Refactored Direct Methods
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@ -1,4 +1,4 @@
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function A = Alg1_outer_product_gaussian_elimination(A)
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function A = Alg1(A)
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% Algorithm 1: Outer Product Gaussian Elimination
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% Performs a gaussian eliminaion on a square matrix A.
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@ -22,4 +22,5 @@ for k = 1 : m-1
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A(rows, rows) = A(rows, rows) - A(rows, k) * A(k, rows);
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end
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end
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end
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@ -1,5 +1,5 @@
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function [Q R] = Alg11(A)
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% Algorithm 11: QR factorization via Householder algorithm.
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% Algorithm 11: QR factorization via Householder transformation.
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[m, n] = size(A);
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@ -1,4 +1,4 @@
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function [P, Q, L, U] = Alg2_gaussian_elimination_with_complete_pivoting(A)
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function [P, Q, L, U] = Alg2(A)
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% Algorithm 2: Gaussian Elimination with Complete Pivoting.
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% [P, Q, L, U] = Alg2_gaussian_elimination_with_complete_pivoting(A)
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% computes the complete pivoting factorization PAQ = LU.
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@ -1,4 +1,4 @@
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function b = Alg3_forward_substitution(L, b)
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function b = Al3(L, b)
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% Algorithm 3: Forward Substitution
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% b = Alg3_forward_substitution(L, b) overwrites b with the solution to
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% Lx = b.
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@ -1,4 +1,4 @@
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function b = Alg4_back_substitution(U,b)
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function b = Alg4(U,b)
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% Argorithm 4: Back Substitution
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% b = Alg4_back_substitution(U,b) returns vetor b with solution to the
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% Ux = b.
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@ -17,9 +17,9 @@ if length(b) ~= m
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error('Vector b has wrong length!')
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end
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if det(U) < eps
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error('Matrix is not nonsingular!')
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end
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% if det(U) < eps
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% error('Matrix is not nonsingular!')
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% end
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% The following algorithm is based on the Algrotihm 3.1.2 from [2].
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@ -1,9 +1,9 @@
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function A = Alg5_gauss_jordan_elimination(A)
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function A = Alg5(A)
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% Algorithm 5: Gauss-Jordan Elimination
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% A = Alg5_gauss_jordan_elimination(A) performs Gauss-Jordan elimination
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% on an augmented matrix A.
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[m, n] = size(A);
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[m, ~] = size(A);
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for k = 1 : m
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@ -12,7 +12,7 @@ for k = 1 : m
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A(k, :) = row;
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for i = 1 : m
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if i ~= k
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if i ~= k && A(i, k) ~= 0
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A(i, :) = A(i, :)-(A(i, k))*row;
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end
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end
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@ -1,54 +1,28 @@
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clear all;
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clc;
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A = [2, -1, 0, 0;
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-1, 2, -1, 0;
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0, -1, 2, -1;
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0, 0, -1, 2];
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b = [0;0;0;5];
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B = Alg1_outer_product_gaussian_elimination(A);
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U = triu(B);
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x = Alg4_back_substitution(U, b);
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%% Problem 1
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clear all;
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clc;
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A = [2, -1, 0, 0;
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-1, 2, -1, 0;
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0, -1, 2, -1;
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0, 0, -1, 2];
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b = [0;0;0;5];
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B = gauss_jordan_elimination([A b])
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[P, Q, L, U] = Alg2_gaussian_elimination_with_complete_pivoting(A);
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b = P*b;
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% Ly = b and Ux = y
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y = forward_substitution(L, b);
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x = Q*back_substitution(U, y);
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% L*U
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B = Alg5([A b])
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%% Problem 2
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clear all;
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clc;
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A = [1, 1, 1;
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1, 1, 2;
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1, 2, 2];
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b = [1;2;1];
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[P, Q, L, U] = Alg2_gaussian_elimination_with_complete_pivoting(A);
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[P, Q, L, U] = Alg2(A);
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b = P*b;
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% Ly = b and Ux = y
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y = Alg3_forward_substitution(L, b);
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y = Alg3(L, b); % Forward substitution
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x = Q*Alg4(U, y) % Backward substitution
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x = Q*Alg4_back_substitution(U, y)
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% L*U
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%% Problem 4
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@ -60,25 +34,34 @@ bp = [0.168; 0.066];
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kappa = cond(A)
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B = Alg5_gauss_jordan_elimination([A b])
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Bp = Alg5_gauss_jordan_elimination([A bp])
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B = Alg5([A b])
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Bp = Alg5([A bp])
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%% Problem 5
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% AX = I3
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clear all;
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clc;
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A = [2, 1, 2;
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1, 2, 3;
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4, 1, 2];
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[P, Q, L, U] = Alg2_gaussian_elimination_with_complete_pivoting(A);
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[P, Q, L, U] = Alg2(A)
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I = P*eye(3);
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% Ly = b and Ux = y
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y = forward_substitution(L, I);
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X = Q*back_substitution(U, y)
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inv(A)
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y = Alg3(L, I); % Forward substitution
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x = Q*Alg4(U, y) % Backward substitution
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inv(A) - x
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%% Problem 6
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clc;
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A = [1 2 3 4;
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-1 1 2 1;
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0 2 1 3;
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0 0 1 1];
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[L, U, P] = Alg8(A)
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det(A) - prod(diag(U))
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%% Problem 10
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