CHE620 Modeling &

Simulation
Linear Algebra
 Power Series
Generate a graph of cosθ (-3π
to 3π) 1

0.8

Can this graph be presented by 0.6

a polynomial? 0.4

0.2

cosTHETA
cosθ = C1+ C2θ + C3θ2+ C4θ3+….. 0

-0.2

Write a code to program: -0.4

-0.6

cosθ = 1-θ2/2!+θ4/4!-θ6/6!+….n -0.8

-1
-10 -8 -6 -4 -2 0 2 4 6 8 10
Theta
 Homework problem
Develop sinθ series and program it!
 Euler’s Formula
Jacob Bernoulli

He was working on compound interest

If capital is 1 and rate is 100% then program

We can write the compound interest formula for one

year as:

A=exp(r) and for ‘y’ years as exp(ry) so exp(x) is an

important function
 Power series for e x

Let us develop a polynomial for ex

Program the expression

Maclaurin series (All the series can be presented by the

following form:)
 Euler’s Formula

Add the two

1 2 1 1 1
cos 𝑥+ sin 𝑥 =1+ 𝑥 − 𝑥 − 𝑥3+ 𝑥4 + 𝑥5
2 6 24 120

𝑖𝑥 1 2 1 3 1 4 1 5
𝑒 ¿ 1+ 𝑥𝑖+ 𝑥 + 𝑥 𝑖+ 𝑥 + 𝑥 𝑖
2 6 24 120
1 2 1 3 1 4 1 5
cos 𝑥+ 𝑖sin 𝑥=1+ 𝑥𝑖+ 𝑥 + 𝑥 𝑖+ 𝑥 + 𝑥 𝑖
2 6 24 120

eiθ = cosθ + i sinθ

 Euler’s Identity
eiπ + 1 = 0

Exponential is related to compound interest growth

Iota is a complex number representation

Pi is related to the circles (circumference/diameter)

Sin and cosine are the trigonometric functions

Via simulation researcher in early 17th century related all

these quantities!
 Linear System of
Algebraic Equations

Solution is X = A\b
(A\ = inverse of matrix)
 Complex Number
Z = a + ib

Conjugate of complex number

Ž = a – ib

Modulus of complex number

|Z|= √(ŽZ) = √(a2 + b2) ≥ 0

Complex number in polar notation

Z = a + ib = |Z|(cosθ + i sinθ) ; θ = tan-1(b/a)

Euler identity

eiθ = cosθ + i sinθ; Z = |Z|eiθ

Coordinate Vector
 Vectors
Vector can be row or column matrix

In 3-D space vector is defined by coordinate system

For N-D coordinate system

 Vectors
Addition of two real vectors

Multiplication of a vector by a real scalar

Null vector
 Vectors
Dot product of the vectors

For parallel vectors dot product is maximum and equal

to the summation of the product of their lengths

For perpendicular vectors it is equal to 0

 Vectors
When vectors are perpendicular

Dot product = 0; v . w = 0; v and w are termed as

orthogonal

If the vectors are normalized to unit length they are

called orthonormal

It provides how different the two vectors are

 Vectors
P-norm

2-norm is the length of the vector (Euclideain norm)

∞-norm extracts the largest value of the vector

component
 Matrices
Addition of matrices

Multiplication of matrices
 Gaussian Elimination
Method

1 1 1 X1 4
2 1 3 X2 = 7
3 1 6 X3 2

Augmented matrix
 Gaussian Elimination
Method
Perform Row operation: Add two rows after multiplying with a
constant to eliminate first member of the row “a(r,c) = 0

Perform the same procedure to make all members equal to

zero below diagonal
 Gaussian Elimination
Method

Three nested loops, increases the work of the

computer by N3.
 Gaussian-Jordan
Elimination Method
In Gaussian-Jordan method the matrix is converted to
upper triangular with zeros
Matrices Multiplication
Columns of the first matrix must be equal to the rows
of the second matrix
 Orthogonalization

When by row operation we are making members of a

matrix equal to zero. We are actually getting the dot
product between that member with an orthogonal
vector at that space point
 Gram-Schmidt
Orthogonalization
 Gram-Schmidt
Orthogonalization
 Determinant
If determinant = 0 matrix is singular, and no unique
solution exist

If determinant ≠ 0 matrix is non-singular and Ax=B has

a unique solution
 Determinant

If A = 2 x 2 matrix then determinant = a11a22 – a12a21

If A = 3 x3 it can be distributed into its minors

Properties of Determinant
|A| = |AT|

If all the members in a row or column = 0 then |A| = 0

If two rows or columns are swapped then |A| = -|B|

If two rows or columns are same then |A| = 0

|AB| = |A| x |B|

If A is upper or lower triangular then |A| = a11 x a22 x ..

 Inverse of a matrix
Inverse of A = A-1

If A is singular i.e |A| = 0 then A-1 does not exist

In simulation this has limited value

 Matrix Factorization
A = LU Where LU are the Lower and Upper matrices
obtained through Gaussian eliminations

As Ax = B

LUx = B

If pivoting is used to arrange the rows then each

swapping changes the sign of the determinant

PA = LU

Where P is the permutation matrix obtained by doing

the same operation on an identity matrix

|I| = 1 but |P| = ± 1, This will adjust the sign

 Solution of Equations
PAx = PB

PA = LU

LUx = PB

x = U-1(L-1(PB))
UL Matrices
 UL Matrices
UL matrices are created to find the inverse of the
matrix
 UL Matrices

Backward substitution can compute the inverse

 MATLAB CODE

This is equal to

x = A\B
Cholesky Decomposition
A = LLT

First column
Cholesky Decomposition

Second column
Algorithm
MATLAB Code
Problem
Solution
 MATLAB Code
A = zeros(3,3); % set matrix of coefficients

A(1,:) = [ 1 1 1];

A(2,:) = [0.04 0.54 0.26];

A(3,:) = [0.93 0.24 0];

b = [10; 2; 6]; % set right hand side vector

x = A\b; % solve for unknown and display results

 Sparse and Banded
Matrices

Boundary Conditions
 Discretization
Central difference approximation
Matrix Formation
Matrix Formation
 Sparse Matrix
Matrix having most of its elements equal to zero
 Banded Matrix
If all the non zero members are located along at
diagonal
MATLAB Code
Spy plot for sparse
matrix
MATLAB Code
MATLAB
Code