SOLVING

SYSTEMS OF
EQUATIONS
The Linear Case

REVIEW OF LINEAR
ALGEBRA
Matrices and other terminologies
Operations on Matrices
Addition
Scalar Multiplication
Matrix Multiplication
Transpose

Inverse Matrices
Determinants

SYSTEMS OF EQUATIONS
AND MATRICES

SYSTEMS OF EQUATIONS
AND MATRICES

SYSTEMS OF EQUATIONS
AND MATRICES

Gaussian Elimination

GAUSSIAN VS OTHERS
Operation Count
Gaussian
Gauss Jordan
Gauss Jordan
Inverse
Inverse

IMPLEMENTATION ISSUES
Consider

the system

The exact solution for which is .

But what happens on a rounding arithmetic over ?

IMPLEMENTATION ISSUES
The

system becomes

This gives the solution .

PARTIAL PIVOTING

Pivot for pass: , first value of when this occurs

Initialize:
When compare , so and .

PARTIAL PIVOTING

When compare , so and .

Solution:

PARTIAL PIVOTING
Consider the system with augmented matrix:

3
2
5
1
0

1
-2
7
3

4
-1
14
2

7
1
20
-4

-3.200 -4.400 3.800 -5.000

-4.800 -6.600 5.200 -7.000

5.000
0

-4.800 -6.600

0.3330
5.200 -7.000

5.000

7.000

14.00

-8.000

20.00

-3.000

7.333

-10.33

-1
2
-8
4

0.3330

7.000

14.00 -8.000 20.00

1.600 -0.800 5.600 -8.000

PARTIAL PIVOTING

Consider
the system with augmented matrix:

-4.800 -6.600

0.3330
5.200 -7.000

5.000

7.000

14.00

-8.000

20.00

-3.000

7.333

-10.33

Back sub gives the solution: .

Gaussian: Exact:

0.3330

SCALED PIVOTING
Consider the system with augmented matrix:

3
2
5
1

1
-2
7
3

4
-1
14
2

Scale vector:
Pivot search:

-1
2
-8
4

7
1
20
-4

Scale vector:
Ref vector:

-1

2
5
1

-2
7
3

-1
14
2

2
-8
4

1
20
-4

SCALED PIVOTING
Consider the system with augmented matrix:

0
2
0
0

4.000 5.500

5.500
4.000
-2
-1
2
1
12.00 16.50
17.50
13.00
4.000 2.500 3.000
4.500

Scale vector:
Pivot search:

Scale vector:
Ref vector:

4.000 5.500

5.500
4.000

2
0

-2
-1
12.00 16.50

2
1
17.50
13.00

SCALED PIVOTING
Consider the system with augmented matrix:

4.000 5.500

-2

-1

5.500
4.000
2

Scale vector:
Ref vector:

1.000
1.000

7.000
3.000
10.00
vector:

Scale
Pivot search:

Solution: