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https://github.com/fverdugo/XM_40017.git
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Merge branch 'main' of github.com:fverdugo/XM_40017 into main
This commit is contained in:
commit
44520fbe1d
@ -2,53 +2,59 @@
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"cells": [
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{
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"cell_type": "markdown",
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"id": "599913a3",
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"id": "9c32b051",
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"metadata": {},
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"source": [
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"# Solving Linear Equations\n",
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"\n",
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"## Serial Algorithm\n",
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"First, we construct a linear equations system $Ax=b$."
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"To demonstrate the algorithm, we will consider a simple system of linear equations $Ax = b$:"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "fe3b5b02",
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"execution_count": 66,
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"id": "2b369b73",
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"metadata": {},
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"outputs": [],
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"source": [
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"n = 5\n",
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"A = rand(-10.0:10.0, (n, n))"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "57c912fb",
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"metadata": {},
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"outputs": [],
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"source": [
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"x = rand(-10.0:10.0, n)\n",
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"b = A * x"
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"A = [1.0 4.0 5.0 8.0 1.0; \n",
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" 2.0 -1.0 4.0 3.0 0.0; \n",
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" 7.0 6.0 3.0 -4.0 5.0; \n",
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" -3.0 4.0 2.0 2.0 2.0; \n",
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" 0.0 -4.0 2.0 1.0 2.0]\n",
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"\n",
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"b = [61.0; 24.0; 37.0; 29.0; 12.0];"
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]
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},
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{
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"cell_type": "markdown",
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"id": "4baa0681",
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"id": "53124eb8",
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"metadata": {},
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"source": [
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"The code in the following cell converts the problem $Ax=b$ to the upper triangular equation system $Ux=y$. "
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"The code in the following cell converts the general problem $Ax=b$ to the upper triangular equation system $Ux=y$. Note that this function assumes that the pivots are all nonzero. This function will be erroneos if any of the diagonal entries are zero!"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "11d255e0",
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"execution_count": 67,
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"id": "7a7b926a",
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"metadata": {},
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"outputs": [],
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"outputs": [
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{
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"data": {
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"text/plain": [
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"convert_to_upper_triangular! (generic function with 1 method)"
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]
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},
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"execution_count": 67,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"function convert_to_upper_triangular(A,b)\n",
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"function convert_to_upper_triangular!(A,b)\n",
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" n = size(A,1)\n",
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" # Upper Triangularization: convert Ax=b to Ux=y\n",
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" for k in 1:n\n",
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" for j in k+1:n\n",
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@ -72,20 +78,31 @@
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},
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{
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"cell_type": "markdown",
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"id": "02c47593",
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"id": "78ef1849",
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"metadata": {},
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"source": [
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"The function in the following cell solves the upper triangular equation system using backwards substitution. "
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"The function in the following cell solves the upper triangular equation system using backwards substitution. Note that the function alters the input values. "
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "3c19497c",
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"execution_count": 68,
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"id": "5a134433",
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"metadata": {},
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"outputs": [],
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"outputs": [
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{
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"data": {
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"text/plain": [
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"solve_upper_triangular! (generic function with 1 method)"
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]
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},
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"execution_count": 68,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"function solve_upper_triangular(U,y)\n",
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"function solve_upper_triangular!(U,y)\n",
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" n = size(U,1)\n",
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" for step in reverse(1:n)\n",
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" if U[step,step] == 0\n",
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@ -108,18 +125,34 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "2c24d85e",
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"execution_count": 69,
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"id": "b92332f7",
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"metadata": {},
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"outputs": [],
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"outputs": [
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{
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"data": {
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"text/plain": [
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"5-element Vector{Float64}:\n",
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" 1.0000000000000009\n",
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" 1.999999999999999\n",
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" 2.9999999999999964\n",
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" 4.000000000000002\n",
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" 5.000000000000005"
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]
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},
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"execution_count": 69,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"U,y = convert_to_upper_triangular(A,b)\n",
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"sol = solve_upper_triangular(U,y)"
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"U,y = convert_to_upper_triangular!(A,b)\n",
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"sol = solve_upper_triangular!(U,y)"
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]
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},
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{
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"cell_type": "markdown",
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"id": "1c356b5a",
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"id": "962ec4a9",
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"metadata": {},
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"source": [
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"We can test if the obtained solution is correct using `@test`:"
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@ -127,19 +160,30 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "5c71828d",
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"execution_count": 70,
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"id": "0e336c85",
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"metadata": {},
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"outputs": [],
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"outputs": [
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{
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"data": {
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"text/plain": [
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"\u001b[32m\u001b[1mTest Passed\u001b[22m\u001b[39m"
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]
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},
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"execution_count": 70,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"using Test\n",
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"@test sol ≈ x"
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"@test sol ≈ [1.0; 2.0; 3.0; 4.0; 5.0]"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "fe3c5374",
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"id": "28dff449",
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"metadata": {},
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"outputs": [],
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"source": []
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