SE301: Numerical Methods

Topic 3:
Solution of Systems of Linear Equations
Lectures 12-17:

KFUPM

Read Chapter 9 of the textbook

CISE301_Topic3 1
 Lecture 12
Vector, Matrices, and
Linear Equations

CISE301_Topic3 2
VECTORS
Vector : a one dimensional array of numbers
Examples :
2
row vector 1 4 2 column vector  
1 
1  0  0  0 
0  1  0  0 
Identity vectors e1   , e2   , e3   , e4   
0  0  1 0 
       
0  0  0  1 
CISE301_Topic3 3
MATRICES
Matrix : a two dimensiona l array of numbers
Examples :
0 0 0 1 0
zero matrix   identity matrix  
0 0 0 0 1
1 0 0 0 1 2 0 0
0 4 0 0 3 4 1 0
diagonal  , Tridiagona l 
0 0 0 0 0 1 4 1
   
0 0 0 6 0 0 2 1

CISE301_Topic3 4
MATRICES
Examples :
1 2 1 3
 2 1  1 0 4 1 0
symmetric  1 0 5 , upper triangular 
0 0 4 1
 1 5 4   
0 0 0 1

CISE301_Topic3 5
Determinant of a MATRICES
Defined for square matrices only
Examples :
 2 3  1
  0 5 3 -1 3 -1
det  1 0 5   2 -1 -1
5 4 5 4 0 5
 1 5 4 
 2(25)  1(12  5)  1(15  0)  82

CISE301_Topic3 6
Adding and Multiplying Matrices
The addition of two matrices A and B
* Defined only if they have the same size
* C  A  B  cij  a ij  b ij i, j

Multiplication of two matrices A(n  m) and B(p  q)

* The product C  AB is defined only if m  p
m
* C  A B  cij   a ik b kj i, j
k 1

CISE301_Topic3 7
Systems of Linear Equations
A system of linear equations can be presented
in different forms

2 x1  4 x2  3 x3  3  2 4  3  x1  3

2.5 x1  x2  3x3  5   2.5  1 3   x2   5
x1  6 x3  7   1 0  6  x3  7
Standard form Matrix form

CISE301_Topic3 8
Solutions of Linear Equations

 x1  1 
 x   2 is a solution to the following equations :
 2  
x1  x2  3
x1  2 x2  5

CISE301_Topic3 9
Solutions of Linear Equations
 A set of equations is inconsistent if there
exists no solution to the system of equations:

x1  2 x2  3
2 x1  4 x2  5
These equations are inconsistent

CISE301_Topic3 10
Solutions of Linear Equations
 Some systems of equations may have infinite
number of solutions
x1  2 x2  3
2 x1  4 x2  6
have infinite number of solutions
 x1   a 
 x   0.5(3  a) is a solution for all a
 2  

CISE301_Topic3 11
Graphical Solution of Systems of
Linear Equations
x1  x2  3
x1  2 x2  5
Solution
x1=1, x2=2

CISE301_Topic3 12
Cramer’s Rule is Not Practical
Cramer' s Rule can be used to solve the system
3 1 1 3
5 2 1 5
x1   1, x2  2
1 1 1 1
1 2 1 2

Cramer' s Rule is not practical for large systems .

To solve N by N system requires (N  1)(N - 1)N! multiplications.
To solve a 30 by 30 system, 2.38  1035 multiplications are needed.
It can be used if the determinants are computed in efficient way
CISE301_Topic3 13
 Lecture 13
Naive Gaussian Elimination
 Naive Gaussian Elimination
 Examples

CISE301_Topic3 14
Naive Gaussian Elimination
 The method consists of two steps:
 Forward Elimination: the system is
reduced to upper triangular form. A sequence
of elementary operations is used.
 Backward Substitution: Solve the system
starting from the last variable.

