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

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, Bro...

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Main Author:	Mohd Ali, Fatin Amani
Format:	Thesis
Language:	English
Published:	2017
Subjects:	Equations Analytical methods used in the solution of physical problems Algorithms
Online Access:	https://ir.uitm.edu.my/id/eprint/41409/1/41409.pdf
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id	my-uitm-ir.41409
record_format	uketd_dc
spelling	my-uitm-ir.414092021-02-02T00:56:52Z Comparative study of optimization method for solving large system of linear equation / Fatin Amani Mohd Ali 2017-07 Mohd Ali, Fatin Amani Equations Mathematical statistics. Probabilities Analytical methods used in the solution of physical problems Programming. Rule-based programming. Backtrack programming Algorithms 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. 2017-07 Thesis https://ir.uitm.edu.my/id/eprint/41409/ https://ir.uitm.edu.my/id/eprint/41409/1/41409.pdf text en public degree Universiti Teknologi MARA Faculty of Computer and Mathematical Sciences Mohd Ali, Mohd Rivaie
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Mohd Ali, Mohd Rivaie
topic	Equations Equations Analytical methods used in the solution of physical problems Equations Algorithms
spellingShingle	Equations Equations Analytical methods used in the solution of physical problems Equations Algorithms Mohd Ali, Fatin Amani Comparative study of optimization method for solving large system of linear equation / Fatin Amani Mohd Ali
description	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.
format	Thesis
qualification_level	Bachelor degree
author	Mohd Ali, Fatin Amani
author_facet	Mohd Ali, Fatin Amani
author_sort	Mohd Ali, Fatin Amani
title	Comparative study of optimization method for solving large system of linear equation / Fatin Amani Mohd Ali
title_short	Comparative study of optimization method for solving large system of linear equation / Fatin Amani Mohd Ali
title_full	Comparative study of optimization method for solving large system of linear equation / Fatin Amani Mohd Ali
title_fullStr	Comparative study of optimization method for solving large system of linear equation / Fatin Amani Mohd Ali
title_full_unstemmed	Comparative study of optimization method for solving large system of linear equation / Fatin Amani Mohd Ali
title_sort	comparative study of optimization method for solving large system of linear equation / fatin amani mohd ali
granting_institution	Universiti Teknologi MARA
granting_department	Faculty of Computer and Mathematical Sciences
publishDate	2017
url	https://ir.uitm.edu.my/id/eprint/41409/1/41409.pdf
_version_	1783734638193147904

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

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