Elimination method

Gauss elimination
(a) Solve the linear system below by using
Gauss elimination method.
8 x1 + x2 + 3x3 = 1
9 x2 + x1 - x3 = 1
3 x1 - x2 + 3 x3 = 3
(b) Use Gauss elimination method to solve
2 x1 + 3 x2 - x4 = 3
x1 + 1.5 x2 = 4.5
x1 - 3 x2 + 0.5 x3 = -6.6
x4 + x3 + 2 x1 - 2 x2 - 0.8 = 0

Gauss elimination with pivoting

(a) By using Gauss elimination with
pivoting, solve
�0 0 3 4 � �x1 � ��
8
� -3 9 1 0 � �x � ��6
� � � 2
�= ��
�1 1 9 4 � �x3 � ��
8
�2 1 0 0 � �x � ��
� � �4 � ��9
(b) Use Gauss elimination with pivoting to
solve
x1 - 5 x2 + x3 = 7
10 x1 + 20 x3 = 6
5 x1 - x3 = 4
(module: example 3.4)

LU Factorization method
Doolittle
Solve the system of linear equations below
by Doolittle method.
2 x1 - 5 x2 = 2
3 x1 + 2 x2 - 7 x3 = 1
x2 + x3 = 1
Crout
Solve the system of linear equations below
by Crout method.
�1 1 0 3� �x � �4 �
�2 1 -1 1� �y � �1 �
� �
� �= � �
�3 -1 -1 2� �z � �-3 �
�-1 2 3 -1 �
�t � �4 �
� �
�� � �
Thomas
Solve the system of linear equations below
by Thomas method.
3 x1 + x2 = -1
2 x1 + 4 x2 + x3 = 7
2 x2 + 5 x3 = 9

Thomas algorithm
Solve the system of linear equations below
by Thomas algorithm.
(a)
�1 5 0 0� �x1 � ��
1
�8 2 6 0� �x � ��
2
� �2 �= ��
�
�0 9 3 7� �x3 � ��
3
� �x � ��
�
�0 0 1 4 � 4
�4 � ��
(b)
3 x3 + 4 x4 = 8
2 x1 + 9 x2 + x3 = 6
x2 + 9 x3 + 4 x4 = 8
2 x1 + x2 = 9
Cholesky
Show that the matrix A of linear system
below satisfy symmetric positive definite
(use properties and leading principal
submatrix), hence solve the system by
using Cholesky method.
4 x1 - x2 + x3 = 7
- x1 + 7 x2 + 3x3 = 6
x1 + 3x2 + 5 x3 = 1

Diagonally dominant
3 2 0�
�
�
2 5 1�
Show that � �is diagonally dominant.
1 2 7�
�

Gauss-Seidel
If necessary, arrange the system of linear
equations below to achieve convergence
criteria of matrix A. Then solve using
Gauss Seidel iteration method.
(a)
3 x3 + 4 x4 = 8
2 x1 + 9 x2 + x3 = 6
x2 + 9 x3 + 4 x4 = 8
2 x1 + x2 = 9
(b)
2 x1 - 5 x2 = 2
3 x1 + 2 x2 - 7 x3 = 1
x2 + x3 = 1