ELEN 30073

Lesson 3
Linear System
 A. Non iterative method
i. Graphical method
ii. Determinant and Cramer’s rule
iii. Naïve Gauss elimination
iv. Pivoting
v. Tridiagonal System
vi. Gauss Jordan method
vii. LU decomposition
viii. Inverse of matrix
ix. Cholesky Factorization/Decomposition

B. Iterative method
i. Gauss-Seidel method
ii. Jacobi iteration
 Partial Pivoting
 The primary reason that the foregoing technique is called “naïve”. is that during both the elimination and
the back-substitution phases, it is possible that a division by zero can occur. The normalization of the first
row would involve division by a11 = 0.

3
 Partial Pivoting
 The primary reason that the foregoing technique is called “naïve”. is that during both the elimination and
the back-substitution phases, it is possible that a division by zero can occur. The normalization of the first
row would involve division by a11 = 0.

o The Naive Gaussian Elimination may fail for very simple cases. (The pivoting element is
zero).

0 1 𝑥1 1
=
1 1 𝑥2 2
o Very small pivoting element may result in serious computation errors

10−10 1 𝑥1 = 1
1 1 𝑥2 2

4
 Partial Pivoting
 The primary reason that the foregoing technique is called “naïve”. is that during both the elimination and
the back-substitution phases, it is possible that a division by zero can occur. The normalization of the first
row would involve division by a11 = 0.
 Therefore, before each row is normalized, it is advantageous to determine the coefficient with the
largest absolute value in the column below the pivot element. The rows can then be switched so that the
largest element is the pivot element. This is called partial pivoting.

5
 Step by Step algorithm
1. Determine the largest number (regardless of sign) in each row of Matrix A to determine the Scale vector
2. To determine the first pivot equation, Determine the ratio of the first element to the Scale vector such as
𝑎𝑙𝑖,𝑛
𝑅𝑎𝑡𝑖𝑜𝑠 = 𝑤ℎ𝑒𝑟𝑒 𝑙 − 𝑖𝑛𝑑𝑒𝑥 𝑣𝑒𝑐𝑡𝑜𝑟 𝑓𝑟𝑜𝑚 𝑖 = 1 𝑡𝑜 𝑛 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛
𝑆𝑙𝐼
𝑆 − 𝑆𝑐𝑎𝑙𝑒 𝑣𝑒𝑐𝑡𝑜𝑟 𝑎𝑙𝑖,1 − 𝑓𝑖𝑟𝑠𝑡 𝑒𝑙𝑒𝑚𝑒𝑛𝑡 𝑜𝑓 𝑡ℎ𝑒 𝑖𝑛𝑑𝑒𝑥 𝑣𝑒𝑐𝑡𝑜𝑟
Then , determine the highest ratio which will serve as the first pivot.
3. To eliminate the unknown, use the rule for Forward elimination
4. Repeat step 2 to 3 until the form became similar to an upper triangular matrix.
5. Rearrange the equation accordingly.
5. Use backward substitution to determine the value of the unknowns.

6
 Example Problem:
1. Use Gaussian Elimination with Scaled Partial pivoting to solve:
1.1𝑥1 − 5𝑥2 − 0.2𝑥3 = 7.85 (1)
𝑥1 − 0.3𝑥2 + 7𝑥3 = −19.5 (2)
3𝑥1 − 0.2𝑥2 + 10𝑥3 = 71.4 (3)

7
 Example Problem:
1. Use Gaussian Elimination with Scaled Partial pivoting to solve:
1.1𝑥1 − 5𝑥2 − 0.2𝑥3 = 7.85 (1)
𝑥1 − 0.3𝑥2 + 7𝑥3 = −19.5 (2)
3𝑥1 − 0.2𝑥2 + 10𝑥3 = 71.4 (3)
Solution :
1.1 −5 −0.2 𝑥1 7.85
1 −0.3 7 𝑥2 = −19.5
3 −0.2 10 𝑥3 71.4

8
 Example Problem:
1. Use Gaussian Elimination with Scaled Partial pivoting to solve:
1.1𝑥1 − 5𝑥2 − 0.2𝑥3 = 7.85 (1)
𝑥1 − 0.3𝑥2 + 7𝑥3 = −19.5 (2)
3𝑥1 − 0.2𝑥2 + 10𝑥3 = 71.4 (3)
Solution :
1.1 −5 −0.2 𝑥1 7.85
1 −0.3 7 𝑥2 = −19.5
3 −0.2 10 𝑥3 71.4

9
 Example Problem:
1. Use Gaussian Elimination with Scaled Partial pivoting to solve:
1.1𝑥1 − 5𝑥2 − 0.2𝑥3 = 7.85 (1)
𝑥1 − 0.3𝑥2 + 7𝑥3 = −19.5 (2)
3𝑥1 − 0.2𝑥2 + 10𝑥3 = 71.4 (3)
Solution :
1.1 −5 −0.2 𝑥1 7.85
1 −0.3 7 𝑥2 = −19.5
3 −0.2 10 𝑥3 71.4
𝑎𝑙𝑖,1 1.1 1 3
𝑅𝑎𝑡𝑖𝑜𝑠 = = , ,
𝑆𝑙𝐼 5 7 10

10
 Example Problem:
1. Use Gaussian Elimination with Scaled Partial pivoting to solve:
1.1𝑥1 − 5𝑥2 − 0.2𝑥3 = 7.85 (1)
𝑥1 − 0.3𝑥2 + 7𝑥3 = −19.5 (2)
3𝑥1 − 0.2𝑥2 + 10𝑥3 = 71.4 (3)
Solution :
1.1 −5 −0.2 𝑥1 7.85
1 −0.3 7 𝑥2 = −19.5
3 −0.2 10 𝑥3 71.4
𝑎𝑙𝑖,1 1.1 1 3
𝑅𝑎𝑡𝑖𝑜𝑠 = = , , → 𝑚𝑎𝑥 𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑠 𝑡𝑜 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 3
𝑆𝑙𝐼 5 7 10
Hence, the pivot equation will be equation 3

11
 Example Problem:
1. Use Gaussian Elimination with Scaled Partial pivoting to solve:
1.1𝑥1 − 5𝑥2 − 0.2𝑥3 = 7.85 (1)
𝑥1 − 0.3𝑥2 + 7𝑥3 = −19.5 (2)
3𝑥1 − 0.2𝑥2 + 10𝑥3 = 71.4 (3)

Solution:
 Using forward elimination , multiply equation (3) by 1/3 and subtract from eq. (2):
𝑎21
𝑒𝑞 2 − 𝑒𝑞(3)
𝑎31
1
𝑥1 − 0.3𝑥2 + 7𝑥3 + 19.5 − 3𝑥1 − 0.2𝑥2 + 10𝑥3 − 71.4 = −0.2333𝑥2 + 3.6667𝑥3 + 43.3
3

 Multiply eq (3) by 1.1/3 and subtract from eq (1):

𝑎11
𝑒𝑞 1 − 𝑒𝑞(3)
𝑎31
1.1
1.1𝑥1 − 5𝑥2 − 0.2𝑥3 = 7.85 − 3𝑥1 − 0.2𝑥2 + 10𝑥3 − 71.4 = −4.9267𝑥2 − 3.8667𝑥3 + 18.33
3
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Hence the new matrix form will be :
0 −4.9267 −3.8667 𝑥1 −18.33
0 −0.2333 3.6667 𝑥2 = −43.3
3 −0.2 10 𝑥3 71.4
𝑎𝑙𝑖,2 4.9267 0.2333
𝑅𝑎𝑡𝑖𝑜𝑠 = = , → 𝑚𝑎𝑥 𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑠 𝑡𝑜 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4
𝑆𝑙𝐼 5 7

