teaching:methcalchim:system_of_linear_equations

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teaching:methcalchim:system_of_linear_equations [2017/09/28 10:39] villersdteaching:methcalchim:system_of_linear_equations [2018/10/18 10:10] (Version actuelle) villersd
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   * [[wp>LU_decomposition]]   * [[wp>LU_decomposition]]
     * [[wp>Triangular_matrix#Forward_and_back_substitution]]     * [[wp>Triangular_matrix#Forward_and_back_substitution]]
 +  * Chapter 2 in the book "Numerical Recipes" :
 +    * 2.0 Introduction
 +    * 2.1 Gauss-Jordan Elimination
 +    * 2.2 Gaussian Elimination with Backsubstitution
 +    * 2.3 LU Decomposition and Its Application
 +  * Python [[https://docs.scipy.org/doc/numpy/|NumPy]] library : [[https://docs.scipy.org/doc/numpy/reference/index.html|NumPy Reference]]
 +    * [[https://docs.scipy.org/doc/numpy/reference/routines.linalg.html|Linear algebra (numpy.linalg)]] : [[https://docs.scipy.org/doc/numpy/reference/generated/numpy.linalg.solve.html#numpy.linalg.solve|numpy.linalg.solve]]
   * Time complexity analysis   * Time complexity analysis
     * Hint : in Python, use the timeit module     * Hint : in Python, use the timeit module
 +
 +===== Jupyter notebooks =====
 +  * Example file (to be continued) : [[https://notebooks.azure.com/linusable/libraries/samples-public/html/notebooks/calculation_methods_applied_to_chemistry/Gauss-Jordan-01.ipynb]]
  
 ===== Exercices and applications ===== ===== Exercices and applications =====
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   * Thermal diffusion and chemical diffusion (transient or stationary) on a regular 1D space with equidistant steps. ODE equations can be writen such a given evolution equation for node # i only imlies nodes i+1 and i-1   * Thermal diffusion and chemical diffusion (transient or stationary) on a regular 1D space with equidistant steps. ODE equations can be writen such a given evolution equation for node # i only imlies nodes i+1 and i-1
   * Using [[wp>Tridiagonal_matrix_algorithm|tridiagonal Thomas algorithm]] allows to save computational time thanks to n complexity   * Using [[wp>Tridiagonal_matrix_algorithm|tridiagonal Thomas algorithm]] allows to save computational time thanks to n complexity
-  * ? Python libraty with Thomas algorithm +  * ? Python library with Thomas algorithm  
 + 
 +===== What you must have learned in this chapter ===== 
 +  * Except ill-conditionned, linear systems can be solved "exactly" using linear algebra algorithms in a finite and known number of arithmetic operations. 
 +  * The accuracy is determined by the number of numerical figures which are encoded in floating point description 
 +  * For a general system of n equations, diagonalisation requires of the order of n<sup>3</sup> operations. Also for solving a system using these method. 
 +  * If the coefficient matrix is the same for different systems (only the independent coefficients are different), it is possible to solve systems with the order of n<sup>2</sup> operations, if the matrix of coeeficients is decomposed in the product of two triangular matrix (Lower-Upper decomposition). This n<sup>3</sup> step is realised only once.
  
 ===== References : ===== ===== References : =====
   * Numerical recipes, The Art of Scientific Computing 3rd Edition, William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery, 2007, isbn: 9780521880688   * Numerical recipes, The Art of Scientific Computing 3rd Edition, William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery, 2007, isbn: 9780521880688
     * [[http://numerical.recipes/]]     * [[http://numerical.recipes/]]
 +      * in C : [[http://apps.nrbook.com/c/index.html]]
     * [[http://www2.units.it/ipl/students_area/imm2/files/Numerical_Recipes.pdf]]     * [[http://www2.units.it/ipl/students_area/imm2/files/Numerical_Recipes.pdf]]
     * [[http://apps.nrbook.com/empanel/index.html#]]     * [[http://apps.nrbook.com/empanel/index.html#]]
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