... equation
a
11
a
12
a
13
a
14
a
21
a
22
a
23
a
24
a
31
a
32
a
33
a
34
a
41
a
42
a
43
a
44
·
x
11
x
21
x
31
x
41
x
12
x
22
x
32
x
42
x
13
x
23
x
33
x
43
y
11
y
12
y
13
y
14
y
21
y
22
y
23
y
24
y
31
y
32
y
33
y
34
y
41
y
42
y
43
y
44
=
b
11
b
21
b
31
b
41
b
12
b
22
b
32
b
42
b
13
b
23
b
33
b
43
1000
0100
0010
0001
(2. 1.1)
Here ... equation
a
11
a
12
a
13
a
14
a
21
a
22
a
23
a
24
a
31
a
32
a
33
a
34
a
41
a
42
a
43
a
44
·
x
11
x
21
x
31
x
41
x
12
x
22
x
32
x
42
x
13
x
23
x
33
x
43
y
11
y
12
y
13
y
14
y
21
y
22
y
23
y
24
y
31
y
32
y
33
y
34
y
41
y
42
y
43
y
44
=
b
11
b
21
b
31
b
41
b
12
b
22
b
32
b
42
b
13
b
23
b
33
b
43
1000
0100
0010
0001
(2. 1.1)
Here ... 36
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0- 521 -43108-5)
Copyright (C) 1988-19 92 by Cambridge...
... 1-800-8 72- 7 423 (North America only),or send email to trade@cup.cam.ac.uk (outside North America).
Chapter 2.Solutionof Linear
AlgebraicEquations
2. 0 Introduction
A set oflinearalgebraicequations ... this:
a
11
x
1
+ a
12
x
2
+ a
13
x
3
+ ···+a
1N
x
N
=b
1
a
21
x
1
+ a
22
x
2
+ a
23
x
3
+ ···+a
2N
x
N
=b
2
a
31
x
1
+ a
32
x
2
+ a
33
x
3
+ ···+a
3N
x
N
=b
3
··· ···
a
M1
x
1
+a
M2
x
2
+a
M3
x
3
+···+a
MN
x
N
= ... improvement of a solution ( 2. 5)
ã Various special forms: symmetric positive-denite ( 2. 9), tridiagonal
( 2. 4), band diagonal ( 2. 4), Toeplitz ( 2. 8), Vandermonde ( 2. 8), sparse
( 2. 7)
ã Strassens...
... matrices,
a
11
a
12
a
21
a
22
Ã
b
11
b
12
b
21
b
22
=
c
11
c
12
c
21
c
22
(2. 11.1)
Eight, right? Here they are written explicitly:
c
11
= a
11
ì b
11
+ a
12
ì b
21
c
12
= a
11
ì b
12
+ a
12
ì b
22
c
21
= a
21
ì ... set of formulas was, in fact, discovered by Strassen
[1]
. The formulas are:
Q
1
(a
11
+ a
22
) ì (b
11
+ b
22
)
Q
2
(a
21
+ a
22
) ì b
11
Q
3
a
11
ì (b
12
b
22
)
Q
4
a
22
ì (b
11
+ b
21
)
Q
5
... b
11
+ a
12
ì b
21
c
12
= a
11
ì b
12
+ a
12
ì b
22
c
21
= a
21
ì b
11
+ a
22
ì b
21
c
22
= a
21
ì b
12
+ a
22
ì b
22
(2. 11 .2)
Do you think that one can write formulas for the c’s that involve only...
... 42
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0- 521 -43108-5)
Copyright (C) 1988-19 92 by Cambridge ... is
x
i
=
1
a
ii
b
i
−
N
j=i+1
a
ij
x
j
(2. 2.4)
The procedure defined by equation (2. 2.4) is called backsubstitution.Thecom-
bination of Gaussian elimination and backsubstitution yields a solution to the set
of equations.
The ... the case of a single right-hand side vector):
a
11
a
12
a
13
a
14
0 a
22
a
23
a
24
00a
33
a
34
000a
44
·
x
1
x
2
x
3
x
4
=
b
1
b
2
b
3
b
4
(2. 2.1)
Here...
... β
22
β
23
β
24
00β
33
β
34
000β
44
=
a
11
a
12
a
13
a
14
a
21
a
22
a
23
a
24
a
31
a
32
a
33
a
34
a
41
a
42
a
43
a
44
(2. 3 .2)
We can use a decomposition such as (2. 3.1) to solve the linear set
A · x =(L·U)·x=L·(U·x)=b (2. 3.3)
by ... j : α
i1
β
1j
+ α
i2
β
2j
+ ···+α
ii
β
jj
= a
ij
(2. 3.9)
i>j: α
i1
β
1j
+α
i2
β
2j
+···+α
ij
β
jj
= a
ij
(2. 3.10)
Equations (2. 3.8)– (2. 3.10) total N
2
equations for the N
2
+ N unknown α’s ... case of
a 4 ì 4 matrix A, for example, equation (2. 3.1) would look like this:
α
11
000
α
21
α
22
00
α
31
α
32
α
33
0
α
41
α
42
α
43
α
44
·
β
11
β
12
β
13
β
14
0 β
22
β
23
β
24
00β
33
β
34
000β
44
=
a
11
a
12
a
13
a
14
a
21
a
22
a
23
a
24
a
31
a
32
a
33
a
34
a
41
a
42
a
43
a
44
(2. 3 .2)
We...
