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Chapter 8

by

Gaussian Elimination Method

Chapter Outline

Transposition of Matrices

Matrix Algebra

Matrix Inversion

Using Inverse Matrices

Using Gaussian Elimination Method

Linear Algebra and Matrices

Vectors

Vector spaces (also called linear spaces)

systems of linear equations

vector spaces, and

to solve systems of linear equations

Systems of linear equations are common in engineering analysis:

As we postulated in single mass-spring systems, the two

masses m1 and m2 will vibrate prompted by a small

disturbance applied to mass m2 in the +y direction

k1

Following the same procedures used in deriving the equation of

motion of the masses using Newtons first and second laws,

m1 with the following free-body of forces acting on m1 and m2

+y1(t) at time t:

Inertia force:

d 2 y1 t

k2 F1 t m1 Spring force by k1: d 2 y2 t

Fs2 = k2[y2(t)+h2]

dt 2 F2 t m2

Fs1=k1[y1(t)+h1] dt 2 Fs1=k2y1(t)

m1 m2

m2 Weight of Mass 1: +y1(t)

+y2(t) W1=m1g W2 = m2g +y2(t)

Spring force by k2:

Fs2=k2[y1(t)-y2(t)]

where W1 and W2 = weights; h1, h2 = static deflection of spring k1 and k2

+y

d 2 y2 t

A system of 2 simultaneous

linear DEs for amplitudes m1 y1 t k1 k 2 y1 t k2 y2 t 0

2

d m2 k2 y2 t k2 y1 t 0

y1(t) and y2(t): dt 2 dt 2

Matrices

Matrices are used to express arrays of numbers, variables or data in a logical format

that can be accepted by digital computers

Matrices are made up with ROWS and COLUMNS

Matrices can represent vector quantities such as force vectors, stress vectors, velocity

vectors, etc. All these vector quantities consist of several components

Huge amount of numbers and data are common place in modern-day engineering analysis,

especially in numerical analyses such as the finite element analysis (FEA) or finite deference

analysis (FDA)

1. Rectangular matrices:

The total number of rows (m) The total number of columns (n)

n=3 n=n

Abbreviation of a11 a12 a13 a1n m =1

Rectangular Matrices: a 21 a 22 a 23 a 2 n m =2

A aij

Rows (m)

Matrix elements a m1 a m 2 a m3 a mn m=m

2. Square matrices:

It is a special case of rectangular matrices with:

The total number of rows (m) = total number of columns (n)

A a21 a 22 a 23

a31 a32 a33

diagonal line

All square matrices have a diagonal line

Square matrices are most common in computational engineering analyses

3. Row matrices:

4. Column matrices:

Opposite to row matrices, column matrices have only one column (n = 1),

but with more than one row:

a11

a column matrices represent vector quantities in engineering

21

analyses, e.g.:

a 31 Fx

A force vector: F

Fy

A F

z

in which Fx, Fy and Fz are the three components along

x-, y- and z-axis in a rectangular coordinate system

a

m1 respectively

These matrices have all elements with zero value under the diagonal line

A 0 a 22 a 23

0 0 a33

diagonal line

6. Lower triangular matrices

All elements above the diagonal line of the matrices are zero.

a11 0 0

A a21 a22 0

a31 a32 a33

diagonal line

7. Diagonal matrices:

Matrices with all elements except those on the diagonal line are zero

a11 0 0 0

0 a 0 0

A 22

0 0 a33 0

0 0 0 a 44

Diagonal line

8. Unity matrices [I]:

1.0 0 0 0

It is a special case of diagonal matrices, 0 1.0 0 0

with elements of value 1 (unity value) I

0 0 1.0 0

0 0 0 1.0

diagonal line

Transposition of Matrices:

a square matrix across the diagonal line of that matrix:

A a21 a22 a23 AT a12 a22 a32

a31 a32 a33

a13 a23 a33

diagonal line

(a) Original matrix (b) Transposed matrix

Matrix Algebra

deduced to a single value, as in the case of determinant

Results of the above algebraic operations of matrices are in the forms of matrices

A matrix cannot be divided by another matrix, but the sense of division can be

accomplished by the inverse matrix technique

1) Addition and subtraction of matrices

The involved matrices must have the SAME size (i.e., number of rows and columns):

2) Multiplication with a scalar quantity ():

[C] = [ cij]

3) Multiplication of 2 matrices:

= the number of rows in the 2nd matrix:

(m x p) (m x n) (n x p)

The following recurrence relationship applies:

with i = 1, 2, .,m and j = 1,2,.., n

Example 8.1

C AB a21 a22 a23 b21 b22 b23

a31 a32 a33 b31 b32 b33

a21b11 a22b21 a23b31

So, we have:

[A] x [B] = [C]

(3x3) (3x3) (3x3)

Example 8.2:

Multiply a rectangular matrix by a column matrix:

x1

c13 c11x1 c12 x2 c13 x3 y1

C x

c11 c12

x2 y

c21 c22 c23 c21x1 c22 x2 c23 x3 y2

x3 (2x1)

(2x3)x(3x1)

Example 8.3:

(A) Multiplication of row and column matrices

b11

a11 a12 a13b21 a11b11 a12b21 a13b31 (a scalar or a sin gle number )

b

31

(B) Multiplication of a column matrix and a square matrix:

a11 a11b11 a11b12 a11b13

a b

a 21 b11 b12 b13 21 11 a 21b12 a 21b13 (a square matrix)

a a31b11 a31b12 a31b13

31

Example 8.4

Multiplication of a square matrix and a row matrix

a

21 a 22 a 23 y a 21 x a 22 y a 23 z (a column matrix)

a31 a32 a33 z a31 x a32 y a33 z

NOTE:

(m x p) (m x n) (n x p)

Distributive law: [A]([B] + [C]) = [A][B] + [A][C]

Matrix Inversion

The inverse of a matrix [A], expressed as [A]-1, is defined as:

( a UNITY matrix)

where A = the equivalent determinant of matrix [A]

Step 1: Evaluate the equivalent determinant of the matrix. Make sure that A 0

Step 2: If the elements of matrix [A] are aij, we may determine the elements

of a co-factor matrix [C] to be:

c (1) i j A'

ij

(8.14)

in which A' is the equivalent determinant of a matrix [A] that has all elements

of [A] excluding those in ith row and jth column.

Step 3: Transpose the co-factor matrix, [C] to [C]T.

Step 4: The inverse matrix [A]-1 for matrix [A] may be established by the following

expression:

A1 1 C T (8.15)

A

Example 8.5

Show the inverse of a (3x3) matrix:

1 2 3

A 0 1 4

2 5 3

Let us derive the inverse matrix of [A] by following the above steps:

1 2 3

1 4 0 4 0 1

A 0 1 4 1 2 3 39 0

5 3 2 3 2 3

2 5 3

So, we may proceed to determine the inverse of matrix [A]

Step 2: Use Equation (8.14) to find the elements of the co-factor matrix, [C] with its

elements evaluated by the formula:

where A' is the equivalent determinant of a matrix [A] that has all elements

of [A] excluding those in ith row and jth column.

c11 1

11

1 3 45 17

c12 1 0 3 4 2 8

1 2

c13 1 0 5 1 2 2

1 3

c 21 1 2 3 35 21

2 1

c 22 1 1 3 3 2 3

2 2

c 23 1 15 2 2 9

23

c31 1 2 4 3 1 11

31

c32 1 14 30 4

3 2

c33 1 1 1 2 0 1

3 3

17 8 2

C 21 3 9

11 4 1

Step 3: Transpose the [C] matrix:

17 8 2 17 21 11

T

C T 21 3 9 8 3 4

11 4 1 2 9 1

17 21 11 17 21 11

A1

C 1 8 3 4 1 8 3 4

T

A 39 39

2 9 1 2 9 1

1 2 3 17 21 11 1 0 0

1

AA1 0 1 4 8 3 4 0 1 0 I

39

2 5 3 2 9 1 0 0 1

Solution of Simultaneous Equations

Using Matrix Algebra

simultaneous equations

Why huge number of simultaneous equations in this type of analyses?

Numerical analyses, such as the finite element method (FEM) and

finite difference method (FDM) are two effective and powerful analytical

tools for engineering analysis in in real but complex situations for:

Mechanical stress and deformation analyses of machines and structures

Thermofluid analyses for temperature distributions in solids, and fluid flow behavior

requiring solutions in pressure drops and local velocity, as well as fluid-induced forces

The essence of FEM and FDM is to DISCRETIZE real structures or flow patterns

of complex configurations and loading/boundary conditions into FINITE number of

sub-components (called elements) inter-connected at common NODES

Analyses are performed in individual ELEMENTS instead of entire complex solids

or flow patterns

in stress distributions in piston and connecting rod:

Piston

FE analysis results

Connecting

rod

Real piston Discretized piston

http://www.npd-solutions.com/feaoverview.html for FEM analysis Distribution of stresses

FEM or FDM analyses result in one algebraic equation for every NODE in the discretized

model Imagine the total number of (simultaneous) equations need to be solved !!

Analyses using FEM requiring solutions of tens of thousands simultaneous equations

are not unusual.

Solution of Simultaneous Equations Using Inverse Matrix Technique

a 21 x1 a 22 x 2 a 23 x3 .................................. a 2 n x n r2

(8.16)

a31 x1 a32 x 2 a33 x3 .................................. a3n x n r3

.............................................................................................

