Lab Session 4
1. Write a code to decompose a matrix into L and U as outlined in the ppt and print the
resulting L and U.
c ***** initialise all el and u to 0 except for diagonal of u to 1 *******
do i=1,n
do j=1,n
el(i,j)=0.
if (i.eq.j) then
u(i,j)=1
else
u(i,j)=0.
endif
enddo
enddo
c ***** Decomposition operation begins *******
Do i = 1,n
el(i,1)=a(i,1)
enddo
do j = 2,n
u(1,j)=a(1,j)/el(1,1)
enddo
C*** El Operation
do j = 2,n-1
do i = j,n
el(i,j)=a(i,j)
do k=1,j-1
el(i,j)=el(i,j)-el(i,k)*u(k,j)
enddo
enddo
C*** U Operation
do i = j+1,n
u(j,i)=a(j,i)
do k=1, j-1
u(j,i)=u(j,i)-el(j,k)*u(k,i)
enddo
u(j,i)=u(j,i)/el(j,j)
enddo
enddo
C *** el(n,n) Operation
el(n,n)= a(n,n)
do k = 1,n-1
el(n,n)=el(n,n)-el(n,k)*u(k,n)
enddo
c ***** This completes Decomposition Operations
C ***** Write el and u
write(16,*)'el- matrix'
do i = 1,n
write(16,*)(el(i,j),j=1,N)
Enddo
write(16,*)'u- matrix'
do i = 1,n
write(16,*)(u(i,j),j=1,N)
Enddo
C ****** computation of y vector begins (forward substitution) ***
y(1)=b(1)/el(1,1)
do 50 i = 2,n
sum=0.
do 55 J = 1, i-1
55 sum=sum+el(i,j)*y(j)
50 y(i)=(b(i)-sum)/el(i,i)
c ****** computation of x vector (back substitution)
x(n)=y(n)
do 60 I= n-1,1,-1
sum=0.
do 70 J=i+1,n
sum=sum+u(i,j)*x(j)
Enddo
x(i)=(y(i)-sum)
Enddo
write(16,*)'solution vector'
write(16,*)(x(i),i=1,N)
Return
end
c *****************************************************************
Use the following data as a check;
3 −1 2 𝑥1 12
𝑥2 11
[1 2 3 ] {𝑥 } = { }
2 −2 −1 3 2
The correct solution is {3,1,2}𝑇
The L and U Matrices are shown below:
30 0
7 1 2
3 −1 2 1 −
1 0 3 3]
[1 2 3 ]= 3 [
4 0 1 1
2 −2 −1
[ 2 − −1] 0 0 1
3
2. Write the code for solving Tri-diagonal Matrix using Thomas algorithm as discussed in
the ppt and solve the following equation
1 0 0 0 𝑥1 0
1 −2 1 0 𝑥2 0
[ ]{ } = { }
0 1 −2 1 𝑥3 0
0 0 0 1 𝑥4 1
1 2 𝑇
The correct solution is {0, 3 , 3 , 1}
Step-1 Read the matrix correctly
c *** n = number of unknowns
c a(i,1) = sub diagonal
c a(i,2) = diagonal
c a(i,3) = super diagonal
c r(i) = right hand side
c x(i) = solution
read(12,*)n
do i=1,n
read(12,*)(a(i,j),j=1,3),r(i)
enddo
call thomas(n,a,r,x)
write(13,*)(x(i),i=1,n)
stop
end
Subroutine Thomas (N,AA,RHS, Sol)
C Step- Perform Upper Triangulation
AA(1,3)=AA(1,3)/AA(1,2)
RHS(1)=RHS(1)/AA(1,2)
Do I=2,N
DEL=AA(I,2)-AA(I,1)*AA(I-1,3)
IF(I.NE.N) Then
AA(I,3)=AA(I,3)/DEL
Else
RHS(I)=(RHS(I)-AA(I,1)*RHS(I-1))/DEL
Endif
Enddo
C Step-Back substitution
SOL(N)=RHS(N)
DO 150 I=N-1,1,-1
150 SOL(I)=RHS(I)-AA(I,3)*SOL(I+1)
RETURN
END
