Difference between revisions of "Linear Systems in Matlab"

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m (Solving Linear Systems of Equations in MATLAB)
m (Solving Linear Systems of Equations in MATLAB)
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This section discusses how to solve a set of linear equations <math>[A](x)=(b)</math> in MATLAB.
 
This section discusses how to solve a set of linear equations <math>[A](x)=(b)</math> in MATLAB.
 
 
See the discussion of [[LinearAlgebra|linear algebra]] for help on writing a linear system of equations in matrix-vector format.  There is also help on [[Matlab_Arrays#Creating Arrays in Matlab|creating matrices and vectors]] in MATLAB.
 
See the discussion of [[LinearAlgebra|linear algebra]] for help on writing a linear system of equations in matrix-vector format.  There is also help on [[Matlab_Arrays#Creating Arrays in Matlab|creating matrices and vectors]] in MATLAB.
  
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   x = A\b;
 
   x = A\b;
 
</source>
 
</source>
For example, if we wanted to solve the system of equations
+
 
 +
=== Example ===
 +
If we wanted to solve the system of equations
 
<center><math>
 
<center><math>
 
\begin{cases}
 
\begin{cases}
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  \left[ \begin{array}{cc} 5 & 6 \\ 3 & 1 \end{array} \right]
 
  \left[ \begin{array}{cc} 5 & 6 \\ 3 & 1 \end{array} \right]
 
  \left( \begin{array}{c} x \\ y \end{array} \right) =
 
  \left( \begin{array}{c} x \\ y \end{array} \right) =
  \left( \begin{array}{c} 0 \\ -5 \end{array} \right)
+
  \left( \begin{array}{c} 0 \\ -5 \end{array} \right) .
 
</math></center>
 
</math></center>
This is implemented in MATLAB as
+
We could then easily solve this system in MATLAB by using the following commands:
 
<source lang="matlab">
 
<source lang="matlab">
 
   A = [ 5 6; 3 1 ];  % define the matrix
 
   A = [ 5 6; 3 1 ];  % define the matrix

Revision as of 15:12, 18 August 2008


Solving Linear Systems of Equations in MATLAB

This section discusses how to solve a set of linear equations [A](x)=(b) in MATLAB. See the discussion of linear algebra for help on writing a linear system of equations in matrix-vector format. There is also help on creating matrices and vectors in MATLAB.

The simplest way of solving a system of equations in MATLAB is by using the \ operator. Given a matrix A and a vector b, we may solve the system using the following MATLAB commands

   x = A\b;

Example

If we wanted to solve the system of equations


\begin{cases}
  6y = -5x \\
  y = -3x -5
\end{cases}

we would first rewrite these in a matrix-vector form as


 \begin{align}
   5x + 6y = 0 \\
   3x + 1y &= -5 \\
 \end{align}
 \quad \Leftrightarrow \quad
 \left[ \begin{array}{cc} 5 & 6 \\ 3 & 1 \end{array} \right]
 \left( \begin{array}{c} x \\ y \end{array} \right) =
 \left( \begin{array}{c} 0 \\ -5 \end{array} \right) .

We could then easily solve this system in MATLAB by using the following commands:

  A = [ 5 6; 3 1 ];   % define the matrix
  b = [ 0; -5 ];      % define the vector
  solution = A\b;     % solve the system of equations.

In this example, solution is a column vector whose elements are x and y.

Note that we can also form the inverse of a matrix,


  [A] (x)=(b) \quad \Leftrightarrow \quad (x)=[A]^{-1}(b).

This can be done in MATLAB as illustrated by the following:

  A = [ 5 6; 3 1 ];
  b = [ 0; -5 ];
  Ainv = A^-1;       % calculate the inverse of A
  solution = Ainv*b; % calculate the solution

We could also calculate A-1 by

  Ainv = inv(A);   % entirely equivalent to A^-1.


Sparse Systems

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Linear Systems using the Symbolic Toolbox

Occasionally we may want to find the symbolic (general) solution to a system of equations rather than a specific numerical solution. The symbolic toolbox provides a way to do this.

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