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269 lines
8.0 KiB
TeX
Executable File
269 lines
8.0 KiB
TeX
Executable File
\documentclass{report}
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\usepackage{mathtools}
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\usepackage{amsmath}
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\usepackage{systeme}
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\usepackage{siunitx}
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\usepackage[T1]{fontenc}
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\usepackage{hyperref}
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\usepackage{bigfoot}
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\usepackage[numbered, framed]{matlab-prettifier}
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\usepackage{filecontents}
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\hypersetup{
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colorlinks,
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citecolor=black,
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filecolor=black,
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linkcolor=black,
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urlcolor=black
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linkto=all,
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}
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\newenvironment{simplechar}{%
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\catcode`\^=12
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}{}
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\title{Numerical Methods, project A, Number 31}
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\author{Krzysztof Rudnicki\\ Student number: 307585 \\ Advisor: dr Adam Krzemieniowski}
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\date{\today}
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\let\ph\mlplaceholder % shorter macro
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\lstMakeShortInline"
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\lstset{
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style = Matlab-editor,
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basicstyle = \mlttfamily,
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escapechar = ",
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mlshowsectionrules = true,
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}
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\begin{document}
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\maketitle
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\tableofcontents
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\chapter{Problem 1 - Finding machine epsilion}
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\section{Problem}
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Write a program finding macheps in the MATLAB environment
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\section{Theoretical Introduction}
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\subsection{Definition of machine epsilion}
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Machine epsilion is the maximal possible relative error of the floating-point representation. (Tatjewski, p.14)
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Machine epsilion is equal to $2^{-t}$ where t is number of bits in the mantissa.
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In our case when we use IEEE Standard 754, mantissa is 53 bits long with first bit omitted as it is always equal to '1', so we technicaly work with 52 bits mantissa which makes the machine epsilion equal to: $2^{-52} = 2.220446\mathrm{e}{-16}$
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\subsection{Practical applications of machine epsilion}
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Since macheps is connected to IEEE754 standard it is always equal to the same number, which means that we can safely compare results from different machines without worrying about their individual errors.
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Macheps is also essential when we calculate cumulation of errors of given mathematical operation.
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\newpage
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\section{Solution}
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\subsection{Matlab code}
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\begin{lstlisting}
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macheps = 1;
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while 1.0 + macheps / 2 > 1.0
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macheps = macheps/2;
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end
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\end{lstlisting}
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Code above shifts macheps one bit to the right each iteration (by dividing by 2), it ends when we run out of mantissa bits which renders us unable to save smaller number. Due to underflow the value of macheps becomes 0 and therefore 1.0 > (macheps / 2) > 1.0 will become false.
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\section{Discussion of the result}
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\begin{simplechar}
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\begin{lstlisting}
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format long
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disp("Display calculated macheps:")
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disp(macheps);
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disp("Display actual eps:")
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disp(eps);
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disp("Display 2^-52")
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disp(2^-52)
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disp("Display difference between calculated macheps and actual eps:")
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disp(macheps - eps)
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disp("Display difference between 2^-52 and actual eps:")
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disp(2^-52 - eps) \
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disp("Display difference between calculated macheps and 2^-52:")
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disp(macheps - 2^-52)
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\end{lstlisting}
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\end{simplechar}
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Display calculated macheps:
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\[2.220446049250313\mathrm{e}{-16}\]
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Display actual eps:
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\[2.220446049250313\mathrm{e}{-16}\]
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Display $2^{-52}$:
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\[2.220446049250313\mathrm{e}{-16}\]
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Display difference between calculated macheps and actual eps:
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\[0\]
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Display difference between $2^{-52}$ and actual eps:
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\[0\]
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Display difference between calculated macheps and $2^{-52}$:
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\[0\]
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As expected they are all equal to eachother. It means that our method of calculating macheps was correct.
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\chapter{Problem 2 - Solving a system of n linear equations - indicated method}
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\section{Problem}
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Write a program solving a system of \textit{n} linear equations Ax = b using the indicated method (Gaussian elimination with partial pivoting).
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\section{Theoretical Introduction}
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Gaussian elimination with partial pivoting consists of 3 main steps:
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\subsection{Transform system of equation into an upper-triangular matrix}
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\subsubsection{Starting conditions}
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We start with the system of linear equations looking like this:
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\[
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\begin{matrix}
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&a_{11}x_1 &{}+&a_{12}x_2&+&\dots&+&a_{1n}x_n &=&b_1,\\
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&a_{21}x_1 &{}+&a_{22}x_2&+&\dots&+&a_{2n}x_n &=&b_2,\\
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&\vdots &&\vdots & & & & \vdots & &\vdots\\
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&a_{n1}x_1&{}+&a_{n2}x_2&+&\dots &+&a_{nn}x_n&=&b_n.
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\end{matrix}
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\]
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In order for this method to work all the elements of "diagonal" line - $ a_{11}, a_{22}, \dots, a_{nn} $ must be different from zero since we will be dividing by them.
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We will denote rows as '$w_i$' where 'i' is number of the row.
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\subsubsection{Zeroing first column}
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We start transforming the system by "zeroing" elements in first column excluding first row element. We do it by multiplying first row by $l_{i1}$, where:
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\[ l_{i1} = \frac{ a_{i1}^{(1)} }
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{ a_{11}^{(1)} } \]
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And then substracting what we got ($ l_{i1}w_1 $), from \textit{i} row.
