Name: Eleonor C.

Pacomios Date: 10-Aug-07

Course: MCE Subject: MEP (Numerical Methods) Sat 1:00-4:00
Professor: Dr. Nicanor Buenconsejo
Problem: 1.Consider the system of equation given:
(-2)x + y +5z = 15.
4x - 8y + z = -21.
4x - y + z = 7.
See if Po (1,2,2) will converge to the solution (2,4,3).
xk+1 = (7 + yk - zk)/4
y k+1= (21 + 4xk + zk)/8
z k+1= (15 + 2xk - yk)/5
xo yo zo b
1 2 2

Table 3.3 Convergent Jacobi Iteration for the Linear System 1.

k xk yk zk
0 1 2 2
1 1.75 3.375 3
2 1.84375 3.875 3.025
3 1.9625 3.925 2.9625
4 1.990625 3.9765625 3
5 1.994140625 3.9953125 3.0009375
6 1.99859375 3.9971875 2.9985938
7 1.999648438 3.9991210938 3
8 1.999780273 3.9998242188 3.0000352
9 1.999947266 3.9998945313 2.9999473
10 1.999986816 3.999967041 3
11 1.99999176 3.9999934082 3.0000013
12 1.999998022 3.9999960449 2.999998
13 1.999999506 3.999998764 3
14 1.999999691 3.9999997528 3
15 1.999999926 3.9999998517 2.9999999
16 1.999999981 3.9999999537 3
17 1.999999988 3.9999999907 3
18 2 3.9999999944 3
19 2 3.9999999983 3
20 2 4 3
21 2 4 3
22 2 4 3
Name: Eleonor C. Pacomios Date: 10-Aug-07
Course: MCE Subject: MEP (Numerical Methods) Sat 1:00-4:00
Professor: Dr. Nicanor Buenconsejo
Problem: 1.Consider the system of equation given:
4x - y + z = 7.
4x - 8y + z = -21.
(-2)x + y +5z = 15.
See if Po (1,2,2) will converge to the solution (2,4,3).
x k+1 = (7 + yk - zk)/4
y k+1 = (21 + 4xk+1 + zk)/8
z k+1 = (15 + 2xk+1 - yk+1)/5
xo yo zo b
1 2 2

Table 3.5 Convergent Gauss - Seidel Iteration for the System 1.

k xk yk zk
0 1 2 2
1 1.75 3.75 2.95
2 1.95 3.96875 2.98625
3 1.995625 3.99609375 2.9990313
4 1.999265625 3.9995117188 2.9998039
5 1.999926953 3.9999389648 2.999983
6 1.999988994 3.9999923706 2.9999971
7 1.999998812 3.9999990463 2.9999997
8 1.999999833 3.9999998808 3
9 1.999999981 3.9999999851 3
10 2 3.9999999981 3
11 2 4 3
12 2 4 3
Name: Eleonor C. Pacomios Date: 10-Aug-07
Course: MCE MEPSubject:
(Numerical Methods) Sat 1:00-4:00
Professor: Dr. Nicanor Buenconsejo
Problem:(Gaussian Elimination with Back Substitution) Express the following system in augmented Matrix
form and find the equivalent upper tiangular system and the solution
x1 + 2x2 +x3 + 4x4 = 13
2x1 + 0x2 + 4x3 + 3x4 = 28
4x1 + 2x2 + 2x3 + x4 = 20
(-3)x1 + x2 + 3x3 + 2x4 = 6

Solution. The Augmented Matrix x1 x2 x3 x4

Pivot 1 2 1 4 13
m2,1 = 2 2 0 4 3 28
m3,1 = 4 4 2 2 1 20
m4,1 = -3 -3 1 3 2 6

x1 x2 x3 x4
1 2 1 4 13
Pivot 0 -4 2 -5 2
m3,1 = 1.5 0 -6 -2 -15 -32
m4,1 = -1.75 0 7 6 14 45
x1 x2 x3 x4
1 2 1 4 13
0 -4 2 -5 2
Pivot 0 0 -5 -7.5 -35
m4,1 = -1.9 0 0 9.5 5.25 48.5
x1 x2 x3 x4
1 2 1 4 13
0 -4 2 -5 2
0 0 -5 -7.5 -35
0 0 0 -9 -18

Values of:
x1 = 3
x2 = -1
x3 = 4
x4 = 2
Name: Eleonor C. Pacomios Date: 10-Aug-07
Course: MCE Subject: MEP (Numerical Methods) Sat 1:00-4:00
Professor: Dr. Nicanor Buenconsejo
Problem: 1. Find the Jacobian Matrix J(x,y,z) at the points (1,3,2) and (3,2,1) for the three fucntions
f1 (x,y,z) = x3 - y2 + y - z4 + z2.
f2 (x,y,z) = xy = yz +xz.
f3 (x,y,z) = y/xz.

Solution:
a b
Points: x y z
1 1 3 2
2 3 2 1

The nine partial derivative.

df1/∂x = 3x2 df1/∂y = (-2y) + 1 df1/∂z = (-4z3) + 2z

df2/∂x = y+z df2/∂y = x+z df2/∂z = y+x
df3/∂x = (-y)/x2z df3/∂y = 1/xz df3/∂z = (-y)/xz2

3 -5 -28
Ј (1,3,2) = 5 3 4
-1.5 0.5 -0.75

27 -3 -2
Ј (3,2,1) = 3 4 0
-0.22222222 0.3333333 -0.6666666666667

Problem 2. Use the Jacobian Matrix to find the differential changes (du,dv,dw) when the independent
variables change from (1,3,2) to (1.02,2.97,2.01) for the system of functions.

du = f1 (x,y,z) = x3 - y2 + y - z4 + z2.
dv = f2 (x,y,z) = xy = yz +xz.
dw = f3 (x,y,z) = y/xz.

Changed Points: x y z
1' 1.02 2.97 2.01

dx dy dz
0.02 -0.03 0.01

du 3 -5 -28 0.02
dv = 5 3 4 -0.03
dw -1.5 0.5 -0.75 0.01
Answer:
du = dv = dw =
-0.07 0.05 -0.0525