Numerical Analysis - Assignment 6 | MATH 375, Assignments of Mathematical Methods for Numerical Analysis and Optimization

Material Type: Assignment; Class: Numerical Analysis; Subject: Mathematics; University: Millersville University of Pennsylvania; Term: Fall 2003;

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Millersville University
Department of Mathematics
MATH 375, Homework 6
November 6, 2003
The completed assignment is due at class time on Tuesday, 11/11/2003. You may use your
textbook, computer programs, and notes. All numerical approximations must be accurate
to within 104unless otherwise stated.
1. Consider the system of equations
14 14 9 3 5
14 52 15 2 32
915 36 5 16
3 2 5 47 49
532 16 49 79
x1
x2
x3
x4
x5
=
15
100
106
329
463
.
Find the LU factorization of A. Use forward- and backward-substitution to solve the
linear system.
2. A symmetric, positive definite matrix Acan be factored into the form A=LLtwhere
Lis a lower triangular matrix. Consider the matrix
9/43 9/2
3 5 10
9/210 34
,
let matrix Lhave the form
l11 0 0
l21 l22 0
l31 l32 l33
and find Lsuch that LLt=A. You do not have to verify that Ais positive definite.

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Millersville University

Department of Mathematics

MATH 375, Homework 6

November 6, 2003

The completed assignment is due at class time on Tuesday, 11/11/2003. You may use your

textbook, computer programs, and notes. All numerical approximations must be accurate

to within 10

− 4 unless otherwise stated.

  1. Consider the system of equations

x 1

x 2

x 3

x 4

x 5

Find the LU factorization of A. Use forward- and backward-substitution to solve the

linear system.

  1. A symmetric, positive definite matrix A can be factored into the form A = LL

t where

L is a lower triangular matrix. Consider the matrix

let matrix L have the form (^) 

l 11 0 0

l 21 l 22 0

l 31 l 32 l 33

and find L such that LL

t = A. You do not have to verify that A is positive definite.