system of equations

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HomogeneousSystems:齐次系统

HomogeneousSystems:齐次系统

Homogeneous SystemsAny system of linear equations can be written in matrix form AX=B.The system is called homogeneous,if the constant matrix B=0.X=0is a solution for this system. Any solution which is not equal to zero,is called a non-trivial solution.Example13.The following system is a homogeneous system.x1−2x2+x3+x4=0−x1+2x2+x4=02x1−4x2+x3=0Obviously,x1=0,x2=0,x3=0,x4=0is a solution for this system.We can check that x1=2,x2=1,x3=0,x4=0is also a solution for this system.This solution is a non-trivial solution.Example14.Solve the following homogeneous system.2x+4y+6z=04x+5y+6z=03x+y−2z=0.Solution.The augmented matrix isAG=2460456031−20.By applying elementary operations,we have tofind its reduced row-echelon form.2460456031−2012R1−→12394562431−20R2−4R1,R3−3R1−→12300−3−600−5−110−1 3R2−→123001200−5−110R3+5R2−→1230012000−10−R3−→123001200010.The corresponding system of equation is:x+2y+3z=0y+2z=0z=0.Therefore,the only solution for this system is X=xyz=0.Remark6.There are two possibilities for the set of solutions for a homogeneous system.1.Unique solution X=02.Infinitely many solutionsBasic SolutionsConsider the homogeneous system AX=0.If this system has a nontrivial solutions, then by Gaussian elimination we canfind non-trivial solutions X1,···,X k such that any other solution of the system is in the formt1X1+t2X2+···+t k X k,where t1,···,t k are numbers.X1,···,X k are called basic solutions for the system and a solution of the form t1X1+t2X2+···+t k X k is called a linear combination of X1,···,X k. Example15.Solve the following homogeneous system of linear equations.x+2y+−z=03x+−3y+2z=0−x+−11y+6z=0.Solution.The augmented matrix isAG=12−103−320−1−1160.By applying elementary operations,we have tofind its reduced row-echelon form.12−103−320−1−1160R2−3R1,R3+R1−→12−100−9500−950R3+R2,−19R2−→12−1001−590000R1−2R2−→101901−590000.The corresponding system of equation is:x++19z=0y+−59z=0.Take z=t.Therefore,the solutions are in the formX=xyz=−19t59tt=t−19591.Here,X1=−19591is the basic solution.Example16.Find the basic solutions for the following homogeneous system.x1−2x2+4x3−x4+5x6=0−2x1+4x2−7x3+x4+2x5−8x6=03x1−6x2+12x3−3x4+x5+15x6=02x1−4x2+9x3−3x4+3x5+12x6=0 Solutions:1−24−1050−24−712−803−612−311502−49−33120R2+2R1,R3−3R1,R3−2R1−→1−24−1050001−12200000100001−1320R4−2R2−→1−24−1050001−122000001000000020R4−2R3,R1−4R2−→1−203−8−30001−122000001000000000R1+8R3,R2−2R3−→1−2030−30001−102000001000000000Assign non-leading variables as parameters.Then,x2=t,x4=s,x6=u,x5=0,x3= t−2u,x1=2t−3s+3u.The solutions are:X=x1x2x3x4x5x6=2t−3s+3uts−2usu=2tt+−3sss+3u−2uu=t21+s−311+u3−21.Therefore,the basic solutions are X1=21,X2=−311,X2=3−21.Remark7.Consider a homogeneous system of linear equation with n variables.If the augmented matrix of the system has rank r,then solutions consist of n−r parameters. Thus,we can express any solution as a linear combination of n−r basic solutions.Consider the linear system AX=B.The linear system AX=0is called the associated homogeneous system for the system AX=B.Let Y be a solution for the homogeneous system and X0be a particular solution for the system AX=B.Then,sinceA(X0+Y)=AX0+AY=B+0=B(X0+Y)also is a solution for the system.Conversely,if Z be a solution for the system thenA(Z−X0)=B−B=0.Thus,Y=Z−X0is a solution for the associated system.This shows any solution is in the form X0+Y.Example17.Example18.Solve the following system of equations.x−y−z=22x−y−3z=6x−2z=4.Solution.The augmented matrix isAG=1−1−122−1−3610−24.By applying elementary operations,we have tofind its reduced row-echelon form.1−1−122−1−3610−24R2−2R1,R3−R1−→1−1−1201−1201−12R3−R2−→1−1−1201−120000R2+R1−→10−2401−120000.The corresponding system of equation is:x−2z=4y−z=20=0.z is non-leading variable.Therefore,we assign it as a parameter.If z=t,then the solution has the parametric formx=2t+4y=t+2z=t. In this example the particular solution is X=42and the general solution for theassociated homogeneous system is Y=t211.Example19.Express the solutions of the following system as the sum of particular solution and general solution of the associated homogeneous system.x1−2x2−x3+3x4=12x1−4x2+x3=5x1−2x2+2x3−3x4=4The augmented matrix is:AG=1−2−1312−41051−22−35.Apply elementary operations to get the row-echelon form.1−2−1312−41051−22−35R2−2R1,R3−R1−→1−2−131003−63003−63R3−R2,13R2−→1−2−131001−2100000R1+R2−→1−2012001−2100000.The corresponding system of equations is:x1−2x2+x4=2x3−2x4=10=0 Let x2=t,x4=s.Then,the set of solutions are:X=x1x2x3x4=2+2t−st1+2ss=21+t21+s−121.In this example the particular solution is:21The general solutions for the associated homogeneous system is:t21+s−121.Matrix InversesLet A be a square matrix of size n.A matrix B is called inverse of A ifAB=BA=I.If A has an inverse,then we say that A is invertible.The inverse of A is unique and wedenote it by A−1. Example20.Let A=1101.Then A−1=1−101.Example21.If A=a bc dand ad−bc=0then A−1=1ad−bcd−b−c a.Example22.A=14−1271130.Then,A−1=12−3−31111−3−11−1.Theorem6.If a square matrix A,has a zero row(zero column),then A is not invertible. Proof.Suppose that the i-th row of A is zero.For any square matrix C,the(i,i)-entry of AC is equal to dot product of the i-th row of A with i-th column of C.Therefore,(i,i)-entry of AC is0.But,the(i,i)-entry of identity matrix is equal to1.Thus,AC=I for any C.Therefore,A is notinvertible.Example23.A=112133000099110932and B=10591120951108214021140677are not invertible.Theorem7.If A and B are square matrices,then•If A is invertible,then A−1is invertible,and(A−1)−1=A.•If A and B are invertible,then AB is invertible,and(AB)−1=B−1A−1.•If A is invertible,then A T is invertible,and(A T)−1=(A−1)T.•If A is invertible,then1c A is invertible for a number c=0,and(cA)−1=1cA−1.Example24.A,B,and C are invertible matrices.SimplifyC T B(AB)−1[C−1A T]T.Solution:C T B(AB)−1[C−1A T]T=C T B(B−1A−1)[(A T)T(C−1)T]=C T IA−1[A(C−1)T]=C T I(C−1)T=I.Example25.Find the matrix A.211−23−5A−1T=(−14A T)−1.Solution:211−23T−5(A T)−1=−4(A T)−1Thus,211−23T=(A−1)T.Then,A=1103−121.。

simultaneous equation method

simultaneous equation method

Simultaneous Equation MethodIntroductionIn mathematics, simultaneous equations play a crucial role in solving real-world problems and modeling various phenomena. The simultaneous equation method is a powerful technique used to find solutions for a system of equations. This method involves solving multiple equations together to determine the values of unknown variables. In this article, we will explore the simultaneous equation method in detail and discuss its applications.Understanding Simultaneous EquationsDefinitionSimultaneous equations, also known as a system of equations, are a set of equations that share the same variables. The solutions of these equations simultaneously satisfy each equation in the system. The general form of simultaneous equations can be written as:a1x + b1y = c1a2x + b2y = c2Here, x and y are the variables, while a1, a2, b1, b2, c1, and c2 are constants.Types of Simultaneous EquationsSimultaneous equations can be classified into three types based on the number of solutions they have:1.Consistent Equations: These equations have a unique solution,meaning there is a specific set of values for the variables thatsatisfy all the equations in the system.2.Inconsistent Equations: This type of system has no solution. Theequations are contradictory and cannot be satisfied simultaneously.3.Dependent Equations: In this case, the system has infinitely manysolutions. The equations are dependent on each other and represent the same line or plane in geometric terms.To solve simultaneous equations, we employ various methods, with the simultaneous equation method being one of the most commonly used techniques.The Simultaneous Equation MethodThe simultaneous equation method involves manipulating and combining the given equations to eliminate one variable at a time. By eliminating one variable, we can reduce the system to a single equation with one variable, making it easier to find the solution.ProcedureThe general procedure for solving simultaneous equations using the simultaneous equation method is as follows:1.Identify the unknow n variables. Let’s assume we have n variables.2.Write down the given equations.3.Choose two equations and eliminate one variable by employingsuitable techniques such as substitution or elimination.4.Repeat step 3 until you have a single equation with one variable.5.Solve the single equation to determine the value of the variable.6.Substitute the found value back into the other equations to obtainthe values of the remaining variables.7.Verify the solution by substituting the found values into all theoriginal equations. The values should satisfy each equation.If the system is inconsistent or dependent, the simultaneous equation method will also lead to appropriate conclusions.Applications of Simultaneous Equation MethodThe simultaneous equation method finds applications in numerous fields, including:EngineeringSimultaneous equations are widely used in engineering to model and solve various problems. Engineers employ this method to determine unknown quantities in electrical circuits, structural analysis, fluid mechanics, and many other fields.EconomicsIn economics, simultaneous equations help analyze the relationship between different economic variables. These equations assist in studying market equilibrium, economic growth, and other economic phenomena.PhysicsSimultaneous equations are a fundamental tool in physics for solving complex problems involving multiple variables. They are used in areas such as classical mechanics, electromagnetism, and quantum mechanics.OptimizationThe simultaneous equation method is utilized in optimization techniques to find the optimal solution of a system subject to certain constraints. This is applicable in operations research, logistics, and resource allocation problems.ConclusionThe simultaneous equation method is an essential mathematical technique for solving systems of equations. By employing this method, we can find the values of unknown variables and understand the relationships between different equations. The applications of this method span across various fields, making it a valuable tool in problem-solving and modeling real-world situations. So, the simultaneous equation method continues to be akey topic in mathematics and its practical applications in diverse disciplines.。

2. Linear Systems of Equations and Gaussian Elimination

2. Linear Systems of Equations and Gaussian Elimination

(2.2)
amn
The steps of Gaussian elimination are carried out by elementary row operations applied to the augmented matrix. These are:
3
(1) Any row of the matrix may be multiplied throughout by any nonzero number. (2) Any two rows of the matrix may be interchanged. (3) Any multiple of one row may be added to another row.
Linear Algebra and Matrix Theory
Chapter 1 - Linear Systems, Matrices and Determinants
This is a very brief outline of some basic definitions and theorems of linear algebra. We will assume that you know elementary facts such as how to add two matrices, how to multiply a matrix by a number, how to multiply two matrices, what an identity matrix is, and what a solution of a linear system of equations is. Hardly any of the theorems will be proved. More complete treatments may be found in the following references.

