NUMERICAL METHODS

MATH 134

Engr. CHRISTOPHER S. PALADIO

  DOOLITTLE’S METHOD
 CROUT’S METHOD
 CHOLESKY’S METHOD

Engr. CHRISTOPHER S. PALADIO ASCOT

  EXAMPLE:

Find the roots of the following set of equation using the

Doolittle’s Method 𝑥+𝑦+𝑧 =5

𝑥 + 2𝑦 + 2𝑧 = 6

𝑥 + 2𝑦 + 3𝑧 = 8

Engr. CHRISTOPHER S. PALADIO ASCOT

 1 1 1 𝑥 5
𝐴= 1 2 2 𝑋= 𝑦 𝐶= 6
1 2 3 𝑧 8

Let A = LU 1 1 1 1 0 0 𝑑 𝑒 𝑓
1 2 2 = 𝑎 1 0* 0 𝑔 ℎ
1 2 3 𝑏 𝑐 1 0 0 𝑖

1 1 1 𝑑 𝑒 𝑓
1 2 2 = 𝑎𝑑 𝑎𝑒 + 𝑔 𝑎𝑓 + ℎ
1 2 3 𝑏𝑑 𝑏𝑒 + 𝑐𝑔 𝑏𝑓 + 𝑐ℎ + 𝑖

Engr. CHRISTOPHER S. PALADIO ASCOT

 𝑑=1 𝑒=1 𝑓=1

𝑎𝑑 = 1 𝑎𝑒 + 𝑔 = 2 𝑎𝑓 + ℎ = 2

𝑎=1 𝑔=1 ℎ=1

𝑏𝑑 = 1 𝑏𝑒 + 𝑐𝑔 = 2 𝑏𝑓 + 𝑐ℎ + 𝑖 = 3

𝑏=1 𝑐=1 𝑖=1

1 0 0 1 1 1
𝐿= 1 1 0 𝑈= 0 1 1
1 1 1 0 0 1

Engr. CHRISTOPHER S. PALADIO ASCOT

 Let LY = C Let UX = Y

1 0 0 𝑦1 5 1 1 1 𝑥 5
1 1 0 ∗ 𝑦2 = 6 0 1 1 ∗ 𝑦 = 1
1 1 1 𝑦3 8 0 0 1 𝑧 2
𝑦1 5 𝑥 4
𝑦2 = 1 𝑦 = −1
𝑦3 2 𝑧 2

𝑥=4 𝑦 = −1 𝑧=2

Engr. CHRISTOPHER S. PALADIO ASCOT

  EXAMPLE:

Find the roots of the following set of equation using the Crout’s
Method 5𝑥 + 4𝑦 + 𝑧 = 3.4

10𝑥 + 9𝑦 + 4𝑧 = 8.8

10𝑥 + 13𝑦 + 15𝑧 = 19.2

Engr. CHRISTOPHER S. PALADIO ASCOT

 5 4 1 𝑥 3.4
𝐴 = 10 9 4 𝑋= 𝑦 𝐶 = 8.8
10 13 15 𝑧 9.2

Let A = LU 5 4 1 𝑎 0 0 1 𝑔 ℎ
10 9 4 = 𝑏 𝑐 0* 0 1 𝑖
10 13 15 𝑑 𝑒 𝑓 0 0 1

5 4 1 𝑎 𝑎𝑔 𝑎ℎ
10 9 4 = 𝑏 𝑏𝑔 + 𝑐 𝑏ℎ + 𝑐𝑖
10 13 15 𝑑 𝑑𝑔 + 𝑒 𝑑ℎ + 𝑒𝑖 + 𝑓

Engr. CHRISTOPHER S. PALADIO ASCOT

 𝑎=5 𝑏 = 10 𝑑 = 10

𝑎𝑔 = 4 𝑏𝑔 + 𝑐 = 9 𝑑𝑔 + 𝑒 = 13

4
𝑔= 𝑐=1 𝑒=5
5
𝑎ℎ = 1 𝑏ℎ + 𝑐𝑖 = 4 𝑑ℎ + 𝑒𝑖 + 𝑓 = 15

1
ℎ= 𝑖=2 𝑓=3
5 4 1
5 0 0 1
𝐿 = 10 1 0 𝑈= 5 5
0 1 2
10 5 3 0 0 1
Engr. CHRISTOPHER S. PALADIO ASCOT
 Let LY = C Let UX = Y