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Doing so we obtain a system of linear equations:
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\[
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\begin{matrix}
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&a_{11}x_1 &{}+&a_{12}x_2&+&\dots&+&a_{1n}x_n &=&b_1,\\
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&0 &{}+&(a_{22} - a_{12}l_{21})x_2&{}+&\dots&{}+&(a_{2n} - a_{1n}l_{21})x_n &=&b_2 - b_{1}l_{21},\\
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&\vdots &&\vdots & & & & \vdots & &\vdots\\
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&0&{}+&(a_{n2} - a_{12}l_{n1})x_2&+&\dots &+&(a_{nn} - a_{1n}l_{n1})x_n&=&b_n - b_{1}l_{n1}.
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\end{matrix}
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\]
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\subsubsection{Zeroing second column}
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We continue onto the second column, this time we will zero all elements except first and second rows.
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Row multiplier becomes:
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\[ l_{i2} = \frac{ a_{i2}^{(2)} }{ a_{22}^{(2)} } \]
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Where:
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\[ a_{22}^{(2)} = (a_{22} - a_{12}l_{21}) \]
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And:
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\[ a_{i2}^{(2)} = (a_{i2} - a_{12}l_{i1}) \]
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They are modified values obtained from previous step.
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We continue as in the first step and we end up with:
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\[
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\begin{matrix}
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&a_{11}x_1 &{}+&a_{12}x_2&+&\dots&+&a_{1n}x_n &=&b_1,\\
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&0 &{}+& a_{22}^{(2)}x_2&{}+&\dots&{}+& a_{2n}^{(2)}x_n &=&b_2^{(2)},\\
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&\vdots &&\vdots & & & & \vdots & &\vdots\\
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&0 &{}+& 0 &{}+&\dots&{}+& a_{nn}^{(3)}x_n &=&b_2^{(3)},
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\end{matrix}
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\]
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\subsubsection{Zeroing next columns}
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We repeat this process $n-1$ times and we end up with upper triangular matrix:
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\[
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\begin{matrix}
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&a_{11}x_1 &{}+&a_{12}x_2&+&\dots&+&a_{1n}x_n &=&b_1,\\
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&0 &{}+& a_{22}^{(2)}x_2&{}+&\dots&{}+& a_{i2}^{(2)}x_n &=&b_2^{(2)},\\
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&\vdots &&\vdots & & & & \vdots & &\vdots\\
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&0 &{}+& 0 &{}+&\dots&{}+& a_{nn}^{(n)}x_n &=&b_2^{(n)},
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\end{matrix}
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\]
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\subsection{Backward substitution}
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After transforming the system we solve the system from last to first. \\
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First we calculate value of last element:
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\[ x_n = \frac{b_n}{a_{nn}} \]
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Then one "above":
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\[ x_{n-1} = \frac{ b_{n-1} - a_{n-1, n}x_n}{a_{n-1, n-1}} \]
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And so on, for $x_k$:
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\[ x_{k} = \frac{b_k - \sum_{j = k + 1}^n a_{kj}x_j}{a_{kk}} \]
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\subsection{Partial Pivoting}
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Gaussian elimination method has one flaw, where it can come into halt if:
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\[ a_{kk}^{(k)} = 0 \]
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To avoid it we use method of pivoting, in our case we will use partial pivoting method.
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We do it before each Gaussian elimination step since this will lead to smaller error.
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\\We first find a row $i$ such that:
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\[ |{a_{ik}^{k}}| = \underset{j}{max} \{ |{a_{kk}^{k}}|, |{a_{k+1, k}^{k}}|, \cdots, |{a_{nk}^{k}}|\} \]
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Then we swap this row with k-th row. Since the matrix we use is assumed to be nonsingular then $|{a_{ik}^{k}}| \neq 0$ will be always true. After that we continue with the Gaussian elimination method.
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\section{Solution}
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\subsection{Main function}
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\begin{simplechar}
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\begin{lstlisting}
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function x = indicatedMethod(Matrix, Vector)
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[~,Columns] = size(Matrix);
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checkIfMatrixIsSquareMatrix(Matrix);
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[Matrix, Vector] = gaussianEliminationWithPartialPivoting(Columns, Matrix, Vector);
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[Matrix, Vector, x] = backSubstitutionPhase(Columns, Matrix, Vector);
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x = iterativeResidualCorrection(Matrix, x, Vector);
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end % end function
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\end{lstlisting}
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\end{simplechar}
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\section{Discussion of the result}
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\chapter{Problem 3 - Solving a system of n linear equations - iterative algorithm}
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\section{Problem}
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\section{Theoretical introduction}
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\section{Solution}
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\section{Discussion of the result}
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\chapter{Problem 4 - QR method of finding eigenvalues}
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\section{Problem}
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\section{Theoretical introduction}
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\section{Solution}
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\section{Discussion of the result}
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\begin{thebibliography}{9}
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\bibitem{texbook}
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Piotr Tatjewski (2014) \emph{Numerical Methods}, Oficyna Wydawnicza Politechniki Warszawskiej
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\end{thebibliography}
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\end{document}
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