Linear System of Equations

Linear System of Equations

A linear system of equations is a set of linear equations in variables (sometimes called "unknowns"). Linear systems can be represented in matrix form as the matrix equation(1)where is the matrix of coefficients, is the column vector of variables, and is the column vector of solutions.If , then the system is (in general) overdetermined and there is no solution.If and the matrix is nonsingular, then the system has a unique solution in the variables. In particular, as shown by Cramer's rule, there is a unique solution if has a matrix inverse. In this case,(2)If , then the solution is simply . If has no matrix inverse, then the solution set is the translate of a subspace of dimension less than or the empty set.If two equations are multiples of each other, solutions are of the form(3)for a real number. More generally, if , then the system is underdetermined. In this case, elementary row and column operations can be used to solve the system as far as possible, then the first components can be solved in terms of the last components to find the solution space.。

Systems of Linear Equations 4

Systems of Linear Equations 4

Systems of Linear Equations 4In this chapter direct methods for solving systems of linear equations A x =b. 11111.n n nn a a b A b a a bn ⎡⎤⎡⎤⎢⎥⎢⎥==⎢⎥⎢⎥⎢⎥⎢⎥⎣⎦⎣⎦Will be presented.Here A is given n n ⨯ matrix. And b is a given vector. We assume in additionthat A and b are teal. Althougn this restriction is inessen. Tial in most of the methods. In contrast to the iterative methods(Chatpte 8), the direct methods discussed here produce the solution in finitely many steps. Assuming computations without roundoff errors.This problem is closely related to that of computing the inverse 1A - of the matrix A provided this inverse exists. For if 1A - is known,the solution x of Ax=b can be obtained by matrix vector multiplication, x =1A -b.Conversely. the i th column i a of 1A -=(1,n a a ) is the solution of the linear system i Ax e =,where i e =T (0,,0,1,0,,0) is the i th unit vector.A general introduction to numerical linear algebra is given in Golub and van Loan(1983) and Stewart(1973). ALGOL programs are found in Wilkinson and Reinsch(1971), FORTRAN programs in Dongarra, Bunch,Moler, and stewart(1979)(LINPACH), and in Andersen et al.(1992)(LAPACK).4.1 Gaussian Elimination. The Triangular Decomposition of a Matrix In the method of Gaussian elimination for solving a system of linear equations (4.1.1) ,Ax b =Where A is an n n ⨯ matrix and n b R ∈. The given system (4.1.1) is transformed in steps by appropriate rearrangements and linear combinations of equations into a system of the form R x c =, 1110n nn r r R r ⎡⎤⎢⎥=⎢⎥⎢⎥⎣⎦Which has the same solution as (4.1.1). R is an upper triangular matrix. So that R x c = can easily be solved by “back substitution ”(so long as 0,1,,ii r i n ≠= ):1ni ik kk i i iic r x x r =+-=∑ for ,1,,1i n n =- .In the first step of the algorithm an appropriate multiple of the first equation is subtracted from all of the other equations in such a way that the coefficients of 1x vanish in these equations: hence.1x remains only in the first equation. This is possible only if 110a ≠. Of course, which can beachieved by rearranging the equations if necessary. As long as at least one 10i a =. Instead ofworking with the equations themaselves. The operations are carried out on the matrix ()11111,n n nnn a a b A b a a b ⎡⎤⎢⎥=⎢⎥⎢⎥⎣⎦Which corresponds to the full system given in (4.1.1) The first step of the Gaussian elimination process leads to a matrix (),A b ''of the form (4.1.2) ()111211222220,0n n nnnna a ab a a b A b a a b ''''⎡⎤⎢⎥'''⎢⎥''=⎢⎥⎢⎥'''⎣⎦, And this step can be described formally as follows: (4.1.3)(a) Determine an element 10r a ≠ and proceed with (b); if no such r exists, A is singular; set()(),,A b A b ''=; stop.(b) Interchange rows r and 1 of (),A b . The result is the matrix (,)A b . (c) For 2,3,,i n = , subtract the multiple 1111/i i l a a =Of row 1 from row i of the matrix (),A b . The desired matrix (),A b '' is obtained as the result. The transition (,)(,)(,)A b A b A b ''−−→−−→ can be described by using matrixmultiplications:(4.1.4) 1(,)(,)A b P A b =, 111(,)(,)(,)A b G A b G P A b ''==. Where 1P is a permutation matrix. And 1G is a lower triangular matrix:(4.1.5) 101011101101P r ⎡⎤⎢⎥⎢⎥⎢⎥⎢⎥⎢⎥=⎢⎥←−−⎢⎥⎢⎥⎢⎥⎢⎥⎢⎥⎣⎦. 21111011n l G l ⎡⎤⎢⎥-⎢⎥=⎢⎥⎢⎥-⎣⎦Matrices such as 1G , which differ in at most one column from an identity matrix, are called Frobenius matrices . Both matrices 1P and 1G are nonsingular; in fact111P P -=. 211111011n l G l -⎡⎤⎢⎥⎢⎥=⎢⎥⎢⎥⎣⎦For this reason, the equation systems A x b = and A x b ''= have the same solution: A x b = implies1111G P Ax A x b G P b''===, and A x b ''= implies11111111P G A x Ax b P G b ----''===.The element 111r a a = which is determined in (a) is called the pivot element (or simply the pivot ). And step (a) itself is called pivot selection (or pivoting ). In the pivot selection one can. In theory, choose any 10r a ≠ be chosen. Usually the choice 11max r i ia a =Is made: that is, among all candidate elements the one of largest absolute value is selected. (It is assumed in making this choice however---see Section 4.5---that the matrix A is “equilibrated ”, that is. That the orders of magnitudes of the elements of A are “roughly equal ”.)This sort of pivot selection is called partial pivot selection (or complete pivoting), in which the search for a pivot is not restricted to the first column; that is, (a) and (b) in (4.1.3) are replaced by (a ') and (b '): (a ')Determine r and s so that,m ax rs ij i ja a =and continue with (b ') if 0rs a ≠. Otherwise A is singular; set ()(),,A b A b ''=; stop. (b ')Interchange rows 1 and r of (),A b , as well as columns 1 and s. Let the resulting matrix be(),A b .After the first elimination step, the resulting matrix has the form (4.1.2): () 111,0Ta ab A b Ab '''⎡⎤''=⎢⎥⎢⎥⎣⎦with an (1)n --row matrix A . The next elimination step consists simply of applying the processdescribed in (4.1.3) for (,)A b to the smaller matrix(,)A b . Carrying on in this fashion. A sequence of matrices(0)(0)(1)(1)(1)(1)(,)(,)(,)(,)(,)n n A b AbAbAbR c --=−−→−−→−−→=is obtained which begins with the given matrix (,)A b (4.1.1) and ends with the desired matrix(,)R c . In this sequence the j th intermediate matrix ()()(,)j j Abhas the form(4.1.6) ()()()()()11121()()222******0*(,)0****000***00***j j j j j j j A A b A b A b ⎡⎤⎢⎥⎢⎥⎢⎥⎡⎤⎢⎥⎢⎥==⎢⎥⎢⎥⎢⎥⎣⎦⎢⎥⎢⎥⎢⎥⎣⎦with a j -row upper triangular matrix ()11j A . The transition ()()(1)(1)(,)(,)j j j j A b A b ++−−→consists of the application of (4.1.3) on the (1)(1)n n j -⨯-+ matrix ()()222(,)j j A b . Theelements of ()11j A ,()12j A ,()1j b do not change from this step on; hence they agree with thecorresponding elements of (,)R c . As in the first step, (4.1.4) and (4.1.5), the ensuing steps can be described using matrix multiplication. As can be readily seen (4.1.7) ()()(1)(1)(,)(,)j j j j j j AbG P Ab--=,112211(,)(,)n n n n R c G P G P G P A b ----= . with permutation matrices j P and nonsingular Frobenius matrices j G of the form(4.1.8) 1,,10111j j jn jG l l +⎡⎤⎢⎥⎢⎥⎢⎥=⎢⎥-⎢⎥⎢⎥⎢⎥-⎢⎥⎣⎦in the j th elimination step (1)(1)()()(,)(,)j j j j A bAb--−−→ the elements below the diagonalin the j th column are anihilated. In the implementation of this algorithm on a computer, the locations which were occupied by these elements can now be used for the storage of the important quantities ,i j l ,1i j ≥+, of j G ; that is, we work with a matrix of the form111211,111212223132(),1,()()()1,1,11,1()()()2121,,1,j j n j j jjj j j n j j j j j jj j j nj j j j n jn j n nn r r r r r c r r r r r c Ta ab a a b λλλλλλλ++++++++⎡⎤⎢⎥⎢⎥⎢⎥⎢⎥=⎢⎥⎢⎥⎢⎥⎢⎥⎢⎥⎣⎦Here the subdiagonal elements 1,2,,,,k k k k nk λλλ++ of the k th column are a certain permutation of the elements 1,,,k k n k l l + of k G in (4.1.8).Based on this arrangement. The j th step (1)()j j T T -−−→,1,2,,1j n =- . Can be describedas follows (for simpicity the elements of (1)j T - are denoted by ik t , and those of ()j T byikt ',1,11i n k n ≤≤≤≤+) : (a) Partial pivot selection: Determine r so thatm ax ij ij i jt t ≥=.If 0ij t =, set ()(1)j j T T -=; A is singular; stop. Otherwise carry on with (b). (b) Interchange rows r and j of (1)j T -, and denote the result by ()ik T t =. (c) Replace/ij jj ijij t l t t '== for 1,2,,i j j n =++ , ik jk ikij t t l t '=- for 1,,i j n =+ and 1,,1k j n =++ . ik ikt t '= otherwise. We note that in (c) the important elements 1,,,j j nj l l + of j G are stored in their natural orderas 1,,j j njt t +'' . This order may, however, be changed in the subsequent elimination steps ()(1)k k TT+−−→,k j ≥, because in (b) the rows of the entire matrix ()k T are rearranged. Thishas the following effect: The lower triangular matrix L and the upper triangular matrix R .211,1101n n n t L t t -⎡⎤⎢⎥⎢⎥=⎢⎥⎢⎥⎣⎦, 1110n nn t t R t ⎡⎤⎢⎥=⎢⎥⎢⎥⎣⎦, which are contained in the final matrix (1)()n ik T t -=, provide a triangular decomposition of the matrix P A :(4.1.9) LR PA =.In this decomposition P is the product of all of the permutations appearing in (4.1.7):121n n P P P P --= .We will only show here that a triangular decomposition is produced if no row interchanges are necessary during the course of the elimination process, i.e., if 11n P P P I -==== . In this case, 211,1101n n n l L l l -⎡⎤⎢⎥⎢⎥=⎢⎥⎢⎥⎣⎦, since in all of the minor steps (b) nothing is interchanged. Now, because of(4.1.7), 11n R G G A -= ; therefore(4.1.10) 1111n G G R A ---= .since11,1011jj j njGl l -+⎡⎤⎢⎥⎢⎥⎢⎥=⎢⎥⎢⎥⎢⎥⎢⎥⎢⎥⎣⎦, it is easily verified that211111,1101jn n n n l GGL l l ----⎡⎤⎢⎥⎢⎥==⎢⎥⎢⎥⎣⎦. Then the assertion follows from (4.1.10).X A M P LEE.123316221371114x x x ⎡⎤⎡⎤⎡⎤⎢⎥⎢⎥⎢⎥=⎢⎥⎢⎥⎢⎥⎢⎥⎢⎥⎢⎥⎣⎦⎣⎦⎣⎦. 316231623162211711210213713333331114111021114333322⎡⎤⎡⎤⎢⎥⎢⎥⎢⎥⎡⎤⎢⎥⎢⎥⎢⎥-→→-⎢⎥⎢⎥⎢⎥⎢⎥⎢⎥⎢⎥⎣⎦⎢⎥⎢⎥-⎢⎥-⎣⎦⎢⎥⎣⎦. The pivot elements are marked. The triangular equation system is 1233162210013314002x x x ⎡⎤⎢⎥⎡⎤⎡⎤⎢⎥⎢⎥⎢⎥⎢⎥⎢⎥-=⎢⎥⎢⎥⎢⎥⎢⎥⎢⎥⎣⎦⎢⎥⎣⎦⎢⎥-⎣⎦. Its solution is18x =- 23310()723x x =+=- 3231(26)193x x x =--=.Further 100001010P ⎡⎤⎢⎥=⎢⎥⎢⎥⎣⎦, 316111213PA ⎡⎤⎢⎥=⎢⎥⎢⎥⎣⎦, and the matrix P A has the triangular decomposition PA LR = with 100110321132L ⎡⎤⎢⎥⎢⎥⎢⎥=⎢⎥⎢⎥⎢⎥⎣⎦, 31620131002R ⎡⎤⎢⎥⎢⎥⎢⎥=-⎢⎥⎢⎥⎢⎥-⎣⎦. Triangular decompositions (4.1.9) are of great practical importance in solving systems of linear equations. If the decomposition (4.1.9) is known for a matrix A (that is, the matrices L ,R ,P are known), then the equation system A x b =can be solved immediately with any right-hand side b; for it follows thatP A x L R x P b ==,from which x can be found by solving both of the triangular systemsL u P b =, R x u =(provided all 0ii r ≠).Thus, with the help of the Gaussian elimination algorithm. It can be shown constructively that each square nonsingular matrix A has a triangular decomposition of the form (4.1.9). however, not every such matrix A has a triangular decomposition in the more narrow sense A LR =, as the example0110A ⎡⎤=⎢⎥⎣⎦shows. In general, the rows of A msust be permuted appropriately at the outset.The triangular decomposition (4.1.9) can be obtained directly without forming the intermediate matrices ()jT . For simplicity, we will show this under the assumption that the rows of A do nothave to be pernuted in order for a triangular decomposition A LR = to exist. The equationsA LR = are regarded as 2n defining equations for the 2n unknown quantitiesik r i k ⋅≤,ik l i k ⋅≥ (1ii l =):that is.(4.1.11) m in(,)1i k ik ij jk j a l r ==∑(1ii l =).The order in which the ij jk l r ⋅ are to be computed remains open. The following versions are common:In the Crout method the n n ⨯ matrix A LR = is partitioned as follows:and the equations A LR = are solved for L and R in an order indicated by this partitioning:(1) 111111i jji i i j a lr r a ==⋅=∑, 1,2,,i n =(2) 111111111/i ijj i i i j a lr l a a r ==⋅==∑, 2,3,,i n =(3) 222222111i jji i i i j a lr r a l r ==⋅=-∑, 2,3,,i n = . Etc.And in general, for 1,2,,i n = .(4.1.12) 11i ik ik ij jk j r a l r -==-∑ ,1,,k i i n=+ . 11i k i k ij ij ki iia l r l r -=-=∑1,2,,k i i n=++ . In all of the steps above 1ii l = for 1,2,,i n = . In the Banachiewicz method, the partitioningis used: that is, L and R are computed by rows.The formulas above are valid only if no pivot selection is carried out. Triangular decomposition by the methods of Crout or Banachiewicz with pivot selection leads to more complicated algorithms: see Wilkinson (1965).Gaussian elimination and direct triangular decomposition differ only in the ordering of operations. Both algorithms are, theoretically and numerically,entirely equ ivalent. Indeed, the j th partial sums(4.1.13) ()1jj ikik is sk s aa l r ==-∑of (4.1.12) produce precisely the elements of the matrix ()j A in (4.1.6). as can easily be verified. In Gaussian elimination, therefore, the scalar products (4.1.12) are formed only in pieces, with temporary storing of the intermediate results: direct triangular decomposition require about 3/3n operations (1 operation =1 multiplication + 1 addition). Thus, they also offer a simple way of evaluating the determinant of a matrix A : From (4.1.9) it follows.sincedet()1P =±,det()1L =, that1122det()det()det()nn PA A R r r r =±== .Up to its sign, det()A is exactly the product of the pivot elements. (It should be noted that the direct evaluation of the formula121112,,1det()(,,)n n i k nn n fori kA sign a a a μμμμμμμμμ====∑requires 3!