5 0 0 𝑦1 3.4 4 1
𝑥
1 0.68
10 1 0 ∗ 𝑦2 = 8.8 5 5

10 5 3 𝑦3 9.2 0 1 2 ∗ 𝑦 = 2
0 0 1 𝑧 0.8
𝑦1 0.68 𝑥 0.2
𝑦2 = 2 𝑦 = 0.4
𝑦3 0.8 𝑧 0.8

𝑥 = 0.2 𝑦 = 0.4 𝑧 = 0.8

Engr. CHRISTOPHER S. PALADIO ASCOT

  EXAMPLE:

Find the roots of the following set of equation using the Cholesky’s
Method
4𝑥 + 10𝑦 + 8𝑧 = 44

10𝑥 + 26𝑦 + 26𝑧 = 128

8𝑥 + 26𝑦 + 61𝑧 = 214

Engr. CHRISTOPHER S. PALADIO ASCOT

 4 10 8 𝑥 44
𝐴 = 10 26 26 𝑋= 𝑦 𝐶 = 128
8 26 61 𝑧 214

Let A = LU
4 10 8 𝑎 0 0 𝑎 𝑏 𝑑
10 26 26 = 𝑏 𝑐 0* 0 𝑐 𝑒
8 26 61 𝑑 𝑒 𝑓 0 0 𝑓

4 10 8 𝑎2 𝑎𝑏 𝑎𝑑
10 26 26 = 𝑎𝑏 𝑏2 + 𝑐 2 𝑏𝑑 + 𝑐𝑒
8 26 61 𝑎𝑑 𝑏𝑑 + 𝑐𝑒 𝑑2 + 𝑒 2 + 𝑓 2
Engr. CHRISTOPHER S. PALADIO ASCOT
 𝑎2 = 4 𝑎𝑏 = 10 𝑎𝑑 = 8
𝑎=2 𝑏=5 𝑑=4

𝑏 2 + 𝑐 2 = 26 𝑏𝑑 + 𝑐𝑒 = 26

𝑐=1 𝑒=6

𝑑2 + 𝑒 2 + 𝑓 2 = 61
2 0 0 2 5 4
𝑓=3 𝐿= 5 1 0 𝑈= 0 1 6
4 6 3 0 0 3

Engr. CHRISTOPHER S. PALADIO ASCOT

 Let LY = C Let UX = Y

2 0 0 𝑦1 44 2 5 4 𝑥 22
5 1 0 ∗ 𝑦2 = 128 0 1 6 ∗ 𝑦 = 18
4 6 3 𝑦3 214 0 0 3 𝑧 6
𝑦1 22 𝑥 −8
𝑦2 = 18 𝑦 = 6
𝑦3 6 𝑧 2

𝑥 = −8 𝑦=6 𝑧=2

Engr. CHRISTOPHER S. PALADIO ASCOT

  PROBLEM:
Find the roots of the following set of equation using the three (3)
methods

a) 9𝑥 + 6𝑦 + 12𝑧 = 174 b) −2𝑥 + 3𝑦 + 8𝑧 = 17 c) 𝑥 + 𝑦 + 𝑧 + 𝑤 = 1

6𝑥 + 13𝑦 + 11𝑧 = 236 3𝑥 + 4𝑧 = 18 𝑥 + 2𝑦 − 2𝑧 + 3𝑤 = 8

12𝑥 + 11𝑦 + 26𝑧 = 308 𝑥 − 3𝑦 − 𝑧 = 2 2𝑥 + 𝑦 + 𝑧 + 2𝑤 = 2

in terms of w

Engr. CHRISTOPHER S. PALADIO ASCOT

  GAUSS – JACOBI’S METHOD

 GAUSS – SEIDEL’S METHOD

 SUCCESSIVE OVER RELAXATION (SOR)

Engr. CHRISTOPHER S. PALADIO ASCOT

  EXAMPLE:

Solve the following system of linear equations by Gauss – Jacobi’s

Method.
𝑥 + 5𝑦 − 𝑧 = 10
4𝑥 + 2𝑦 + 𝑧 = 14
𝑥 + 𝑦 + 8𝑧 = 20

Engr. CHRISTOPHER S. PALADIO ASCOT

 Rearrange the system so that it is diagonally dominant

1
 4𝑥 + 2𝑦 + 𝑧 = 14 𝑥 = (14 − 2𝑦 − 𝑧)
4

 𝑥 + 5𝑦 − 𝑧 = 10 1
𝑦 = (10 − 𝑥 + 𝑧)
5
 𝑥 + 𝑦 + 8𝑧 = 20 1
𝑧 = (20 − 𝑥 − 𝑦)
8

Engr. CHRISTOPHER S. PALADIO ASCOT

 1 1 1
𝑥= (14 − 2𝑦 − 𝑧) 𝑦 = (10 − 𝑥 + 𝑧) 𝑧 = (20 − 𝑥 − 𝑦)
4 5 8

Try (0, 0, 0)
1 1 1
𝑥= (14 − 2(0) −0) 𝑦 = (10 − 0 + 0) 𝑧 = (20 − 0 − 0)
4 5 8

7 5
𝑥= 𝑦=2 𝑧=
2 2

7 5
New trial value ( , 2, )
2 2

Engr. CHRISTOPHER S. PALADIO ASCOT

 1 1 1
𝑥= (14 − 2𝑦 − 𝑧) 𝑦 = (10 − 𝑥 + 𝑧) 𝑧 = (20 − 𝑥 − 𝑦)
4 5 8

1 5 1 7 5 1 7
𝑥= (14 − 2(2) − ) 𝑦 = (10 − + ) 𝑧 = (20 − − 2)
4 2 5 2 2 8 2

15 9
29
𝑥= 𝑦 = 𝑧=
8 5 16

15 9 29
New trial value ( , , )
8 5 16

Engr. CHRISTOPHER S. PALADIO ASCOT

 The value for the variables x, y and z have
reached after 17 iterations

𝑥=2 𝑦 =2 𝑧=2

4𝑥 + 2𝑦 + 𝑧 = 14 𝑥 + 5𝑦 − 𝑧 = 10
4(2) + 2(2) + 2 = 14 2 + 5(2) − 2 = 10
14 = 14 √ 10 = 10 √

𝑥 + 𝑦 + 8𝑧 = 20
2 + 2 + 8(2) = 20
20 = 20 √
Engr. CHRISTOPHER S. PALADIO ASCOT
  EXAMPLE:

Solve the following system of linear equations by Gauss – Seidel’s

Method.
𝑥 + 5𝑦 − 𝑧 = 10
4𝑥 + 2𝑦 + 𝑧 = 14
𝑥 + 𝑦 + 8𝑧 = 20

Engr. CHRISTOPHER S. PALADIO ASCOT

 Rearrange the system so that it is diagonally dominant

1
 4𝑥 + 2𝑦 + 𝑧 = 14 𝑥 = (14 − 2𝑦 − 𝑧)
4

 𝑥 + 5𝑦 − 𝑧 = 10 1
𝑦 = (10 − 𝑥 + 𝑧)
5
 𝑥 + 𝑦 + 8𝑧 = 20 1
𝑧 = (20 − 𝑥 − 𝑦)
8

Engr. CHRISTOPHER S. PALADIO ASCOT

 1 1 1
𝑥= (14 − 2𝑦 − 𝑧) 𝑦 = (10 − 𝑥 + 𝑧) 𝑧 = (20 − 𝑥 − 𝑦)
4 5 8

Try (0, 0, 0)
1 1 7 1 7 13
𝑥= (14 − 2(0) −0) 𝑦 = (10 − + 0) 𝑧 = (20 − − )
4 5 2 8 2 10

7 13 19
𝑥= 𝑦= 𝑧=
2 10 10
7 13 19
New trial value ( , , )
2 10 10

Engr. CHRISTOPHER S. PALADIO ASCOT

 1 1 1
𝑥= (14 − 2𝑦 − 𝑧) 𝑦 = (10 − 𝑥 + 𝑧) 𝑧= (20 − 𝑥 − 𝑦)
4 5 8

1 13 19 1 19 19 1 19 381
𝑥= (14 −2 − ) 𝑦 = (10 − + ) 𝑧 = (20 − − )
4 10 10 5 8 10 8 8 200

19 381
393
𝑥= 𝑦 = 𝑧=
8 200 200

19 381 393
New trial value ( , , )
8 200 200

Engr. CHRISTOPHER S. PALADIO ASCOT

 The value for the variables x, y and z
have reached after 11 iterations

𝑥=2 𝑦 =2 𝑧=2

4𝑥 + 2𝑦 + 𝑧 = 14 𝑥 + 5𝑦 − 𝑧 = 10
4(2) + 2(2) + 2 = 14 2 + 5(2) − 2 = 10
14 = 14 √ 10 = 10 √

𝑥 + 𝑦 + 8𝑧 = 20
2 + 2 + 8(2) = 20
20 = 20 √
Engr. CHRISTOPHER S. PALADIO ASCOT
  EXAMPLE:

Solve the following system of linear equations by SOR Method.

