Link] 17 .
(1) becomes x
1 1
a11
b1 a12 y a13 z
0 0
Step4: Using this x1 in (2), we use z for z and x1 for x
0
instead of x 0 , we get
(2) becomes y
1 1
a22
b2 a21 x a23 z
1 0
Step5: Substitute x , y for x, y in the third equation.
1 1
(3) becomes z
1 1
a33
b3 a31 x a32 y
1 1
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18 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
Part B:
Eg.25. Solve by Gauss-Seidel iterative method
x y 54 z 110
27 x 6 y z 85
6 x 15 y 2 z 72
Sol: This can be written in diagonally dominant matrix as
27 x 6 y z 85 (1)
6 x 15 y 2 z 72 (2)
x y 54 z 110 (3)
1
(1) x 85 6 y z (4)
27
1
(2) y 72 6 x 2 z (5)
15
1
(3) z 110 x y (6)
54
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MA8491 Numerical Methods [Link] . 19
Iteration 1:
Put y z 0 in (4)
1
(4) x 85 6 0 0 3.14815
27
1
(5) y 72 6 3.14815 2 0 3.54074
15
1
(6) z 110 3.14815 3.54074 1.91317
54
Iteration 2: [Substitute the latest values of x, y, z in (4), (5), (6)]
1
x 85 6 3.54074 1.91317 2.43218
27
1
y 72 6 2.43218 2 1.91317 3.57204
15
1
z 110 2.43218 3.57204 1.92585
54
1
Iteration 3: x 85 6 3.57204 1.92585 2.42569
27
1
y 72 6 2.42569 2 1.92585 3.57294
15
1
z 110 2.42569 3.57294 1.92595
54
1
Iteration 4: x 85 6 3.57294 1.92595 2.42549
27
1
y 72 6 2.42549 2 1.92595 3.57301
15
1
z 110 2.42549 3.57301 1.92595
54
1
Iteration 5: x 85 6 3.57301 1.92595 2.42548
27
1
y 72 6 2.42548 2 1.92595 3.57301
15
1
z 110 2.42548 3.57301 1.92595
54
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20 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
CW.26. Solve by Gauss-Seidel iterative method
8 x 3 y 2 z 20
6 x 3 y 12 z 35
4 x 11 y z 33
Sol: x, y, z 3.016,1.985,0.911
HW.27. Apply Gauss–Seidel method to solve the system of equations
20x y 2z 17,3x 20 y z 18,2x 3y 20z 25
Sol: x, y, z 0.999969 1, 1.0000064 1,1.000002 1
AU9. Solve the following system by Gauss- Seidal method :
28x + 4y − z = 32; x + 3y + 10z = 24; 2x + 17y + 4z = 35
(May./June, 2007)Ans: x=0.9936,y=1.507,z=1.8486
[Link] using Gauss-Seidel method, solve the system of equations
6x + 3y + 12z = 35; 8x − 3y + 2z = 20; 4x + 11y − z = 33.
(May./June, 2007(EEE))
[Link] using Gauss-Seidel iteration method, solve the following
system of equations upto four decimals.
10x − 2y − z − w = 3; −2x + 10y − z − w = 15;
−x − y + 10z − 2w = 27; − x − y − 2z + 10w = −9.
(Nov./Dec, 2009(IT))Ans: x = 3.017, y = 1.986, z = 0.91
A1 7 3
2 1
Part B:
Eg.28. Using Gauss–Jordan method, find the inverse of the matrix
1 0 1
3 4 5
0 6 7
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MA8491 Numerical Methods [Link]
21 .