.............................................................................................

a m1 x1 a m 2 x 2 a m 3 x3 .................................. a mn x n rn

x1, x2, ., xn are the unknowns to be solved

r1, r2, ., rn are the resultant constants

The n-simultaneous equations in Equation (8.16) can be expressed in matrix form as:

a a 22 a 23 a 2 n x 2 r2

21

(8.17)

a m1 am2 a m3

a mn x n rn

or in an abbreviate form:

[A]{x} = {r} (8.18)

{x} = Unknown matrix, a column matrix

{r} = Resultant matrix, a column matrix

Now, if we let [A]-1 = the inverse matrix of [A], and multiply this [A]-1 on both sides of

Equation (8.18), we will get:

[A]-1 [A]{x} = [A]-1 {r}

The unknown matrix, and thus the values of the unknown quantities x1, x2, x3, , xn

may be obtained by the following relation:

{x} = [A]-1 {r} (8.19)

Example 8.6

Solve the following simultaneous equation using matrix inversion technique;

4x1 + x2 = 24

x1 2x2 = -21

Let us express the above equations in a matrix form:

[A] {x} = {r}

x1

r

24

A

4 1

where

and x and

1 2 2

x 21

Following the procedure presented in Section 8.5, we may derive the inverse matrix [A]-1

to be:

1 2 1

A1

9 1 4

x 2 1 24 1 2 x 24 1x21 27 3

x 1 A1 r 1 21 9 1x24 (4)(21) 108 12

2

x 9 1 4

from which we solve for x1 = 3 and x2 = 12

Solution of Simultaneous Equations Using Gaussian Elimination Method

Physicist (molecular bond theory, magnetic theory, etc.), and

Mathematician (differential geometry, Gaussion distribution in statistics

Gaussion elimination method, etc.)

method and Gaussian-Siedel iteration method are widely used in solving large

number of simultaneous equations as required in many modern-day numerical

analyses, such as FEM and FDM as mentioned earlier.

The principal reason for Gaussian elimination method being popular in this type of

applications is the formulations in the solution procedure can be readily programmed

using concurrent programming languages such as FORTRAN for digital computers

with high computational efficiencies

The essence of Gaussian elimination method:

into the form of Upper triangular matrix in Equation (8.5) using an elimination procedure

A a21 a 22 a 23

process

Aupper 0 a'22 a'23

a31 a32 a33 0 0 a' '33

2) The last unknown quantity in the converted upper triangular matrix in the simultaneous

equations becomes immediately available.

0 a'

22 a'23 x2 r2' x3 = r3/a33

0 0 a' '33 x3 r3''

3) The second last unknown quantity may be obtained by substituting the newly found

numerical value of the last unknown quantity into the second last equation:

r2' a23

'

x3

a x a x r

'

22 2

'

23 3 2

'

x2 '

a22

4) The remaining unknown quantities may be obtained by the similar procedure,

which is termed as back substitution

The Gaussian Elimination Process:

We will demonstrate this process by the solution of 3-simultaneous equations:

a21 x1 a22 x2 a23 x3 r2 (8.20 a,b,c)

a31 x1 a32 x2 a33 x3 r3

We will express Equation (8.20) in a matrix form:

a11 a a x1 r 1

8.21)

12 13

a 21 a 22 a 23 x 2

r 2

a a a r

31 32 33 x 3 3

or in a simpler form: Ax r

We may express the unknown x1 in Equation (8.20a) in terms of x2 and x3 as follows:

x 1

r 1

a12 x 2 a13 x 3

a 11 a 11 a 11

Now, if we substitute x1 in Equation (8.20b and c) by x 1

r 1

a12 x 2 a13 x 3

a

11 a 11 a 11

a x a x a x r

a11 x1 a12 x2 a13 x3 r1

11 1 12 2 13 3 1

0 a 22 a 21 a12 x 2 a 23 a 21 a13 x 3 a 21 r 1

a21 x1 a22 x2 a23 x3 r2

a11 a11

r 2

a 11

(8.22)

0 a 32 a 31 a12 x 2 a 33 a 31 a13 x 3 r a 31 r 1

a11 a11 3

a 11

So, x1 is eliminated in these equations after Step 1 elimination

The new matrix form of the simultaneous equations has the form:

a a 21 a13

1

a11 r1 a

1

a 22 a 21 12 a 23 a 23

a a 22

a a

x1

11

1

12 13 11

a a

1 1

a a a

1

0

13

a 22 a 23

x2 r2 (8.23) a a a

1

32 32 31

12

33

a 33 31

1 1 1 a 11 11

0 a a x3

33

r 3 a a

r r r

1

r 2 21 r 1

32 1 31

r 2 3

a 3 1

a 11 11

The index numbers (1) indicates elimination step 1 in the above expressions

Step 2 elimination involve the expression of x2 in Equation (8.22b) in term of x3:

from 0 a 22 a 21 a12 x 2 a 23 a 21 a13 x 3 r a 21 r 1

a11 a11 2

a 11

(8.22b)

a21 a

to r2 r1 a23 a21 13 x3

x2

a11 a11

a

a22 a21 12

a11

The matrix form of the original simultaneous equations now takes the form:

a11 a a 2

12 13

x r1

2

1

(8.24)

r 2

2 2

0 a 22 a

23 x 2

2 2

0 0 a 33

x 3 r 3

We notice the coefficient matrix [A] now has become an upper triangular matrix, from