/3n n operations.)In the case that P I =, the pivot elements ii r are representable as quotients of the determinants of the principal minors of A . If, in the representation LR A =, the matrices are partitioned as follows: 1111121121212222122200L R R A A L L R A A ⎡⎤⎡⎤⎡⎤=⎢⎥⎢⎥⎢⎥⎣⎦⎣⎦⎣⎦, it is found that 111111L R A =: hence 1111det()det()R A =, or1111det()ii r r A = ,where 11A is an i i ⨯ matrix. In general, if i A denotes the i th principal minor of A , then1det()/det()ii i i r A A -=. 2i ≥.111det()r A =.A further practical and important property of the method of triangular decomposition is that, for band matrices with bandwidth m . ******mA m ⎡⎤⎢⎥⎢⎥⎢⎥⎢⎥=⎢⎥⎢⎥⎫⎢⎥⎪⎬⎢⎥⎪⎢⎥⎣⎦⎭. 0ij a = for i j m -≥.the matrices L and R of the decomposition LR PA = of A are not full: R is a band matrix with bandwidth 21m -.***210*R m ⎡⎤⎢⎥⎢⎥⎢⎥=⎫⎪⎢⎥-⎬⎢⎥⎪⎢⎥⎣⎦⎭. and in each column of L there are at most m elements different from zero. In contrast, the inverses 1A - of band matrices are usually filled with nonzero entries.Thus, if m n , using the triangular decomposition of A to solve A x b = results in a considerable saving in computation and storage over using 1A -. Additional savings are possible by making sue of the symmetry of A if A is a positive definite matrix (see Sections 4.3 and 4.A).4.2 The Gauss-Jordan AlgorithmIn practice, the inverse 1A - of a nonsingular n n ⨯ matrix A is not frequently needed. Should a particular situation call for an inverse, however, it may be readily calculated using the triangular decomposition described in Section 4.1 or using the Gauss-Jordan algorithm, which will be described below. Both methods require the same amount of work.If the triangular decomposition PA LR = of (4.1.9) is available, then the i th column i aof1A - is obtained as the solution of the system(4.2.1) i i LR a P e =,where i eis the i th coordinate vector. If the simple structure of the right-hand side of (4.2.1), i P e, is taken into account, then the n equation systems (4.2.1) (1,,i n = ) can be solved inabout323n operations. Adding the cost of producing the decomposition gives a total of 3noperations to determine 1A -. The Gauss-Jordan method requires this amount of work, too, and offers advantages only of an organizational nature. The Gauss-Jordan method is obtained if one attempts to invert the mapping x Ax y →=. ,nnx y ∈∈ determined by A in asystematic manner. Consider the system Ax y =:(4.2.2) 1111111,.n n n nn n n a x a x y a x a x y ++=++=In the first step of the Gauss-Jordan method, the variable 1x is exchanged for one of the variables r y . To do this, an 10r a ≠ is found, for example (partial pivot selection ) 11max r i ia a =,and equations r and 1 of (4.2.2) are interchanged. In this way , a system(4.2.3)1111111,n n n nn n na x a x y a x a x y ++=++=is obtained in which the variables 1,,n y y are a permutation of 1,,n y y and 111r a a =,1r y y = holds. Now,110a ≠, for otherwise we would have 10i a ≠ for all i ,making A singular, contrary to assumption. By solving the first equation of (4.2.3) for 1x and substituting the result into the remaining equations, the system(4.2.4)11122111212222121221,,n n n n nn nn n n a y a x a x x a y a x a x y a y a x a x y '''+++='''+++='''+++=is obtained with(4.2.5)11111111111111111,,,,2,3,,.k k i i k ik i ika a a a a a a a a a a fori k n a a ''==''==-=In the next step, the variable 2x is exchanged for one of the variables 2,,n y y ; then 3x is exchanged for one of the remaining y variables, and so on. If the successive equation systems are represented by their matrices, then starting from (0)A A =, a sequence(0)(1)()n AAA→→is obtained. The matrix ()()()j j ik A a = stands for a “mixed equation system ” of the form(4.2.6)()()()()1111,11111()()()()1,111()()()()111,1,111,11()()()(1,,111,,,j j j j j j j n n j j j j j j jj j j j jn n j j j j j j j j jj j j j nn j j j j j j n n j n j j nn j a y a y a x a x x a y a y a x a x x ay ay a x ax y a y a y a x a ++++++++++++++++++=+++++=+++++=+++++).n n x y =In this system 11(,,,,,)j j n y y y y + is certain permutation of the original variables1(,,)n y y . In the transition (1)()j j AA-→ the variable j x is exchanged for j y . Thus,()j A is obtained from (1)j A - according to the rules given below. For simplicity, the elements of(1)j A- are denoted by ik a , and those of ()j A are denoted by ika '. (4.2.7)(a) Partial pivot selection: Determine r so thatm ax rj ij i ja a ≥=.If 0rj a =, the matrix is singular . Stop.(b) Interchange rows r and j of (1)j A -, and call the result ()ik A a =.(c) Compute ()()j ikA a '= according to the formulas [compare with (4.2.5)] 1/jj jj a a '=,,,jk ij jk ijjjjja a a a fori k j a a ''=-=≠,ij jk ik ikjja a a a a '=-.(4.2.6) implies that (4.2.8) ()1,(,,)n T n Ay x y y y == ,where 1,,n y y is a certain permutation of the original variables 1,,n y y , y Py = which, since it corresponds to the interchange step (4.2.7b), can easily be determined. From (4.2.8) it follows that()()n AP y x =,and therefore, since Ax y =, 1()n AAP -=.X A M P LEE. (0)(1)(2)111111211123112112136125121A AA A --⎡⎤⎡⎤⎡⎤-⎢⎥⎢⎥⎢⎥==→=→=--⎢⎥⎢⎥⎢⎥⎢⎥⎢⎥⎢⎥-⎣⎦⎣⎦⎣⎦(3)1331352121AA --⎡⎤⎢⎥→=--=⎢⎥⎢⎥⎣⎦. The pivot elements are marked.The following ALGOL program is a formulation of the Gauss-Jordan method with partial pivoting. The inverse of the n nmatrix A is stored back into A. The array []p i serves to store the information about the row permutations which take place.for j=1 step 1 until n do p[j]=j;for j=1 step 1 until n dobeginpivotsearch:max=abs(a[j,j]);r=j;for i=j+1 step 1 until n doif abs(a[i,j])greater max thenbegin max=abs(a[i,j]);r=iend;if max=0 then goto singular;rowinterchange:if r>j thenbegin for k=1 step 1 until n dobeginhr=a[j,k];a[j,k]=a[r,k];a[r,k]=hrend;hi=p[j];p[j]=p[r];p[r]=hiend;transformation:hr=1/a[j,j];for i=1 step 1 until n doa[i,j]=hr*a[i,j];a[j,j]=hr;for k=1 step 1 until j-1,j+1 step 1 until n dobeginfor i=1 step 1 until j-1,j+1 step 1 until n doa[i,k]=a[i,k]-a[i,j]*a[j,k];a[j,k]=-hr*a[j,k]end kend j;columninterchange:for i=1 step 1 until n dobeginfor k=1 step 1 until n do hv[p[k]]=a[i,k];for k=1 step 1 until n do a[i,k]=hv[k]end;4.3 The Cholesky DecompositionThe methods discussed so far for solving equations can fail if no pivot selection is carried out, i.e. if we restrict ourselves to taking the diagonal elements in order as pivots. Even if no failure occurs, as we will show in the next sections, pivot selection is advisable in the interest of numerical stability. However, there is an important class of matrices for which no pivot selection is necessary in computing triangular factors: the choice of each diagonal element in order always yields a nonzero pivot element. Furthermore, it is numerically stable to use these pivots. We refer to the class of positive definite matrices.(4.3.1) Definition. A (complex) n n ⨯ matrix A is said to be positive definite if it satisfies: (a) H A A =,i.e.,A is a Hermitian matrix. (b) 0H x Ax > for all ,0n x x ∈≠ .HA A = is called positive semidefinite if 0A x ≥ holds for all n x ∈ .(4.3.2) Theorem. For any positive definite matrix A the matrix 1A - exists and is also positive definite. All principal submatrices of a positive definite matrix are also positive definite, and all principal minors of a positive definite matrix are positive.R O O FP. The inverse of a positive definite matrix A exsits: If this were not the case, an 0x ≠would exist with 0A x = and 0H x Ax =, in contradiction to the definiteness of A . 1A - is positive definite: We have 111()()H H A A A ---==, and if 0y ≠ it follows that10x A y -=≠. Hence 1110HHHy A y x A A Ax x Ax ---==>. Every principal submatrix1111k k k k i i i i i i i i a a A a a ⎡⎤⎢⎥=⎢⎥⎢⎥⎣⎦of a positive definite matrix A is also positive definite: Obviously HA A =. Moreover, every1,0k k xx xx ⎡⎤⎢⎥=∈≠⎢⎥⎢⎥⎣⎦can be expanded to 1,1,,,,0,,jj nn x x fori j k x x x otherw ise x μμ⎡⎤⎧==⎪⎢⎥=∈≠=⎨⎢⎥⎪⎩⎢⎥⎣⎦and it follows that0H H x A xx A x =>. In order to complete the proof of (4.3.2), then, it suffices to show that det()0A > for positivedefinite A . This is shown by using induction on n .For 1n = this is true from (4.3.1b). Now assume that the theorem is true for positive definite matrices of order 1n -, and let A be a positive definite matrix of order n . According to the preceeding parts of the proof,11111n n nn Aαααα-⎡⎤⎢⎥=⎢⎥⎢⎥⎣⎦is positive definite, and consequently 110α>. As is well known,By the induction assumption, however,and hence det()0A > follows from 110α>.(4.3.3) Theorem. For each n n ⨯ positive definite matrix A there is a unique n n ⨯ lower triangular matrix (0)ik L l fork i >> with 0ii l >. 1,2,,i n = . satisfyingHA LL =. If A is real, so is L .(Note that 1ii l = is not required.)R O O FP. The theorem is establishied by induction on n . For 1n = the theorem is trivial: Apositive definite 11⨯ matrix ()A α= is a positive number 0α>, which can be written uniquely in the form1111l l α=, 11l =Assume that the theorem is true for positive definite matrices of order 1n -. An n n ⨯ positive definite matrix A can be partitioned into 1n Hnn A b A ba -⎡⎤=⎢⎥⎣⎦, where 1n b -∈and 1n A - is a positive definite matrix of order 1n - by (4.3.2). By theinduction hypothesis, there is a unique matrix 1n L - of order 1n - satisfying111Hn n n A L L ---=. 0,0ik ii l fo rk i l =>>.We consider a matrix L of the form10n HL L cα-⎡⎤=⎢⎥⎣⎦and try to determine 1,0n c α-∈> so that(4.3.4) 11100Hn n n H Hnn A b L L c A b a cαα---⎡⎤⎡⎤⎡⎤==⎢⎥⎢⎥⎢⎥⎣⎦⎣⎦⎣⎦. This means that we must have1n L c b -=, 2,0Hnn c c a αα+=>.The first equation must have a unique solution 11n c L b --=, since 1n L -, as a triangular matrix with positive diagonal entries, has ()1det 0n L ->. As for the second equation, if H nn c c a ≥(that is,20α≤), then from (4.3.1) we would have a contradiction with 20α>, which follows from221det()det()n A L α-=,det()0A >(4.3.2), and 1det()0n L ->. Therefore, from (4.3.4), there exists exactly one 0α>giving H LL A =, namelyα=. □ The decomposition H A LL = can be determined in a manner simillar to the methods given in Section 4.1. If it is assumed that all ij l are known for 1j k ≤-, then as defining equations forkk L and ,1ik L i k ≥+, we have(4.3.5)222121212,0,.kk k k kkkk k k kk ik i i ik a l l l l a l l l l l l =+++>=+++from H A LL =.For a real A , the following algorithm results: for i=1 step 1 until n do for j=i step 1 until n do begin x=a[i,j]; for k=i-1 step -1 until 1 do x=x-a[j,k]*a[i,k]; if i=j then beginif x<=0 then goto fail; p[i]=1/sqrt(x)end elsea[j,i]=x*p[i]end i,j;Note that only the upper triangular portion of A is used. The lower triangular matrix L is stored in the lower triangular portion of A , with the exception of the diagonal elements of L , whose reciprocals are stored in p .This method is due to Cholesky. During the course of the computation, n square roots must be taken. Theorem (4.3.3) assures us that the arguments of these square roots will be positive. About3/6n operations (multiplications and additons) are needed beyond the n square roots. Furthersubstantial savings are possible for sparse matrices, see Section 4.A. Finally, note as an important implication of (4.3.5) that(4.3.6) 1,,.1,,.kj L j k k n ≤==That is, the elements of L can not grow too large. 4.4 Error BoundsIf any one of the methods described in the previous sections is used to determine the solution of a linear equation system A x b =, then in general only an approximation xto the true solution x is obtained, and there arises the question of how the accuracy of xis judged. In order to measure the error we have to have the means of measuring the “size ” of a vector. To do this, a (4.4.1) :norm xis introduced on n : that is, a function :n⋅→,which assigns to each vector nx ∈ a real value x serving as a measure for the “size ” of x .The function must have the following properties: (4.4.2)(a) 0x > for all nx ∈ ,0x ≠(positivity ),(b) x x αα= for all α∈ ,nx ∈ (homogeneity ),(c) x y x y +≤+ for all ,nx y ∈ (triangle inequality ).In the following we use only the norms(4.4.3) 2(),max(max).iix Euclidian normx x imum norm∞===The norm properties (a),(b),(c) are easily verified.For each norm ⋅the inequality(4.4.4) x y x y-≥-for all ,nx y∈holds. From (4.4.2c) it follows that()x x y y x y y=-+≤-+,and consequently x y x y-≥-. By interchanging the roles of x and y and using (4.4.2b), it follows thatx y y x y x-=-≥-,and hence (4.4.4).It is easy to establish the following:(4.4.5) Theorem. Each norm ⋅on n(or n) is a uniformly continuous function with respectot the metric (,)maxi i ip x y x y=-on n(n).R O O FP. From (4.4.4) it follows thatx h x h+-≤.Now1ni iih h e==∑, where 1(,,)T nh h h= , andie are the usual coordinate (unit) vectors ofn(n). Therefore11m ax m axn ni i i j ii ii jh h e h e M h==≤≤=∑∑with1njjM e==∑. Hence, for each 0ε>and all h satisfying max/i ih Mε≤, the inequalityx h xε+-≤holds. That is, ⋅is uniformly continuous. □This result is used to show:。

