Numerical Analysis

‫التحليل العددي‬
‫ علي محمد عبد الشاهد‬:‫إعداد الدكتور‬

Ali Mohmed Abdulshahed, BSc, MSc, PhD.

Systems of Linear Equations :03 ‫المحاضرة‬
Email: aa_shahed@yahoo.com
Email: a.abdulshahed@eng.misuratau.edu.ly
Google scholar page: https://scholar.google.co.uk/citations?user=U4s6PyYAAAAJ&hl=en 1
 Systems of Linear Equations Matrix Inversion Method

The system below can be written in the matrix form as follows

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 Systems of Linear Equations Matrix Inversion Method

Consider that matrix A is a non-singular matrix (invertible), then A–1 exists. Pre-multiplying previous Eq. with A–1, we get

This equation provides the solution of the given system

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 Systems of Linear Equations Matrix Inversion Method

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 Systems of Linear Equations Matrix Inversion Method

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 Systems of Linear Equations Matrix Inversion Method

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 Systems of Linear Equations Gauss Elimination Method

Gauss elimination method is one of the simplest algorithmic procedures in all known direct methods with a minimum

number of arithmetic operations and hence most widely used direct method.

In Gauss Elimination method, the solution of system is obtained in two phases:

• In the first phase, the system of linear equations is converted into an equivalent upper triangular system with the aid of

elementary row operations.

• In the second phase, the solution is obtained by back substitutions.

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 Systems of Linear Equations Gauss Elimination Method

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 Systems of Linear Equations Gauss Elimination Method

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 Systems of Linear Equations Gauss Elimination Method

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Systems of Linear Equations Python

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Systems of Linear Equations Python

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 Systems of Linear Equations Pivoting Strategies for Gauss Elimination Method

So far, we have applied direct methods without discussing the round-off error caused due to finite digits floating point
arithmetic. The round-off error mainly depends on the total number of operational counts, and this number is minimum in
case of Gauss elimination method. Therefore, at this moment, we are presenting Gauss elimination method for explanations.
In this section, we will discuss partial, scaled and complete pivoting strategies to reduce the round-off error.

Partial Pivoting: At each stage (ith), we make the pivot element (aii) largest in magnitude by the elements below pivot element
in that column, by simple row conversion. It is to ensure that magnitudes of the multipliers are less than 1 for each row. That
is, at ith stage, we simply want

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It is not always possible to get the
correct result with partial pivoting,
especially if the variation in the
magnitude of elements of matrix A is
large.

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 ‫‪HW‬‬
‫المطلوب مقارنة الطرق المباشرة السابقة من حيث عدد العمليات وزمن التنفيد مستخدما ‪ 3‬أنظمة مختلفة‬
‫استخدم البايثون لتنفيد المقارنات‬

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 Systems of Linear Equations Iterative Methods

• In direct methods, as a reference example of Gauss elimination method, we have discussed the round-off error and some
remedies to reduce it.

• Certain scientific problems produce millions of equations, and large numbers of arithmetic computations are involved.
The direct methods are easy to implement, but round-off error is significant in case of large systems.

• The iterative procedures can be used for solution of such systems. The iterative methods may require large numbers of
iterations to produce the result with higher accuracy. But, once the algorithms for these methods are implemented, these
iterations can be easily computed with the advent of high-speed computers.

• For more accuracy and lesser computational work, direct and iterative methods can be mixed up. First, we can apply the
direct method to compute the solution and then further improve this solution for more accuracy with an iterative
procedure.

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 Systems of Linear Equations Iterative Methods
Jacobi Method (or) Method of Simultaneous Displacement

The linear system of a system of linear equations can be rewritten as follows

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 Systems of Linear Equations Iterative Methods
Jacobi Method (or) Method of Simultaneous Displacement

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 Systems of Linear Equations Iterative Methods
Jacobi Method (or) Method of Simultaneous Displacement

The above Jacobi iteration formula can be written as follows

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