1 0 1
Sol: Let A 3 4 5
0 6 7
1 0 1 1 0 0
Consider A | I 3 4 5 0 1 0 Apply R2 R2 3R1
0 6 7 0 0 1
1 0 1 1 0 0
3 3 1 4 3 0 5 3 1 0 3 1 1 3 0 0 3 0
0 6 7 0 0 1
1 0 1 1 0 0
0 4 8 3 1 0 R2 2
R
4
0 6 7 0 0 1
1 0 1 1 0 0
0 1 2 3 / 4 1/ 4 0 R3 R3 6 R2
0 6 7 0 0 1
1 0 1 1 0 0
0 1 2 3 / 4 1/ 4 0
0 6 6 1 7 6 2 0 6 3 / 4 0 6 1/ 4 1 6 0
1 0 1 1 0 0
0 1 2 3 / 4 1/ 4 0 R3 3
R
5
00 5 9 / 2 3 / 2 1
1 0 1 1 0 0
0 1 2 3 / 4 1/ 4 0 R1 R1 R3
R R2 2 R3
0 0 1 9 /10 3 /10 1/ 5 2
1 0 0 0 1 1 1 9 /10 0 3 /10 01/ 5
02 0 12 0 22 1 3 / 4 2 9 /10 1/ 4 2 3 /10 02 1/ 5
0 0 1 9 /10 3 /10 1/ 5
1 0 0 1/10 3 /10 1/ 5
0 1 0 21/ 20 7 / 20 2 / 5 I | A1
0 0 1 9 /10 3 /10 1/ 5
1 3 1
21/ 2 7 / 2 4
1 1
A
10
9 3 2
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22 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
1 1 3
CW.29. Find the inverse of a matrix 1 3 3 by Gauss–Jordan
2 4 4
1 12 4 6
method. Soln. : A1 5 1 3
4 1 1 1
HW.30. Using Gauss–Jordan method, find the inverse of the matrix
2 2 6 12 4 6
2 6 6 Soln. : A 1 1
1 5 3
56
4 8 8 5 3 1
1 2 1
[Link] the inverse of the matrix 4 1 0 by using Gauss–Jordan
2 1 3
1/ 5 1/ 3 1/ 15
method. (M/J,'07(EEE)) Ans: A1 4 / 5 1/ 3 4 / 15
2 / 5 1/ 3 7 / 15
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MA8491 Numerical Methods [Link]
23 .
upto two decimals and choose 1 as the initial eigen vector.
1
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24 UNIT I : Solution of [Link]
and Eigenvalue Problems
AX 5 4 1 1 4.65 4.65 1 4.65 X 6
1 3 0.65 2.95 0.63
AX 6 4 1 1 4.63 4.63 1 4.63 X 7
1 3 0.63 2.89 0.62
AX 8 4 1 1 4.62 4.62 1 4.62 X 8
1 3 0.62 2.86 0.62
The eigen value = = 4.62 and
the corresponding eigen vector = X = 1
0.62
Part B:
Eg.31. Find the dominant eigen value and eigen vector of the matrix
4 5 by power method.
1 2
1
Sol: Let X 1 be an arbitrary initial eigen vector.
0
4 5 1 4 1 5 0 4 1
AX1 4 4 X 2 , say
1 2 0 1 1 2 0 1 0.25
AX 2
4
5 1 41 5 0.25 2.75 2.75 1 2.75 X
1 2 0.25 1 1 2 0.25
0.5 0.18182
3
4 5 1 3.0909 1
AX 3 3.0909 3.0909 X 4
1 2 0.18182 0.63636 0.20588
4 5 1 2.9706 1
AX 4 2.9706 2.9706 X 5
1 2 0.20588 0.58824 0.06666
4 5 1 3.6667 1
AX 5 0.06666 0.86668 3.6667 0.23637 3.6667 X 6
1 2
4 5 1 2.81815 1
AX 6 2.81815 2.81815 X 7
1 2 0.23637 0.52726 0.18709
4 5 1 3.06455 1
AX 7 3.06455 3.06455 X 8
1 2 0.18709 0.62582 0.19579
4 5 1 3.02105 1
AX 8 0.19579 0.60842 3.022105 0.20133 3.022105 X 9
1 2
Dominant Eigen value = = –3 and the corresponding
Eigen vector = X = 1 1
0.19529 0.2
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MA8491 Numerical Methods [Link] . 25
CW.32. Find by power method, the largest eigen value and the
1 3 1
corresponding eigen vector of the matrix 3 2 4 .
1 4 10
0.02404
Sol: Dom. Eigen value = = 11.72 and Eigen vector = X = 0.42582
1
1 6 1
Eg.33. Find all the eigen values of the matrix 1 2 0 by power method.
