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Ch3b-Systems of Linear Equations

The document explains the Gaussian Elimination method for solving systems of linear equations by transforming an augmented matrix into triangular echelon form using Elementary Row Operations. It details the steps involved in the process, including selecting pivot columns and performing back-substitution to find solutions. Examples illustrate the application of the method and the use of MATLAB for constructing augmented matrices and solving systems.

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5 views

Ch3b-Systems of Linear Equations

The document explains the Gaussian Elimination method for solving systems of linear equations by transforming an augmented matrix into triangular echelon form using Elementary Row Operations. It details the steps involved in the process, including selecting pivot columns and performing back-substitution to find solutions. Examples illustrate the application of the method and the use of MATLAB for constructing augmented matrices and solving systems.

Uploaded by

mhmadkadoor2004
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Chapter: 3b

System of Linear Equations

Dr. Asaf Varol

1
Gaussian Elimination

In the Gaussian Elimination Method, Elementary Row Operations


(E.R.O.'s) are applied in a specific order to transform an augmented
matrix into triangular echelon form as efficiently as possible [6].
This is the essence of the method: Given a system of m equations in
n variables or unknowns, pick the first equation and subtract suitable
multiples of it from the remaining m-1 equations. In each case choose
the multiple so that the subtraction cancels or eliminates the same
variable, say x1. The result is that the remaining m-1 equations contain
only n-1 unknowns (x1 no longer appears) [6].

Now set aside the first equation and repeat the above process with the
remaining m-1 equations in n-1 unknowns [6].

Continue repeating the process. Each cycle reduces the number of


variables and the number of equations. The process stops when either:

2
Gaussian Elimination (Cont’d)

• There remains one equation in one variable. In that case,


there is a unique solution and back-substitution is used to
find the values of the other variables [6].
• There remain variables but no equations. In that case there is
no unique solution [6].
• There remain equations but no variables (ie. the lowest
row(s) of the augmented matrix contain only zeros on the left
side of the vertical line). This indicates that either the system
of equations is inconsistent or redundant. In the case of
inconsistency the information contained in the equations is
contradictory. In the case of redundancy, there may still be a
unique solution and back-substitution can be used to find the
values of the other variables [6].

3
Algorithm for Gaussian Elimination
• Transform the columns of the augmented matrix, one at a time, into
triangular echelon form. The column presently being transformed is
called the pivot column. Proceed from left to right, letting the pivot
column be the first column, then the second column, etc. and finally the
last column before the vertical line. For each pivot column, do the
following two steps before moving on to the next pivot column [6]:

• Locate the diagonal element in the pivot column. This element is called
the pivot. The row containing the pivot is called the pivot row. Divide
every element in the pivot row by the pivot (ie. use E.R.O. #1) to get a
new pivot row with a 1 in the pivot position [6].

• Get a 0 in each position below the pivot position by subtracting a


suitable multiple of the pivot row from each of the rows below it (ie. by
using E.R.O. #2).

• Upon completion of this procedure the augmented matrix will be in


triangular echelon form and may be solved by back-substitution [6].

4
Example

• Use Gaussian
elimination to solve
the system of
equations[6]:

5
Solution

Perform this sequence of E.R.O.'s on the augmented


matrix. Set the pivot column to column 1. Get a 1 in the
diagonal position (underlined):

6
Solution (Cont’d)

7
Solution (Cont’d)

8
Results

It is solved by back-substitution.
Substituting z = 3 from the third equation
into the second equation gives y = 5, and
substituting z = 3 and y = 5 into the first
equation gives x = 7. Thus the complete
solution is [6]:

{x = 7, y = 5, z = 3}.

9
Example

• Express the following system in augmented


matrix form and find an equivalent upper-
triangular system and the solution [4].

10
Example (Cont’d)

• The augmented matrix is

11
Example (Cont’d)

• The first row is used to eliminate elements in the first


column below the diagonal. We refer to the first row as
pivotal row and the element a11=1 is called the pivotal
element. The values mk1 are the multiples of row 1 then are
to be subtracted from row k for k=2,3,4. The result after
elimination is [4]

12
Example (Cont’d)

• The second row is used to eliminate elements in the second


column that lie below the diagonal. The second row is the
pivotal row and the values mk2 are the multiples of row 2
that are to be subtracted from row k for k=3,4. The result
after elimination is [4]

13
Example (Cont’d)

• Finally, the multiple m43=-1.9 of the third row is


subtracted from the fourth row, and the result is the
upper- triangular system [4].

14
Example (Cont’d)

• The back-substitution algorithm can be used


to solve the previous matrix, and we get
• X4=2
• X3=4
• X2=-1
• X1=3

15
Example

• a) Use MATLAB to construct the augmented matrix for the


linear system of the below given matrix.
• b) Use the max command to find the element of greatest
magnitude in the first column of the coefficient matrix A.
• C) Break the augmented matrix into the coefficient matrix
U and constant matrix Y of the upper-triangular system
UX=Y [4].

16
Answers a)

• >>A=[1 2 1 4;2 0 4 3;4 2 2 1;-3 1 3 2];


• >>B=[13 28 20 6]’;
• >>Aug=[A B]

17
Answer b)

• In the following MATLAB display, a is the


element of greatest magnitude in the first column
of A and j is the row number
• >>[a,j]=max(abs(A(1:4,1)))

18
Answer c)

• Let Augup=[U|Y] be the upper-triangular matrix.

19
References
1. Celik, Ismail, B., “Introductory Numerical Methods for Engineering Applications”,
Ararat Books & Publishing, LCC., Morgantown, 2001
2. Fausett, Laurene, V. “Numerical Methods, Algorithms and Applications”, Prentice
Hall, 2003 by Pearson Education, Inc., Upper Saddle River, NJ 07458
3. Rao, Singiresu, S., “Applied Numerical Methods for Engineers and Scientists, 2002
Prentice Hall, Upper Saddle River, NJ 07458
4. Mathews, John, H.; Fink, Kurtis, D., “Numerical Methods Using MATLAB” Fourth
Edition, 2004 Prentice Hall, Upper Saddle River, NJ 07458
5. Varol, A., “Sayisal Analiz (Numerical Analysis), in Turkish, Course notes, Firat
University, 2001
6. http://mathonweb.com/help/backgd3e.htm

20

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