1

CHAPTER 9

9.4

The equations can be rearranged into a format for plotting x

2

versus x

1

:

10

8

6

4

2

0

0 2 4 6 8 10

Therefore, the solution is x

1

= 4, x

2

= 5.

9.5

(a) The equations can be rearranged into a format for plotting x

2

versus x

1

:

120

100

80

60

40

20

0

0 200 400 600 800

If you zoom in, it appears that there is a root at about (404.6, 56.5).

56.6

56.55

56.5

56.45

56.4

404 404.5

405 405.5

(b) The plot suggests that the system may be ill-conditioned because the slopes are so similar.

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2

(c) The determinant can be computed as

D = − 1 .

1 ( 17 .

4 ) − 10 ( − 2 ) = 0 .

86 which is relatively small. Note that if the system is normalized first by dividing each equation by the largest coefficient,

0 .

11 x

1

+

0 .

11494 x x

1

2

+

= x

2

12

= 10 the determinant is even smaller

D = − 0 .

11 ( 1 ) − 1 ( − 0 .

11494 ) = 0 .

00494

(d) Using Eqs. (9.10) and (9.11) yields x

1

=

17 .

4 ( 120 ) −

0 .

86

10 ( 174 )

= 404 .

6512 x

2

=

− 1 .

1 ( 174 ) − (

0 .

86

− 2 )( 120 )

= 56 .

51163

9.7

(a) The equations can be rearranged into a format for plotting x

2

versus x

1

:

14.6

14.55

14.5

14.45

14.4

9.8

9.9

10 10.1

10.2

The solution is x

1

= 10, x

2

= 14.5. Notice that the lines have very similar slopes.

(b) The determinant can be computed as

D = 0 .

5 ( − 2 ) − ( − 1 ) 1 .

02 = 0 .

02

(c) The plot and the low value of the determinant both suggest that the system is illconditioned.

(d) Using Eqs. (9.10) and (9.11) yields

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3 x

1

=

− 9 .

5 ( − 2 ) − ( − 1 )( − 18 .

8 )

= 10

0 .

02 x

2

=

0 .

5 ( − 18 .

8 )

0

− (

.

02

− 9 .

5 ) 1 .

02

= 14 .

5

(e) Using Eqs. (9.10) and (9.11) yields x

1

=

− 9 .

5 ( − 2 )

0 .

( −

02

1 )( − 18 .

8 )

= − 10 x

2

=

0 .

52 ( − 18 .

8

)

0 .

− (

02

− 9 .

5 ) 1 .

02

= 4 .

3

The ill-conditioned nature of the system is illustrated by the fact that a small change in one of the coefficients results in a huge change in the results.

9.8

(a) After elimination:

 10

0

0 x

3

=

2

5

0

.

4

5

1 .

1

7

.

351852

Back substitution:

5 .

32 .

1111

351852

= − 6 x

2

=

− 53 .

4

5 .

1

4

.

7 ( − 6 )

= 8 x

1

=

27 − ( − 1 )( − 6

10

) −

9.9

(a) After elimination:

2 ( 8 )

=

32

27

53

.

.

4

1111

0 .

5

 12

0

0

0 .

2

66667

0

Back substitution:

3 .

2

33333

4 x

3

=

2

4

= 0 .

5

6

2

6

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4 x

2

=

− 6 − ( − 3 .

3333 ) 0 .

0 .

66667

5

= − 6 .

5 x

1

=

6 − 2 ( 0 .

5 )

12

− 2 ( − 6 .

5 )

= 1 .

5

9.10

(a) The determinant can be computed as:

D = 0 ( − 2 ) − ( − 3 ) 5 + 7 ( − 12 ) = − 69

(b) Cramer’s rule

=

3

2

2

D

= = x

1

2

3

2

7

0

1

68

69

0 .

985507 x

2

=

0

1

5

2

3

2

D

7

0

1

=

101

69 x

3

=

0

1

5

2

D

3

2

2

3

2

=

63

69

(c) After elimination:

= 1 .