... elimination.
dum=a[i][1]/a[k][1];
al[k][i-k]=dum;
for (j =2; j<=mm;j++) a[i][j-1]=a[i][j]-dum*a[k][j];
a[i][mm]=0.0;
}
}
}
52
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC ... 1967,
Computer SolutionofLinearAlgebraic Systems
(Engle-
wood Cliffs, NJ: Prentice-Hall), Chapters 9, 16, and 18.
Westlake, J.R. 1968,
A Handbook of Numerical Matrix Inversion and SolutionofLinear Equations
(New ... Computations
, 2nd ed. (Baltimore: Johns Hopkins
University Press),
Đ
4.3.
50
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC...
... Inverse(a
11
)
R
2
= a
21
ì R
1
R
3
= R
1
ì a
12
R
4
= a
21
ì R
3
R
5
= R
4
a
22
R
6
= Inverse(R
5
)
c
12
= R
3
ì R
6
c
21
= R
6
ì R
2
R
7
= R
3
ì c
21
c
11
= R
1
R
7
c
22
= R
6
(2. 11.6)
... matrices
a
11
a
12
a
21
a
22
and
c
11
c
12
c
21
c
22
(2. 11.5)
are inverses of each other. Then the c’s can be obtained from the a’s by the following
operations (compare equations2. 7 .22 and 2. 7 .25 ):
R
1
= Inverse(a
11
)
R
2
= a
21
ì R
1
R
3
= ... 104
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0- 521 -43108-5)
Copyright (C) 1988-19 92 by Cambridge...
... 56
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0- 521 -43108-5)
Copyright (C) 1988-19 92 by Cambridge ... quite far from the true solution, one call is generally enough; but a second
call to verify convergence can be reassuring.
58
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from ... feasible)?
2. 5 Iterative Improvement of a Solution to Linear Equations
55
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0- 521 -43108-5)
Copyright (C) 1988-19 92 by Cambridge...
... (scale) {
62
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0- 521 -43108-5)
Copyright (C) 1988-19 92 by Cambridge ... q.e.d.
Figure 2. 6.1 summarizes our discussion of SVD thus far.
68
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0- 521 -43108-5)
Copyright ... n ≤ N
(2. 6.3)
66
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0- 521 -43108-5)
Copyright (C) 1988-19 92 by Cambridge...
... 92
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0- 521 -43108-5)
Copyright (C) 1988-19 92 by Cambridge ... equations
11··· 1
x
1
x
2
··· x
N
x
2
1
x
2
2
··· x
2
N
···
x
N−1
1
x
N−1
2
··· x
N−1
N
·
w
1
w
2
w
3
···
w
N
=
q
1
q
2
q
3
···
q
N
(2. 8 .2)
Write this ... x
j
.Inotherwords,
P
j
(x
i
)=δ
ij
=
N
k=1
A
jk
x
k−1
i
(2. 8.4)
But (2. 8.4) saysthat A
jk
is exactly the inverse of the matrix of componentsx
k−1
i
,which
appears in (2. 8 .2) , with the subscript as the column index. Therefore the solutionof (2. 8 .2)
is...
... +1,i +2, ,N (2. 9.5)
92
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0- 521 -43108-5)
Copyright (C) 1988-19 92 by ... by
L
T
ij
= L
ji
(2. 9.3)
Writing out equation (2. 9 .2) in components, one readily obtains the analogs of equations
(2. 3. 12) – (2. 3.13),
L
ii
=
a
ii
−
i−1
k=1
L
2
ik
1 /2
(2. 9.4)
and
L
ji
=
1
L
ii
a
ij
−
i−1
k=1
L
ik
L
jk
j ... 96
Chapter 2.SolutionofLinearAlgebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0- 521 -43108-5)
Copyright (C) 1988-19 92 by Cambridge...
... of the outreach of bank-
ing outlets.
25
Chapter 2: Indicators of Financial Structure, Development, and Soundness
1
I
H
G
F
E
D
C
B
A
12
11
10
9
8
7
6
5
4
3
2
distribution of stress tests results, ... other indicators of competition. See
chapter 4 for a discussion of model-based indicators of competition.
6. For an example of the computation of the Herfindahl index, see chapter 15 of the
Compilation ... discussion of
these indicators can be found in section 2. 2.4.
Table 2.2 summarizes the indicators of financial system performance that have been
discussed in this section.
2. 1.4 Scope and Coverage of...
... Copyright â 20 06 Pearson Addison-
Wesley. All rights reserved.
2- 9
Display 2. 3
Precedence of Operators (4 of 4)
Copyright â 20 06 Pearson Addison-
Wesley. All rights reserved.
2- 5
Evaluating ...
Display 2.2 Truth Tables
Copyright â 20 06 Pearson Addison-
Wesley. All rights reserved.
2- 33
Comma Operator
Evaluate list of expressions, returning
value of the last expression
♦
Most often ... Addison-
Wesley. All rights reserved.
2- 8
Display 2. 3
Precedence of Operators (3 of 4)
Copyright â 20 06 Pearson Addison-
Wesley. All rights reserved.
2- 12
if-else Statement Syntax
♦
Formal syntax:
if...