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Naïve Gauss Elimination
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Naïve Gaussian Elimination
A method to solve simultaneous linear
equations of the form [A][X]=[C]
Two steps
1. Forward Elimination
2. Back Substitution
Forward Elimination
The goal of forward elimination is to transform the
coefficient matrix into an upper triangular matrix
25 5 1 x1 106.8
64 8 1 x 177.2
2
144 12 1 x3 279.2
25 5 1 x1 106.8
0 4.8 1.56 x 96.21
2
0 0 0.7 x3 0.735
Forward Elimination
A set of n equations and n unknowns
a11 x1 a12 x2 a13 x3 ... a1n xn b1
a21 x1 a22 x2 a23 x3 ... a2 n xn b2
. .
. .
. .
an1 x1 an 2 x2 an 3 x3 ... ann xn bn
a21
a ( a11 x1 a12 x2 a13 x3 ... a1n xn b1 )
11
a21 a21 a21
a21x1 a12 x2 ... a1n xn b1
a11 a11 a11
Forward Elimination
Subtract the result from Equation 2.
a21 x1 a22 x2 a23 x3 ... a2 n xn b2
a21 a21 a21
− a21 x1 a a12 x2 ... a a1n xn a b1
11 11 11
_________________________________________________
a21 a21 a21
a22 a12 x2 ... a2 n a1n xn b2 b1
a11 a11 a11
or a x ... a x b
'
22 2
'
2n n
'
2
Forward Elimination
Repeat this procedure for the remaining
equations to reduce the set of equations as
a11 x1 a12 x2 a13 x3 ... a1n xn b1
'
a22 x2 a23
'
x3 ... a2' n xn b2'
'
a32 x2 a33
'
x3 ... a3' n xn b3'
. . .
. . .
. . .
End of Step 1
Forward Elimination
Step 2
Repeat the same procedure for the 3rd term of
Equation 3.
a11 x1 a12 x2 a13 x3 ... a1n xn b1
'
a22 x2 a23
'
x3 ... a2' n xn b2'
"
a33 x3 ... a3" n xn b3"
. .
. .
. .
n 1 n 1
ann xn bn
0 0 0 0 ann xn bn
(n 1 )
(n-1 )
Back Substitution
Solve each equation starting from the last equation
25 5 1 x1 106.8
0 4.8 1.56 x 96.21
2
0 0 0.7 x3 0.735
n 1 n 1
ann xn bn
Back Substitution
Start with the last equation because it has only one unknown
( n 1)
b
xn n
( n 1)
a nn
Back Substitution
( n 1)
b
xn n
( n 1)
a nn
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Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice tests,
worksheets in MATLAB, MATHEMATICA, MathCad and
MAPLE, blogs, related physical problems, please visit
http://numericalmethods.eng.usf.edu/topics/gaussian_elimi
nation.html
Naïve Gauss Elimination
Example
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Example 1
The upward velocity of a rocket is given at three
different times
v t a1t 2 a 2 t a3 , 5 t 12.
Find the velocity at t=6 seconds .
Example 1 Cont.
Assume
v t a1t 2 a2t a3 , 5 t 12.
t12 t1 1 a1 v1
2 a v
t 2 t2 1 2 2
t32 t3 1
a3
v3
1. Forward Elimination
2. Back Substitution
Forward Elimination
Number of Steps of Forward
Elimination
Number of steps of forward elimination is
(n1)(31)2
Forward Elimination: Step 1
25 5 1 106.8 Divide Equation 1 by 25 and
64 8 1 177.2
64
multiply it by 64, 2.56 .
144 12 1 279.2 25
25 5 1 106.8 2.56 64 12.8 2.56 273.408
. 64 8 1 177.2
Subtract the result from 64 12.8 2.56 273.408
Equation 2
0 4.8 1.56 96.208
25 5 1 106.8
Substitute new equation for 0 4.8 1.56 96.208
Equation 2
144 12 1 279.2
Forward Elimination: Step 1 (cont.)
25 5 1 106.8
Divide Equation 1 by 25 and
0 4.8 1.56 96.208
144
144 12 1 279.2 multiply it by 144, 25 5.76 .
25 5 1 106.8
Substitute new equation for 0 4.8 1.56 96.208
Equation 3
0 0 0.7 0.76
Back Substitution
Back Substitution
25 5 1 106.8 25 5 1 a1 106.8
0 4.8 1.56 96.2 0 4.8 1.56 a 96.208
2
0 0 0.7 0.7 0 0 0.7 a3 0.76
Solving for a3
0.7 a3 0.76
0.76
a3
0 .7
a3 1.08571
Back Substitution (cont.)