463768

= 0 .

913043

5

0

0

0

2

3

4

0

7

.

6 4

2

2

.

2

Back substitution:

 x

3

=

4 .

2

4 .

6

= 0 .

913043 x

2

=

2 − 7 ( 0

.

913043

3

) x

1

=

2 − 0 ( 0 .

913043 ) −

5

9.11

(a) After elimination:

= 1 .

463768

( − 2 )( 1 .

463768 )

= 0 .

985507

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5

0

0

8

− 5

1

0

.

75

8

1

2

.

5

.

108696

Back substitution: x

3

=

− 16 .

2174

8 .

108696

= − 2 x

2

=

− 43 −

( − 1 .

5 )( − 2 )

5 .

75

= x

1

=

− 20 + 2 ( − 2 )

− 8

− 1 ( 8 )

=

8

4

16 .

20

43

2174

CHAPTER 10

10.1

Matrix multiplication is distributive. Perform algebra…

10.2

(a) LU decomposition is

[ L ] = 

0

1

0

.

.

1

3

− 0 .

0

1

14815

0

0

1

[ U ] = 

 10

0

0

2

5

0

.

4

5 .

1 .

1

7

351852

These two matrices can be multiplied to yield the original system. For example, using

MATLAB to perform the multiplication gives

>> L=[1 0 0;-.3 1 0;0.1 -.14815 1];

>> U=[10 2 -1;0 -5.4 1.7;0 0 5.351852];

>> L*U ans =

10.0000

2.0000

-1.0000

-3.0000

1.0000

-6.0000

1.0000

2.0000

5.0000

(b) Forward substitution: [ L ]{ D } = { B }

Solving yields d

1

= 27, d

Back substitution:

2

= –53.4, and d

3

= –32.1111.

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6

 10

0

0

2

5

0

.

4

5 .

1 .

1

7

351852

 

 x

1 x x

2

3



= 

32

27

53

.

.

4

1111 x

3

=

− 32 .

1111

5 .

351852

= − 6 x

2

=

− 53 .

4

− 1

5 .

4

.

7 ( − 6 )

= 8 x

1

=

27 − ( − 1 )( − 6 )

10

− 2 ( 8 )

= 0 .

5

(c) Forward substitution: [ L ]{ D } = { B }

0

1

0 .

.

1

3

− 0 .

0

1

14815

0

0

1

Solving yields d

1

= 12, d

Back substitution:



 d d d

2

1

2

3



=

12

18

− 6

= 21.6, and d

3

= –4.

 10

0

0

2

5

0

.

4

5 .

1 .

1

7

351852 

 

 x

1 x x

2

3



=

12

21

.

4

6 x

3

=

− 4

5 .

351852

= − 0 .

7474 x

2

=

21 .

6 − 1 .

7 ( − 0 .

7474 )

− 5 .

4 x

1

=

12 − ( − 1 )( − 0 .

7474 )

10

10.3

(a)

LU decomposition is

= − 4 .

23529

2 ( − 4 .

23529 )

[ L ] = 

0

0

.

1

.

25

25 − 0 .

0

1

33333

0

0

1

Forward substitution: [ L ]{ D } = { B }

= 1 .

972318

[ U ] =

8

0

0

 4

6

0

0

6

.

1

75

.

5

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7

0

0

.

1

.

25

25 − 0 .

0

1

33333

0

0

1

Solving yields d

1

= 11, d

Back substitution:



 d d d

2

1

2

3



=

11

4

7

= 6.75, and d

3

= 6.5.

 8

0

0

4

6

0

0

6

.

.

1

75

5

 

 x

1 x

2 x

3



= 6

11

6

.

.

75

5 x

3

=

6 .

5

6 .

5

= 1 x

2

=

6 .

75 −

6

0 .