Hence the pivot equation will be equation 4 :

−4.9267𝑥2 − 3.8667𝑥3 = −18.33 (4)
−0.2333𝑥2 + 3.667𝑥3 = −43.3 (5)
3𝑥1 − 0.2𝑥2 + 10𝑥3 = 71.4 (6)

To eliminate x2 from equation 5 , multiply equation (4) by -0.2333/-4.9267 and subtract from eq. (5):
𝑎22 ′
𝑒𝑞 5 − 𝑒𝑞(4)
𝑎12′
−0.2333
−0.2333𝑥2 + 3.667𝑥3 + 43.3 − −4.9267𝑥2 − 3.8667𝑥3 + 18.33 = 3.8498𝑥3 + 42.4319
−4.2967
Hence, the new equation will be
−4.9267𝑥2 − 3.8667𝑥3 = −18.33 (7)
3.8498𝑥3 = −42.4319 (8)
3𝑥1 − 0.2𝑥2 + 10𝑥3 = 71.4 (9)
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Rearranging equation (7) to (9) to form an upper triangular matrix form will yield,

3𝑥1 − 0.2𝑥2 + 10𝑥3 = 71.4 7

−4.9267𝑥2 − 3.8667𝑥3 = −18.33 (8)
3.8498𝑥3 = −42.4319 9

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Rearranging equation (7) to (9) to form an upper triangular matrix form will yield,

3𝑥1 − 0.2𝑥2 + 10𝑥3 = 71.4 7

−4.9267𝑥2 − 3.8667𝑥3 = −18.33 (8)
3.8498𝑥3 = −42.4319 9

Using backward substitution from equation (9) to (7) to determine the unknowns,

−42.4319
𝑥3 = = −11.0218
3.8498
−18.33 − (−3.8667)(−11.0218)
𝑥2 = = 12.371
−4.9267
71.4 − −0.2 12.371 − (10)(−11.0218)
𝑥1 = = 61.3642
3

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Example Problem:
2. Use Gaussian Elimination with Scaled Partial pivoting to solve :
𝑥2 + 1.3𝑥3 + 2𝑥4 = 8 (1)
𝑥1 + 3𝑥2 + 9𝑥3 + 3𝑥4 = 6.3 (2)
5𝑥1 + 2𝑥2 + 7𝑥3 + 3𝑥4 = 9 (3)
2𝑥1 + 3𝑥2 + 4𝑥3 + 6𝑥4 = 3 (4)
Solution :
0 1 1.3 2 𝑥1 8
1 3 9 3 𝑥2 6.3
𝑥3 =
5 2 7 3 9
2 3 4 6 𝑥4 3

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Example Problem:
2. Use Gaussian Elimination with Scaled Partial pivoting to solve :
𝑥2 + 1.3𝑥3 + 2𝑥4 = 8 (1)
𝑥1 + 3𝑥2 + 9𝑥3 + 3𝑥4 = 6.3 (2)
5𝑥1 + 2𝑥2 + 7𝑥3 + 3𝑥4 = 9 (3)
2𝑥1 + 3𝑥2 + 4𝑥3 + 6𝑥4 = 3 (4)
Solution :
0 1 1.3 2 𝑥1 8
1 3 9 3 𝑥2 6.3
𝑥3 =
5 2 7 3 9
2 3 4 6 𝑥4 3

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Example Problem:
2. Use Gaussian Elimination with Scaled Partial pivoting to solve :
𝑥2 + 1.3𝑥3 + 2𝑥4 = 8 (1)
𝑥1 + 3𝑥2 + 9𝑥3 + 3𝑥4 = 6.3 (2)
5𝑥1 + 2𝑥2 + 7𝑥3 + 3𝑥4 = 9 (3)
2𝑥1 + 3𝑥2 + 4𝑥3 + 6𝑥4 = 3 (4)
Solution :
0 1 1.3 2 𝑥1 8
1 3 9 3 𝑥2 6.3
=
5 2 7 3 𝑥3 9
2 3 4 6 𝑥4 3
𝑎𝑙𝑖,1 0 1 5 2
𝑅𝑎𝑡𝑖𝑜𝑠 = = , , , → 𝑚𝑎𝑥 𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑠 𝑡𝑜 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 3
𝑆𝑙𝐼 2 9 7 6
Hence, the pivot equation will be equation 3

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 Using forward elimination , multiply equation (3) by 1/5 and subtract from eq. (2):
𝑎21
𝑒𝑞 2 − 𝑒𝑞(3)
𝑎31
1
𝑥1 + 3𝑥2 + 9𝑥3 + 3𝑥4 − 6.3 − 5𝑥1 + 2𝑥2 + 7𝑥3 + 3𝑥4 − 9 = 2.6𝑥2 + 7.6𝑥3 + 2.4𝑥3 − 4.5
5

 Multiply eq (3) by 2/5 and subtract from eq (4):

𝑎41
𝑒𝑞 4 − 𝑒𝑞(3)
𝑎31
2
2𝑥1 + 3𝑥2 + 4𝑥3 + 6𝑥4 − 3 − 5𝑥1 + 2𝑥2 + 7𝑥3 + 3𝑥4 − 9 = 2.2𝑥2 + 1.2𝑥3 + 4.8𝑥4 + 0.6
5
Hence the new equation, in matrix form will be:
0 1 1.3 2 𝑥1 8
0 2.6 7.6 2.4 𝑥2 4.5
=
5 2 7 3 𝑥3 9
0 2.2 1.2 4.8 𝑥4 −0.6
𝑎𝑙𝑖,2 1 2.6 2.2
𝑅𝑎𝑡𝑖𝑜𝑠 = = , , → 𝑚𝑎𝑥 𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑠 𝑡𝑜 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 5
𝑆𝑙𝐼 2 9 6
Hence, the pivot equation will be equation 5

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 To eliminate x2 from eq. (6) and (8) , multiply equation (5) by 2.6 and subtract from eq. (6):
𝑎22 ′
𝑒𝑞 6 − 𝑒𝑞(5)
𝑎12 ′
2.6𝑥2 + 7.6𝑥3 + 2.4𝑥4 − 4.5 − 2.6 𝑥2 + 1.3𝑥3 + 2𝑥4 − 8 = 4.22𝑥3 − 2.8𝑥3 + 16.3
 Multiply eq (5) by 2.2 and subtract from eq (8):
𝑎42 ′
𝑒𝑞 8 − 𝑒𝑞(5)
𝑎12 ′
2.2𝑥2 + 1.2𝑥3 + 4.8𝑥4 + 0.6 − 2.2 𝑥2 + 1.3𝑥3 + 2𝑥4 − 8 = −1.66𝑥3 + 0.4𝑥4 + 18.2
Hence the new equation, in matrix form will be:
0 1 1.3 2 𝑥1 8
0 0 4.22 −2.8 𝑥2 −16.3
𝑥3 =
5 2 7 3 9
0 0 −1.66 0.4 𝑥4 −18.2
𝑎𝑙𝑖,3 4.22 1.66
𝑅𝑎𝑡𝑖𝑜𝑠 = = , → 𝑚𝑎𝑥 𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑠 𝑡𝑜 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 10
𝑆𝑙𝐼 9 6
Hence, the pivot equation will be equation 10

