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Solving System of Linear Equations and Finding Inverses of N N Matrices

This document discusses solving systems of linear equations and finding inverses of matrices. It provides: 1) An objective to find the inverse of a given matrix using Gaussian elimination and LU decomposition, and to create a generic program. 2) An explanation of LU decomposition theory and algorithms. 3) Results showing the inverse of a sample matrix using Gaussian elimination and LU decomposition, and the solution to a set of linear equations using various methods.

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Namit Anand
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© Attribution Non-Commercial (BY-NC)
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Download as PDF, TXT or read online on Scribd
23 views

Solving System of Linear Equations and Finding Inverses of N N Matrices

This document discusses solving systems of linear equations and finding inverses of matrices. It provides: 1) An objective to find the inverse of a given matrix using Gaussian elimination and LU decomposition, and to create a generic program. 2) An explanation of LU decomposition theory and algorithms. 3) Results showing the inverse of a sample matrix using Gaussian elimination and LU decomposition, and the solution to a set of linear equations using various methods.

Uploaded by

Namit Anand
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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Solving system of linear equations and nding inverses of

N*N matrices
Namit Anand
Roll No. - 1111033
0.1 Objective
1. Find the inverse of a given matrix by Gaussian elimination with back substitution
and LU decomposition and make a generic program for the same.
Table 1: Given matrix
1.0 3.0 2.1
2.0 5.0 7.5
2.3 4.0 8.0
2. Solve following set of linear equations with Gauss Jordan method, Gauss elimination
by back substitution and LU decomposition. Use pivoting in all the cases.
2.5x1 + 4.2x2 1.1x3 2.1x4 = 10.1
3.9x1 + 2.1x3 + 1.2x4 = 6.5
1.2x1 + 3.4x2 1.5x4 = 2.7
3.0x1 + 1.9x2 + 5.2x4 = 1.8
0.2 LU decomposition:
0.2.1 Theory :
LU decomposition is a matrix decomposition in which a matrix is written as the product
of a lower triangular matrix and an upper triangular matrix. This decomposition is used
in numerical analysis to solve systems of linear equations or calculate the determinant.
Let A be a square matrix. An LU decomposition is a decomposition of the form
A = LU
A =
_

_
A
00
A
01
A
02
..
A
10
A
11
A
12
..
A
20
A
21
A
22
..
.. .. .. ..
_

_
=
_
_
_
_
L
00
0 0 ..
L
10
L
11
0 ..
L
20
L
21
L
22
..
.. .. .. ..
_
_
_
_
_
_
_
_
U
00
U
01
U
02
..
0 U
11
U
12
..
0 0 U
22
..
.. .. .. ..
_
_
_
_
(1)
1
0.2.2 Algorithm used:
1. The diagonal values of U are set to be 1.
2. The rst row elements of U and rst column elements of L are calculated as follows:
L
i,0
= A
i,0
U
0,i
=
A
0,j
L
0,0
3. For every column, at rst, L
i,i
is calculated as L
i,i
= A
i,i
L
i,k
U
k,i
. Then, for
rows, (i + 1) to n, L
j,i
and U
i,j
are calculated as :
L
j,i
= A
j,i

k
L
j,k
U
k,i
U
i,j
=
A
i,j

k
L
i,k
U
k,j
L
i,i
0.3 Result :
0.3.1 Inverse of given matrix A by Gauss elimination
1.562500 -2.437500 1.875000
0.195312 -0.495313 -0.515625
-0.546875 0.453125 -0.156250
0.3.2 Inverse of given matrix A by LU decomposition
1.562500 -2.437500 1.875000
0.195312 -0.495313 -0.515625
-0.546875 0.453125 -0.156250
2
0.3.3 Solution of linear equations
x1 = 1.146987
x2 = 0.215361
x3 = 5.000066
x4 = 0.394259
3

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