École Centrale School of Engineering, Mahindra University, Hyderabad ES211 (Numerical Methods), Problem Sheet−II 1. * Solve the following system of equations using (a) Gauss-elimination, (b) Doolittles’, and (c) Crouts’ decomposition x1 + x2 + x3 = 1, 4x1 + 3x2 − x3 = 6, 3x1 + 5x2 + 3x3 = 4. 2. If A ∈ Rn×n is symmetric and non-singular, then prove that A1 = [a1i,j ], where a1i,j = ai,j − ai,1 a1,j , a1,1 i, j = 1, 2, . . . , n is also symmetric. 3. Prove that inverse of a unit upper triangular matrix is a unit upper triangular matrix. 4. Let A ∈ Rn×n be a non-singular matrix which can be written as A = LU. Let Ak , k = 1, 2, . . . , n denotes the principal leading sub-matrix of order k. Show that det(Ak ) 6= 0, k = 1, 2, . . . , n. 5. * Show that the following matrix A is symmetric and positive definite, then solve the system Ax = b where 12 4 −1 T A= 4 7 1 (1) , b = [15, 12, 6] −1 1 6 6. * Solve the following system of equations using (a) Gauss-elimination with partial pivoting, and (b) Gausselimination with complete pivoting 6x1 − 2x2 + 2x3 + 4x4 = 16, 12x1 − 8x2 + 6x3 + 10x4 = 26, 3x1 − 13x2 + 9x3 + 3x4 = −19, −6x1 + 4x2 + x3 − 18x4 = −34. 7. * Discuss Thomas algorithm for solving a tri-diagonal system of equations. Then solve the following system with n = 3. 4x1 − x2 = −20, xj−1 − 4xj + xj+1 = 40 (2 ≤ j ≤ n − 1), −xn−1 + 4xn = −20. Practice problems for Lab Write a MATLAB code for the problems marked with * 1 Home work (* Submit solutions of these problems as an assignment on or before March 12, 2021) 1. * Show that if A ∈ Rn×n is non-singular, and A x = b is altered by multiplication of its j th column by α 6= 0, 1 then the solution is altered only in the j th component, which is multiplied by . α 2. Let L = [li,j ], i, j = 1, 2, . . . , n, M = [mi,j ], i, j = 1, 2, . . . , n be unit lower triangular matrices. Show that LM is also a unit lower triangular matrix. 3. * Prove that the Thomas algorithm for solving a tri- diagonal system needs only O(n) floating point operations. 4. Prove that inverse of a unit lower triangular matrix is a unit lower triangular matrix. 5. * If A ∈ Rn×n is a symmetric and positive definite matrix ⇐⇒ A can be written as A = GGT , where G is a lower triangular matrix. 6. * Find the (a) Doolittles’, and (b) Crouts’ decompositions of 60 A= 30 20 30 20 15 20 15 12 7. * Find the inverse of the following matrix using Cholesky decomposition. 4 −1 0 0 −1 4 −1 0 A= 0 −1 4 −1 0 0 −1 4 2