20
To eliminate x3 from eq. (12) , multiply equation (10) by -1.66/4.22 and subtract from eq. (12):
𝑎43 ′′
𝑒𝑞 12 − 𝑒𝑞(101)
𝑎23 ′′
−1.66
−1.66𝑥3 + 0.4𝑥4 + 18.2 − 4.22𝑥3 − 2.88𝑥4 + 16.3 = −0.70142𝑥3 + 24.6118
4.22

Hence the new equation, in matrix form will be:

0 1 1.3 2 𝑥1 8
0 0 4.22 −2.8 𝑥2 −16.3
𝑥3 =
5 2 7 3 9
0 0 0 0.70142 𝑥4 −24.6118
Rearranging equation (13) to (16) to form an upper triangular matrix form will yield,

5𝑥1 + 2𝑥2 + 7𝑥3 + 3𝑥4 = 9 13

𝑥2 + 1.3𝑥2 + 2𝑥3 = 8 14
4.22𝑥3 − 2.8𝑥4 = −16.3 (15)
0.70142𝑥4 = −24.6118 16

21
Using backward substitution from equation (16) to (13) to determine the unknowns,

−24.6118
𝑥4 = = 35.0885
−0.70142
−16.33 − (−2.8)(35.0885)
𝑥3 = = 19.4189
−4.22
8 − 1.3 19.4189 − (2)(35.0885)
𝑥2 = = −87.4216
1
9 − 2 −87.4216 − 7 19.4189 − 3 35.0885
𝑥1 = = −11.4709
5

22
Tridiagonal Systems

 Occur in many applications

 Needs less storage (4n-2 compared to n2 +n for the general cases)

 Selection of pivoting rows is unnecessary (under

some conditions)
 Efficiently solved by Gaussian elimination

23
Tridiagonal Systems

𝑎11 𝑎12 𝑎13 𝑎14 𝑥1 𝑏1

𝑎21 𝑎22 𝑎23 𝑎24 𝑥2 𝑏2
𝑎31 𝑎32 𝑎33 𝑎34 𝑥3 =
𝑏3
𝑎41 𝑎42 𝑎43 𝑎44 𝑥4 𝑏4
Tridiagonal Systems

𝑎11 𝑎12 𝑎13 𝑎14 𝑥1 𝑏1

𝑎21 𝑎22 𝑎23 𝑎24 𝑥2 𝑏2
𝑎31 𝑎32 𝑎33 𝑎34 𝑥3 =
𝑏3
𝑎41 𝑎42 𝑎43 𝑎44 𝑥4 𝑏4
𝑑1 𝑐1 0 0 𝑥1 𝑏1
𝑎1 𝑑2 𝑐2 0 𝑥2 𝑏2
0 𝑎2 𝑑3 𝑐3 𝑥3 = 𝑏3
0 0 𝑎3 𝑑4 𝑥4 𝑏4
 Tridiagonal Systems

𝑎11 𝑎12 𝑎13 𝑎14 𝑥1 𝑏1

 The non-zero elements are in the main diagonal,
𝑎21 𝑎22 𝑎23 𝑎24 𝑥2 𝑏2
𝑎31 𝑎32 𝑎33 𝑎34 𝑥3 =
super diagonal and subdiagonal. 𝑏3
𝑎41 𝑎42 𝑎43 𝑎44 𝑥4 𝑏4
𝑑1 𝑐1 0 0 𝑥1 𝑏1
𝑎1 𝑑2 𝑐2 0 𝑥2 𝑏2
0 𝑎2 𝑑3 𝑐3 𝑥3 = 𝑏3
0 0 𝑎3 𝑑4 𝑥4 𝑏4
 Tridiagonal Systems

𝑎11 𝑎12 𝑎13 𝑎14 𝑥1 𝑏1

 The non-zero elements are in the main diagonal,
𝑎21 𝑎22 𝑎23 𝑎24 𝑥2 𝑏2
𝑎31 𝑎32 𝑎33 𝑎34 𝑥3 =
super diagonal and subdiagonal. 𝑏3
𝑎41 𝑎42 𝑎43 𝑎44 𝑥4 𝑏4
𝑑1 𝑐1 0 0 𝑥1 𝑏1
𝑎1 𝑑2 𝑐2 0 𝑥2 𝑏2
0 𝑎2 𝑑3 𝑐3 𝑥3 = 𝑏3
0 0 𝑎3 𝑑4 𝑥4 𝑏4
 Tridiagonal Systems

𝑎11 𝑎12 𝑎13 𝑎14 𝑥1 𝑏1

 The non-zero elements are in the main diagonal,
𝑎21 𝑎22 𝑎23 𝑎24 𝑥2 𝑏2
𝑎31 𝑎32 𝑎33 𝑎34 𝑥3 =
super diagonal and subdiagonal. 𝑏3
aij=0 if |i-j| > 1 𝑎41 𝑎42 𝑎43 𝑎44 𝑥4 𝑏4
𝑑1 𝑐1 0 0 𝑥1 𝑏1
𝑎1 𝑑2 𝑐2 0 𝑥2 𝑏2
0 𝑎2 𝑑3 𝑐3 𝑥3 = 𝑏3
0 0 𝑎3 𝑑4 𝑥4 𝑏4
Algorithm to Solve Tridiagonal Systems

 Based on Naive Gaussian elimination.

 As in previous Gaussian elimination algorithms
 Forward elimination step
 Backward substitution step
 Elements in the super diagonal (c) are not affected.
 Elements in the main diagonal (d), and b need updating
 Elements in the subdiagonal (a) will be zero

29
Solving Tridiagonal System

Forward Elimination
𝑎𝑖−1
𝑑𝑖 ′ = 𝑑𝑖 − 𝑐𝑖−1
𝑑𝑖−1
′ 𝑎𝑖−1
𝑏𝑖 = 𝑏𝑖 − 𝑏𝑖−1 2≤𝑖≤𝑛
𝑑𝑖−1
Backward Substitution
𝑏𝑛
𝑥𝑛 =
𝑑𝑛
1
𝑥𝑖 = 𝑏𝑖 − 𝑐𝑖 𝑥𝑖+1 for 𝑖 = 𝑛 − 1, 𝑛 − 2, . . . , 1
𝑑𝑖

30
Diagonal Dominance
Matrix 𝐴 is diagonally dominant if
𝑛

aii > ෍ aij 𝑓𝑜𝑟(1 ≤ 𝑖 ≤ 𝑛)

𝑗=1,
𝑗≠𝑖

The magnitude of each diagonal element is larger than

the sum of elements in the corresponding row.

