Considere o Sistema
E1 T a 11 $x 1 C....C a 1 n $x n = b 1
E2 T a 21 $x 1 C....C a 2 n $x n = b 2
.
.
.
En T a n1 $x 1 C....C a n n $x n = b n
a a ... a
1, 1 1, 2 1, n
a a ... a
2, 1 2, 2 2, n
A=
. . ... .
a a ... a
n, 1 n, 2 n, n
x=
x b
1 1
. .
; b= ;
.. ..
xn bn
Ax = b
a a ... a b
1, 1 1, 2 1, n 1
* a a ... a b
2, 1 2, 2 2, n n
A =
. . ... . ..
a a ... a b
n, 1 n, 2 n, n n
Exemplo 3.1
8*x[2]+2*x[3]=-7
3*x[1]+5*x[2]+2x[3]=8
6*x[1]+2*x[2]+8x[3]=26
> restart :
> eq1 d 8 * x 2 C2 * x 3 C7; eq2 d 3 * x 1 C5 * x 2 C2 x 3 K8; eq3 d 6 * x 1 C2
* x 2 C8 x 3 K26;
eq1 := 8 x2 C2 x3 C7
eq2 := 3 x1 C5 x2 C2 x3 K8
eq3 := 6 x1 C2 x2 C8 x3 K26 (1)
Ordem ?
coeff eq1, x 1 coeff eq1, x 2 coeff eq1, x 3
> Ad coeff eq2, x 1 coeff eq2, x 2 coeff eq2, x 3 ; Aum d coeff eq1, x 1 ,
coeff eq3, x 1 coeff eq3, x 2 coeff eq3, x 3
coeff eq1, x 2 , coeff eq1, x 3 , K1$ subs x 1 = 0, x 2 = 0, x 3 = 0, eq1 ,
coeff eq2, x 1 , coeff eq2, x 2 , coeff eq2, x 3 , K1$ subs x 1 = 0, x 2 = 0, x 3
= 0, eq2 ,
coeff eq3, x 1 , coeff eq3, x 2 , coeff eq3, x 3 , K1$ subs x 1 = 0, x 2 = 0, x 3
= 0, eq3
0 8 2
A := 3 5 2
6 2 8
0 8 2 K7
Aum := 3 5 2 8 (2)
6 2 8 26
>
> with linalg :
Posto igual a ordem, única solução
> rank A ;
>
3 (3)
Triangular inferior
> T d gausselim Aum
3 5 2 8
T := 0 8 2 K7 (4)
0 0 6 3
Retrossubstituição
T 3, 4
> aux 3 d ;
T 3, 3
1
aux3 := (5)
2
> eq2a d T 2, 2 $x 2 CT 2, 3 $x 3 = T 2, 4 ;
eq2a := 8 x2 C2 x3 = K7 (6)
> aux 2 d solve subs x 3 = aux 3 , eq2a ;
aux2 := K1 (7)
> eq3a d T 1, 1 $x 1 CT 1, 2 $x 2 CT 1, 3 $x 3 = T 1, 4 ; aux 1 d solve subs x 3
= aux 3 , x 2 = aux 2 , eq3a ;
eq3a := 3 x1 C5 x2 C2 x3 = 8
aux1 := 4 (8)
Conferindo
> solve eq1, eq2, eq3 , x 1 , x 2 , x 3
1
x1 = 4, x2 = K1, x3 = (9)
2
3.2 Fatoração LU
Transformar a matriz A num produto de uma matriz triangular inferior (L)
por uma matriz triangular superior (U)
A=LU
Ax=b
Ax=LUx=b, reescrito como
Ly=b e Ux=y - separa em dois sistemas de matrizes triangulares
Passo 1: Ly=b (resolve o sistema primeiramente para y)
Passo 2: Ux=y (resolve para x)
L tem a diagonal unitária e U é a matriz do final da eliminação de Gauss
