SAKSHAR BANERJEE

20CE31002

5.1
D = [440 0 0; 0 55 0; 0 0 3500];
X = [2200; 220; 35000];
R = [1 0.5 0; 0.5 1 0; 0 0 1];

sigma_x = D*R*D;
dg = [(-2*X(1,1)/(0.015625*(X(3,1)^2))) (-1/(0.015625*X(3,1)))
((X(2,1)/(0.015625*(X(3,1)^2))) + (2*(X(1,1)^2)/(0.015625*(X(3,1)^3))))]; G
= (1-(X(2,1)/(0.015625*(X(3,1))))-((X(1,1)^2)/(0.015626*(X(3,1)^2))));

beta = G/(sqrt(dg*sigma_x*dg'))

********[Above code is used to solve beta by MCFOSM (mean centered first order second
moment) by the equation shown below

]*******
Beta = 1.75

D = [440 0 0; 0 55 0; 0 0 3500];
X = [2200; 220; 35000];
R = [1 0.5 0; 0.5 1 0; 0 0 1];
sigma_x = D*R*D;
dg = [(-0.03125*X(1,1)*X(3,1)) (-0.015625*(X(3,1)^2))
(0.0007324218*(X(3,1)^2)-0.03125*X(2,1)*X(3,1)-0.015625*(X(1,
1)^2))];

G =

((0.0002441406*(X(3,1)^3))-(X(2,1)*0.015625*(X(3,1)^2))-(0.015625*X(3,1)*(X(1,
1)^2)));
beta = G/(sqrt(dg*sigma_x*dg'))
*******[Above code is used to solve beta by MCFOSM (mean centered first order second
moment) by the equation shown below

]********
Beta = 1.32
5.2

ep_1 = 10^-7;
ep_2 = 10^-7;
D = [440 0 0; 0 55 0; 0 0 3500];
M = [2200 220 35000];
R = [1 0.5 0; 0.5 1 0; 0 0 1];
L = chol(R);
J_u_x = inv(L')*inv(D);
J_x_u = D*L';
u = [0;0;0];
for i = 1:20
x = M' + J_x_u*u;
G_u = (1-(x(2,1)/(0.015625*(x(3,1))))-((x(1,1)^2)/(0.015626*(x(3,1)^2))));
m_u = (norm(u)^2)/2 + 10*G_u;
dg = [(-2*x(1,1)/(0.015625*(x(3,1)^2))) (-1/(0.015625*x(3,1)))
((x(2,1)/(0.015625*(x(3,1)^2))) +
(2*(x(1,1)^2)/(0.015625*(x(3,1)^3))))]*J_x_u;
alpha_n = -dg./norm(dg);
d = [G_u/norm(dg) + alpha_n*u]*alpha_n' - u;
beta = alpha_n*u
u = u + d;
end

The above code has been used by using iHL-RF method to find out beta.
Equation used in above code is

The table shows the conversion of the result

5.3
ep_1 = 10^-7;
ep_2 = 10^-7;
D = [440 0 0; 0 55 0; 0 0 3500];
M = [2200 220 35000];
R = [1 0.5 0; 0.5 1 0; 0 0 1];
L = chol(R);
J_u_x = inv(L')*inv(D);
J_x_u = D*L';
u = [0;0;0];
Data = zeros(20,2);
Datas_1 = zeros(63,4);
for i = 1:20
x = M_x' + J_x_u*u
G_u =
((0.000244*(x(3,1)^3))-(x(2,1)*0.015625*(x(3,1)^2))-(0.015625*x(3,1)*(x(1,1)^2
)));
m_u = (norm(u)^2)/2 + 10*G_u;
 dg = [(-0.03125*x(1,1)*x(3,1)) (-0.015625*(x(3,1)^2))
(0.000732*(x(3,1)^2)-0.03125*x(2,1)*x(3,1)-0.015625*(x(1,1)^2))]*J_x_u;
alpha_n = -dg./norm(dg);
d = [G_u/norm(dg) + alpha_n*u]*alpha_n' - u;
beta = alpha_n*u
u = u + d;
Data(i,1) = G_u;
Data(i,2) = beta;
for j = 1:3
Datas_1(3*i-2, 1) = i;
Datas_1(3*i+j-3, 2) = x(j,1);
Datas_1(3*i+j-3, 3) = u(j,1);
Datas_1(3*i+j-3, 4) = dg(1,j);
end
end

Above code is used to calculate beta using this equation

The table shows the conversion of the results

SO BETA OBTAINED FROM 5.2 AND 5.3 ARE NEARLY SAME.