This is a draft cheat sheet. It is a work in progress and is not finished yet.
Systems of Linear Equations - Methods
Elimination Methods |
Inverse Method |
Iterative Methods |
Need scale system because system becomes more sensitive to round offs |
solve multiple times for different constants |
make unknowns the subject of equations |
Maximum Coefficients on Main diagonal |
Advantages |
default all unknowns are 0 |
Gauss Elimination |
calculate inverse once |
Dominant Diagonal System DDS |
1 forward elimination 2 back substitution |
iterate for dynamic cases |
DDS ensures convergence |
eliminate what is below main diagonal |
Limitations |
Gauss Seidel |
Issues |
matrix has to have a solution |
use updated values in equations |
Zero at pivot - solution: switch rows |
under-determined systems (# equations<#unknowns) |
if system is converging |
ill conditioned system - round off |
do not have an inverse - infinite solutions |
Jacobi |
Limitations |
Augmentation |
update values at the end of each iteration |
Lengthy- Cumbersome- Time consuming |
[A:I] -> [I:A-] |
help overcome divergence |
2 distinct steps |
equations have to be linearly independent |
Relaxation |
Gauss Jordan |
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Xinew= Xinew + (1-)Xiold |
eliminate what is above and below the main diagonal |
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0<~<2 |
translate from coefficient matrix to identity matrix |
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~=0 diverging (initial conditions are most accurate) |
Advantage: no need for back substitution |
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~=1 regular |
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~=2 converging |
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~<1 diverging or converging with fluctuations |
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~>1 converging without fluctuations |
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as system grows , ~ is close to 1 |
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Roots of Non linear Equations ---Numerical Methods
Bracketed Methods |
Open Methods |
2 initial guesses bracket the root |
initial guesses do not have to bracket root |
to check that intial guesses bracket root: f(xl)*f(xu)<0 |
Newton Raphson |
Bisection Method |
Takes into account 1 initial guess 2 function behavior 3 rate of change |
Xm= Xl+Xu / 2 |
Xi+1= Xi- (f(xi)/ f'(xi)) |
Limitations: |
pitfalls |
1 miss roots |
diverge due to infliction point |
2 inefficient (time consuming) |
converge to local min/max |
3 if even # of roots between initial guesses are missed |
jumping roots- converge to a different root |
4 disregard function behavior; function of initial guesses |
if xi is close is zero, it will offshute |
False Position |
Limitation: differentiation |
Xr= Xu - (f(xu) * (xl-xu))/(f(xl)-f(xu)) |
Secant Method |
in some cases, bisection may converge faster |
xi+1 = xi - ((f(xi)* (xi-i -xi))/(f(xi-1)-f(xi)) |
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Modified Secant |
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1 initial guess |
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xi-1= xi + oxi |
Roots of Non-linear Equations
Analytical Solution |
Graphical Solution |
cannot solve complex equations |
Visual Preceptions |
Roots of an equation |
Miss roots due to choice of window |
find the value of independent variable when the dependent variable is zero. |
Systems of Linear Equations
Graphical Solution |
# equations = # unknowns |
Visual perception - accuracy |
1 solution |
Time consuming |
# equations < # unknowns |
impractical beyond 3D |
infinite solutions |
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# equations > # unknowns |
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1 solution (redundant equation) |
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no solution - do not intersect |
Systems of Linear Equations - Cranmer's Rule
D = determinant of coefficients |
Limitations |
Dn = determinant of coefficients with n column replaced with B matrix |
Time consuming |
Singular System D=0 |
if D=0 |
1 no solution |
ill- conditioned system |
2 infinite solutions |
D is close to 0 |
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instruction is a region |
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sensitive to round offs |
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