31
Diagonal Dominance

Examples:

3 0 1 −3 0 1
1 6 1 2 3 2
1 2 −5 1 2 1
Diagonally dominant Not Diagonally dominant

32
Diagonally Dominant Tridiagonal System

 A tridiagonal system is diagonally dominant if

𝑑𝑖 > 𝑐𝑖 + 𝑎𝑖−1 (1 ≤ 𝑖 ≤ 𝑛)

 Forward Elimination preserves diagonal dominance

33
Example Problem:
3. Use Tridiagonal system to solve :
𝑥1 + 1.3𝑥2 = 8 (1)
5𝑥1 + 3𝑥2 + 9𝑥3 = 6.3 (2)
2𝑥2 + 7𝑥3 + 3𝑥4 = 9 (3)
4𝑥3 + 6𝑥4 = 3 (4)

34
Example Problem:
3. Use Tridiagonal system to solve :
𝑥1 + 1.3𝑥2 = 8 (1)
5𝑥1 + 3𝑥2 + 9𝑥3 = 6.3 (2)
2𝑥2 + 7𝑥3 + 3𝑥4 = 9 (3)
4𝑥3 + 6𝑥4 = 3 (4)
Solution :
1 1.3 0 0 𝑥1 8
5 3 9 0 𝑥2 6.3
𝑥3 =
0 2 7 3 9
0 0 4 6 𝑥4 3

35
Example Problem:
3. Use Tridiagonal system to solve :
𝑥1 + 1.3𝑥2 = 8 (1)
5𝑥1 + 3𝑥2 + 9𝑥3 = 6.3 (2)
2𝑥2 + 7𝑥3 + 3𝑥4 = 9 (3)
4𝑥3 + 6𝑥4 = 3 (4)
Solution :
1 1.3 0 0 𝑥1 8
5 3 9 0 𝑥2 6.3
=
0 2 7 3 𝑥3 9
0 0 4 6 𝑥4 3
𝑇
𝑐 = 1.3 9 3
𝑑𝑇 = 1 3 7 3
𝑎𝑇 = 5 2 4
𝑏𝑇 = 8 6.3 9 3

36
Example Problem:
3. Use Tridiagonal system to solve :
𝑥1 + 1.3𝑥2 = 8 (1)
5𝑥1 + 3𝑥2 + 9𝑥3 = 6.3 (2)
2𝑥2 + 7𝑥3 + 3𝑥4 = 9 (3)
4𝑥3 + 6𝑥4 = 3 (4)
Solution :
1 1.3 0 0 𝑥1 8
5 3 9 0 𝑥2 6.3
=
0 2 7 3 𝑥3 9
0 0 4 6 𝑥4 3
𝑇
𝑐 = 1.3 9 3
𝑑𝑇 = 1 3 7 3
𝑎𝑇 = 5 2 4
𝑏𝑇 = 8 6.3 9 3
𝑎𝑖−1
𝑑𝑖 ′ = 𝑑𝑖 − 𝑐
𝑑𝑖−1 𝑖−1
𝑎𝑖−1
𝑏𝑖 ′ = 𝑏𝑖 − ( )𝑏
𝑑𝑖−1 𝑖−1
37
 𝑐 𝑇 = 1.3 9 3
𝑑𝑇 = 1 3 7 6
𝑎𝑇 = 5 2 4
𝑏𝑇 = 8 6.3 9 3
′
𝑎1 5
𝑑2 = 𝑑2 − 𝑐 =3− (1.3) = −3.5
𝑑1 1 1
𝑎2 2
𝑑3′ = 𝑑3 − 𝑐2 = 7 − (9) = 12.14286
𝑑2 ′ −3.5
𝑎3 4
𝑑4′ = 𝑑4 − 𝑐3 = 6 − (3) = 5.01176
𝑑3 ′ 12.14286

38
 𝑐 𝑇 = 1.3 9 3
𝑑𝑇 = 1 3 7 6
𝑎𝑇 = 5 2 4
𝑏𝑇 = 8 6.3 9 3
′
𝑎1 5
𝑑2 = 𝑑2 − 𝑐 =3− (1.3) = −3.5
𝑑1 1 1
𝑎2 2
𝑑3′ = 𝑑3 − 𝑐2 = 7 − (9) = 12.14286
𝑑2 ′ −3.5
𝑎3 4
𝑑4′ = 𝑑4 − 𝑐3 = 6 − (3) = 5.01176
𝑑3 ′ 12.14286
𝑎1 5
𝑏2′ = 𝑏2 − 𝑏1 = 6.3 − (8) = −33.7
𝑑1 1
𝑎2 ′ 2
𝑏3′ = 𝑏3 − 𝑏2 = 9 − (−33.7) = −10.25714
𝑑2 ′ −3.5
𝑎3 ′ 4
𝑏4′ = 𝑏4 − 𝑏3 = 3 − (−10.25714) = 6.37882
𝑑3 ′ 12.14286

39
 𝑐 𝑇 = 1.3 9 3
𝑑𝑇 = 1 3 7 6
𝑎𝑇 = 5 2 4
𝑏𝑇 = 8 6.3 9 3
′
𝑎1 5
𝑑2 = 𝑑2 − 𝑐 =3− (1.3) = −3.5
𝑑1 1 1
𝑎2 2
𝑑3′ = 𝑑3 − 𝑐2 = 7 − (9) = 12.14286
𝑑2 ′ −3.5
𝑎3 4
𝑑4′ = 𝑑4 − 𝑐3 = 6 − (3) = 5.01176
𝑑3 ′ 12.14286
𝑎1 5
𝑏2′ = 𝑏2 − 𝑏1 = 6.3 − (8) = −33.7
𝑑1 1
𝑎2 ′ 2
𝑏3′ = 𝑏3 − 𝑏2 = 9 − (−33.7) = −10.25714
𝑑2 ′ −3.5
𝑎3 ′ 4
𝑏4′ = 𝑏4 − 𝑏3 = 3 − (−10.25714) = 6.37882
𝑑3 ′ 12.14286
𝑑′𝑇 = 1 −3.5 12.14286 5.01176
𝑏′𝑇 = 8 −33.7 −10.25714 6.37882

40
Thus, the new matrix form will be,
1 1.3 0 0 𝑥1 8
0 −3.5 9 0 𝑥2 −33.7
𝑥3 =
0 0 12.14286 3 −10.25714
0 0 0 5.01176 𝑥4 6.37882

41
Thus, the new matrix form will be,
1 1.3 0 0 𝑥1 8
0 −3.5 9 0 𝑥2 −33.7
𝑥3 =
0 0 12.14286 3 −10.25714
0 0 0 5.01176 𝑥4 6.37882

𝑏𝑛 1
𝑥𝑛 = 𝑥𝑖 = 𝑏 − 𝑐𝑖 𝑥𝑖+1
𝑑𝑛 𝑑𝑖 𝑖
𝑏4 ′ 6.37882
𝑥4 = = = 1.27277
𝑑4 ′ 5.01176
𝑏3′ − (𝑐3 𝑥4 ) −10.25714 − 3𝑥1.27277
𝑥3 = = = −1.15915
𝑑3 ′ 12.14286
𝑏2′ − (𝑐2 𝑥3 ) −33.7 − 9𝑥 − 1.15915
𝑥2 = = = 6.6479
𝑑2 ′ −3.5
𝑏1 − (𝑐1 𝑥2 ) 8 − 1.3𝑥6.6479
𝑥1 = = = −0.64227
𝑑1 1

42
Example Problem:
4. Use Tridiagonal system to solve the value of the unknown currents in a five loop mesh circuit:
3𝐼1 + 5𝐼2 = 10 (1)
6𝐼1 + 5𝐼2 + 8𝐼3 = 11 (2)
8𝐼2 + 6𝐼3 + 2𝐼4 = 12 (3)
𝐼3 + 8𝐼4 + 3𝐼5 = 13 (4)
5𝐼4 + 7𝐼5 = 14 (5)