25 5 1 a1 106.8
0 4.8 1.56 a 96.208
2
0 0 0.7 a3 0.76
Solving for a2
4.8a2 1.56a3 96.208
96.208 1.56a3
a2
4.8
96.208 1.56 1.08571
a2
4.8
a2 19.6905
Back Substitution (cont.)
25 5 1 a1 106.8
0 4.8 1.56 a 96.2
2
0 0 0.7 a3 0.76
Solving for a1
25a1 5a2 a3 106.8
106.8 5a2 a3
a1
25
106.8 5 19.6905 1.08571
25
0.290472
Naïve Gaussian Elimination Solution
25 5 1 a1 106.8
64 8 1 a2 177.2
144 12 1 a3 279.2
a1 0.290472
a 19.6905
2
a3 1.08571
Example 1 Cont.
Solution a1 0.290472
a 19.6905
The solution vector is
2
a3 1.08571
The polynomial that passes through the three data points is then:
v t a1t 2 a2t a3
0.290472t 2 19.6905t 1.08571, 5 t 12
129.686 m/s.
THE END
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Naïve Gauss Elimination
Pitfalls
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Pitfall#1. Division by zero
10 x2 7 x3 3
6 x1 2 x2 3x3 11
5 x1 x2 5 x3 9
0 10 7 x1 3
6 2 3 x2 11
5 1 5 x3 9
Is division by zero an issue here?
12 x1 10 x2 7 x3 15
6 x1 5 x2 3x3 14
5 x1 x2 5 x3 9
12 10 7 x1 15
6 5 3 x2 14
5 1 5 x3 9
Is division by zero an issue here?
YES
12 x1 10 x2 7 x3 15
6 x1 5 x2 3x3 14
24 x1 x2 5 x3 28
Exact Solution
x1 1
x 1
2
x3 1
Pitfall#2. Large Round-off Errors
20 15 10 x1 45
3 2.249 7 x 1.751
2
5 1 3 x3 9
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Gauss Elimination with
Partial Pivoting
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Pitfalls of Naïve Gauss Elimination
• Possible division by zero
• Large round-off errors
Avoiding Pitfalls
Increase the number of significant digits
• Decreases round-off error
• Does not avoid division by zero
Avoiding Pitfalls
Gaussian Elimination with Partial Pivoting
• Avoids division by zero
• Reduces round off error
What is Different About Partial
Pivoting?
At the beginning of the kth step of forward elimination,
find the maximum of
0 '
an 2 ' '
an 3 an 4 ann xn bn
'
'
Example (2nd step of FE)
6 14 5.1 3.7 6 x1 5
0 7 6 1 2 x2 6
0 4 12 1 11 x3 8
0 9 23 6 8 x 4 9
0 17 12 11 43 x5 3
6 14 5.1 3.7 6 x1 5
0 17 12 11 43 x 3
2
0 4 12 1 11 x3 8
0 9 23 6 8 x
4 9
0 7 6 1 2 x5 6
Switched Rows
Gaussian Elimination
with Partial Pivoting
A method to solve simultaneous linear
equations of the form [A][X]=[C]
Two steps
1. Forward Elimination
2. Back Substitution
Forward Elimination
Same as naïve Gauss elimination method
except that we switch rows before each
of the (n-1) steps of forward elimination.
Example: Matrix Form at Beginning
of 2nd Step of Forward Elimination
a11 a12 a13 a1n x1 b1
0 a '
a '
'
a 2 n x2 '
b2
22 23
0 a '
32 a '
33 a3n x3 b3
' '
0 a '
n2 a '
n3 a '
n4 ann xn bn
'
'
Matrix Form at End of Forward
Elimination
a11 a12 a13 a1n x1 b1
0 '
a22 '
a23 '
a 2 n x2 b2'
0 0 "
a
33 a3n x3 b3
" "
0 0 0 0 ann xn bn
(n 1 )
(n-1 )
Back Substitution Starting Eqns
a11 x1 a12 x 2 a13 x3 ... a1n x n b1
'
a22 x2 a23
'
x3 ... a2' n xn b2'
"
a33 x3 ... an" xn b3"
. .
. .
. .
n 1 n 1
ann xn bn
Back Substitution
( n 1)
b
xn n
( n 1)
a nn
n
i 1 i 1
bi aij x j
j i 1
xi i 1 for i n 1,...,1
a ii
THE END
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Gauss Elimination with
Partial Pivoting
Example
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Example 2
Solve the following set of equations
by Gaussian elimination with partial
pivoting
25 5 1 a1 106.8
64
8 1 a 2 177.2
144 12 1 a 3 279.2
Example 2 Cont.
