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Linear Equations Systems

Linear Equations Systems

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Published by Dhiego Gómez Páez
Solution methods for linear equations systems
Solution methods for linear equations systems

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Published by: Dhiego Gómez Páez on Jul 21, 2010
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10/25/2012

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1Diego Fernando Gómez PáezFacultad de Ciencias Físico-QuímicasEscuela de Ingeniería de PetróleosJulio de 2010LINEAR EQUATIONS SYSTEMS1.
 
INTRODUCTION
[1]
 
In mathematics, a system of linear equations (or linear system) is a collection of linear equationsinvolving the same set of variables. For example,Is a system of three equations in the three variables. A solution to a linear system is anassignment of numbers to the variables such that all the equations are simultaneously satisfied. Asolution to the system above is given bySince it makes all three equations valid.In mathematics, the theory of linear systems is a branch of linear algebra, a subject which isfundamental to modern mathematics. Computational algorithms for finding the solutions are animportant part of numerical linear algebra, and such methods play a prominent rolein engineering, physics, chemistry, computer science, and economics. A system of non-linearequations can often be approximated by a linear system (see linearization), a helpful techniquewhen making a mathematical model or computer simulation of a relatively complex system.A general system of 
m
linear equations with
n
unknowns can be written as
 
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2
Here are the unknowns, are the coefficients of thesystem, and are the constant terms.Often the coefficients and unknowns are real or complex numbers, but integers and rationalnumbers are also seen, as are polynomials and elements of an abstract algebraic structure.
Vector equation
One extremely helpful view is that each unknown is a weight for a column vector in a linearcombination.This allows all the language and theory of 
vector spaces
(or more generally,
modules
) to bebrought to bear. For example, the collection of all possible linear combinations of the vectors onthe left-hand side is called their
span
, and the equations have a solution just when the right-handvector is within that span. If every vector within that span has exactly one expression as a linearcombination of the given left-hand vectors, then any solution is unique. In any event, the span hasa
basis
of linearly independent vectors that do guarantee exactly one expression; and the numberof vectors in that basis (its
dimension
) cannot be larger than
m
or
n
, but it can be smaller. This isimportant because if we have
m
independent vectors a solution is guaranteed regardless of theright-hand side, and otherwise not guaranteed.
Matrix equation
The vector equation is equivalent to a matrix equation of the formWhere
 A
is an
m
×
n
matrix,
x
is a column vector with
n
entries, and
b
is a column vectorwith
m
entries.The number of vectors in a basis for the span is now expressed as the
rank 
of the matrix.
 
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32.
 
SOLUTION OF LINEAR EQUATIONS SYSTEMS
 
2.1.
 
DIRECT METHODS2.1.1.
 
Cramer
’s
Rule
[2]
 
Given a system of linear equations, Cramer's Rule is a handy way to solve for just one of the variables without having to solve the whole system of equations. They don't usuallyteach Cramer's Rule this way, but this is supposed to be the point of the Rule: instead of solving the entire system of equations, you can use Cramer's to solve for just one singlevariable.Let's use the following system of equations:2
 x 
+
+
z
= 3
 x 
 
 –
 
 
 –
 
z
= 0
 x 
+ 2
+
z
= 0We have the left-hand side of the system with the variables (the "coefficient matrix") andthe right-hand side with the answer values. Let
D
be the determinant of the coefficientmatrix of the above system, and let
D
 x 
be the determinant formed by replacing the
 x 
-column values with the answer-column values:System of equationsCoefficient matrix'sdeterminantAnswercolumn
D
 x 
:coefficient determinantwith answer-column valuesin
 x 
-column2
 x 
+ 1
+ 1
z
= 31
 x 
 
 –
1
 
 –
1
z
= 01
 x 
+ 2
+ 1
z
= 0Similarly,
D
and
D
z
would then be:Evaluating each determinant, we get:

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