Elimination Method

ME710 MATHEMATICAL METHODS FOR ENGINEERS

Mechanical Engineering
NITK Surathkal
Adapted from
Introduction
• To solve linear system of equations K u = f
• All soft wares uses elimination on positive definite systems of
all sizes.
• Symmetric factorization K = LDLT takes two extra steps
• First elimination factors K into LU.
– L – lower triangular matrix and U- upper triangular matrix

• In second elimination the symmetry of K leads to U=DLT

Example
Example
• It is now the upper
triangular times U
• Forward elimination is
complete.
• All the pivots and
multiplier are decided by
K not f
• Triangular systems are
quick to solve (n2
operations)
Example
• The solution vector is u = (3, 2, 1)
• Multiply the columns of K by those three numbers, they add up to the vector
f.
• Matrix-vector multiplication Ku is the combination of the columns
of K

• That sum is f=(4, 0, 0). Solving Ku=f is exactly the same as finding a
combination of the columns of K that produces the vector f.
• The solution u expresses f as the "right combination" of the columns (with
coefficients 3, 2, 1).
• For a singular matrix there might be no combination that produces f,
or there might be infinitely many combinations.
Multiplier
• Pivot in row j, and the entry to be eliminated in row i, the multiplier lij is
their ratio.

• The convention is to subtract (not add) lij times one equation from another
equation.
Multiplier
• The next multiplier

• The last one

• We get U
Elimination produces K=LU
• Now put those multipliers l21, l31, l32 into a lower triangular matrix L
• L records the steps of elimination by storing the multipliers.
1 0 0 1 0 0
• 1 0 =L ; L = −1/2 1 0
1 0 −2/3 1
• The upper triangular U records the final result,
2 −1 0
• = 0 3/2 −1
0 0 4/3
• and here is the connection K = L U
1 0 0 2 −1 0 2 −1 0
• = −1/2 1 0 0 3/2 −1 = −1 2 −1
0 −2/3 1 0 0 4/3 0 −1 2
Elimination produces K=LU
• Elimination is a two-step process, going forward (down) and then
backward (up).
• Forward uses L, backward uses U. Forward elimination reached a new
right side c.
• Backward substitution on Uu=c leads to the solution u.
• Ku=f can be written as LU u = f let c = Uu then
• Lc=f find c  forward
• Uu=c find the unknowns u  backward
• Lc=f then c = L-1 f also Uu=c then u=U-1 c which leads to
u=U-1 L-1 f = K-1 f which is correct.
We are not using “inverse matrices” anywhere.
Inverse of K is not needed.
Elimination produces K=LU
Singular Systems
• Back substitution is fast because U is triangular.
• It generally fails if a zero appears in the pivot.
• Forward elimination also fails, because a zero entry can't remove a
nonzero entry below it .
• The official definition requires that pivots are never zero.
• An invertible matrix has a full set of pivots.
• When the column has all zeros in the pivot position and below, this is
our signal that the matrix is singular. It has no inverse. An example
is C.
Singular Systems Example 1
• Add -1's in the corners to get the circular C.
• The first pivot is d1 = 2 with multipliers l21 = l21 = -1/2.
• The second pivot is d2 = 3/2 and there is no third pivot.
Singular Systems Example 2
• Suppose a zero appears in the second pivot position but there is a nonzero below it.
• Then a row exchange produces the second pivot and elimination can continue.
• This example is not singular, even with the zero appearing in the 2, 2 position:

• Exchange rows on the right side of the equations too !

• The pivots become all ones, and elimination succeeds. The original matrix is
invertible but not positive definite.
• Its determinant is minus the product of pivots, so - 1 , because of the row
exchange.
• The elimination leads to K = L U.
• The original K matrix is symmetric but L and U are not symmetric.