Exemplo 3.2
Matriz dos coeficientes
3 5 2
> A := 0 8 2
6 2 8
3 5 2
A := 0 8 2 (10)
6 2 8
1 0 0
L := m2, 1 1 0 (11)
m3, 1 m3, 2 1
0 0 u3, 3
>
u1, 1 u1, 2 u1, 3
Produto LU
> L.U
u1, 1 u1, 2 u1, 3
> L.U = A
u1, 1 u1, 2 u1, 3
3 5 2
m2, 1 u1, 1 m2, 1 u1, 2 Cu2, 2 m2, 1 u1, 3 Cu2, 3 = 0 8 2 (14)
m3, 1 u1, 1 m3, 1 u1, 2 Cm3, 2 u2, 2 m3, 1 u1, 3 Cm3, 2 u2, 3 Cu3, 3 6 2 8
Resultado - matrizes L e U
> L; U;
1 0 0
0 1 0
2 K1 1
3 5 2
0 8 2 (18)
0 0 6
Conferindo
> L.U
3 5 2
0 8 2 (19)
6 2 8
Y := y2
y3
1 0 0
0 1 0 (20)
2 K1 1
> LY d L.Y = b
y1
8
LY := y2 = K7 (21)
2 y1 Ky2 Cy3 26
> y 1 db 1 ;y 2 db 2 ;
y1 := 8
y2 := K7 (22)
> y 3 d3
(23)
y3 := 3 (23)
x1
X := x2
x3
8
K7 (24)
3
> UX d U.X = Y
3 x1 C5 x2 C2 x3 8
UX := 8 x2 C2 x3 = K7 (25)
6 x3 3
1
> x 3 d ; x 2 dK1; x 1 d 4
2
1
x3 :=
2
x2 := K1
x1 := 4 (26)
> restart :
L e U são obtidas diretamente e envolvem um total aproximado de n^3/2
operações metade do número de operações utilizados para o método da
eliminação de Gauss.
Equações para encontrar os elementos de L e U
> u 1, k = a 1, k , k = 1 ..n
u1, k = a1, k, k = 1 ..n (27)
a j, 1
> m j, 1 = , j = 1 ...n
u 1, 1
(28)
aj, 1
mj, 1 = , j = 1 ..n (28)
u1, 1
> u j, k = a j, k KSum m j, s $u s, k , s = 1 ..j Ks , k = j ..n, j R 2
j Ks
uj, k = aj, k K
s= 1
>m j, s us, k , k = j ..n, 2 % j (29)
a j, k KSum m j, s $u s, k , s = 1 ..k Ks $1
> m j, k = , j = k C1 ..n, k R 2
u k, k
kKs
aj, k K >m
s=1
j, s us, k
mj, k = , j = k C1 ..n, 2 % k (30)
uk, k
A=LL^T
Ax=b
Ax=LL^Tx=b, reescrito como
Ly=b e L^Tx=y - separa em dois sistemas de matrizes triangulares
Passo 1: Ly=b (resolve o sistema primeiramente para y)
Passo 2: L^Tx=y (resolve para x)
Exemplo 3.3
Matriz dos coeficientes
> restart; with LinearAlgebra :
> A d Matrix 4, 2, 14 , 2, 17,K5 , 14,K5, 83 ;
4 2 14
A := 2 17 K5 (31)
14 K5 83
> L d Matrix l 1, 1 , 0, 0 , l 2, 1 , l 2, 2 , 0 , l 3, 1 , l 3, 2 , l 3, 3 ; Lt
d Transpose L
l1, 1 0 0
L := l2, 1 l2, 2 0
> L.Lt = A
2
l1, 1 l1, 1 l2, 1 l1, 1 l3, 1
4 2 14
l1, 1 l2, 1 l22, 1 Cl22, 2 l2, 1 l3, 1 Cl2, 2 l3, 2 = 2 17 K5 (33)
2 2 2 14 K5 83
l1, 1 l3, 1 l2, 1 l3, 1 Cl2, 2 l3, 2 l3, 1 Cl3, 2 Cl3, 3
