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数值代数第二次作业报告
Gaussian elimination with scaled row pivoting
Solving systems using Gaussian elimination with scaled row pivoting
Part 1 An introduction to the algorithm
The algorithm consists of two parts: a factorization phase and a solution phase
Here is an algorithm to do the factorization phase:
input n,( aij)
for i=1 to n do
pi ← i
si ← max1≤j≤naij
end do
for k=1 to n-1 do
select j ≥ k so that
apjk/spj≥apik/spi for i=k,k+1,…,n
pk ? pj
for i=k+1 to n do
z ←apik/apkk; apik ← z
for j=k+1 to n do
apij←apij- zapkj
end do
end do
end do
output(aij),( pi)
Here is an algorithm to do the solution phase:
input n,( aij),( pi),( bi)
for k=1 to n-1 do
for i=k+1 to n do
bpi←bpi- apikbpk
end do
end do
for i=n to 1 step -1 do
xi←bpi-j=i+1napijxj/apii
end do
output (xi)
We also give out the algorithms to find out the unit lower triangular matrix L and the upper triangular matrix U:
input n,( aij), ( pi)
for i=1 to n do
for j=1 to n do
lij ← 0
end do
end do
for i=1 to n do
lii ← 1
end do
for i=1 to n-1 do
for j=1 to i do
li+1,j ← api+1j
end do
end do
output (lij)
input n,( aij), ( pi)
for i=1 to n do
for j=1 to n do
uij ← 0
end do
end do
for i=1 to n do
for j=i to n do
uij ← apij
end do
end do
output (uij)
Part 2 Solving systems
System 1
-911732-1681 x1x2x3= 59-3
According to the the algorithms given in Part 1, we write a C program (see the Appendix) to solve this systems.Here is the result:
PA=100-1.500000100.500000-00000008.0000001.000000013500000001.346154
where
P=001100010 A=-911732-1681
The solution
X=x1x2x3=13.047619-11.1428577.857143
System 2
0.2641x1+0.1735x2+0.8642x3=-0.75210.9411x1+0.0175x2+0.1463x3=0.6310-0.8641x1-0.4243x2+0.0711x3=0.2501
To solve this system,we only need to change the matrix A and the vector b in the C program with proper numbers.Here is the result:
PA=100-10.305636-0.0985551-0.864100-0.4243000.0711000-0.4446090.223736000.907981
where
P=001010100
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