Chapter 6 Direct Methods for Solving Linear Systems Per-Olof Persson
[email protected] Department of Mathematics University of California, Berkeley Math 128A Numerical Analysis Direct Methods for Linear Systems Consider solving a linear system of the form: 퐸1 ∶ 푎11푥1 + 푎12푥2 + ⋯ + 푎1푛푥푛 = 푏1, 퐸2 ∶ 푎21푥1 + 푎22푥2 + ⋯ + 푎2푛푥푛 = 푏2, ⋮ 퐸푛 ∶ 푎푛1푥1 + 푎푛2푥2 + ⋯ + 푎푛푛푥푛 = 푏푛, for 푥1, … , 푥푛. Direct methods give an answer in a fixed number of steps, subject only to round-off errors. We use three row operations to simplify the linear system: 1. Multiply Eq. 퐸푖 by 휆 ≠ 0: (휆퐸푖) → (퐸푖) 2. Multiply Eq. 퐸푗 by 휆 and add to Eq. 퐸푖: (퐸푖 + 휆퐸푗) → (퐸푖) 3. Exchange Eq. 퐸푖 and Eq. 퐸푗: (퐸푖) ↔ (퐸푗) Gaussian Elimination Gaussian Elimination with Backward Substitution Reduce a linear system to triangular form by introducing zeros using the row operations (퐸푖 + 휆퐸푗) → (퐸푖) Solve the triangular form using backward-substitution Row Exchanges If a pivot element on the diagonal is zero, the reduction to triangular form fails Find a nonzero element below the diagonal and exchange the two rows Definition An 푛 × 푚 matrix is a rectangular array of elements with 푛 rows and 푚 columns in which both value and position of an element is important Operation Counts Count the number of arithmetic operations performed Use the formulas 푚 푚(푚 + 1) 푚 푚(푚 + 1)(2푚 + 1) ∑ 푗 = , ∑ 푗2 = 푗=1 2 푗=1 6 Reduction to Triangular Form Multiplications/divisions: 푛−1 2푛3 + 3푛2 − 5푛 ∑(푛 − 푖)(푛 − 푖 + 2) = ⋯ = 푖=1 6 Additions/subtractions: 푛−1 푛3 − 푛 ∑(푛 − 푖)(푛 − 푖 + 1) = ⋯ = 푖=1 3 Operation Counts