Matrices and simultaneous equations#

It is common to rewrite systems of sumultaneous equations as a matrix-vector problem. For example, the equations

\[\begin{split} \begin{align*} 4a_0 + 3a_1 &= 2\\ a_0 - a_3 &= 1\\ -a_2 - a_3 &= 0\\ 2a_0 &= 1 \end{align*} \end{split}\]

can be written as the matrix-vector problem

\[\begin{split} \begin{pmatrix} 4&3&0&0\\ 1&0&-1&0\\ 0&0&-1&-1\\ 2&0&0&0 \end{pmatrix} \begin{pmatrix} a_0\\a_1\\a_2\\a_3 \end{pmatrix} = \begin{pmatrix} 2\\1\\0\\1 \end{pmatrix}. \end{split}\]

By multiplying out the matrix, you can see that each row of the matrix paired with one entry in the vector represents one of the simultaneous equations.

This is what I did in the lecture with the (more complicated) equations

\[\begin{split} \begin{align*} u_{i,j} &= 0&&\text{if the point is on the boundary},\\ \frac{4u_{i,j}-u_{i+1,j}-u_{i-1,j}-u_{i,j+1}-u_{i,j-1}}{h^2} &= 1&&\text{otherwise}, \end{align*} \end{split}\]

to get the matrix problem

\[\begin{split} \mathrm{A} \begin{pmatrix} u_{0,0}\\ u_{1,0}\\ u_{2,0}\\ \vdots\\ u_{N,0}\\ u_{0,1}\\ u_{1,1}\\ u_{2,1}\\ \vdots\\ u_{N,N}\\ \end{pmatrix} =\mathbf{b}. \end{split}\]

If you didn’t follow how I got the matrix during the lecture, take a look at the code we wrote during the lecture, and see if you can work out how the matrix corresponds to the simultaneous equations.