43
Example Problem:
4. Use Tridiagonal system to solve the value of the unknown currents in a five loop mesh circuit:
3𝐼1 + 5𝐼2 = 10 (1)
6𝐼1 + 5𝐼2 + 8𝐼3 = 11 (2)
8𝐼2 + 6𝐼3 + 2𝐼4 = 12 (3)
𝐼3 + 8𝐼4 + 3𝐼5 = 13 (4)
5𝐼4 + 7𝐼5 = 14 (5)
Solution :
3 5 0 0 0 𝐼1 10
6 5 8 0 0 𝐼2 11
0 8 6 2 0 𝐼3 = 12
0 0 1 8 3 𝐼4 13
0 0 0 5 7 𝐼5 14

44
Example Problem:
4. Use Tridiagonal system to solve the value of the unknown currents in a five loop mesh circuit:
3𝐼1 + 5𝐼2 = 10 (1)
6𝐼1 + 5𝐼2 + 8𝐼3 = 11 (2)
8𝐼2 + 6𝐼3 + 2𝐼4 = 12 (3)
𝐼3 + 8𝐼4 + 3𝐼5 = 13 (4)
5𝐼4 + 7𝐼5 = 14 (5)
Solution :
3 5 0 0 0 𝐼1 10
6 5 8 0 0 𝐼2 11
0 8 6 2 0 𝐼3 = 12
0 0 1 8 3 𝐼4 13
0 0 0 5 7 𝐼5 14
𝑐𝑇 = 5 8 2 3
𝑑𝑇 = 3 5 6 8 7
𝑎𝑇 = 6 8 1 5
𝑏𝑇 = 10 11 12 13 14

45
 𝑐𝑇 = 5 8 2 3
𝑑𝑇 = 3 5 6 8 7
𝑎𝑇 = 6 8 1 5
𝑏𝑇 = 10 11 12 13 14
6
𝑑2′ = 5 − ( )(5) = −5
3
8
𝑑3′ = 6 − 8 = 18.8
−5
1
𝑑4′ = 8 − 2 = 7.89362
18.8
5
𝑑5′ = 7 − (3) = 5.09973
7.89362

46
 𝑐𝑇 = 5 8 2 3
𝑑𝑇 = 3 5 6 8 7
𝑎𝑇 = 6 8 1 5
𝑏𝑇 = 10 11 12 13 14
′
6
𝑑2 = 5 − ( )(5) = −5
3
8
𝑑3′ = 6 − 8 = 18.8
−5
′
1
𝑑4 = 8 − 2 = 7.89362
18.8
′ 5
𝑑5 = 7 − (3) = 5.09973
7.89362
′
6
𝑏2 = 11 − 10 = −9
3
8
𝑏3′ = 12 − −9 = −2.4
−5
1
𝑏4′ = 13 − −2.4 = 13.12766
18.8
5
𝑏5′ = 14 − (13.12766) = 5.68464
7.89362 47
 𝑐𝑇 = 5 8 2 3
𝑑 𝑇 ′ = 3 −5 18.8 7.89362 5.09973
′
𝑏𝑇 = 10 −9 −2.4 13.12766 5.68464

48
 𝑐𝑇 = 5 8 2 3
𝑑 𝑇 ′ = 3 −5 18.8 7.89362 5.09973
′
𝑏𝑇 = 10 −9 −2.4 13.12766 5.68464
Hence, the new matrix will be,
3 5 0 0 0 𝐼1 10
0 −5 8 0 0 𝐼2 −9
0 0 18.8 2 0 𝐼3 = −2.4
0 0 0 7.89362 3 𝐼4 13.12766
0 0 0 0 5.09973 𝐼5 5.68464

49
 𝑐𝑇 = 5 8 2 3
𝑑𝑇 ′ = 3 −5 18.8 7.89362 5.09973
′
𝑏𝑇 = 10 −9 −2.4 13.12766 5.68464
Hence, the new matrix will be,
3 5 0 0 0 𝐼1 10
0 −5 8 0 0 𝐼2 −9
0 0 18.8 2 0 𝐼3 = −2.4
0 0 0 7.89362 3 𝐼4 13.12766
0 0 0 0 5.09973 𝐼5 5.68464
Using back substitution to determine the unknowns,
5.68464
𝐼5 = = 1.11469 𝐴
5.09973
13.12766 − (3𝑥1.11469)
𝐼4 = = 1.23943 𝐴
7.89362
−2.4 − (2𝑥1.23943)
𝐼3 = = −0.25951 𝐴
18.8
−9 − (8𝑥 − 0.25951)
𝐼2 = = 1.384778 𝐴
−5
10 − (5𝑥1.38478)
𝐼1 = = 1.02537 𝐴
3

50
Gauss-Jordan Method
 The method reduces the general system of equations AX=B to IX=B where I
is an identity matrix.

 Only Forward elimination is done and no backward substitution is needed.

 It has the same problems as Naive Gaussian elimination and can be modified
to do partial scaled pivoting.

 It takes 50% more time than Naive Gaussian method.

51
 Step by step algorithm
1. Convert the said equations to an upper triangular matrix by using
Forward Elimination such as in Naïve Gaussian Elimination.
2. Eliminate the elements in each row that are not in the main diagonal by
using Forward Elimination.
3. Repeat step 2 until the main diagonal (a_ii) only remains in the matrix.
4. Divide each row with a_ii to determine its identity matrix and hence the
solution vector of the unknowns.

52
 Example Problem:
5. Use Gauss Jordan Elimination to solve:
3𝑥1 − 0.1𝑥2 − 0.2𝑥3 = 7.85 (1)
0.1𝑥1 + 7𝑥2 − 0.3𝑥3 = −19.3 (2)
0.3𝑥1 − 0.2𝑥2 + 10𝑥3 = 71.4 (3)

53
 Example Problem:
5. Use Gauss Jordan Elimination to solve:
3𝑥1 − 0.1𝑥2 − 0.2𝑥3 = 7.85 (1)
0.1𝑥1 + 7𝑥2 − 0.3𝑥3 = −19.3 (2)
0.3𝑥1 − 0.2𝑥2 + 10𝑥3 = 71.4 (3)

Solution:
 Using forward elimination , multiply equation (1) by 0.1/3 and subtract from eq. (2):
𝑎21
𝑒𝑞 2 − 𝑒𝑞(1)
𝑎11
0.1
(0.1𝑥1 + 7𝑥2 − 0.3𝑥3 + 19.3) − ( 3 )(3𝑥1 − 0.1𝑥2 − 0.2𝑥3 − 7.85) = 7.00333𝑥2 − 0.293333𝑥3 + 19.5617

 Multiply eq (1) by 0.3/3 and subtract from eq (3):

𝑎31
𝑒𝑞 3 − 𝑒𝑞(1)
𝑎11
0.3
(0.3𝑥1 − 0.2𝑥2 + 10𝑥3 − 71.4) − ( 3 )(3𝑥1 − 0.1𝑥2 − 0.2𝑥3 − 7.85) = −0.1900𝑥2 + 10.0200𝑥3 − 70.6150
54
Hence the equation will be:
3𝑥1 − 0.1𝑥2 − 0.2𝑥3 = 7.85 (4)
7.00333𝑥2 − 0.293333𝑥3 = −19.5617(5)
−0.1900𝑥2 + 10.0200𝑥3 = 70.6150 (6)

