(Fix) Problem Set B

PROJECT REPORT MATRIX COMPUTATION I
[Problem Set B - Solution]
Lecturer:
1. Prof. Edmond Chow
2. Prof. Tsung-Min Hwang
3. Prof. Matthew M. Lin
4. Prof. Weichung Wang
By:
1. Irfan Nurhidayat [60640035S]
2. Lee Chen Han [60640007S]
3. Shih Hsiang Ren [60640006S]
NATIONAL TAIWAN NORMAL UNIVERSITY

TAIPEI CITY
2017
Problem set B
[CONTENTS]
B1 p.2
B2 p.4
B3 p.13
B4 p.15
B5 p.16
B6 p.17
B7 p.18
B8 p.19
[OUTLINE]
In this paper, we answer all of problem set B [3]. We use a laptop ASUS with specification:
Windows 7, Processor: Intel (R) Celeron (R) CPU1007U@1.59GHz 1.50GHz, system
type 32-bit Operating system, and MATLAB.
Irfan Nurhidayat, Lee Chen Han, and Shih Hsiang Ren (NTNU Students) Page 1
[B1] 【Back to top】
Syntax Figure
g = numgrid('S',8);
a = delsq(g);
spy(a);
a;
p = symrcm(a);
a2 = a(p, p);
r = chol(a);
r2 = chol(a2);
nnz(r);
title('symrcm, shape S with n=8');
g = numgrid('S',16);
a = delsq(g);
spy(a);
a;
p = symamd(a);
a2 = a(p, p);
r = chol(a);
r2 = chol(a2);
nnz(r);
title('symamd, shape S with n=16');
g = numgrid('N',8);
a = delsq(g);
spy(a);
a;
p = symrcm(a);
a2 = a(p, p);
r = chol(a);
r2 = chol(a2);
nnz(r);
title('symrcm, shape N with n=8');
g = numgrid('N',16);
a = delsq(g);
spy(a);
a;
p = symamd (a);
a2 = a(p, p);
r = chol(a);
r2 = chol(a2);
nnz(r);
title('symamd, shape N with n=16');
B = bucky;
p = symamd(B);
R = (p,p);
subplot(1,2,1), spy(B), title('B');
subplot(1,2,2), spy(R), title('B(p,p)')
B = bucky;
p = symrcm(B);
R = B(p,p);
subplot(1,2,1),spy(B),title('B');
subplot(1,2,2),spy(R),title('B(p,p)')
[B2]
>> load bcsstm22.mat
>> whos
Name Size Bytes Class Attributes
Problem 1x1 3456 struct

a 3562x3562 1933184 double sparse
a2 3562x3562 1933172 double sparse
ans 1x1 8 double
p 1x3562 28496 double
q 1x3562 28496 double
r 3562x3562 5723648 double sparse
r2 3562x3562 7408616 double sparse
>> Problem
Problem =
title: 'SYMMETRIC MASS MATRIX - TEX...'

A: [138x138 double]
name: 'HB/bcsstm22'
id: 72
date: '1984'
author: 'J. Lewis'
ed: 'I. Duff, R. Grimes, J. Lewis'
kind: 'structural problem'
>> a=Problem.A;
>> p = symrcm(a);
a2 = a(p, p);
r = chol(a);
r2 = chol(a2);
nnz(r)
ans =
138
>> spy(r)
>> spy(r2)
>> p = symrcm(a);
q = p(end : -1: 1);
r = chol(a(p, p)); nnz(r)
r2 = chol(a(q, q)); nnz(r2)
ans =
138
ans =
138
>> spy(r2)
>> spy(r)
>> load bcsstk25.mat

>> whos

a2 138x138 2212 double sparse
ans 1x1 8 double
p 1x138 1104 double
q 1x138 1104 double
r 138x138 2212 double sparse
r2 138x138 2212 double sparse
>> Problem
Problem =
title: 'SYMMETRIC STIFFNESS MATRIX - 76 ST...'

A: [15439x15439 double]
name: 'HB/bcsstk25'
id: 47
date: '1984'
author: 'J. Lewis'
>> a=Problem.A;
>> p = symrcm(a);
a2 = a(p, p);
r = chol(a);
r2 = chol(a2);
nnz(r)
ans =
2940220
>> spy(r)
>> spy(r2)
>> p = symrcm(a);
q = p(end : -1: 1);
ans =
2518867
ans =
2979293
>> spy(r2)
>> spy(r)
>> load bcsstk16.mat

>> whos

a2 15439x15439 3088652 double sparse
ans 1x1 8 double
p 1x15439 123512 double
q 1x15439 123512 double
r 15439x15439 30288164 double sparse
r2 15439x15439 35813276 double sparse
>> Problem
Problem =
title: 'S STIFFNESS MATRIX - CORP. OF ENG...'

