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GAUSS ELIMINATION METHOD WITH PARTIAL PIVOTING

**In the Gaussian Elimination method discussed in the previous section, at the r th
**

stage we reduced all the entries in the rth column, below the r th principal diagonal

entry as zero. In the partial pivoting method, before we do this we look at the

entries in the r th diagonal and below it and then pick the one that has the largest

absolute value and we bring it to the diagonal position by a row interchange, and

then reduce the entries below the r th diagonal as zero. When we incorporate

this idea at each stage of the Gaussian elimination process we get the GAUSS

ELIMINATION METHOD WITH PARTIAL PIVOTING. We now illustrate this with

a few examples:

Note: The elementary row operations on the matrix A and the vector y can be

simultaneously carried out by introducing the ”Augmented matrix”, Aaug which is

obtained by appending y as an additional column at the end.

Example 1:

x1 + x2 + 2 x3 = 4

2x1 – x2 + x3 = 2

=3

x1 + 2x2

We have

1

2 4

1

Aaug = 2 − 1 1 2

1

2

0 3

1st Stage: The pivot has to be chosen as 2 as this is the largest absolute valued

entry in the first column. Therefore we do

Aaug

→

R12

2

1

1

−1

1

1

2

2

0

2

4

3

Therefore we have

0

M(1) = 1

0

1

0

0

0

0 and M(1) A(1) = A(2) =

1

2

1

1

12

−1 1

1 2

2 0

So we have to do another row interchange. −1 3 5 2 2 1 3 2 − 1 2 2 M y =y = 3 2 5 Now at the next stage the pivot is since this is the entry with the largest 2 absolute value in the 1st column of the next submatrix.(1) M (1) A (2) =y 2 = 4 3 Next we have (2) Aaug 2 −1 1 2 0 3 3 3 2 2 0 5 −1 2 2 2 1 R2 − R1 2 1 R3 − R1 2 Here 1 M(2) = − 1 2 − 1 2 0 1 0 0 0 1 2 (2) (2) (3) M A = A = 0 0 . 2 (2) (3) Therefore (3) Aavg 2 −1 1 2 R23 0 5 2 → −1 2 2 0 3 3 3 2 2 13 .

2x1 – x2 + x3 = 2 14 .e.1 (3) M = 0 0 2 −1 1 M(3) A(3) = A(4) = 0 5 −1 2 2 0 3 3 2 2 0 1 0 0 0 1 (3) M (3) y =y (4) 2 = 2 3 Next we have (4) Aavg 1 2 −1 3 R2 − R2 5 5 → −1 0 2 2 9 0 0 5 2 2 9 5 Here 1 M(4) = 0 0 0 1 −3 5 2 (4) (4) (5) M A =A = 0 0 0 0 1 −1 5 2 0 1 − 2 9 5 1 2 M(4) y(4) = y(5) = 2 9 5 This completes the reduction and we have that the given system is equivalent to the system A(5)x = y(5) i.

375623 0 .476625 0 .476625) x3 = 0.235262 y = 0 .215512 0 .213472)x2 + (0.625675 15 .215512)x1 + (0.332147 0 .285321. x2 = 1.663257)x2 + (0. x3 = 1 using this in second equation we get 5 1 5 5 x2 = 2 giving x2 = and hence 2 2 2 2 x2 = 1. the same as we had obtained with the simple Gaussian elimination method earlier.000003)x1 + (0. the system to which we had earlier applied the simple GEM and had obtained solutions which were far away from the correct solutions.663257 0.332147) x3 = 0. 285321 0 . Example 2: Let us now apply the Gaussian elimination method with partial pivoting to the following example: (0.213472 0 .375623)x2 + (0.173257)x1 + (0.173257 0 .000003 A = 0 . Note that 0 .127653 (0. Using the values of x1 and x2 in the first equation we get 2x1 – 1 + 1 = 2 giving x1 = 1 Thus we get the solution of the system as x1 = 1.x3 = 2 2 2 9 9 x3 = 5 5 We now get the solution by back substitution: The 3rd equation gives.127653 0 .625675) x3 = 0.235262 (0. x3 = 1.5 1 x2 .

000003 == .215512 a11 1 0 0 M(2) = − 0.215512 0.476625 0.215512 a11 m31 = - a31 0.215512 as the pivot.361282 as the pivot.285321 0 . We get.242501 where m21 = - a 21 0.We observe that at the first stage we must choose 0.000014 1 0 .375623 0.332140 = 0 0.235260 0 . 16 .213472 0 .361282 0.000003 0 .0.182697 In the next stage we observe that we must choose 0.332147 0 .000014 0.127653 = 0 .213467 0. So we have (1) A = A → A R12 (2) 0 .803932 0 1 (3) y (2) =M y (2) 0 .173257 == .663257 0 M(1) = 1 0 1 0 0 0 0 1 Next stage we make all entries below 1st diagonal as zero R2 + m21R1 A ( 2) A ( 3) R3 + m21R1 0.803932 0. − 0. Thus we have to interchange 2nd and 3rd row.215512 = 0 .625675 0 .476625 0 0. 235262 0 .173257 0 .375623 0 .0. 127653 R12 y(1) = y → y(2) = 0 .

375623 0.215512 R 0 → A(4) = 0 0 .A(3) 0 .242501 0.182697 0 .213467 0 1 0 (3) 23 1 (3) M = 0 0 0 0 1 (4) y =M (3) y 0 . which compares well with the 10 decimal accurate solution given at the end of section 1.991291 .361282 1 M(4) = 0 0 0 1 − 0.1(page11).674122 x2 = 0.188856 0.127653 = 0 .182697 0 .332140 0 .0.235260 Now reduce the entry below 2nd diagonal as zero A(4) m32 = - 0 .213467 = .375623 0 .127312 Thus the given system is equivalent to A(5) x = y(5) which is an upper triangular system and can be solved by back substitution to get x3 = 0. 17 .215512 0 A5 = 0 R3 + m32 R2 → 0 .127653 = 0.242501 0 .476625 0.0.59086 0 0 1 (5) y (4) =M y (4) 0 .590860 0. Notice that while we got very bad errors in the solutions while using simple GEM whereas we have come around this difficulty by using partial pivoting.361282 0 0.476625 0.053205 x1 = .361282 0.

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