55
Hence the equation will be:
3𝑥1 − 0.1𝑥2 − 0.2𝑥3 = 7.85 (4)
7.00333𝑥2 − 0.293333𝑥3 = −19.5617(5)
−0.1900𝑥2 + 10.0200𝑥3 = 70.6150 (6)
 To complete the forward elimination, x2 must be completely removed from eq. (6). To accomplish this multiply
eq. (5) by -0.19000/7.00333 and subtract from eq. (6)
𝑎31 ′
𝑒𝑞 6 − 𝑒𝑞(5)
𝑎21 ′
−0.1900
−0.1900𝑥2 + 10.0200𝑥3 − 70.6150 − 7.00333𝑥2 − 0.293333𝑥3 + 19.5617 = 10.0120𝑥3 − 70.0843
7.00333

56
Hence the equation will be:
3𝑥1 − 0.1𝑥2 − 0.2𝑥3 = 7.85 (4)
7.00333𝑥2 − 0.293333𝑥3 = −19.5617(5)
−0.1900𝑥2 + 10.0200𝑥3 = 70.6150 (6)
 To complete the forward elimination, x2 must be completely removed from eq. (6). To accomplish this multiply
eq. (5) by -0.19000/7.00333 and subtract from eq. (6)
𝑎31 ′
𝑒𝑞 6 − 𝑒𝑞(5)
𝑎21 ′
−0.1900
−0.1900𝑥2 + 10.0200𝑥3 − 70.6150 − 7.00333𝑥2 − 0.293333𝑥3 + 19.5617 = 10.0120𝑥3 − 70.0843
7.00333
Thus, the set of equation will be:
3𝑥1 − 0.1𝑥2 − 0.2𝑥3 = 7.85 (7)
7.00333𝑥2 − 0.293333𝑥3 = −19.5617(8)
10.0120𝑥3 = 70.0843 (9)

57
Hence the equation will be:
3𝑥1 − 0.1𝑥2 − 0.2𝑥3 = 7.85 (4)
7.00333𝑥2 − 0.293333𝑥3 = −19.5617(5)
−0.1900𝑥2 + 10.0200𝑥3 = 70.6150 (6)
 To complete the forward elimination, x2 must be completely removed from eq. (6). To accomplish this multiply
eq. (5) by -0.19000/7.00333 and subtract from eq. (6)
𝑎31 ′
𝑒𝑞 6 − 𝑒𝑞(5)
𝑎21 ′
−0.1900
−0.1900𝑥2 + 10.0200𝑥3 − 70.6150 − 7.00333𝑥2 − 0.293333𝑥3 + 19.5617 = 10.0120𝑥3 − 70.0843
7.00333
Thus, the set of equation will be:
3𝑥1 − 0.1𝑥2 − 0.2𝑥3 = 7.85 (7)
7.00333𝑥2 − 0.293333𝑥3 = −19.5617(8)
10.0120𝑥3 = 70.0843 (9)
 Eliminate x2 from eq. (7) multiplying eq. (8) by 0.1/7.00333 and subtract from eq. (7)
𝑎12 ′
𝑒𝑞 7 − 𝑒𝑞(5)
𝑎22 ′
−0.1
3𝑥1 − 0.1𝑥2 − 0.2𝑥3 − 7.85 − 7.00333𝑥2 − 0.293333𝑥3 + 19.5617 = 3𝑥1 − 0.204188𝑥3 − 7.5678
7.00333
58
Hence, the new equation will be:
3𝑥1 − 0.19581𝑥3 = 8.12932 (10)
7.00333𝑥2 − 0.293333𝑥3 = −19.5617(11)
10.0120𝑥3 = 70.0843 (12)

59
Hence, the new equation will be:
3𝑥1 − 0.19581𝑥3 = 8.12932 (10)
7.00333𝑥2 − 0.293333𝑥3 = −19.5617(11)
10.0120𝑥3 = 70.0843 (12)
 Eliminate x3 from eq. (10) multiplying eq. (12) by -0.19581/10.012 and subtract from eq. (12)
𝑎13 ′′
𝑒𝑞 10 − 𝑒𝑞(12)
𝑎33 ′′
−0.19581
3𝑥1 − 0.19581𝑥3 − 8.12932 − 10.0120𝑥3 − 70.0843 = 3𝑥1 − 9
10.012

60
Hence, the new equation will be:
3𝑥1 − 0.19581𝑥3 = 8.12932 (10)
7.00333𝑥2 − 0.293333𝑥3 = −19.5617(11)
10.0120𝑥3 = 70.0843 (12)
 Eliminate x3 from eq. (10) multiplying eq. (12) by -0.19581/10.012 and subtract from eq. (12)
𝑎13 ′′
𝑒𝑞 10 − 𝑒𝑞(12)
𝑎33 ′′
−0.19581
3𝑥1 − 0.19581𝑥3 − 8.12932 − 10.0120𝑥3 − 70.0843 = 3𝑥1 − 9
10.012
Hence, the new equation will be:
3𝑥1 = 9 (13)
7.00333𝑥2 − 0.293333𝑥3 = −19.5617(14)
10.0120𝑥3 = 70.0843 (15)

61
Hence, the new equation will be:
3𝑥1 − 0.19581𝑥3 = 8.12932 (10)
7.00333𝑥2 − 0.293333𝑥3 = −19.5617(11)
10.0120𝑥3 = 70.0843 (12)
 Eliminate x3 from eq. (10) multiplying eq. (12) by -0.19581/10.012 and subtract from eq. (12)
𝑎13 ′′
𝑒𝑞 10 − 𝑒𝑞(12)
𝑎33 ′′
−0.19581
3𝑥1 − 0.19581𝑥3 − 8.12932 − 10.0120𝑥3 − 70.0843 = 3𝑥1 − 9
10.012
Hence, the new equation will be:
3𝑥1 = 9 (13)
7.00333𝑥2 − 0.293333𝑥3 = −19.5617(14)
10.0120𝑥3 = 70.0843 (15)
 Eliminate x3 from eq. (14) multiplying eq. (15) by -0.293333/10.0120 and subtract from eq. (14)
𝑎23 ′′′
𝑒𝑞 14 − 𝑒𝑞(15)
𝑎33 ′′′
−0.293333
7.00333𝑥2 − 0.293333𝑥3 + 19.5617 − 10.0120𝑥3 − 70.0843 = 7.00333𝑥2 + 17.50836
10.0120

62
Hence, the new equation will be:
3𝑥1 = 9(16)
7.00333𝑥2 = −17.50836(17)
10.0120𝑥3 = 70.0843 (18)

63
Hence, the new equation will be:
3𝑥1 = 9(16)
7.00333𝑥2 = −17.50836(17)
10.0120𝑥3 = 70.0843 (18)
 Divide eq. (16), eq. (17) and eq. (18) with 3, 7.00333 and 10.012 respectively to determine the identity matrix.
Hence, the new matrix will be,
1 0 0 𝑥1 3
0 1 0 𝑥2 = −2.5
0 0 1 𝑥3 7.00003
The solution matrix will be:
𝑥1 3
𝑥2 = −2.5
𝑥3 7