75 ( 1 )

= 1 x

1

=

11 − ( − 1 )( 1 ) − 4 ( 1 )

= 1

8

(b) The first column of the inverse can be computed by using [ L ]{ D } = { B }

0

1

0 .

25

.

25 − 0 .

0

1

33333

0

0

1



 d d d

1

2

3



=

1

0

0

This can be solved for d

1 substitution

= 1, d

2

= 0.25, and d

3

= − 0.16667. Then, we can implement back

8

0

0

4

6

0

0

6

.

.

1

75

5

 

 x

1 x

2 x

3



=

− 0

0

.

.

1

25

16667 to yield the first column of the inverse

{ X } = 0

0

.

.

099359

0448718

0 .

025641

For the second column use { B } T = {0 1 0} which gives { D } T = {0 1 0.33333}. Back substitution then gives { X } T = { − 0.073718 0.160256 0.051282}.

For the third column use { B } T = {0 0 1} which gives { gives { X } T = {0.028846 − 0.01923 0.153846}.

D } T = {0 0 1}. Back substitution then

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8

Therefore, the matrix inverse is

[ A ] − 1 = 

 0

0 .

.

099359

0

044872

.

025641

0

0

0 .

.

.

073718

160256

051282

0

0

.

028846

0 .

019231

.

153846

We can verify that this is correct by multiplying [ A ][ A ] –1 to yield the identity matrix. Can use

10.4

MATLAB to do this.

After elimination:

[ A ] = 

0

0 .

8

25

.

375 0

− 5

1

.

75

.

23913

1

2

.

5

8 .

108696

Therefore, the LU decomposition is

[ L ] = 

0

0

1

.

25

.

375 0 .

0

1

23913

0

0

1

 [ U ] = 

 −

0

0

8

− 5

1

0

.

75

8 .

1 .

2

5

108696

Forward substitution: [ L ]{ D } = { B }. Solving yields d

1

= − 20, d

Back substitution:

2

= − 43, and d

3

= − 16.2174.

 −

0

0

8

− 5

1

0

.

75

8 .

1

2

.

108696

 x

3

=

− 16 .

2174

8 .

108696

= − 2 x

2

=

− 43

+

5

1

.

.

5

75

( − 2 ) x

1

=

− 20 + 2

(

8

− 2 ) −

10.6

After elimination:

8

=

5

8

= 4

 

 x

1 x x

2

3



= 

10

0

0 .

.

1

3

− 0 .

2

5 .

4

148148 5 .

1 .

1

7

351852

Therefore, the LU decomposition is

16

20

43

.

2174

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[ L ] = 

 1

0 .

0 .

1

3

− 0 .

0

1

148148

0

0

1

[ U ] = 

 10

0

0

2

5

0

.

4

5 .

1 .

1

7

351852

The first column of the inverse can be computed by using [ L ]{ D } = { B }

0

1

0 .

.

1

3

− 0

0

1

.

148148

0

0

1



 d d d

1

2

3



=

1

0

0

This can be solved for d

1 substitution

= 1, d

2

= 0.3, and d

3

= − 0.055556. Then, we can implement back

 10

0

0

2

5

0

.

4

5 .

1 .

1

7

351852

 

 x x x

1

2

3



= 

− 0

0

1

.

3

.

055556 to yield the first column of the inverse

{ X } =

0 .

110727

0

0

.

.

058824

0103806

For the second column use { B } T = {0 1 0} which gives { D } T = {0 1 0.148148}. Back substitution then gives { X } T = {0.038062 − 0.176471 0.027682}.

For the third column use { B } T = {0 0 1} which gives { gives { X } T = {0.00692 0.058824 0.186851}.

D } T = {0 0 1}. Back substitution then

Therefore, the matrix inverse is

[ A ] − 1 = 

0 .

0

0

110727

.

.

058824

010381

0

0

.

0

038062

.

176471

.

027682

0 .

0 .

006920

058824

0 .

186851

We can verify that this is correct by multiplying [ A ][ A ] –1 to yield the identity matrix.

9

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