A: [4884x4884 double]
name: 'HB/bcsstk16'
id: 38
date: '1985'
author: 'M. Will'
>> a=Problem.A;
>> p = symrcm(a);
a2 = a(p, p);
r = chol(a);
r2 = chol(a2);
nnz(r)
ans =
610800
>> spy(r)
>> spy(r2)
>> p = symrcm(a);
q = p(end : -1: 1);
ans =
627487
ans =
673335
>> spy(r2)
>> spy(r)
【Back to top】
[B3]
a) Here
The given Laplacian 4x4 grid in natural ordering using 5-point stencil
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
0 * * *
1 * * * *
2 * * * *
3 * * *
4 * * * *
5 * * * * *
6 * * * * *
7 * * * *
8 * * * *
9 * * * * *
10 * * * * *
11 * * * *
12 * * *
13 * * * *
14 * * * *
15 * * *
Array of values (a)

1st pass 2nd Pass 3rd pass 4th pass
[* * * * * * * * * * * * * *][* * * * * * * * * * * * *][* * * * * * * * * * * * * * *][* * * * * * * * *
*][* * * *
5th pass
* * * * * * * *]
Col Index (j): corresponding array of column indices

[0 0 0 1 2 3 4 5 6 7 8 9 10 11][1 1 1 2 4 5 6 8 9 10 12 13 14][2 2 3 4 5 6 7 8 9 10 11 12 13 14 15][3
5 6 7 9 10 11 13 14 15][4 5 6 7 8 9 10 11 12 13 14 15]
P: (array) mapping between original row number and sorted row number = [0 14 27 42 52]
N: number of rows in matrix = 16
M: number of columns = 5
Len: array length of each column = [14, 13, 15, 10, 12]
b) Write a code or a pseudocode for multiplying a sparse matrix in JD format by a dense vector,
i.e. y=Ax.
The following code is a matrix-vector multiplication code in JD format
for (int j = 0; j < rho_max; j++) //fetch the upper index
{
upper = jdptr[j+1];
for (int i = jdptr[j]; i < upper; i++)

{
col = colind[i];
b[1] = b[1]+value[1]* v[col];
}
}
Note: There is a need for an-m matrix which functions as the receptacle of the original row
order.
This is another possible answer
【Back to top】
[B4]
For each i > 1 there exists 𝑥𝑖 is connect to 𝑥𝑖−1 .

Thus to solve 𝑥𝑖 for i > 1, we need to solve 𝑥𝑖−1 first.
For example, we need to solve 𝑥2 before 𝑥3 , solve 𝑥3 before 𝑥4 ……
That means we can only solve one node each time.
Therefore, there are 25 levels for this grid and if node 1 is in the level 1 then node 9 is in
the level 9.
【Back to top】
[B5]
Question Graph
Can we combine 1 and
2? Yes 8 6
Can we add 3? Yes
Can we add 4? Yes
Can we add 5? Yes 2 3
Can we add 6? Yes
Can we add 7? No
1 10 4 7
5 9
Can we combine 7 and

8? Yes 10 9
Can we add 9? Yes
Can we add 10? Yes
Can we add 11? Yes
Can we add 12? Yes
7 11
8 12
So we have two partitions : (L1, L2, L3, L4, L5, L6) and (L7, L8, L9, L10, L11, L12)
So the results that the number of this partition (two) is less than the original number of
partition (five)
【Back to top】
[B6]
A=zeros(7,7);
for i=1:7
A(i,i)=2;
for j=1:7
if j==i+1 || j==i-1
A(i,j)=-1;
end
end
end
b1=zeros(7,1)
b2=zeros(7,1)
b3=zeros(7,1)
b4=zeros(7,1)
b5=zeros(7,1)
b6=zeros(7,1)
b7=zeros(7,1)
b1(1,1)=1
b2(2,1)=1
b3(3,1)=1
b4(4,1)=1
b5(5,1)=1
b6(6,1)=1
b7(7,1)=1
m1=(A'*A)^(-1)*(A'*b1)
m2=(A'*A)^(-1)*(A'*b2)
m3=(A'*A)^(-1)*(A'*b3)
m4=(A'*A)^(-1)*(A'*b4)
m5=(A'*A)^(-1)*(A'*b5)
m6=(A'*A)^(-1)*(A'*b6)
m7=(A'*A)^(-1)*(A'*b7)
M=zeros(7,7)
M(:,1)=m1
M(:,2)=m2
M(:,3)=m3
M(:,4)=m4
M(:,5)=m5
M(:,6)=m6
M(:,7)=m7
0.8750 0.7500 0.6250 0.5000 0.3750 0.2500 0.1250
0.7500 1.5000 1.2500 1.0000 0.7500 0.5000 0.2500
0.6250 1.2500 1.8750 1.5000 1.1250 0.7500 0.3750
A−1 = M = 0.5000 1.0000 1.5000 2.0000 1.5000 1.0000 0.5000
0.3750 0.7500 1.1250 1.5000 1.8750 1.2500 0.6250
0.2500 0.5000 0.7500 1.0000 1.2500 1.5000 0.7500
(0.1250 0.2500 0.3750 0.5000 0.6250 0.7500 0.8750)
【Back to top】
[B7]
U n 1  ( S (2) ) 1 S (1)  ( S (2) ) 1 g 

g1  (( A(1) ( A(1) ) 1 f )  f )
g 2  (( A(2) ( A(2) ) 1 f )  f )
g   g1  g 2
>> 1=[2 -1 0; -1 2 -1; 0 -1 1];