64
Example Problem:
6. Use Gauss Jordan Elimination to solve:
6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 = 16 (1)
12𝑥1 − 8𝑥2 + 6𝑥3 + 10𝑥4 = 26 (2)
3𝑥1 − 13𝑥2 + 9𝑥3 + 3𝑥4 = −19 (3)
−6𝑥1 + 4𝑥2 + 𝑥3 − 18𝑥4 = −34 (4)

65
Example Problem:
6. Use Gauss Jordan Elimination to solve:
6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 = 16 (1)
12𝑥1 − 8𝑥2 + 6𝑥3 + 10𝑥4 = 26 (2)
3𝑥1 − 13𝑥2 + 9𝑥3 + 3𝑥4 = −19 (3)
−6𝑥1 + 4𝑥2 + 𝑥3 − 18𝑥4 = −34 (4)

Solution:
Using forward elimination , multiply equation (1) by 12/6 and subtract from eq. (2):
𝑎21
𝑒𝑞 2 − 𝑒𝑞(1)
𝑎11
(12𝑥1 − 8𝑥2 + 6𝑥3 + 10𝑥4 − 26) − (2)(6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 − 16 ) = −4𝑥2 + 2𝑥3 + 2𝑥4 + 6
Multiply eq (1) by 3/6 and subtract from eq (3):
𝑎31
𝑒𝑞 3 − 𝑒𝑞(1)
𝑎11
(3𝑥1 − 13𝑥2 + 9𝑥3 + 3𝑥4 + 19) − (1/2)(6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 − 16 ) = −12𝑥2 + 8𝑥3 + 𝑥4 + 27
Multiply eq (1) by -6/6 and subtract from eq (4):
𝑎41
𝑒𝑞 4 − 𝑒𝑞(1)
𝑎11 66

(−6𝑥1 + 4𝑥2 + 𝑥3 − 18𝑥4 + 34) − (−1)(6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 − 16 ) = 2𝑥2 + 3𝑥3 − 14𝑥4 + 18
Hence the equation will be:
6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 = 16 (5)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (6)
−12𝑥2 + 8𝑥3 + 𝑥4 = −27 (7)
2𝑥2 + 3𝑥3 − 14𝑥4 = −18 (8)

67
Hence the equation will be:
6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 = 16 (5)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (6)
−12𝑥2 + 8𝑥3 + 𝑥4 = −27 (7)
2𝑥2 + 3𝑥3 − 14𝑥4 = −18 (8)
Using forward elimination , multiply equation (6) by -12/-4 and subtract from eq. (7):
𝑎32 ′
𝑒𝑞 7 − 𝑒𝑞(6)
𝑎22 ′
(−12𝑥2 + 8𝑥3 + 𝑥4 + 27) − (3)(−4𝑥2 + 2𝑥3 + 2𝑥4 − 6 ) = 2𝑥3 − 5𝑥4 + 9
Multiply eq (6) by -2/4 and subtract from eq (8):
𝑎42 ′
𝑒𝑞 8 − 𝑒𝑞(6)
𝑎22 ′
(2𝑥2 + 3𝑥3 − 14𝑥4 + 18) − (−1/2)(−4𝑥2 + 2𝑥3 + 2𝑥4 − 6 ) = 4𝑥3 − 13𝑥4 + 21

68
Hence the equation will be:
6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 = 16 (5)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (6)
−12𝑥2 + 8𝑥3 + 𝑥4 = −27 (7)
2𝑥2 + 3𝑥3 − 14𝑥4 = −18 (8)
Using forward elimination , multiply equation (6) by -12/-4 and subtract from eq. (7):
𝑎32 ′
𝑒𝑞 7 − 𝑒𝑞(6)
𝑎22 ′
(−12𝑥2 + 8𝑥3 + 𝑥4 + 27) − (3)(−4𝑥2 + 2𝑥3 + 2𝑥4 − 6 ) = 2𝑥3 − 5𝑥4 + 9
Multiply eq (6) by -2/4 and subtract from eq (8):
𝑎42 ′
𝑒𝑞 8 − 𝑒𝑞(6)
𝑎22 ′
(2𝑥2 + 3𝑥3 − 14𝑥4 + 18) − (−1/2)(−4𝑥2 + 2𝑥3 + 2𝑥4 − 6 ) = 4𝑥3 − 13𝑥4 + 21
Hence the equation will be:
6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 = 16 (9)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (10)
2𝑥3 − 5𝑥4 = −9 (11)
4𝑥3 − 13𝑥4 = −21 12 69
Using forward elimination , multiply equation (11) by 4/2 and subtract from eq. (12):
𝑎43 ′′
𝑒𝑞 12 − 𝑒𝑞(11)
𝑎33 ′′
4𝑥3 − 13𝑥4 + 21 − 2 2𝑥3 − 5𝑥4 + 9 = −3𝑥4 + 3

70
Using forward elimination , multiply equation (11) by 4/2 and subtract from eq. (12):
𝑎43 ′′
𝑒𝑞 12 − 𝑒𝑞(11)
𝑎33 ′′
4𝑥3 − 13𝑥4 + 21 − 2 2𝑥3 − 5𝑥4 + 9 = −3𝑥4 + 3
Hence the equation will be:
6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 = 16 (13)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (14)
2𝑥3 − 5𝑥4 = −9 (15)
−3𝑥4 = −3 (16)

71
Using forward elimination , multiply equation (11) by 4/2 and subtract from eq. (12):
𝑎43 ′′
𝑒𝑞 12 − 𝑒𝑞(11)
𝑎33 ′′
4𝑥3 − 13𝑥4 + 21 − 2 2𝑥3 − 5𝑥4 + 9 = −3𝑥4 + 3
Hence the equation will be:
6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 = 16 (13)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (14)
2𝑥3 − 5𝑥4 = −9 (15)
−3𝑥4 = −3 (16)
To eliminate x2 from eq. (13) , multiply equation (14) by -2/-4 and subtract from eq. (13):
𝑎12 ′′′
𝑒𝑞 13 − 𝑒𝑞(14)
𝑎22 ′′′
1
6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 − 16 − −4𝑥2 + 2𝑥3 + 2𝑥4 + 6 = 6𝑥1 + 𝑥3 + 3𝑥4 − 19
2

72
Using forward elimination , multiply equation (11) by 4/2 and subtract from eq. (12):
𝑎43 ′′
𝑒𝑞 12 − 𝑒𝑞(11)
𝑎33 ′′
4𝑥3 − 13𝑥4 + 21 − 2 2𝑥3 − 5𝑥4 + 9 = −3𝑥4 + 3
Hence the equation will be:
6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 = 16 (13)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (14)
2𝑥3 − 5𝑥4 = −9 (15)
−3𝑥4 = −3 (16)
To eliminate x2 from eq. (13) , multiply equation (14) by -2/-4 and subtract from eq. (13):
𝑎12 ′′′
𝑒𝑞 13 − 𝑒𝑞(14)
𝑎22 ′′′
1
6𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 − 16 − −4𝑥2 + 2𝑥3 + 2𝑥4 + 6 = 6𝑥1 + 𝑥3 + 3𝑥4 − 19
2

Hence the new equation will be:

6𝑥1 + 𝑥3 + 3𝑥4 = 19(17)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (18)
2𝑥3 − 5𝑥4 = −9 (19) 73
−3𝑥4 = −3 (20)
To eliminate x3 from eq. (17) , multiply equation (19) by 1/2 and subtract from eq. (17):
𝑎13 ′′′′
𝑒𝑞 17 − 𝑒𝑞(19)
𝑎33 ′′′′
1
6𝑥1 + 𝑥3 + 3𝑥4 − 19 − 2𝑥3 − 5𝑥4 + 9 = 6𝑥1 + 5.5𝑥4 − 23.5
2