LINEAR ALGEBRA 线性代数 课文 翻译

LINEAR ALGEBRA 线性代数 课文 翻译

4 LINEAR ALGEBRA 线性代数“Linear algebra” is the study of linear sets of equations and their transformation properties. 线性代数是研究方程的线性几何以及他们的变换性质的Linear algebra allows the analysis of rotations in space, least squares fitting, solution of coupled differential equations, determination of a circle passing through three given points, as well as many other problems in mathematics, physics, and engineering.线性代数也研究空间旋转的分析,最小二乘拟合,耦合微分方程的解,确立通过三个已知点的一个圆以及在数学、物理和机械工程上的其他问题The matrix and determinant are extremely useful tools of linear algebra.矩阵和行列式是线性代数极为有用的工具One central problem of linear algebra is the solution of the matrix equation Ax = b for x. 线性代数的一个中心问题是矩阵方程Ax=b关于x的解While this can, in theory, be solved using a matrix inverse x = A−1b,other techniques such as Gaussian elimination are numerically more robust.理论上,他们可以用矩阵的逆x=A-1b求解,其他的做法例如高斯消去法在数值上更鲁棒。

eigenvalue 方法

eigenvalue 方法

eigenvalue 方法English Answer:What is the eigenvalue method?The eigenvalue method for solving linear equations is a technique used to find the solution to a system ofequations of the form:Ax = b.where A is a square matrix, x is the vector of unknowns, and b is the vector of constants. The basic idea behind the eigenvalue method is to find a matrix P that diagonalizes A, and then use this matrix to transform the original systemof equations into a system of equations with a diagonal coefficient matrix.How does the eigenvalue method work?To find the matrix P that diagonalizes A, we first need to find the eigenvalues of A. The eigenvalues of a matrix are the roots of its characteristic polynomial, which is defined as.det(A λI) = 0。

where det() denotes the determinant, A is the matrix, λ is the eigenvalue, and I is the identity matrix. Once we have found the eigenvalues, we can find the corresponding eigenvectors by solving the system of equations.(A λI)v = 0。