l3, 3 := 5 (36)
Conferindo
> L.Lt = A
4 2 14 4 2 14
2 17 K5 = 2 17 K5 (38)
14 K5 83 14 K5 83
y1
Y := y2
y3
2 0 0
1 4 0 (39)
7 K3 5
> L.Y = b
2 y1 14
y1 C4 y2 = K101 (40)
7 y1 K3 y2 C5 y3 155
> y 1 d 7; y 2 dK27; y 3 d 5;
y1 := 7
y2 := K27
y3 := 5 (41)
>
2 1 7
0 4 K3
0 0 5
x1
X := x2
x3
7
K27 (42)
5
> Lt.X = Y
2 x1 Cx2 C7 x3
7
4 x2 K3 x3 = K27 (43)
5 x3 5
> x 3 d 1; x 2 dK6; x 1 d 3
x3 := 1
x2 := K6
x1 := 3 (44)
Solução exata
> solve eq1, eq2, eq3, eq4 , x 1 , x 2 , x 3 , x 4
x1 = 87.50000000, x2 = 87.50000000, x3 = 62.50000000, x4 = 62.50000000 (50)
Chute inicial
> x0 1 d 50; x0 2 d 50; x0 3 d 50; x0 4 d 50;
x01 := 50
x02 := 50
x03 := 50
x04 := 50 (52)
Segunda Iteração
> x2 1 d subs x 1 = x1 1 , x 2 = x1 2 , x 3 = x1 3 , x 4 = x1 4 , X 1 ;
x21 := 84.375000 (57)
> x2 2 d subs x 1 = x2 1 , x 2 = x1 2 , x 3 = x1 3 , x 4 = x1 4 , X 2 ;
x22 := 85.93750000 (58)
> x2 3 d subs x 1 = x2 1 , x 2 = x2 2 , x 3 = x1 3 , x 4 = x1 4 , X 3 ;
x23 := 60.93750000 (59)
> x2 4 d subs x 1 = x2 1 , x 2 = x2 2 , x 3 = x2 3 , x 4 = x1 4 , X 4 ;
x24 := 61.71875000 (60)
Terceira Iteração
> x3 1 d subs x 1 = x2 1 , x 2 = x2 2 , x 3 = x2 3 , x 4 = x2 4 , X 1 ;
x31 := 86.71875000 (61)
> x3 2 d subs x 1 = x3 1 , x 2 = x2 2 , x 3 = x2 3 , x 4 = x2 4 , X 2 ;
(62)
x32 := 87.10937500 (62)
> x3 3 d subs x 1 = x3 1 , x 2 = x3 2 , x 3 = x2 3 , x 4 = x2 4 , X 3 ;
x33 := 62.10937500 (63)
> x3 4 d subs x 1 = x3 1 , x 2 = x3 2 , x 3 = x3 3 , x 4 = x2 4 , X 4 ;
x34 := 62.30468750 (64)
Quarta Iteração
> x4 1 d subs x 1 = x3 1 , x 2 = x3 2 , x 3 = x3 3 , x 4 = x3 4 , X 1 ;
x41 := 87.30468750 (65)
> x4 2 d subs x 1 = x4 1 , x 2 = x3 2 , x 3 = x3 3 , x 4 = x3 4 , X 2 ;
x42 := 87.40234376 (66)
> x4 3 d subs x 1 = x4 1 , x 2 = x4 2 , x 3 = x3 3 , x 4 = x3 4 , X 3 ;
x43 := 62.40234376 (67)
> x4 4 d subs x 1 = x4 1 , x 2 = x4 2 , x 3 = x4 3 , x 4 = x3 4 , X 4 ;
x44 := 62.45117188 (68)
Quinta Iteração
> x5 1 d subs x 1 = x4 1 , x 2 = x4 2 , x 3 = x4 3 , x 4 = x4 4 , X 1 ;
x51 := 87.45117188 (69)
> x5 2 d subs x 1 = x5 1 , x 2 = x4 2 , x 3 = x4 3 , x 4 = x4 4 , X 2 ;
x52 := 87.47558594 (70)