0 0 3
Sol: Dominant Eigen value = = 4
Smallest Eigen value = X = –1
Other Eigen value = 3
AU14. Obtain by power method the numerically largest eigen value of the
15 4 3
matrix 10 12 6 (N/D., 2007) Ans: = −19.977 −20
20 4 21
AU15. Find the all eigen values of the matrix by power
1 2 3
method 0 4 2 (Nov./Dec., 2007(EEE)) Ans: = −4, 1, 7
0 0 7
AU16. Find the dominant Eigen value and the corresponding Eigen vector
1 6 1
of the matrix 1 2 0 (May./June, 07)Ans: = −1, 3, 4
0 0 3
AU17. Find, by power method, the largest eigen value and the eigen vector
25 1 2
of the matrix 1 3 0 (May./June, 2007(EEE))
2 0 4
Ans: = 25.1821 ; X = (1, 0.0451, 0.0685)T
AU18. Solve by power method, to find the dominant Eigen value for the
1 1 3
following matrix 1 5 1 (Nov./Dec., 2009(ECE)) Ans: =
3 1 1
AU19. Determine, by power method, the largest eigenvalue of the matrix
2 1 0
1 2 1 (Nov./Dec., 2009(IT)) Ans: =
0 1 2
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26 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
aij = sin , a ji = sin , aii a jj cos
Change the remaining diagonal elements as 1
Change the remaining off–diagonal elements as 0
The first rotation matrix is
i th col. j th col.
1 0 0 0 0 0
0 1 0 0 0 0
i th
row 0 0 0 cos sin 0
S1
j row 0
th sin cos 0
0 1
0 0
1 1 2aij
tan , if aii a jj
2 aii a jj
Use
, if aij 0
4
, if aii a jj
4 , if aij 0
Here
4 4
and form transformation as B1 S1T A S1
Sol: Let A = 1 2
2 1
The largest off–diagonal element a12 a21 2
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MA8491 Numerical Methods [Link]
27 .
1 5 2
16. Using Jacobi’s method find the rotation matrix of 5 4 7 .
2 7 4
1 5 2
Sol: Let A = 5 4 7
2 7 4
The numerically largest off–diagonal element a23 a32 7
1 0 0
The rotation matrix S1 0 cos sin
0 sin cos
Part B:
Eg.34. Find all the eigen values and eigen vectors of the matrix
1 2 2
A 2 3 2 by Jacobi method.
2 2 1
Sol: Given matrix is symmetric matrix.
Numerically largest element in off diagonal element is 2 in
a13 & in a31 so multiply with sin & sin and other elements
a11 & a33 are both multiplied by cos remaining diagonal a22
with ‘1’ and a12 , a21, a23 , a32 with ‘0’.
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28 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
cos 0 sin
Suitable orthogonal matrix is S1 0 1 0
sin 0 cos
1 2a13 1 1 2 2 1
tan 1 tan
2 a11 a33 2 1 1 2 2 4
cos / 4 0 sin / 4 1 / 2 0 1 / 2
S1 0 1 0 0 1 0
sin / 4 0 cos / 4 1 / 2 0 1 / 2
1/ 2 0 1/ 2 1 2 2 1/ 2 0 1/ 2
Now B1 S1T AS1 0 1 0 2 3 2 0 1 0
1/ 2 0 1/ 2 2
2
2 1 1/ 2 0 1/
3 2 0
2 3 0
0 0 1
cos sin 0
Here S2 sin cos 0
0 0 1
1 1 2a12 1 1 2 2 1 1
tan
1
Now tan tan
2 a11 a22 2 33 2 2 2 4
1/ 2 1/ 2 0
S2 1/ 2 1/ 2 0
0 0 1
1/ 2 1/ 2 0 3 2 0 1/ 2 1/ 2 0
B2 S2T B1S2 1/ 2 1/ 2 0 2 3 0 1/ 2 1/ 2 0
0 0 1 0 0 1 0 0 1
5 0 0
0 1 0 , a diagonal matrix with 5,1, 1 as eigen values
0 0 1
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MA8491 Numerical Methods [Link] . 29
CW.35. Find all the eigen values and eigen vectors of the matrix
1/ 2 1 2
A 1 3/ 2 1 by Jacobi method.
2 1 1/ 2
Sol: Eigen values = 5 / 2, 1/ 2, 1/ 2 and
1/ 2 1/ 2 1/ 2
Eigen vectors = 1/ 2 , 1/ 2 , 0
1/ 2 1/ 2 1/ 2
HW.36. Find all the eigen values and eigen vectors of the matrix
2 1 1
A 1 2 1 by Jacobi method.
1 1 2
Sol: Eigen
Corresponding eigen vectors
Values
1,4,1 1/ 6 1 1/ 3 1 1 1/ 2 1
2 / 6 or 2 , 1/ 3 or 1 1 , 0 or 0
1/ 6 1 1/ 3 1 1 1/ 2 1
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30 [Link]
UNIT I : Solution of Equations and Eigenvalue Problems
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MA8491 Numerical Methods [Link]
31 .
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