解方程组的方法及技巧

解方程组的方法及技巧

解方程组的方法及技巧Solving systems of equations is a fundamental skill in mathematics that allows us to find the values of variables that satisfy multiple equations simultaneously. There are a few different methods and techniques that can be used to solve systems of equations, with each method having its own strengths and weaknesses. One commonly used method is the substitution method, where we solve one equation for one variable and then substitute that expression intothe other equations. This method can be useful when one of the equations is already solved for a variable or when one of the equations has a simple expression that can be easily substituted.解方程组是数学中的一个基础技能,它可以帮助我们找到同时满足多个方程的变量值。

有几种不同的方法和技巧可以用来解方程组,每种方法都有其自身的优点和缺点。

一个常用的方法是代入法,我们可以先解出一个方程中的一个变量,然后将该表达式代入其他方程中。

当一个方程已经解出一个变量,或者一个方程中有一个可以很容易代入的简单表达式时,这种方法就会很有用。

7.Systems of equations

7.Systems of equations
x2
r(x, T )dx = −T (x2 ) + T (x1 )
x1
∀x1 , x2 ∈ (0, L)
By the fundamental theorem of calculus,
x2
− (T (x2 ) − T (x1 )) = −
x1
T (x)dx
∀x1 , x2 ∈ (0, L)
Hence,
2.2.3
Discrete approximation of the BVP
Approximate the second derivative Consider the interval 0 < x < L split into n + 1 subintervals of equal width h. The location of the endpoint of any intermediate subinterval endpoint is given by xj = jh. Our goal is to calculate the temperature at each of these mesh values. To do so, we approximate the ODE at each xj . Recall from a previous lecture the calculation, T (xj ) = T (xj − h) − 2T (xj ) + T (xj + h) + O(h2 ) h2
f (x) describes a vector associated with each point x and can be thought of as a vector field. With this interpretation, solving f (x) = 0 corresponds to finding the zeros of the vector field.

全英文数学试卷七年级

全英文数学试卷七年级

Section 1: Multiple Choice (40 points, 1 point each)1. What is the value of \(5^3 - 3^2\)?A) 16B) 28C) 49D) 702. Simplify: \(8 \times 2 + 6 \div 3\).A) 16B) 20C) 18D) 213. If \(x = 4\), what is the value of \(3x - 2\)?A) 10B) 12C) 14D) 164. Solve for \(y\) in the equation \(2y + 5 = 19\).A) 7B) 8C) 9D) 105. What is the sum of the first 10 even numbers?A) 100B) 110C) 120D) 1306. The perimeter of a rectangle is 24 cm. If the length is 6 cm, what is the width?A) 4 cmB) 5 cmC) 6 cmD) 7 cm7. Solve the following system of equations:\[\begin{cases}2x + 3y = 8 \\x - y = 1\end{cases}\]A) \(x = 3, y = 2\)B) \(x = 2, y = 3\)C) \(x = 1, y = 4\)D) \(x = 4, y = 1\)8. The product of two consecutive integers is 56. Find the integers.A) 7 and 8B) 8 and 9C) 9 and 10D) 10 and 119. What is the area of a square with a side length of 8 cm?A) 32 cm²B) 64 cm²C) 128 cm²D) 256 cm²10. Simplify: \(\frac{5}{8} + \frac{3}{4} - \frac{1}{2}\).A) \(\frac{3}{4}\)B) \(\frac{5}{8}\)C) \(\frac{1}{8}\)D) \(\frac{7}{8}\)Section 2: Short Answer (30 points, 3 points each)11. Factorize \(18x^2 - 27x\).12. Solve the inequality \(2(x - 3) > 6\).13. Write the following mixed number as an improper fraction:\(4\frac{3}{5}\).14. Find the mean of the following set of numbers: 10, 15, 20, 25, 30.15. Simplify the expression: \(\sqrt{64} - \sqrt{49}\).Section 3: Extended Response (30 points)16. A triangle has sides measuring 5 cm, 10 cm, and 13 cm. Determine if the triangle is a right triangle. Explain your reasoning.17. Solve the following quadratic equation: \(x^2 - 6x + 9 = 0\).18. A farmer has a rectangular field that measures 30 meters by 50 meters. If he wants to fence the entire perimeter of the field, how much fencing will he need? Show your work.19. Solve the following system of equations using the substitution method:\[\begin{cases}3x + 4y = 14 \\2x - y = 3\end{cases}\]20. A company produces two types of pens, type A and type B. Type A pens cost $2 each, and type B pens cost $3 each. The company sold a total of 50 pens, making a profit of $60. How many pens of each type were sold? Set up a system of equations and solve it.Good luck!。

SAT考试备考数学题目20. Linear and quadratic systems

SAT考试备考数学题目20. Linear and quadratic systems
Please choose from one of the following options.
A. (3,−1) B. (−3,1) C. (−3,−5) and (1,−1) D. (3,1) and (−1,−3) Correct Answer: D Difficult Level: 2
3. Which of the following represents all solutions (x,y) to the system of equations shown below? y+x=6 y=x2−2x−6
a y-coordinate of the solution?
Please choose from one of the following options.
A. 3
B. -3
C. -18
D. 18
Correct Answer: D
Difficult Level: 2
6. −7x2 =(y+5)(y−5) 5y=15x
18. Which of the following equations could be paired with the graphed equation to create a system of equations whose solution set is comprised of the points (2,−4) and (−4,2)?
20. Which of the following represents all solutions (x,y) to the system of equations created by the linear equation and the quadratic equation y2=x+4?

matlab解四元一次方程组

matlab解四元一次方程组

matlab解四元一次方程组Solving a system of four linear equations with four unknowns, also known as a system of quaternary equations, in MATLAB can be a challenging task for many users. However, with the right approach, this can be achieved effectively. One of the key steps in solving such a system is to represent the equations in matrix form, which can then be easily manipulated using MATLAB's matrix operations. By breaking down the complex problem into smaller, manageable parts, users can simplify the process of solving the four-quaternion equation system.在MATLAB中解决一个包含四个未知数的四元线性方程组,也称为四元方程组,对许多用户来说可能是一个具有挑战性的任务。

然而,通过正确的方法,这可以被有效地实现。

解决这样一个系统的关键步骤之一是以矩阵形式表示方程,然后利用MATLAB的矩阵运算进行简单的操作。

通过将复杂的问题分解成小而易处理的部分,用户可以简化解决四元方程组的过程。

Before attempting to solve a system of four quaternary equations in MATLAB, it is crucial to ensure that the equations are linear and independent. This means that each equation should contain at leastone term with a different unknown variable, ensuring that the system has a unique solution. By verifying the linearity and independence of the equations, users can avoid potential errors in their MATLAB calculations and improve the accuracy of their results. This preliminary check is essential for successfully solving a system of four-quaternion equations.在尝试在MATLAB中解决四元方程组之前,确保方程是线性且独立的至关重要。

连环替代法的原理

连环替代法的原理

连环替代法的原理The principle of the chain substitution method is to systematically replace variables in a given equation or system of equations to simplify the problem and solve for the unknowns. This method is commonly used in algebra, calculus, and other branches of mathematics.连环替代法的原理是系统地替换给定方程或方程组中的变量,以简化问题并解决未知数。

这种方法常用于代数、微积分和其他数学分支。

In the chain substitution method, the process begins by identifying a variable to substitute in the equation or system of equations. By finding the value of the variable in terms of other known values, the equation can be rewritten with the substitution. This process continues until the equation is simplified enough to solve for the unknown variable.在连环替代法中,过程始于确定要在方程或方程组中替代的变量。

通过找到该变量的值与其他已知值的关系,可以用替代后的方程重新书写。

这个过程持续进行,直到方程被简化到足以解出未知变量为止。

The chain substitution method is particularly useful when dealing with complex equations or systems of equations that involve multiple variables. By systematically substituting and simplifying the equations, the method helps to break down the problem into more manageable steps, making it easier to solve for the unknowns.当处理涉及多个变量的复杂方程或方程组时,连环替代法特别有用。

常微分方程组英文

常微分方程组英文

常微分方程组英文Differential equations are the language of the universe, describing everything from the motion of planets to the flow of blood through our veins.In the realm of ordinary differential equations, a system of equations paints a picture of interconnected dynamics, each variable influencing the others in a dance of change.For a high school student, the journey into differential equations is like learning a new language, where each symbol and operation has a specific meaning, and together they tell a story of continuous change.The beauty of a well-crafted system of differential equations is that it can model complex phenomena with a level of precision that is both awe-inspiring and humbling.As we delve deeper into the study of these equations, we find that they are not just mathematical tools but also windows into the intricate workings of the world around us.In the hands of a skilled mathematician, a system of differential equations becomes a powerful instrument, capable of predicting the future behavior of a system based on its current state.The challenge of solving a differential equation is notunlike solving a puzzle, where each piece must fit perfectly to reveal the full picture.And when we find the solution to a differential equation, it is a moment of triumph, a testament to the power of human ingenuity and the elegance of mathematical thought.In conclusion, the study of differential equations is a journey of discovery, where each step forward brings us closer to understanding the underlying patterns of the universe.。

