Exercises

1. Solve the set of simultaneous equations

6x1 + 3x2 + 6x3 = 30

2x1 + 3x2+ 3x3 = 17
x1 + 2x2 + 2x3 = 11

2. Solve the system

1 1 2 -4 x1 0
2 -1 3 1 x2 = 5
3 1 -1 2 x3 5
1 -1 -1 1 x4 0

By [L][U] factorization.

3. Solve the symmetrical equations

9.3746 x1 + 3.0416 x2 2.4371 x3 = 9.2333

3.0416 x1 + 6.1832 x2 + 1.2163 x3 = 8.2049
-2.4371x1 + 1.2163 x2 + 8.4429 x3 = 3.9339

By [L][D][L] T decomposition.

4. Solve the symmetrical equations

5x1 + 6x2 - 2x3 - 2x4 = 1

6x1 - 5x2 - 2x3 +2x4 = 0
-2x1 - 2x2 + 3x3 - x4 = 0
-2x1 + 2x2 - x3 - 3x4 = 0

5. Solve the symmetrical equations

x1 + 2x2 - 2x3 + x4 =4
2x1 + 5x2 - 2x3 + 3x4 =7
-2x1 - 2x2 +5x3 + 3x4 = -1
x1 + 3x2 + 3x3 + 2x4 =0
6. Attempt to solve the exercises 4 and 5 by Choleskys Method.

7. Solve the symmetrical banded system,

4 2 0 0 4
2 8 2 0 = 0
0 2 8 2 0
0 0 2 4 0

8. Solve the following system using elimination with pivoting

1 0 2 3 1
-1 2 2 -3 = -1
0 1 1 4 2
6 2 2 4 1

9. Solve the following equations using elimination with pivoting

x1 + 2x2 + 3x3 = 2
3x1 + 6x2 + x3 = 14
x1 + x2 + x3 = 2

10. Attempt to solve Exercise 9 without pivoting.

11. Solve the equations

20x1 + 2x2 - x3 = 25
2x1 + 13x2 - 2x3 = 30
x1 + x2 + x3 = 2

Using (a) Jacobi and (b) Gauss-Seidel iterations, using a starting guess
x1 = x2 = x3 = 0

12. Compare the iteration counts, for a tolerance of 110-5, in the solution of Exercise 11 by
the following methods; (a) Jacobi (b) Gauss-Seidel (c) SOR ( = 1.2)
(d) Steepest descent (e) Conjugate gradients

13. Solve Exercises 4 and 5 by the method of Conjugate gradients.

14. Check that the solution vector [1.22 1.02 3.04]T is a solution to the system

9x1 + 9x2 + 8x3 = 26

9x1 + 8x2 + 7x3 = 24
8x1 + 7x2 + 6x3 = 21

to within a tolerance of 0.01. Find the true solution. What do these results imply about the

system of equations?

15. Solve the following set of equations by using Gaussian elimination with pivoting to
transform the matrix into lower triangular form.

0 2 0 3 x1 0
1 0 3 4 x2 = 7
2 3 0 1 x3 -9
-3 5 2 0 x4 -12

16. Estimate the solution to the following set of equations using the Gauss- Seidel method
with an initial guess of x1 = 10, x2 = 0 and x3 = -10

4 -2 -1 x1 40
1 -6 2 x2 = -28
1 -2 12 x3 -86

17. Solve the following set of equations using Gaussian elimination.

4 3 -6 1 x1 -5
4 3 2 2 x2 = 12
-6 -6 3 -1 x3 -1
-1 3 -1 2 x4 -9

18. Decompose the matrix [A] into the factors [L][D][L]T and hence compute its determinant

2 1 0
[A] = 1 3 1
0 1 2
19. In a less stringent approach to avoiding zero-diagonal terms known as "Partial pivoting",
at each stage of the elimination process, the terms in the column below the active
diagonal are scanned, and the row containing the largest (absolute) term is interchanged
with the row containing the diagonal.

Use this method to solve the following set of equations:

4 -4 -6 x1 2.5
4 3 2 x2 = -4.6
-6 -6 3 x3 4.95

20. Use Cholesky's method to solve the following two systems of simultaneous equations.

1 2 -2 x1 -4 1 2 -2 x1 2
2 5 -4 x2 = 2 2 5 -4 x2 = -4
-2 -4 5 x3 4 -2 -4 5 x3 4

Briefly describe any labor saving procedures that may have helped you to solve those

two problems.

21. Attempt to solve the following system of equations using Cholesky's Method.

3 -2 1 x1 3
-2 3 2 x2 = -3
1 2 2 x3 2

What do your calculations indicate about the nature of the coefficient matrix?

22. Perform a couple of Gauss-Seidel iterations on the following system of equations.

1.00 -0.62 0.37 x1 3

-0.62 1.00 -0.51 x2 = -3
0.37 -0.51 1.00 x3 2

23. An engineering analysis involves repeated solution (i=1, 2...etc.) of a set of equations of

the form: [A]{x}i = {b}i where

4 3 -6
[A] = 3 3 2
-6 -2 3
 Choose an appropriate method for solving these equations, and use it to solve for the

case when

-4
{b)}1= 3
-6

Work to 4 decimal places of accuracy.

24. The coefficient matrix of a symmetrical, positive definite system of equations is stored

in "skyline" form as

1080.0
-180.0
120.0
60.0
20.0
40.0

with diagonal terms in the first, third and sixth locations. Retrieve the original

coefficient matrix and solve the equations to an accuracy of four decimal places using a

suitable method with a right hand side vector of

10.0
0.0
0.0

25. Prove that the BiCGStab algorithm leads to a solution of the unsymmetrical equation

systems of Exercises 1,2,8,9 and 11 in n or n+1 iterations in every case. For these small

systems, preconditioning is not necessary.