>> A2=[1 -1 0; -1 2 -1; 0 -1 2];
>> f=[1 ; 1 ; 1];
>> u0=[0 ; 0 ; 0];
>> S1=schur(A1);
>> S2=schur(A2);
>> g1=-((A1*inv(A1)*f)-f);
>> g2=-((A2*inv(A2)*f)-f);
>> g=g1+g2;
>> U=(inv(S2)*S1*u0)+(inv(S2)*g)
U=
1.0e-15 *
0
0.6426
0
【Back to top】
[B8]
function schwarz
% Schwarz examples
A = laplacian1(8);
a = [
2 -1 0 0
-1 2 -1 0
0 -1 2 -1
0 0 -1 2
];
b = [
2 -1 0 0 0
-1 2 -1 0 0
0 -1 2 -1 0
0 0 -1 2 -1
0 0 0 -1 2
];
f=rand(8,1); % rhs
%%%%%%%%%%%%%%%%%%%%
% first implementation of multiplicative Schwarz
fprintf('\n first implementation of multiplicative schwarz\n');
u = zeros(8,1); % initial guess
for i=1:10
f1 = [f(1) f(2) f(3) f(4)+u(5)]';
u1 = a\f1;
u(1) = u1(1);
u(2) = u1(2);
u(3) = u1(3);
u(4) = u1(4);
f2 = [f(4)+u(3) f(5) f(6) f(7) f(8)]';

u2 = b\f2;
u(4) = u2(1);
u(5) = u2(2);
u(6) = u2(3);
u(7) = u2(4);
u(8) = u2(5);
fprintf('%2d %e\n', i, norm(f-A*u));
end
%%%%%%%%%%%%%%%%%%%%
% second implementation of multiplicative Schwarz
fprintf('\n second implementation of multiplicative schwarz\n');
a1 = zeros(8,8); a1(1:4,1:4) = inv(a);
a2 = zeros(8,8); a2(4:8,4:8) = inv(b);
for i=1:10
r = f-A*u;
u = u + a1*r;
r = f-A*u;
u = u + a2*r;
end
%%%%%%%%%%%%%%%%%%%%
% additive schwarz
fprintf('\n additive schwarz\n');
a1 = zeros(8,8); a1(1:4,1:4) = inv(a);
a2 = zeros(8,8); a2(4:8,4:8) = inv(b);
for i=1:10
r = f-A*u;
u = u + (a1+a2)*r;
end
%%%%%%%%%%%%%%%%%%%%
% restricted additive schwarz
fprintf('\n restricted additive schwarz\n');
u1 = zeros(8,1); % local solution on 1, use only 1:4
u2 = zeros(8,1); % local solution on 2, use only 4:8
u = zeros(8,1); % global solution constructed from u1 and u2
for i=1:10
u1old = u1;
% solve local problem on 1 with boundary value from 2

f1 = [f(1) f(2) f(3) f(4)+u2(5)]';
u1(1:4) = a\f1;
% solve local problem on 2 with boundary value from 1

f2 = [f(4)+u1old(3) f(5) f(6) f(7) f(8)]';
u2(4:8) = b\f2;
% compute global solution

u = u1 + u2;
u(4) = u(4)/2;

end
function a = laplacian1(m)
% a = laplacian1(m)
% returns tridiagonal matrix of order m, with entries [-1,2,-1] in each
row
e = ones(m,1);
a = spdiags([-e 2*e -e], [-1,0,1], m, m);
【Back to top】
REFERENCES
[1] Burden, R.L., and Faires, J.D., (2011). Numerical Analysis. 9ed. Cengage Learning.
[2] -------------------------------------, (2016). Numerical Analysis. 10ed. Cengage
Learning.
[3] https://drive.google.com/open?id=0B-K3Obw7S6dbMEZ5dGN0UHZxbVU

(Fix) Problem Set B

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(Fix) Problem Set B

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PROJECT REPORT MATRIX COMPUTATION I

[Problem Set B - Solution]

NATIONAL TAIWAN NORMAL UNIVERSITY

Problem 1x1 3456 struct

title: 'SYMMETRIC MASS MATRIX - TEX...'

>> load bcsstk25.mat

Problem 1x1 3089898 struct

title: 'SYMMETRIC STIFFNESS MATRIX - 76 ST...'

>> load bcsstk16.mat

Problem 1x1 3505312 struct

title: 'S STIFFNESS MATRIX - CORP. OF ENG...'

Array of values (a)

Col Index (j): corresponding array of column indices

for (int i = jdptr[j]; i < upper; i++)

For each i > 1 there exists 𝑥𝑖 is connect to 𝑥𝑖−1 .

Can we combine 7 and

U n 1  ( S (2) ) 1 S (1)  ( S (2) ) 1 g 

>> 1=[2 -1 0; -1 2 -1; 0 -1 1];

f2 = [f(4)+u(3) f(5) f(6) f(7) f(8)]';

% solve local problem on 1 with boundary value from 2

% solve local problem on 2 with boundary value from 1

% compute global solution

fprintf('%2d %e\n', i, norm(f-A*u));

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