𝑥 + 5𝑦 − 𝑧 = 10
4𝑥 + 2𝑦 + 𝑧 = 14
𝑥 + 𝑦 + 8𝑧 = 20

Engr. CHRISTOPHER S. PALADIO ASCOT

 Rearrange the system so that it is diagonally dominant

1 (14 − 2𝑦 − 𝑧)
 4𝑥 + 2𝑦 + 𝑧 = 14 𝑥= (14 − 2𝑦 − 𝑧) 𝑥=𝜔 + 1−𝜔 𝑥
4 4

 𝑥 + 5𝑦 − 𝑧 = 10 1 (10 − 𝑥 + 𝑧)
𝑦 = (10 − 𝑥 + 𝑧) 𝑦=𝜔 + 1−𝜔 𝑦
5 5
 𝑥 + 𝑦 + 8𝑧 = 20 1 (20 − 𝑥 − 𝑦)
𝑧 = (20 − 𝑥 − 𝑦) 𝑧=𝜔 + 1−𝜔 𝑧
8 8

Try 𝜔 = 1.1

Engr. CHRISTOPHER S. PALADIO ASCOT

 (14 − 2𝑦 − 𝑧) (10 − 𝑥 + 𝑧) (20 − 𝑥 − 𝑦)
𝑥=𝜔 + 1−𝜔 𝑥 𝑦=𝜔 + 1−𝜔 𝑦 𝑧=𝜔 + 1−𝜔 𝑧
4 5 8

Try (0, 0, 0) Try 𝜔 = 1.1

77
(14 − 2(0) − 0) (10 − + 0)
𝑦 = 1.1 20 − 0.1(0)
𝑥 = 1.1 − 0.1(0) 5
4
77 1353 77 1353
𝑥= 𝑦= (20 − − )
20 1000 𝑧 = 1.1 20 1000 − 0.1(0)
77 1353
8
New trial value ( , , 2.03459) 𝑧 = 2.03459
20 1000

Engr. CHRISTOPHER S. PALADIO ASCOT

 (14 − 2𝑦 − 𝑧) (10 − 𝑥 + 𝑧) (20 − 𝑥 − 𝑦)
𝑥=𝜔 + 1−𝜔 𝑥 𝑦=𝜔 + 1−𝜔 𝑦 𝑧=𝜔 + 1−𝜔 𝑧
4 5 8
1353
(14 − 2( ) − 2.03459) 77
𝑥 = 1.1 1000 − 0.1( )
4 20
𝑥 = 2.16134 (10 − 2.16134 + 2.03459) 1353
𝑦 = 1.1 − 0.1( )
5 1000
𝑦 = 2.03682 (20 − 2.16134 − 2.03682)
𝑧 = 1.1 − 0.1(2.03459)
8
𝑧 = 1.96929

New trial value (2.16134, 2.03682, 1.96929)

Engr. CHRISTOPHER S. PALADIO ASCOT
 The value for the variables x, y and z have
reached after 8 iterations
𝑥=2 𝑦 =2 𝑧=2

4𝑥 + 2𝑦 + 𝑧 = 14 𝑥 + 5𝑦 − 𝑧 = 10
4(2) + 2(2) + 2 = 14 2 + 5(2) − 2 = 10
14 = 14 √ 10 = 10 √

𝑥 + 𝑦 + 8𝑧 = 20
2 + 2 + 8(2) = 20
Engr. CHRISTOPHER S. PALADIO
20 = 20 √ ASCOT
  PROBLEMS:

Solve the following system of linear equations by three (3) methods.

4𝑥 − 3𝑦 + 𝑣 − 𝑤 + 𝑧 + 3𝑢 = 8
2𝑥 + 5𝑦 − 3𝑧 + 4𝑢 = −1
−4𝑦 + 6𝑣 − 2𝑤 + 3𝑧 − 𝑢 = 13
𝑥 + 2𝑦 − 3𝑣 + 4𝑤 + 𝑢 = 21
𝑦 − 3𝑣 + 2𝑤 + 4𝑧 = 34
2𝑥 + 𝑦 − 𝑣 + 2𝑤 − 3𝑧 + 5𝑢 = 1

Engr. CHRISTOPHER S. PALADIO ASCOT