Comparative study of optimization method for solving large system of linear equation / Fatin Amani Mohd Ali

Mohd Ali, Fatin Amani (2017) Comparative study of optimization method for solving large system of linear equation / Fatin Amani Mohd Ali. Degree thesis, Universiti Teknologi MARA.

Abstract

System of linear equations are usually solve using inverse of matrix. However, finding inverse for large of system of linear equation a problem and burden the computer. Therefore, many researches tend to use indirect method in the form of optimization method such as Steepest descent (SD) method, Broyden-Fletcher-Goldfarb-Shanno (BFGS) method and Conjugate Gradient (CG) method. In this project, three optimization methods are chosen to solve small and large system of linear equation. The matrix that is used consist of positive and negative definite of six different dimension. The comparative results analysis of these methods is based on number of iteration and CPU time. The performance profile that is presented by Dolan and More is also used to analyse the result. From the result, it shown that Polak-Ribiere-Polyak (PRP) method which is one of the CG method is the best method to solve system of linear equation.

Metadata

Item Type: Thesis (Degree)
Creators:
CreatorsEmail / ID. Num
Mohd Ali, Fatin Amani2014471564
Contributors:
ContributionNameID Num. / Email
Thesis advisorMohd Ali, Mohd RivaieUNSPECIFIED
Subjects: Q Science > QA Mathematics > Equations
Q Science > QA Mathematics > Mathematical statistics. Probabilities
Q Science > QA Mathematics > Analysis > Analytical methods used in the solution of physical problems
Q Science > QA Mathematics > Instruments and machines > Electronic Computers. Computer Science > Programming. Rule-based programming. Backtrack programming
Q Science > QA Mathematics > Instruments and machines > Electronic Computers. Computer Science > Algorithms
Divisions: Universiti Teknologi MARA, Terengganu > Kuala Terengganu Campus > Faculty of Computer and Mathematical Sciences
Programme: Bachelor of Science (Hons) Computational Mathematics
Item ID: 41409
Uncontrolled Keywords: System Of Linear Equations ; Indirect Method ; Steepest Descent (SD) Method ; Broyden-Fletcher-Goldfarb-Shanno ; Conjugate Gradient (CG) Method
URI: http://ir.uitm.edu.my/id/eprint/41409

Download

[img] Text
41409.pdf

Download (145kB)

Fulltext

Fulltext is available at:
  • Kaunter Perkhidmatan Maklumat | Perpustakaan Cendekiawan | Dungun
  • ID Number

    41409

    Others


    View in Google Scholar

    Actions (login required)

    View Item View Item

    Downloads

    Downloads per month over past year