> x5 3 d subs x 1 = x5 1 , x 2 = x5 2 , x 3 = x4 3 , x 4 = x4 4 , X 3 ;
x53 := 62.47558594 (71)
> x5 4 d subs x 1 = x5 1 , x 2 = x5 2 , x 3 = x5 3 , x 4 = x4 4 , X 4 ;
x54 := 62.48779296 (72)
Sexta Iteração
> x6 1 d subs x 1 = x5 1 , x 2 = x5 2 , x 3 = x5 3 , x 4 = x5 4 , X 1 ;
x61 := 87.48779296 (73)
> x6 2 d subs x 1 = x6 1 , x 2 = x5 2 , x 3 = x5 3 , x 4 = x5 4 , X 2 ;
x62 := 87.49389648 (74)
> x6 3 d subs x 1 = x6 1 , x 2 = x6 2 , x 3 = x5 3 , x 4 = x5 4 , X 3 ;
x63 := 62.49389648 (75)
> x6 4 d subs x 1 = x6 1 , x 2 = x6 2 , x 3 = x6 3 , x 4 = x5 4 , X 4 ;
x64 := 62.49694824 (76)
(80)
n
eq2 := >
i= 1
K2 yi Ka Kb xi xi = 0 (80)
2
> a$Sum x i , i = 1 ..n Cb$Sum x i , i = 1 ..n = Sum x i $y i , i = 1 ..n
n n n
a >x
i=1
i Cb >
i=1
2
xi = >x y
i= 1
i i (82)
1.5
0.5
K2 K1 0 1 2
x
2 3
> b 0 $Sum x i , i = 1 ..n Cb 1 $Sum x i , i = 1 ..n Cb 2 $Sum x i , i = 1 ..n = Sum x i
$y i , i = 1 ..n
n n n n
b0 >x
i=1
i Cb1 >
i=1
2
xi Cb2 >
i= 1
3
xi = >x y
i=1
i i (93)
$y i , i = 1 ..n
n n n n
b0 >
i=1
2
xi Cb1 >
i=1
3
xi Cb2 >
i= 1
4
xi = >x y
i=1
2
i i (94)
1
0 1 2 3 4 5 6 7 8
> a11 d sum 1, i = 1 ..5 ; a12 d sum p i 1 , i = 1 ..5 ; a13 d sum p i 1 2, i = 1 ..5 ; b1
d sum p i 2 , i = 1 ..5 ;
a11 := 5
a12 := 20
a13 := 120
b1 := 23 (96)
> a21 d a12; a22 d a13; a23 d sum p i 1 3, i = 1 ..5 ; b2 d sum p i 1 $p i 2 , i = 1
..5 ;
a21 := 20
a22 := 120
a23 := 800
b2 := 104 (97)
> a31 d a13; a32 d a23; a33 d sum p i 1 4, i = 1 ..5 ; b3 d sum p i 1 2$p i 2 , i = 1
..5 ;
a31 := 120
a32 := 800
a33 := 5664
(98)
b3 := 696 (98)
> eq1 d a11$b 0 Ca12$b 1 Ca13$b 2 Kb1; eq2 d a21$b 0 Ca22$b 1 Ca23$b 2
Kb2; eq3 d a31$b 0 Ca32$b 1 Ca33$b 2 Kb3;
eq1 := 5 b0 C20 b1 C120 b2 K23
eq2 := 20 b0 C120 b1 C800 b2 K104
eq3 := 120 b0 C800 b1 C5664 b2 K696 (99)
> sol d solve eq1, eq2, eq3 , b 0 , b 1 , b 2
179 99 3
sol := b0 = , b1 = K , b2 = (100)
35 70 14
2
> y d subs sol, b 0 Cb 1 $x Cb 2 $x
179 99 3 2
y := K xC x (101)
35 70 14
> plot2 d plot y, x =K0.5 ..8.5, color = blue :
> display pp1, plot2
0 1 2 3 4 5 6 7 8
x
K2 K1 0 1 2
x
K2
K4
(106)
>
>
>
>
>
>
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