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Soit
4 1 0 0 0 0 0 0 0 0 5
1 4 1 0 0 0 0 0 0 0 6
0 1 4 1 0 0 0 0 0 0 6
0 0 1 4 1 0 0 0 0 0 6
0 0 0 1 4 1 0 0 0 0 6
𝐴= Et 𝐵=
0 0 0 0 1 4 1 0 0 0 6
0 0 0 0 0 1 4 1 0 0 6
0 0 0 0 0 0 1 4 1 0 6
0 0 0 0 0 0 0 1 4 1 6
[0 0 0 0 0 0 0 0 1 4] [5]
Résolvant le système linéaire AX = B. Pour se faire sinon décomposons A en LU telle que A=LU on
pourra donc résoudre le système en descente et en remontée en posant :
LY=B en descente
UX=B en remonté
4 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0
1 4 1 0 0 0 0 0 0 0 1/4 1 0 0 0 0 0 0 0 0
0 1 4 1 0 0 0 0 0 0 0 4/15 1 0 0 0 0 0 0 0
0 0 1 4 1 0 0 0 0 0 0 0 15/56 1 0 0 0 0 0 0
0 0 0 1 4 1 0 0 0 0 0 0 0 56/209 1 0 0 0 0 0
= 0 0 0 0 209/780 1 0 0 0 0
0 0 0 0 1 4 1 0 0 0
0 0 0 0 0 1 4 1 0 0 0 0 0 0 0 571/2131 1 0 0 0
0 0 0 0 0 0 1 4 1 0 0 0 0 0 0 0 571/2131 1 0 0
0 0 0 0 0 0 0 1 4 1 0 0 0 0 0 0 0 571/2131 1 0
[0 0 0 0 0 0 0 0 1 4] [ 0 0 0 0 0 0 0 0 571/2131 1]
4 1 0 00 0 0 0 0 0 0
0 15/4 1 0 0 0 0 0 0 0
0 0 56/15 1 0 0 0 0 0 0
0 0 0 209/56 1 0 0 0 0 0
0 0 0 0 780/209 1 0 0 0 0
X 0 0 0 0 0 2911/780 1 0 0 0
0 0 0 0 0 0 2131/571 1 0 0
0 0 0 0 0 0 0 2131/571 1 0
0 0 0 0 0 0 0 0 2131/571 1
[0 0 0 0 0 0 0 0 0 2131/571]
o En descente LY=B
1 0 0 0 0 0 0 0 0 0 𝑌1 5
1/4 1 0 0 0 0 0 0 0 0 𝑌2 6
0 4/15 1 0 0 0 0 0 0 0 𝑌3 6
0 0 15/56 1 0 0 0 0 0 0 𝑌4 6
0 0 0 56/209 1 0 0 0 0 0 𝑌5 6
X =
0 0 0 0 209/780 1 0 0 0 0 𝑌6 6
0 0 0 0 0 571/2131 1 0 0 0 𝑌7 6
0 0 0 0 0 0 571/2131 1 0 0 𝑌8 6
0 0 0 0 0 0 0 571/2131 1 0 𝑌9 6
[ 0 0 0 0 0 0 0 0 571/2131 1] [𝑌10 ] [5]
L Y B
Y1= 5
571
2131
Y6 + Y7 = 6 Y5 = 4.7320
1 19
4
Y1+ Y2= 6 Y2 = 4
571
4 71
2131
Y7 + Y8 = 6 Y5 = 4,7320
15
Y2 + Y3 = 6 Y3 = 15
571
15 265 2131
Y8 + Y9 = 6 Y5 = 4,7320
Y3 + Y4 = 6 Y4 =
56 56
571
56 989 Y9 + Y10 = 5 Y10 = 3,7320
209
Y4 + Y5 = 6 Y5 = 209 2131
571
2131
Y5 + Y6= 6 Y6 =4.7320
19 71 265 989 T
Y = [5 4 15 56 209
4,7320 4,732 4,732 4,732 3,732]
o En remonté UX=Y
4 1 0 00 0 0 0 0 0 0 X1 5
0 15/4 1 0 0 0 0 0 0 0 X2 19/4
0 0 56/15 1 0 0 0 0 0 0 X3 71/15
0 0 0 209/56 1 0 0 0 0 0 X4 265/56
0 0 0 0 780/209 1 0 0 0 0 X 989/209
x 5 =
0 0 0 0 0 2911/780 1 0 0 0 X6 4,732
0 0 0 0 0 0 2131/571 1 0 0 X7 4,732
0 0 0 0 0 0 0 2131/571 1 0 X8 4,732
0 0 0 0 0 0 0 0 2131/571 1 X9 4,732
[0 0 0 0 0 0 0 0 0 2131/571] [X10 ] [ 3,732 ]
U X Y
En multipliant les ligne de la matrice U par la colonne de la matrice X on obtient les résultats suivants
2131
571
X10 = 3,732 X10 = 0,99999 =1
2131 571
571
X9 + X10 = 4,732 X9 = ( 4,732 − 1) x 2131 X9 = 1
2131 571
571
X8 + X9 = 4,732 X8 = ( 4,732 − 1) x 2131 X8 = 1
2131 571
X7 + X8 = 4,732 X7 = ( 4,732 − 1) x X7 = 1
571 2131
2911 780
780
X6 + X7 = 4,732 X6 = ( 4732 − 1) x 2911 X6 = 1
56 71 71 15
15
X3 + X4 = 15 X3 = ( 15 − 1) x 56 X3 = 1
15 19 19 4
X2 + X3 = X2 = ( − 1) x X2 = 1
4 4 4 15
1
4X1 + X2 = 5 X1 = ( 5 − 1) x 4 X1 = 1
D’où
X = [1 1 1 1 1 1 1 1 1 1] T
2)
[X, k, erreur]=fonction_relaxation(A,B);
N = 500;
X = zeros(n,1);
Y = zeros(n,1);
epsilon = 1e-6;
w=1
for k = 1:N
for i = 1:n
s1 = 0;
for j = 1:i-1;
s1 = s1+A(i,j)*X(j);
end
s2 = 0;
for j=i+1:n
s2 = s2+(A(i,j)*X(j));
end
X(i) = w*((B(i)-s1-s2)/A(i,i))-(1-w)*X(i);
end
erreur = norm(A*X-B);
if erreur < epsilon
fprintf('Itération:%d\t Erreur=%7.2e\n',k,erreur);
return
end
end
end
Résultats