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Tutorial Sheet 2

This document provides 12 numerical methods problems involving Jacobi iteration, Gauss-Seidel iteration, LU decomposition, and the power method. The problems involve finding iterations, solutions, eigenvalues and eigenvectors for various systems of linear equations and matrices. Sample answers are provided for each problem.

Uploaded by

Gaurav Upadhyay
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
20 views

Tutorial Sheet 2

This document provides 12 numerical methods problems involving Jacobi iteration, Gauss-Seidel iteration, LU decomposition, and the power method. The problems involve finding iterations, solutions, eigenvalues and eigenvectors for various systems of linear equations and matrices. Sample answers are provided for each problem.

Uploaded by

Gaurav Upadhyay
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Dr B R AMBEDKAR NIT JALANDHAR

NUMERICAL METHODS (MACI-203)

Tutorial Sheet-II

(1) Find the first two iterations of the Jacobi method for the following linear system, using
X(0) = 0
4x1 + x2 − x3 = 5
−x1 + 3x2 + x3 = −4
2x1 + 2x2 + 5x3 = 1
Answer: X(2) = (1.633333, −.983333, 0.233333)t .

(2) Find the first two iterations of the Jacobi method for the following linear system, using
X(0) = 0
4x1 + x2 − x3 + x4 = −2
x1 + 4x2 − x3 − x4 = −1
−x1 − x2 + 5x3 + x4 =0
x1 − x2 + x3 + 3x4 =1
Answer: X(2) = (−0.5208333, −0.04166667, −0.2166667, 0.4166667)t .

(3) Find the first two iterations of the Gauss-Seidel method for the following linear system,
using X(0) = 0
1
−2x1 + x2 + x3 = 4
2
1
x1 − 2x2 − x3 = −4
2
x2 + 2x3 = 0
Answer: X(2) = (−1.625, 1.3125, −0.65625)t .

(4) Use the Gauss-Seidel iterative technique to find approximate solutions to


10x1 − x2 + 2x3 = 6
−x1 + 11x2 − x3 + 3x4 = 25
2x1 − x2 + 10x3 − x4 = −11
3x2 − x3 + 8x4 = 15
starting with X = (0, 0, 0, 0)t and iterating until
kX (k) − X (k−1) k∞
≤ 10−3 .
kX (k) k∞
Answer: X(5) = (1.0001, 2.0000, −1.0000, 1.0000)t .
(5) The following system of equations are given:

4x1 + x2 + x3 = 4
x1 + 4x2 − 2x3 = 4
3x1 + 2x2 − 4x3 = 6
solve the above system by the LU decomposition method.
Answer: X = [1, 1/2, −1/2]t .

(6) Solve the system of equations


2x1 + x2 − 4x3 + x4 = 4
−4x1 + 3x2 + 5x3 − 2x4 = −10
x1 − x2 + x3 − x4 = 2
x1 + 3x2 − 3x3 + 2x4 = −1
by the LU decomposition method, assuming uii = 1, i = 1, 2, 3, 4.
Answer: X = [1, −1, −1, −1]t .

(7) Find the first three iterations obtained by the Power method applied to the following
matrix.
1 −1 0
" #
−2 4 −2 ;
0 −1 2
Use X(0) = (−1, 2, 1)t .
Answer: µ(3) = 5.000000, X(3) = (−0.2578947, 1, −0.2842105)t

(8) Find the first three iterations obtained by the Power method applied to the following
matrix.  
4 1 1 1
1 3 −1 1
1 −1 2 0 ;
1 1 0 2
Use X(0) = (1, −2, 0, 3)t .
Answer: µ(3) = 5.038462, X(3) = (1, 0.2213741, 0.3893130, 0.4045802)t .

(9) Find inverse of the matrix  


2 1 0 0
1 2 1 0
0 1 2 1
0 0 1 2
by the partition method.
Answer:
4 −3 2 −1
 
1 −3 6 −4 2 
.
5 2 −4 6 −3

−1 2 −3 4

(10) If A and C are non singular matrix then show that


 −1  
A O A−1 O
=
B C −C −1 BA−1 C −1
2
Hence find inverse of  
1 0 0 0
0 2 0 0
3 0 4 0
0 1 0 3
Answer:  
1 0 0 0
 0 1/2 0 0 
−3/4 0 1/4 0  .
0 −1/6 0 1/3

(11) Find all the eigenvalues and the corresponding eigenvectors of the matrix.
 √ 
√1 3 √4
 3 5 3

4 3 1
using Jacobi method. √ √ √
Answer: √ Eigen values are 5+
√ 6,√ 5− 6, −3 and the eigenvectors are (1/2)[1, 2, 1]t ,
(1/2)[−1, 2, −1]t , (1/2)[− 2, 0, 2]t .

(12) Find all the eigenvalues of the matrix


3 2 1
" #
2 3 2
1 2 3
using Jacobi method. Iterate till off-diagonal elements in magnitude are less than 0.0005.
Answer: After six rotations, eigen values are 6.372293, 0.627718, 2.000001.

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