Nu mer ical T e r m paper

A bst r ac t :

Intr oduc t i o n : System s of l i n e ar e q u ati o n s that hav e to be so l v e d

simul tane ousl y ar i se i n pr obl ems t h at i nc l ude se ve r al ( many ) v ari -
abl es t h at ar e de pe nd ent on e ach othe r . Su ch pr o blems oc cur no t
o nl y i n engi n e eri ng and sc ei n c e , w h i c h ar e the focus o f th si bo o k,
bu t i n v i r tu al l y any d i sci pl i n e ( bu siness , stati stics , ec o n o m ci s , etc . ) . A
system of two (o r thr ee ) eq u ati o n s with t wo ( or th r e e ) unknowns
c an be so l ve d m an ual l y by substi tuti o n or o th e r mathe m ati c al
method s (e . g . , Cramer ' s r ul e ) . S o l v i ng a system in thi s way i s
p r ac t ical l y i mpossi bl e as th e numbe r of e q u ations ( and un kn o w ns )
i nc rea ses beyond thr e e .
A l i ne ar syst e m o f e quati ons A x = b c an be sol ve d u sing var ious
method s , nam el y , inve r se met h od , G auss /G auss -J ordan el i mi nati o n ,
LU facto r i z atoi n , EV D ( Ei genval ue De co mpo si tio n ) , and S VD ( S i ngu l ar
V al ue Dec o mpo si ti o n ) .
K eywor d s : Di ag o n al Syste m , G auss e l i m i nati on m e th od , M atri x I nv e r -
si o n me tho d , LU -fac t ori z at i o n m e th o d , Gau ss -S e i dal i ter ati on
m e th od .
Bo d y :
D i agon al syste m :
 Gau ss el imi n ati on me t h o d :
In m ath e mati c s , G aussi an e l i m i nati on , al so kno wn as ro w
r e du c t i o n , i s an al g o ri th m fo r sol v ing syste ms of l ni e ar e qu atio ns . It
c onsi sts of a se q uen c e o f o pe r ati ons per formed on the c orr espond i ng
matr i x of coeffi c i e n ts . T hi s meth o d c an al so be used to c ompu t e th e
r ank o f a matr i x , th e deter mi nant of a sq uar e m atri x , a nd the i n -
ve r se o f an i n v er ti bl e matr i x . T o per fo r m r ow r e du c ti o n on a
matr i x , on e u se s a seq u e n ce o f eleme ntary r ow ope r atio n s t o
m odi fy th e matri x u n ti l the l o wer l e ft -h and cor ne r of th e m atr i x
i s fi l l ed wi t h z e r o s , as muc h as po ssi ble . T he re ar e t hr ee t ype s of
el eme ntar y r ow op erati o ns :
Swappi ng two rows ,
Mul tpi l yi n g a r ow by a n onze ro n u mbe r ,
Addi ng a m ul tipl e of one ro w to anothe r r ow .
Matr i x Inv ersi on me t h o d:

LU Fac to ri za ti on m eth o d :
 Gauss -Si e d el Iter ati o n Me thod :

In numer i cal li n ear al ge bra , t he G auss –S ei d e l m etho d, al so kno wn

as t h e Li e bmann metho d o r th e me thod of su c c e ssi v e
d i spl ac e ment , i s an i te r ati v e m e thod used t o sol v e a syste m o f
l i n e ar e quati o ns . The c o nv e r gence pr o per ti e s o f the G auss –Sei d e l
me t ho d ar e d e p e nden t on the ma tr i x A . Nam ely , the pr o c edur e
i s k n own to co n v er ge fi e ith e r :
A i s symmetri c positi v e - defi ni te , [5 ] or
A is strictly or i r r e d uc i bl y d ai go nal l y d o mi na nt . [6 ]
T h e G auss –Seide l m ethod so m eti m e s c o n ve r g es e ven i f th ese
c on d i ti o ns ar e no t satisfi e d .