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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
a21 x1 + 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
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
(i −1)
− ∑ aij(i −1) x j
n
bi
j =i +1
xi = (i −1) for i = n − 1,...,1
a ii
THE END
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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
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
(n−1)=(3−1)=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
0 − 4.8 − 1.56 − 96.208
Divide Equation 1 by 25 and
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:
= 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 a'n 2 a '
n3 a '
n4
'
ann xn bn
'
Example (2nd step of FE)
6 14 5.1 3.7 6 x1 5
0 − 7 6 1 2 x 2 − 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' ' '
a23
'
a 2 n x2 b2
22
0 a32'
a33
'
a3n x3 = b3
' '
0 a'n 2 ' '
an 3 an 4 ann xn bn
'
'
Matrix Form at End of Forward
Elimination
a11 a12 a13 a1n x1 b1
0 a' '
a23 a2 n x2
' '
b2
22
0 0 a33 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
(i −1) n
(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 a3 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
2.917 a2 + 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
If a multiple of one row of [A]nxn is added or
subtracted to another row of [A]nxn to result in
[B]nxn then det(A)=det(B)
Theorem of Determinants
The determinant of an upper triangular matrix
[A]nxn is given by
[A]n×n → [U ] n×n
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
multiply it by 64, = 2.56 .
144 12 1 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]
− [144 28.8 5.76]
.
Subtract the result from
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
http://numericalmethods.eng.usf.edu