2

which we have the solution r

x 3 23

a 33

The other two unknowns x2 and x1 may be obtained by 2 the back substitution process from

2 r3

a 23 2

2

Equation (8.24),such as: r

a 23 x 3

2 2 2

r 2

a 33

x2 2 2

a 22 a 22

Recurrence relations for Gaussian elimination process:

Given a general form of n-simultaneous equations:

a 21 x1 a 22 x 2 a 23 x3 .................................. a 2 n x n r2

a31 x1 a32 x 2 a33 x3 .................................. a3n x n r3

(8.16)

.............................................................................................

.............................................................................................

a m1 x1 a m 2 x 2 a m 3 x3 .................................. a mn x n rn

The following recurrence relations can be used in Gaussian elimination process:

n 1

n a

n 1

n 1 nj (8.25a)

For elimination: a a a

ij ij in n 1

a nn

n 1

r n 1 n 1

r r a

n n (8.25b)

i i in n 1

a nn

n

For back substitution

r i

a x ij j

j i 1 (8.26)

x i

with i n 1, n 2, .......,1

a ii

Example

Solve the following simultaneous equations using Gaussian elimination method:

x + z =1

2x + y + z = 0 (a)

x + y + 2z = 1

Express the above equations in a matrix form:

1 0 1 x 1

2 1 1 y 0 (b)

1 1 2 z 1

If we compare Equation (b) with the following typical matrix expression of

3-simultaneous equations:

a11 a a x1 r 1

12 13

a 21 a 22 a 23 x 2

r 2

a a a r

31 32 33 x 3 3

we will have the following:

a21 = 2 a22 = 1 a23 = 1 and r2 = 0

a31 = 1 a32 1 a33 = 2 r3 = 1

Let us use the recurrence relationships for the elimination process in Equation (8.25):

n 1 n 1

n

n 1

a

n 1 nj

r

n

r

n 1

a r

n 1 n

with i >n and j> n

a ij a ij a

in n 1 i i in

a

n 1

a nn

nn

For i = 2, j = 2 and 3:

0

a12 a 0

i = 2, j = 2: a a a 0 a12 a21 12 1 2 1

1

22

0

22

0

21

a11 a11 1

0

a13 a 1

i = 2, j = 3: a a a 0 a23 a21 13 1 2 1

1

23

0

23

0

21

a11 a11 1

0

r r 1

i = 2: r r a

1

2 2

o 0 1

21 0 r2 a21 1 0 2 2

11 a a11 1

For i = 3, j = 2 and 3:

0

a12 a 0

i = 3, j = 2: a a a 0 a32 a31 12 11 1

1

32

0

32

0

31

a11 a11 1

0

0 a13 a13 1

i = 3, j = 3:

1

a33 a33

0

a31 0

a33 a31 2 1 1

a11 a11 1

0

r r 1

i = 3: r r a

1

3 3

0 0 1

31 0 r3 a31 1 11 0

11a a11 1

So, the original simultaneous equations after Step 1 elimination have the form:

0 a1 1 1

22 a23 x2 r2

1

0 a32

1

a33 x3 r31

1 0 1 x1 1

0

1 1 x2 2

0 1 1 0

x3

1

a31 0 a32

1

1 a33

1

1

r21 2 r31 0

Step 2 n = 2, so i = 3 and j = 3 (i > n, j > n)

2 a123

a a a 1 11

1 1 2

1

i = 3 and j = 3: 33 33 32

a22 1

2 1 r21

r r a 1 0 1 1 2 2

3 3 32

a22 1

The coefficient matrix [A] has now been triangularized, and the original simultaneous

equations has been transformed into the form:

0 a1 0 1 1 x 2

a123 x2 r21

22 2

2

0 0 a33 x3 r32 0 0 2 x3 2

We get from the last equation with (0) x1 + (0) x2 + 2 x3 = 2, from which we solve for

x3 = 1. The other two unknowns x2 and x1 can be obtained by back substitution

of x3 using Equation (8.26):

3

x2 r2 a2 j x j / a22 r2 a23 x2 / a22 2 11 / 1 1

3 j 3

and x1 r1 a1 j x j / a11 r1 a12 x2 a13 x3 / a11

j 2

1 0 1 11/ 1 0

We thus have the solution: x = x1 = 0; y = x2 = -1 and z = x3 = 1

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