Lintools包的中文名称:线性方程组操作工具说明书

Lintools包的中文名称:线性方程组操作工具说明书

Package‘lintools’January16,2023Maintainer Mark van der Loo<************************>License GPL-3Title Manipulation of Linear Systems of(in)EqualitiesType PackageLazyLoad yesDescription Variable elimination(Gaussian elimination,Fourier-Motzkin elimination), Moore-Penrose pseudoinverse,reduction to reduced row echelon form,value substitution,projecting a vector on the convex polytope described by a system of(in)equations,simplify systems by removing spurious columns and rows and collapse implied equalities,test if a matrix is totally unimodular,compute variable ranges implied by linear(in)equalities.Version0.1.7URL https:///data-cleaning/lintoolsBugReports https:///data-cleaning/lintools/issuesImports utilsSuggests tinytest,knitr,rmarkdownVignetteBuilder knitrRoxygenNote7.2.1NeedsCompilation yesAuthor Mark van der Loo[aut,cre],Edwin de Jonge[aut]Repository CRANDate/Publication2023-01-1620:50:03UTCR topics documented:block_index (2)compact (3)echelon (4)eliminate (5)12block_index is_feasible (7)is_totally_unimodular (8)lintools (9)normalize (10)pinv (11)project (12)ranges (14)sparse_constraints (14)sparse_project (16)subst_value (18)Index19 block_index Find independent blocks of equations.DescriptionFind independent blocks of equations.Usageblock_index(A,eps=1e-08)ArgumentsA[numeric]Matrixeps[numeric]Coefficients with absolute value<eps are treated as zero.ValueA list containing numeric vectors,each vector indexing an independent block of rows in thesystem Ax<=b.ExamplesA<-matrix(c(1,0,2,0,0,3,0,4,0,0,0,5,0,6,7,0,8,0,0,9),byrow=TRUE,nrow=4)b<-rep(0,4)bi<-block_index(A)lapply(bi,function(ii)compact(A[ii,,drop=FALSE],b=b[ii])$A)compact3 compact Remove spurious variables and restrictionsDescriptionA system of linear(in)equations can be compactified by removing zero-rows and zero-columns(=variables).Such rows and columns may arise after substitution(see subst_value)or eliminaton of a variable(see eliminate).Usagecompact(A,b,x=NULL,neq=nrow(A),nleq=0,eps=1e-08,remove_columns=TRUE,remove_rows=TRUE,deduplicate=TRUE,implied_equations=TRUE)ArgumentsA[numeric]matrixb[numeric]vectorx[numeric]vectorneq[numeric]Thefirst neq rows in A and b are treated as linear equalities.nleq[numeric]The nleq rows after neq are treated as inequations of the form a.x<=b.All remaining rows are treated as strict inequations of the form a.x<b.eps[numeric]Anything with absolute value<eps is considered zero.remove_columns[logical]Toggle remove spurious columns from A and variables from xremove_rows[logical]Toggle remove spurious rowsdeduplicate[logical]Toggle remove duplicate rowsimplied_equations[logical]replace cases of a.x<=b and a.x>=b with a.x==b.ValueA list with the following elements.•A:The compactified version of input A4echelon•b:The compactified version of input b•x:The compactified version of input x•neq:number of equations in new system•nleq:number of inequations of the form a.x<=b in the new system•cols_removed:[logical]indicates what elements of x(columns of A)have been removedDetailsIt is assumend that the system of equations is in normalized form(see link{normalize}). echelon Reduced row echelon formDescriptionTransform the equalities in a system of linear(in)equations or Reduced Row Echelon form(RRE)Usageechelon(A,b,neq=nrow(A),nleq=0,eps=1e-08)ArgumentsA[numeric]matrixb[numeric]vectorneq[numeric]Thefirst neq rows of A,b are treated as equations.nleq[numeric]The nleq rows after neq are treated as inequations of the form a.x<=b.All remaining rows are treated as strict inequations of the form a.x<b.eps[numeric]Values of magnitude less than eps are considered zero(for the pur-pose of handling machine rounding errors).ValueA list with the following components:•A:the A matrix with equalities transformed to RRE form.•b:the constant vector corresponding to A•neq:the number of equalities in the resulting system.•nleq:the number of inequalities of the form a.x<=b.This will only be passed to the output.DetailsThe parameters A,b and neq describe a system of the form Ax<=b,where thefirst neq rows are equalities.The equalities are transformed to RRE form.A system of equations is in reduced row echelon form when•All zero rows are below the nonzero rows•For every row,the leading coefficient(first nonzero from the left)is always right of the leading coefficient of the row above it.•The leading coefficient equals1,and is the only nonzero coefficient in its column.Examplesechelon(A=matrix(c(1,3,1,2,7,3,1,5,3,1,2,0),byrow=TRUE,nrow=4),b=c(4,-9,1,8),neq=4)eliminate Eliminate a variable from a set of edit rulesDescriptionEliminating a variable amounts to deriving all(non-redundant)linear(in)equations not containing that variable.Geometrically,it can be interpreted as a projection of the solution space(vectors satisfying all equations)along the eliminated variable’s axis.Usageeliminate(A,b,neq=nrow(A),nleq=0,variable,H=NULL,h=0,eps=1e-08)ArgumentsA[numeric]Matrixb[numeric]vectorneq[numeric]Thefirst neq rows in A and b are treated as linear equalities.nleq[numeric]The nleq rows after neq are treated as inequations of the form a.x<=b.All remaining rows are treated as strict inequations of the form a.x<b.variable[numeric|logical|character]Index in columns of A,representing the vari-able to eliminate.H[numeric](optional)Matrix indicating how linear inequalities have been de-rived.h[numeric](optional)number indicating how many variables have been elimi-nated from the original system using Fourier-Motzkin elimination.eps[numeric]Coefficients with absolute value<=eps are treated as zero.ValueA list with the folowing components•A:the A corresponding to the system with variables eliminated.•b:the constant vector corresponding to the resulting system•neq:the number of equations•H:The memory matrix storing how each row was derived•h:The number of variables eliminated from the original system.DetailsFor equalities Gaussian elimination is applied.If inequalities are involved,Fourier-Motzkin elimi-nation is used.In principle,FM-elimination can generate a large number of redundant inequations, especially when applied recursively.Redundancies can be recognized by recording how new in-equations have been derived from the original set.This is stored in the H matrix when multiple variables are to be eliminated(Kohler,1967).ReferencesD.A.Kohler(1967)Projections of convex polyhedral sets,Operational Research Center Report,ORC67-29,University of California,Berkely.H.P.Williams(1986)Fourier’s method of linear programming and its dual.American MathematicalMonthly93,pp681-695.Examples#Example from Williams(1986)A<-matrix(c(4,-5,-3,1,-1,1,-1,0,is_feasible7 1,1,2,0,-1,0,0,0,0,-1,0,0,0,0,-1,0),byrow=TRUE,nrow=6)b<-c(0,2,3,0,0,0)L<-eliminate(A=A,b=b,neq=0,nleq=6,variable=1)is_feasible Check feasibility of a system of linear(in)equationsDescriptionCheck feasibility of a system of linear(in)equationsUsageis_feasible(A,b,neq=nrow(A),nleq=0,eps=1e-08,method="elimination") ArgumentsA[numeric]matrixb[numeric]vectorneq[numeric]Thefirst neq rows in A and b are treated as linear equalities.nleq[numeric]The nleq rows after neq are treated as inequations of the form a.x<=b.All remaining rows are treated as strict inequations of the form a.x<b.eps[numeric]Absolute values<eps are treated as zero.method[character]At the moment,only the’elimination’method is implemented. Examples#An infeasible system:#x+y==0#x>0#y>0A<-matrix(c(1,1,1,0,0,1),byrow=TRUE,nrow=3)b<-rep(0,3)is_feasible(A=A,b=b,neq=1,nleq=0)#A feasible system:#x+y==0#x>=0#y>=0A<-matrix(c(1,1,1,0,0,1),byrow=TRUE,nrow=3)b<-rep(0,3)is_feasible(A=A,b=b,neq=1,nleq=2)8is_totally_unimodular is_totally_unimodular Test for total unimodularity of a matrix.DescriptionCheck wether a matrix is totally unimodular.Usageis_totally_unimodular(A)ArgumentsA An object of class matrix.DetailsA matrix for which the determinant of every square submatrix equals−1,0or1is called totallyunimodular.This function tests wether a matrix with coefficients in{−1,0,1}is totally unimodular.It tries to reduce the matrix using the reduction method described in Scholtus(2008).Next,a test based on Heller and Tompkins(1956)or Raghavachari is performed.ValuelogicalReferencesHeller I and Tompkins CB(1956).An extension of a theorem of Danttzig’s In kuhn HW and Tucker AW(eds.),pp.247-254.Princeton University Press.Raghavachari M(1976).A constructive method to recognize the total unimodularity of a matrix._Zeitschrift fur operations research_,*20*,pp.59-61.Scholtus S(2008).Algorithms for correcting some obvious inconsistencies and rounding errors in business survey data.Technical Report08015,Netherlands.Examples#Totally unimodular matrix,reduces to nothingA<-matrix(c(1,1,0,0,0,-1,0,0,1,0,0,0,01,1,0,0,0,0,-1,1),nrow=5)is_totally_unimodular(A)#Totally unimodular matrix,by Heller-Tompson criteriumA<-matrix(c(lintools9 1,1,0,0,0,0,1,1,1,0,1,0,0,1,0,1),nrow=4)is_totally_unimodular(A)#Totally unimodular matrix,by Raghavachani recursive criteriumA<-matrix(c(1,1,1,1,1,0,1,0,1))is_totally_unimodular(A)lintools Tools for manipulating linear systems of(in)equationsDescriptionThis package offers a basic and consistent interface to a number of operations on linear systems of (in)equations not available in base R.Except for the projection on the convex polytope,operations are currently supported for dense matrices only.DetailsThe following operations are implemented.•Split matrices in independent blocks•Remove spurious rows and columns from a system of(in)equations•Rewrite equalities in reduced row echelon form•Eliminate variables through Gaussian or Fourier-Motzkin elimination•Determine the feasibility of a system of linear(in)equations•Compute Moore-Penrose Pseudoinverse•Project a vector onto the convec polytope described by a set of linear(in)equations•Simplify a system by substituting valuesMost functions assume a system of(in)equations to be stored in a standard form.The normalize function can bring any system of equations to this form.10normalize normalize Bring a system of(in)equalities in a standard formDescriptionBring a system of(in)equalities in a standard formUsagenormalize(A,b,operators,unit=0)ArgumentsA[numeric]Matrixb[numeric]vectoroperators[character]operators in{<,<=,==,>=,>}.unit[numeric](nonnegative)Your unit of measurement.This is used to replace strict inequations of the form a.x<b with a.x<=b-unit.Typically,unit isrelated to the units in which your data is measured.If unit is0,inequations arenot replaced.ValueA list with the folowing components•A:the A corresponding to the normalized sytem.•b:the constant vector corresponding to the normalized system•neq:the number of equations•nleq:the number of non-strict inequations(<=)•order:the index vector used to permute the original rows of A.DetailsFor this package,a set of equations is in normal form when•Thefirst neq rows represent linear equalities.•The next nleq rows represent inequalities of the form a.x<=b•All other rows are strict inequalities of the form a.x<bIf unit>0,the strict inequalities a.x<b are replaced with inequations of the form a.x<=b-unit, where unit represents the precision of measurement.pinv11 ExamplesA<-matrix(1:12,nrow=4)b<-1:4ops<-c("<=","==","==","<")normalize(A,b,ops)normalize(A,b,ops,unit=0.1)pinv Moore-Penrose pseudoinverseDescriptionCompute the pseudoinverse of a matrix using the SVD-constructionUsagepinv(A,eps=1e-08)ArgumentsA[numeric]matrixeps[numeric]tolerance for determining zero singular valuesDetailsThe Moore-Penrose pseudoinverse(sometimes called the generalized inverse)A+of a matrix A has the property that A+AA+=A.It can be constructed as follows.•Compute the singular value decomposition A=UDV T•Replace diagonal elements in D of which the absolute values are larger than some limit eps with their reciprocal values•Compute A+=UDV TReferencesS Lipshutz and M Lipson(2009)Linear Algebra.In:Schuam’s outlines.McGraw-Hill ExamplesA<-matrix(c(1,1,-1,2,2,2,-1,3,-1,-1,2,-3),byrow=TRUE,nrow=3)#multiply by55to retrieve whole numberspinv(A)*55project Project a vector on the border of the region defined by a set of linear(in)equality restrictions.DescriptionCompute a vector,closest to x in the Euclidean sense,satisfying a set of linear(in)equality restric-tions.Usageproject(x,A,b,neq=length(b),w=rep(1,length(x)),eps=0.01,maxiter=1000L)Argumentsx[numeric]Vector that needs to satisfy the linear restrictions.A[matrix]Coefficient matrix for linear restrictions.b[numeric]Right hand side of linear restrictions.neq[numeric]Thefirst neq rows in A and b are treated as linear equalities.The others as Linear inequalities of the form Ax<=b.w[numeric]Optional weight vector of the same length as x.Must be positive.eps The maximum allowed deviation from the constraints(see details).maxiter maximum number of iterationsValueA list with the following entries:•x:the adjusted vector•status:Exit status:–0:success–1:could not allocate enough memory(space for approximately2(m+n)double s isnecessary).–2:divergence detected(set of restrictions may be contradictory)–3:maximum number of iterations reached•eps:The tolerance achieved after optimizing(see Details).•iterations:The number of iterations performed.•duration:the time it took to compute the adjusted vector•objective:The(weighted)Euclidean distance between the initial and the adjusted vectorDetailsThe tolerance eps is defined as the maximum absolute value of the difference vector Ax−b for equalities.For inequalities,the difference vector is set to zero when it’s value is lesser than zero(i.e.when the restriction is satisfied).The algorithm iterates until either the tolerance is met,thenumber of allowed iterations is exceeded or divergence is detected.See Alsosparse_projectExamples#the system#x+y=10#-x<=0#==>x>0#-y<=0#==>y>0#A<-matrix(c(1,1,-1,0,0,-1),byrow=TRUE,nrow=3)b<-c(10,0,0)#x and y will be adjusted by the same amountproject(x=c(4,5),A=A,b=b,neq=1)#One of the inequalies violatedproject(x=c(-1,5),A=A,b=b,neq=1)#Weighted distances: heavy variables change lessproject(x=c(4,5),A=A,b=b,neq=1,w=c(100,1))#if w=1/x0,the ratio between coefficients of x0stay the same(to first order)x0<-c(x=4,y=5)x1<-project(x=x0,A=A,b=b,neq=1,w=1/x0)x0[1]/x0[2]x1$x[1]/x1$x[2]ranges Derive variable ranges from linear restrictionsDescriptionGaussian and/or Fourier-Motzkin elimination is used to derive upper and lower limits implied by a system of(in)equations.Usageranges(A,b,neq=nrow(A),nleq=0,eps=1e-08)ArgumentsA[numeric]Matrixb[numeric]vectorneq[numeric]Thefirst neq rows in A and b are treated as linear equalities.nleq[numeric]The nleq rows after neq are treated as inequations of the form a.x<=b.All remaining rows are treated as strict inequations of the form a.x<b.eps[numeric]Coefficients with absolute value<=eps are treated as ing Fourier-Motzkin elimination.sparse_constraints Generate sparse set of constraints.DescriptionGenerate a constraint set to be used by sparse_projectUsagesparse_constraints(object,...)sparseConstraints(object,...)##S3method for class data.framesparse_constraints(object,b,neq=length(b),base=1L,sorted=FALSE,...) ##S3method for class sparse_constraintsprint(x,range=1L:10L,...)Argumentsobject R object to be translated to sparse_constraints format....options to be passed to other methodsb Constant vectorneq Thefirst new equations are interpreted as equality constraints,the rest as’<=’base are the indices in object[,1:2]base0or base1?sorted is object sorted by thefirst column?x an object of class sparse_constraintsrange integer vector stating which constraints to printValueObject of class sparse_constraints(see details).NoteAs of version0.1.1.0,sparseConstraints is e sparse_constraints instead.DetailsThe sparse_constraints objects holds coefficients of A and b of the system Ax≤b in sparse format,outside of R’s memory.It can be reused tofind solutions for vectors to adjust.In R,it is a reference object.In particular,it is meaningless to•Copy the object.You only will only generate a pointer to physically the same object.•Save the object.The physical object is destroyed when R closes,or when R’s garbage collector cleans up a removed sparse_constraints object.The$project methodOnce a sparse_constraints object sc is created,you can reuse it to optimize several vectors by calling sc$project()with the following parameters:•x:[numeric]the vector to be optimized•w:[numeric]the weight vector(of length(x)).By default all weights equal1.•eps:[numeric]desired tolerance.By default10−2•maxiter:[integer]maximum number of iterations.By default1000.The return value of$spa is the same as that of sparse_project.See Alsosparse_project,projectExamples#The following system of constraints,stored in#row-column-coefficient format##x1+x8==950,#x3+x4==950,#x6+x7==x8,#x4>0#A<-data.frame(row=c(1,1,2,2,3,3,3,4),col=c(1,2,3,4,2,5,6,4),coef=c(-1,-1,-1,-1,1,-1,-1,-1))b<-c(-950,-950,0,0)sc<-sparse_constraints(A,b,neq=3)#Adjust the0-vector minimally so all constraints are met:sc$project(x=rep(0,8))#Use the same object to adjust the100*1-vectorsc$project(x=rep(100,8))#use the same object to adjust the0-vector,but with different weights sc$project(x=rep(0,8),w=1:8)sparse_project Successive projections with sparsely defined restrictionsDescriptionCompute a vector,closest to x satisfying a set of linear(in)equality restrictions. Usagesparse_project(x,A,b,neq=length(b),w=rep(1,length(x)),eps=0.01,maxiter=1000L,...)Argumentsx[numeric]Vector to optimize,starting point.A[data.frame]Coeffiencient matrix in[row,column,coefficient]format.b[numeric]Constant vector of the system Ax≤bneq[integer]Number of equalitiesw[numeric]weight vector of same length of xeps maximally allowed tolerancemaxiter maximally allowed number of iterations....extra parameters passed to sparse_constraintsValueA list with the following entries:•x:the adjusted vector•status:Exit status:–0:success–1:could not allocate enough memory(space for approximately2(m+n)double s isnecessary).–2:divergence detected(set of restrictions may be contradictory)–3:maximum number of iterations reached•eps:The tolerance achieved after optimizing(see Details).•iterations:The number of iterations performed.•duration:the time it took to compute the adjusted vector•objective:The(weighted)Euclidean distance between the initial and the adjusted vector DetailsThe tolerance eps is defined as the maximum absolute value of the difference vector Ax−b for equalities.For inequalities,the difference vector is set to zero when it’s value is lesser than zero(i.e.when the restriction is satisfied).The algorithm iterates until either the tolerance is met,thenumber of allowed iterations is exceeded or divergence is detected.See Alsoproject,sparse_constraintsExamples#the system#x+y=10#-x<=0#==>x>0#-y<=0#==>y>0#Defined in the row-column-coefficient form:18subst_valueA<-data.frame(row=c(1,1,2,3),col=c(1,2,1,2),coef=c(1,1,-1,-1))b<-c(10,0,0)sparse_project(x=c(4,5),A=A,b=b)subst_value Substitute a value in a system of linear(in)equationsDescriptionSubstitute a value in a system of linear(in)equationsUsagesubst_value(A,b,variables,values,remove_columns=FALSE,eps=1e-08)ArgumentsA[numeric]matrixb[numeric]vectorvariables[numeric|logical|character]vector of column indices in Avalues[numeric]vecor of values to substitute.remove_columns[logical]Remove spurious columns when substituting?eps[numeric]scalar.Any value with absolute value below eps will be interpreted as zero.ValueA list with the following components:•A:the A corresponding to the simplified sytem.•b:the constant vector corresponding to the new systemDetailsA system of the form Ax<=b can be simplified if one or more of the x[i]values isfixed.Indexblock_index,2compact,3echelon,4eliminate,3,5is_feasible,7is_totally_unimodular,8lintools,9matrix,8normalize,9,10pinv,11print.sparse_constraints(sparse_constraints),14project,12,15,17ranges,14sparse_constraints,14,17sparse_project,13–15,16 sparseConstraints(sparse_constraints),14subst_value,3,1819。

方程组解集的两种表示方法

方程组解集的两种表示方法

方程组解集的两种表示方法When solving a system of equations, there are two main ways to represent the solution set: graphically and algebraically. Graphically, the solution set can be represented by the intersection points of the graphs of the equations in the system. This method provides a visual representation of where the two lines (or curves) intersect, indicating the values that satisfy both equations simultaneously. Algebraically, the solution set can be represented by the ordered pairs that satisfy all equations in the system. This method involves solving the equations simultaneously to find the values that make all equations true at the same time.解方程组时,存在着两种主要的解集表示方法:图形法和代数法。

图形法中,解集可以通过方程组中各方程的图形交点来表示。

这种方法提供了两条(或两条曲线)交点的视觉表示,指示同时满足两个方程的值。

代数法中,解集可以通过满足方程组中所有方程的有序对来表示。

这种方法涉及同时解方程以找到使所有方程同时成立的值。

Graphical representation involves plotting the graphs of the equations and identifying the points of intersection. This method isparticularly useful when dealing with linear equations, as the intersection point represents the solution to the system. By visually analyzing the graphs, one can see where the lines intersect and determine the solution set. However, graphical representation may not always be practical or accurate for complex systems of equations or non-linear functions.图形表示涉及绘制方程的图形并识别交点。