74
To eliminate x3 from eq. (17) , multiply equation (19) by 1/2 and subtract from eq. (17):
𝑎13 ′′′′
𝑒𝑞 17 − 𝑒𝑞(19)
𝑎33 ′′′′
1
6𝑥1 + 𝑥3 + 3𝑥4 − 19 − 2𝑥3 − 5𝑥4 + 9 = 6𝑥1 + 5.5𝑥4 − 23.5
2

Hence the new equation will be:

6𝑥1 + 5.5𝑥4 = 23.5(21)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (22)
2𝑥3 − 5𝑥4 = −9 (23)
−3𝑥4 = −3 (24)

75
To eliminate x3 from eq. (17) , multiply equation (19) by 1/2 and subtract from eq. (17):
𝑎13 ′′′′
𝑒𝑞 17 − 𝑒𝑞(19)
𝑎33 ′′′′
1
6𝑥1 + 𝑥3 + 3𝑥4 − 19 − 2𝑥3 − 5𝑥4 + 9 = 6𝑥1 + 5.5𝑥4 − 23.5
2

Hence the new equation will be:

6𝑥1 + 5.5𝑥4 = 23.5(21)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (22)
2𝑥3 − 5𝑥4 = −9 (23)
−3𝑥4 = −3 (24)
To eliminate x4 from eq. (21) , multiply equation (24) by -5.5/3 and subtract from eq. (21):
𝑎14 ′′′′′
𝑒𝑞 21 − 𝑒𝑞(24)
𝑎44 ′′′′′
5.5
6𝑥1 + 5.5𝑥4 − 23.5 − − −3𝑥4 + 3 = 6𝑥1 − 18
3

76
Hence the new equation will be:
6𝑥1 = 18(25)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (26)
2𝑥3 − 5𝑥4 = −9 (27)
−3𝑥4 = −3 (28)

77
Hence the new equation will be:
6𝑥1 = 18(25)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (26)
2𝑥3 − 5𝑥4 = −9 (27)
−3𝑥4 = −3 (28)
To eliminate x3 from eq. (26) , multiply equation (27) by 2/2 and subtract from eq. (26):
𝑎23 ′′′′′′
𝑒𝑞 26 − 𝑒𝑞(27)
𝑎33 ′′′′′′
2
−4𝑥2 + 2𝑥3 + 2𝑥4 + 6 − 2𝑥3 − 5𝑥4 + 9 = −4𝑥2 + 7𝑥4 − 3
2

78
Hence the new equation will be:
6𝑥1 = 18(25)
−4𝑥2 + 2𝑥3 + 2𝑥4 = −6 (26)
2𝑥3 − 5𝑥4 = −9 (27)
−3𝑥4 = −3 (28)
To eliminate x3 from eq. (26) , multiply equation (27) by 2/2 and subtract from eq. (26):
𝑎23 ′′′′′′
𝑒𝑞 26 − 𝑒𝑞(27)
𝑎33 ′′′′′′
2
−4𝑥2 + 2𝑥3 + 2𝑥4 + 6 − 2𝑥3 − 5𝑥4 + 9 = −4𝑥2 + 7𝑥4 − 3
2
Hence the new equation will be:
6𝑥1 = 18(29)
−4𝑥2 + 7𝑥4 = 3(30)
2𝑥3 − 5𝑥4 = −9 (31)
−3𝑥4 = −3 (32)

79
To eliminate x4 from eq. (30) , multiply equation (32) by -7/3 and subtract from eq. (30):
𝑎24 ′′′′′′′
𝑒𝑞 30 − 𝑒𝑞(32)
𝑎44 ′′′′′′′
7
−4𝑥2 + 7𝑥4 − 3 − − −3𝑥4 + 3 = −4𝑥2 + 4
3

80
To eliminate x4 from eq. (30) , multiply equation (32) by -7/3 and subtract from eq. (30):
𝑎24 ′′′′′′′
𝑒𝑞 30 − 𝑒𝑞(32)
𝑎44 ′′′′′′′
7
−4𝑥2 + 7𝑥4 − 3 − − −3𝑥4 + 3 = −4𝑥2 + 4
3
Hence the new equation will be:
6𝑥1 = 18(33)
−4𝑥2 = −4(34)
2𝑥3 − 5𝑥4 = −9 (35)
−3𝑥4 = −3 (36)

81
To eliminate x4 from eq. (30) , multiply equation (32) by -7/3 and subtract from eq. (30):
𝑎24 ′′′′′′′
𝑒𝑞 30 − 𝑒𝑞(32)
𝑎44 ′′′′′′′
7
−4𝑥2 + 7𝑥4 − 3 − − −3𝑥4 + 3 = −4𝑥2 + 4
3
Hence the new equation will be:
6𝑥1 = 18(33)
−4𝑥2 = −4(34)
2𝑥3 − 5𝑥4 = −9 (35)
−3𝑥4 = −3 (36)
To eliminate x4 from eq. (35) , multiply equation (36) by 5/3 and subtract from eq. (35):
𝑎34 ′′′′′′′′
𝑒𝑞 35 − 𝑒𝑞(36)
𝑎44 ′′′′′′′′
5
2𝑥3 − 5𝑥4 + 9 − −3𝑥4 + 3 = 2𝑥2 + 4
3

82
To eliminate x4 from eq. (30) , multiply equation (32) by -7/3 and subtract from eq. (30):
𝑎24 ′′′′′′′
𝑒𝑞 30 − 𝑒𝑞(32)
𝑎44 ′′′′′′′
7
−4𝑥2 + 7𝑥4 − 3 − − −3𝑥4 + 3 = −4𝑥2 + 4
3
Hence the new equation will be:
6𝑥1 = 18(33)
−4𝑥2 = −4(34)
2𝑥3 − 5𝑥4 = −9 (35)
−3𝑥4 = −3 (36)
To eliminate x4 from eq. (35) , multiply equation (36) by 5/3 and subtract from eq. (35):
𝑎34 ′′′′′′′′
𝑒𝑞 35 − 𝑒𝑞(36)
𝑎44 ′′′′′′′′
5
2𝑥3 − 5𝑥4 + 9 − −3𝑥4 + 3 = 2𝑥2 + 4
3
Hence the new equation will be:
6𝑥1 = 18(37)
−4𝑥2 = −4(38)
83
2𝑥3 = −4 (39)
−3𝑥4 = −3 (40)
Hence the new equation will be:
6𝑥1 = 18(37)
−4𝑥2 = −4(38)
2𝑥3 = −4 (39)
−3𝑥4 = −3 (40)

84
Hence the new equation will be:
6𝑥1 = 18(37)
−4𝑥2 = −4(38)
2𝑥3 = −4 (39)
−3𝑥4 = −3 (40)
Dividing eq. (37) to (40) with 6,-4,2 and -3 respectively to determine the identity matrix will yield.
1 0 0 0 𝑥1 3
0 1 0 0 𝑥2 1
=
0 0 1 0 𝑥3 −2
0 0 0 1 𝑥4 1
The solution matrix will be:
𝑥1 3
𝑥2 1
𝑥3 =
−2
𝑥4 1

85