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Simultaneous Linear Equations: Topic: Gaussian Elimination
Simultaneous Linear Equations: Topic: Gaussian Elimination
9/18/2017 http://numericalmethods.eng.usf.e 1
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Gaussian Elimination
One of the most popular techniques for
solving simultaneous linear equations of the
form AX C
Consists of 2 steps
1. Forward Elimination of Unknowns.
2. Back Substitution
Forward Elimination
The goal of Forward Elimination is to transform
the coefficient matrix into an Upper Triangular
Matrix
25 5 1 25 5 1
64 8 1 0 4.8 1.56
144 12 1 0 0 0.7
Forward Elimination
Linear Equations
A set of n equations and n unknowns
Eqn1
(a21 )
a11
Or Where
'
x2 ... a2' n xn b2' a 21
a22 '
a 22 a 22 a12
a11
a 21
a 2' n a 2 n a1n
a11
Forward Elimination
Repeat this procedure for the remaining
equations to reduce the set of equations as
Eqn2
Eqn3 (a32 )
a22
Forward Elimination
This procedure is repeated for the remaining
equations to reduce the set of equations as
n 1 n 1
ann xn bn
Forward Elimination
At the end of the Forward Elimination steps
a"
33
"
a3n x3 b3 "
( n 1) (n-1 )
ann xn bn
Back Substitution
The goal of Back Substitution is to solve each of
the equations using the upper triangular matrix.
0 0 a33 x 3 b3
Example of a system of 3 equations
Back Substitution
Start with the last equation because it has only
one unknown
( n 1)
b
xn n
( n 1)
a nn
i 1
aiji 1 x j
n
bi
j i 1
xi For i=n-1, n-2,.,1
aiii 1
and
( n 1)
b
xn n
( n 1)
a nn
Example: Rocket Velocity
The upward velocity of a rocket
is given at three different times
Time, t Velocity, v
s m/s
5 106.8
8 177.2
12 279.2
vt a1t 2 a 2 t a3 , 5 t 12.
25 5 1 a 1 106.81
0 4.8 1.56 a 96.21
2
144 12 1 a 3 279.2
Example: Rocket Velocity
Forward Elimination: Step 1
Row1
Row3 (144)
25
Yields
25 5 1 a 1 106.8
0 4.8 1.56 a 96.21
2
0 16.8 4.76 a 3 336.0
Example: Rocket Velocity
Forward Elimination: Step 2
Row 2
Row3 (16.8)
4.8
Yields
25 5 1 a 1 106.8
0 4.8 1.56 a 96.21
2
0 0 0.7 a 3 0.735
0.7a3 0.735
0.735
a3
0.7
a3 1.050
Example: Rocket Velocity
Back Substitution: Solve for a2 using the second equation
a1 0.2900
Example: Rocket Velocity
Solution: a1 0.2900
The solution vector is a 19.70
2
a3 1.050
vt a1t 2 a2 t a3
0.2900t 2 19.70t 1.050, 5 t 12
Example: Rocket Velocity
Solution:
Substitute each value of t to find the corresponding velocity
129.69 m / s.
v7.5 0.29007.5 19.707.5 1.050
2
165.1 m / s.
v9 0.29009 19.709 1.050
2
201.8 m / s.
v11 0.290011 19.7011 1.050
2
252.8 m / s.
Pitfalls
10 7 0 x1 7
3 2.099 6
x
2 = 3.901
5 1 5 x3 6
7 7 x 2 0 x3
x1 0.3500
10
Pitfalls: Example
10x1 7 x 2 7
3x1 2.099x 2 3x 3 3.901
5x 1 x 2 5x 3 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 10 7 0 x1 7
3 2.099 6 x 3.901
5
2
1 5 x3 6
0 0.001 6 x 6.001
0 2.5
2
5 x3 2.5
Partial Pivoting: Example
Forward Elimination: Step 2
Examining the values of the first column
|-0.001| and |2.5| or 0.0001 and 2.5
The largest absolute value is 2.5, so row 2 is switched with
row 3
10 7 0 x1 7 10 7 0 x1 7
0 0.001 6 x 6.001
0 2.5
2
5 x3 2.5
0
2.5 5 x 2.5
2
0 0.001 6 x3 6.001
Partial Pivoting: Example
Forward Elimination: Step 2
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
6.002
10 7 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 x2
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 x2 1
x3 1 x3 1
Summary
-Forward Elimination
-Back Substitution
-Pitfalls
-Improvements
-Partial Pivoting