线性方程组中英文翻译

线性方程组中英文翻译

线性⽅程组中英⽂翻译应数121 陈珍妮 12453101英⽂原稿:System of Linear equationsAs we all know,Linear equations are important components of linear algebra, and in real life, there is a wide range of production applications,and it plays an important role in electronic engineering, software development, personnel management, transportation, etc. There are different ways in different types of linear equations, mainly Cramer's rule, matrix elimination method.A general system of m linear equations with n unknowns can be written asHere are the unknowns, are the coefficients of the system, and are the constant terms. Matrix equationThe vector equation is equivalent to a matrix equation of the form,where A is an m×n matrix, x is a column vector with n entries, and b is a column vector with m entries.The number of vectors in a basis is now expressed as the rank of the matrix.The main methods:(1)Elimination of variablesThe simplest method for solving a system of linear equations is to repeatedly eliminate variables. This method can be described as follows:1.In the first equation, solve for one of the variables in termsof the others.2.Substitute this expression into the remaining equations. Thisyields a system of equations with one fewer equation and one fewer unknown.3.Continue until you have reduced the system to a single linearequation.4.Solve this equation, and then back-substitute until the entiresolution is found.For example, consider the following system:Solving the first equation for x gives x= 5 + 2z? 3y, and plugging this into the second and third equation yieldsSolving the first of these equations for y yields y= 2 + 3z, and plugging this into the second equation yields z= 2. We now have:Substituting z= 2 into the second equation gives y= 8, and substituting z= 2 and y= 8 into the first equation yields x= ?15. Therefore, the solution is (x, y, z) = (?15, 8, 2).(2)Row reductionIn row reduction, the linear system is represented as an augmented matrix:This matrix is then modified using elementary row operations until it reaches reduced row echelon form. There are three types of elementary row operations:Type 1: Swap the positions of two rows.Type 2: Multiply a row by a nonzero scalar.Type 3: Add to one row a scalar multiple of another.Because these operations are reversible, the augmented matrix produced always represents a linear system that is equivalent to the original.The following computation shows Gauss-Jordan elimination applied to the matrix above:The last matrix is in reduced row echelon form, and represents the system x= ?15, y= 8, z= 2.(3)Cramer's ruleCramer's rule is an explicit formula for the solution of a system of linear equations, with each variable given by a quotient of two determinants. For example, the solution to the systemis given byFor each variable, the denominator is the determinant of the matrix of coefficients, while the numerator is the determinant of a matrix in which one column has been replaced by the vector of constant terms.Though Cramer's rule is important theoretically, it has little practical value for large matrices, since the computation of large determinants is somewhat cumbersome. Further, Cramer's rule has very poor numerical properties, making it unsuitable for solving even small systems, unless the operations are performed in rational arithmetic with unbounded precision.(4)Matrix solutionIf the equation system is expressed in the matrix form , the entire solution set can also be expressed in matrix form. If the matrix A is square (has m rows and n=m columns) and has full rank (all m rows are independent), then the system has a unique solutiongiven by where is the inverse of A. More generally, regardless of whether m=n or not and regardless of the rank of A, all solutions (if any exist) are given using the Moore-Penrosepseudo-inverse of A, denoted , as follows:,where is a vector of free parameters that ranges over all possible n×1 vectors. A necessary and sufficient condition for any solution(s) to exist is that the potential solution obtained using satisfy — thatis,that If this condition does not hold, the equation system is inconsistent and has no solution. If the condition holds, the system is consistent and at least one solution exists. For example, in the above-mentioned case in which A is square and of fullrank, simply equals and the general solution equation simplifiesto aspreviously stated, where has completely dropped out of the solution, leaving only a single solution.中⽂翻译:线性⽅程组众所周知,线性⽅程组是线性代数的重要组成部分,它在现实⽣活中有⼴泛的⽣产应⽤,并且在电⼦⼯程、软件开发、⼈事管理、运输等也扮演重要的⾓⾊。

maple方程组联立

maple方程组联立

maple方程组联立Title: Solving a System of Maple EquationsIntroduction:Maple is a powerful mathematical software that can be used to solve complex equations and systems of equations. In this article, we will explore the process of solving a system of equations using Maple. We will discuss the steps involved, the syntax used, and provide examples to illustrate the concepts.I. Understanding the System of Equations:Before we begin solving the system of equations, it is important to understand the nature of the equations involved.A system of equations is a set of equations with multiple variables that need to be solved simultaneously. Each equation represents a relationship between the variables, and the solution of the system will satisfy all the equations simultaneously.II. Entering the Equations into Maple:To begin solving the system of equations in Maple, we first need to enter the equations into the software. Maple uses aspecific syntax for representing equations. Each equation should be written as an equality between two expressions, separated by the "=" symbol. For example, the system of equations:2x + 3y = 104x - 5y = 8can be represented in Maple as:eq1 := 2*x + 3*y = 10;eq2 := 4*x - 5*y = 8;III. Solving the System of Equations:Once the equations are entered, we can proceed to solve the system using Maple's solve function. The syntax for solving a system of equations is as follows:sol := solve({eq1, eq2}, {x, y});The solve function takes two arguments. The first argument is a set of equations enclosed in curly braces, and the second argument is a set of variables whose values we want to find. In this case, we want to find the values of x and y.IV. Analyzing the Solution:After solving the system of equations, Maple will provide the solution in the form of a list of rules. Each rule represents a variable and its corresponding value. To access the values of the variables, we can use the subs function in Maple.For example, if the solution is stored in the variable sol, we can obtain the values of x and y as follows:x_val := subs(sol, x);y_val := subs(sol, y);V. Checking the Solution:To ensure the correctness of the solution, it is important to verify if the obtained values satisfy all the equations in the system. We can substitute the calculated values back into the original equations and check if both sides of the equations are equal.For instance, using the solution x = 2 and y = 2, we can substitute these values into the original equations:eq1_check := subs({x = 2, y = 2}, eq1);eq2_check := subs({x = 2, y = 2}, eq2);If both eq1_check and eq2_check evaluate to true, then we can conclude that the solution is correct.VI. Conclusion:In this article, we have explored the process of solving a system of equations using Maple. We discussed the steps involved, from entering the equations into Maple to analyzing and checking the solution. Maple provides a convenient and efficient way to solve complex systems of equations, making it a valuable tool for mathematicians, scientists, and engineers. By following the steps outlined in this article, users can confidently solve a wide range of mathematical problems using Maple.。

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YA HU AND JUN ZOU
In recent years, there has been a rapidly growing interest in preconditioned iterative methods for solving the indefinite system of equations like (1.1); see [3], [4], [5], [7], [11], [14], [16], [17], and [18]. In particular, the inexact Uzawa-type algorithms have attracted wide attention; see [3], [4], [7], [11], [17], and the references therein. The main merit of these Uzawa-type algorithms is that they preserve the minimal memory requirement and do not need actions of the inverse matrix A−1 . ˆ be two positive definite matrices, which are assumed to be the ˆ and C Let A preconditioners of the matrices A and C , respectively. Also let Rl be the usual ldimensional Euclidean space. For any l × l positive definite matrix G, we use x G to denote the G-induced norm, i.e., x G = (Gx, x)1/2 for all x ∈ Rl . However, we write x (the Euclidean norm) when G is the identity. Then the standard inexact Uzawa algorithm can be described as follows (cf. [4] and [11]). Algorithm 1.1 (inexact Uzawa). Given x0 ∈ Rn and y0 ∈ Rm , the sequence {xi , yi } ⊂ Rn × Rm is defined for i = 1, 2, . . . by (1.3) and (1.4) ˆ −1 (B t xi+1 − g ). yi+1 = yi + C ˆ−1 [f − (Axi + Byi )] xi+1 = xi + A
is nonsingular, which is equivalent to the positive definiteness of the Schur complement matrix (1.2) C = B t A−1 B.
Linear systems such as (1.1) are called saddle-point problems, which may arise from finite element discretizations of Stokes equations and Maxwell equations [6], [8], [12]; mixed finite element formulations for second order elliptic problems [2], [6]; or from Lagrange multiplier formulations for optimization problems [1], [13], for parameter identification, and domain decomposition problems [9], [14], [15].
QIYA HU† AND JUN ZOU‡ Abstract. In this paper, we propose an inexact Uzawa method with variable relaxation parameters for iteratively solving linear saddle-point problems. The method involves two variable relaxation parameters, which can be updated easily in each iteration, similar to the evaluation of the two iteration parameters in the conjugate gradient method. This new algorithm has an advantage over most existing Uzawa-type algorithms: it is always convergent without any a priori estimates on the spectrum of the preconditioned Schur complement matrix, which may not be easy to achieve in applications. The rate of the convergence of the inexact Uzawa method is analyzed. Numerical results of the algorithm applied for the Stokes problem and a purely linear system of algebraic equations are presented. Key words. saddle-point, inexact Uzawa method, indefinite systems, preconditioning AMS subject classifications. 65F10, 65N20 PII. S0895479899364064
SIAM J. MATRIX ANAL. APPL. Vol. 23, No. 2, pp. 317–338
c 2001 Society for Industrial and Applied Mathematics
AN ITERATIVE METHOD WITH VARIABLE RELAXATION PARAMETERS FOR SADDLE-POINT PROBLEMS∗
There are several earlier versions of the above algorithm; see, e.g., [3] and [17]. The existing convergence results indicate that these algorithms are convergent by assuming ˆ−1 A and C ˆ −1 C some good knowledge of the spectrum of the preconditioned matrices A ˆ ˆ or under some proper scalings of the preconditioners A and C . This “preprocessing” may not be easy to achieve in some applications. ˆ with respect To avoid the proper estimate of the generalized eigenvalues of C t ˆ−1 to B A B , the Uzawa-type algorithm proposed in [3] introduced a preconditioned conjugate gradient (PCG) algorithm as an inner iteration of (1.4) and proved that when the number of the PCG iteration is suitably large this Uzawa-type algorithm converges. However, it requires subtle skill in implementations to determine when to terminate this inner iteration. The preconditioned minimal residual method is always convergent, but its conˆ−1 A over the smallest vergence depends on the ratio of the smallest eigenvalue of A −1 t ˆ−1 ˆ eigenvalue of C (B A B ) (cf. [18]). Hence one should have some good knowledge of the smallest eigenvalues of these preconditioned matrices in order to achieve a practical convergence rate. Without a good scaling based on some a priori estimate of these smallest eigenvalues, the condition number of the (global) preconditioned ˆ−1 A system still may be very large even if the condition numbers of the matrices A −1 t ˆ−1 ˆ and C (B A B ) are small (cf. [18]). In this case, the convergence of this iterative method may be slow (see section 4). In this paper we propose a new variant of the inexact Uzawa algorithm to relax some aforementioned drawbacks by introducing two variable relaxation parameters in the algorithm (1.3)–(1.4). That is, we define the sequence {xi , yi } for i = 1, 2, . . . by (1.5) and (1.6) ˆ −1 (B t xi+1 − g ). yi+1 = yi + τi C ˆ−1 [f − (Axi + Byi )] xi+1 = xi + ωi A
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