25 5 1 a1 106.8 25 5 1 106.8
64 8 1 a 177.2
2 64 8 1 177. 2
144 12 1 a 3 279.2 144 12 1 279.2
1. Forward Elimination
2. Back Substitution
Forward Elimination
Number of Steps of Forward
Elimination
.
0 2.667 0.5556 53.10
Subtract the result from 0 2.667 0.7556 53.33
Equation 3
0 0 0.2 0.23
144 12 1 279.2
Substitute new equation for 0 2.917 0.8264 58.33
Equation 3
0 0 0.2 0.23
Back Substitution
Back Substitution
144 12 1 279.2 144 12 1 a1 279.2
0 2.917 0.8264 58.33 0 2.917 0.8264 a 58.33
2
0 0 0.2 0.23 0 0 0.2 a3 0.23
Solving for a3
0.2a3 0.23
0.23
a3
0.2
1.15
Back Substitution (cont.)
144 12 1 a1 279.2
0 2.917 0.8264 a 58.33
2
0 0 0.2 a3 0.23
Solving for a2
2.917a2 0.8264a3 58.33
58.33 0.8264a3
a2
2.917
58.33 0.8264 1.15
2.917
19.67
Back Substitution (cont.)
144 12 1 a1 279.2
0 2.917 0.8264 a 58.33
2
0 0 0.2 a3 0.23
Solving for a1
144a1 12a2 a3 279.2
279.2 12a2 a3
a1
144
279.2 12 19.67 1.15
144
0.2917
Gaussian Elimination with Partial
Pivoting Solution
25 5 1 a1 106.8
64 8 1 a 177.2
2
144 12 1 a3 279.2
a1 0.2917
a 19.67
2
a3 1.15
Gauss Elimination with
Partial Pivoting
Another Example
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Partial Pivoting: Example
Consider the system of equations
10 x1 7 x2 7
3 x1 2.099 x2 6 x3 3.901
5 x1 x2 5 x3 6
In matrix form
10 7 0 x1 7
3 2.099 6 x 3.901
2 =
5 1 5 x3 6
10 7 0 x1 7
0 2.5 5 x 2. 5
2
0 0 6.002 x3 6.002
Partial Pivoting: Example
Back Substitution
Solving the equations through back substitution
10 7
6.002
0 x1 7 x3 1
0 2 .5 5 x 2.5 6.002
2
0 0 6.002 x3 6.002 2.5 5 x3
x2 1
2.5
7 7 x 2 0 x3
x1 0
10
Partial Pivoting: Example
Compare the calculated and exact solution
The fact that they are equal is coincidence, but it
does illustrate the advantage of Partial Pivoting
x1 0 x1 0
X calculated x2 1 X exact x 2 1
x3 1 x3 1
THE END
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Determinant of a Square Matrix
Using Naïve Gauss Elimination
Example
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Theorem of Determinants
A nn U nn
det A det U
Example
Using naïve Gaussian elimination find the
determinant of the following square
matrix.
25 5 1
64 8 1
144 12 1
Forward Elimination
Forward Elimination: Step 1
25 5 1
64 8 1 Divide Equation 1 by 25 and
64
144 12 1 multiply it by 64, 2.56 .
25
25 5 1 2.56 64 12.8 2.56
. 64 8 1
Subtract the result from 64 12.8 2.56
Equation 2
0 4.8 1.56
25 5 1
Substitute new equation for 0 4.8 1.56
Equation 2
144 12 1
Forward Elimination: Step 1 (cont.)
25 5 1
0 4.8 1.56 Divide Equation 1 by 25 and
multiply it by 144, 144 5.76 .
144 12 1 25
25 5 1 5.76 144 28.8 5.76
.
144 12 1
Subtract the result from 144 28.8 5.76
Equation 3
0 16.8 4.76
25 5 1
Substitute new equation for 0 4.8 1.56
Equation 3
0 16.8 4.76
Forward Elimination: Step 2
Divide Equation 2 by −4.8
25 5 1
0 4.8 1.56 and multiply it by −16.8,
16.8
0 16.8 4.76 3. 5
4. 8 .
0 4.8 1.56 3.5 0 16.8 5.46
.
0 16.8 4.76
Subtract the result from
Equation 3 0 16.8 5.46
0 0 0.7
25 5 1 25 5 1
64 8 1 0 4.8 1.56
144 12 1 0 0 0.7
.
-Forward Elimination
-Back Substitution
-Pitfalls
-Improvements
-Partial Pivoting
-Determinant of a Matrix
Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice tests,
worksheets in MATLAB, MATHEMATICA, MathCad and
MAPLE, blogs, related physical problems, please visit
http://numericalmethods.eng.usf.edu/topics/gaussian_elimi
nation.html
THE END
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