CBE 250 Lecture 6

Monday Sept. 14, 2015

Reminders: this is the only class this week.
Homework 2 (last lecture) due 9/18 to my mailbox or email
Amended to delete 5.1 and add the class example PM
soln
(slide 5 of Lecture 5)
Exam 1 review in class exercises on 9/23
Exam 1 scheduled for 9/25

Elimination of Unknowns

Naive Gauss Elimination (Ch. 9.2)

Extension of method of elimination to large
sets of equations by developing a systematic
scheme or algorithm
1. Forward elimination of unknowns
2. Back substitution

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

a11 x1 a12 x2 a13 x3 a1n xn b1

a ' x2 a23' x3 a ' xn b '
22

2n

a33'' x3 a '' xn b3''

3n

( n 1)
nn

xn b

( n 1)
n

Eq.
#1
Eq.
#1new

a11 x1 a12 x2 a13 x3 a1n xn b1

a21
*
a11

a21
a21
a21
a21
a21 x1
a12 x2
a13 x3
a1n xn
b1
a11
a11
a11
a11

a21x1 a22 x2 a23 x3

Eq.
#2
Subtract Eq. #2 from Eq.#1new:

a2 n xn

b2

a21
a21
a21
a21
(a22
a12 ) x2 (a23
a13 ) x3 (a2 n
a1n ) xn b2 b1
a11
a11
a11
a11
Define new coefficients in your
new Eq.#2

a ' x2 a23' x3
22

a ' xn
2n

b'

a11 x1 a12 x2 a13 x3 a1n xn b1

Pivot
Equati
on

a ' x2 a23' x3 a ' xn b '

22

Pivot
element

2n

a33'' x3 a '' xn b3''

3n

( n 1)
n
( n 1)
nn

b
xn
a

( i 1)
i

b
xi

( n 1)
nn

j i 1

( i 1)
ii

xn b

( i 1)
ij

xj

( n 1)
n

for i n 1, n 2, ,1

PLE:
aive Gauss elimination method to solve the following set of linear equat
x1 + 5x2 + 6x3 = 1
7x1 + 4x2 + 2x3 = -1
-3x1 + 6x2 + 7x3 = 3

Drawbacks of Eliminations

Division by zero
Round off errors
Ill conditioned systems
Singular systems

Techniques for Improving Solutions

1. Use of more significant figures
2. Scaling
3. Pivoting.
i. Partial pivoting.
ii. Complete pivoting

Solve by Gauss Elimination

with Partial Pivoting

apter 11.2:
USS SEIDEL ITERATIVE METHOD FOR THE SOLUTION OF LINEAR EQUATIO
Suppose we have:
[A]{X} = {B}

a11

a12

a21

a22

a31

a32

a13 x1 b1

a23 x2 b2
a33 x3 b3

Solve first equation for x1, second equation for x2, third for x3:
x1

b1 a12 x2 a13 x3
a11

x2

b2 a21 x1 a23 x3
a22

x3

b3 a31 x1 a32 x2
a33

USS SEIDEL ITERATIVE METHOD FOR THE SOLUTION OF LINEAR EQUATIO

Example:
3.0x1 + 0.1x2 - 0.2x3 = 7.85
0.1x1 + 7.0x2 0.3x3 = -19.3
0.3x1 - 0.2x2 + 10.x3 = 71.4
Rearrange:
7.85 0.1x2previous 0.2 x3previous
new
x1
3
19.3 0.1x1new 0.3 x3previous
new
x2
7
71.4 0.3 x1new 0.2 x2new
new
x3
10
Guess x2 = x3 = 0
Check if:

x inew x iprevious
i for i 1,2,3
x inew

x1

b1 a12 x2 a13 x3
a11

x2

b2 a21 x1 a23 x3
a22

x3

b3 a31 x1 a32 x2
a33

Matrix Inverse Meaning

(10.2.2)
Stimulus-Response
Calculations: Elements of

represent the response of a single part of the
system to a unit stimulus of any other part of the
system.