 a11 a12 a13   x1   b1  a11 a12 a13   x1   b1 

a a22 a23   x   b   0 a22 ' a23 '  x   b '
 21  2  2   2  2 
a31 a32 a33   x3  b3   0 0 a33 '  x3  b3 '

CISE301_Topic3 15
Elementary Row Operations

 Adding a multiple of one row to another

 Multiply any row by a non-zero constant

CISE301_Topic3 16
Example
Forward Elimination
 6  2 2 4   x1   16 
 12  8 6 10   x   26 
   2  
 3  13 9 3   x3    19 
    
 6 4 1  18  x4   34
Part 1 : Forward Elimination
Step1 : Eliminate x1 from equations 2, 3, 4
6  2 2 4   x1   16 
0  4 2 2  x    6 
  2  
0  12 8 1   x3   27 
     
0 2 3  14  4    18 
x
CISE301_Topic3 17
Example
Forward Elimination
Step2 : Eliminate x2 from equations 3, 4
6  2 2 4   x1   16 
0  4 2 2  x    6 
   2  
0 0 2  5   x3    9 
     
 0 0 4  13 x
 4   21 
Step3 : Eliminate x3 from equation 4
6  2 2 4   x1   16 
0  4 2 2   x    6
   2  
0 0 2  5  x3    9
     
0 0 0  3  x4    3 
CISE301_Topic3 18
 Example
Forward Elimination

Summary of the Forward Elimination :

 6 2 2 4   x1   16  6  2 2 4   x1   16 
 12  8 6 10   x   26  0  4 2 2   x    6
  2     2  
 3  13 9 3   x3    19  0 0 2  5  x3    9
           
 6 4 1  18 x
 4   34   0 0 0  3  x4    3

CISE301_Topic3 19
Example
Backward Substitution

6  2 2 4   x1   16 
0  4 2 2   x    6 
   2  
0 0 2  5  x3    9
    
0 0 0  3  x4    3
Solve for x4 , then solve for x3 ,... solve for x1
3 95
x4   1, x3   2
3 2
 6  2(2)  2(1) 16  2(1)  2(2)  4(1)
x2   1, x1  3
4 6

CISE301_Topic3 20
Forward Elimination
 ai1  
aij  aij   a1 j (1  j  n ) 
 a11  
To eliminate x1 2  i  n
a  
bi  bi   i1 b1
 a11  

 ai 2  
aij  aij   a 2 j (2  j  n)
 a22  
To eliminate x2 3  i  n
a  
bi  bi   i 2 b2
 a 22  
CISE301_Topic3 21
Forward Elimination

 aik  
aij  aij   akj (k  j  n)
 akk  
To eliminate xk k  1  i  n
 aik  
bi  bi   bk
 a kk  

Continue until xn 1 is eliminated.

CISE301_Topic3 22
Backward Substitution
bn
xn 
a n ,n
bn 1  a n 1,n xn
xn 1 
a n 1,n 1
bn  2  a n  2,n xn  an  2,n 1 xn 1
xn  2 
a n  2, n  2
n
bi   ai , j x j
j i 1
xi 
a i ,i
CISE301_Topic3 23
 Lecture 14
Naive Gaussian Elimination
 Summary of the Naive Gaussian Elimination
 Example
 Problems with Naive Gaussian Elimination
 Failure due to zero pivot element
 Error
 Pseudo-Code

CISE301_Topic3 24
Naive Gaussian Elimination
o The method consists of two steps
o Forward Elimination: the system is reduced to
upper triangular form. A sequence of elementary
operations is used.
 a11 a12 a13   x1   b1  a11 a12 a13   x1   b1 
a a22 a23   x   b   0 a22 ' a23 '  x   b '
 21  2  2   2  2 
a31 a32 a33   x3  b3   0 0 a33 '  x3  b3 '

o Backward Substitution: Solve the system starting

from the last variable. Solve for xn ,xn-1,…x1.

CISE301_Topic3 25
Example 1
Solve using Naive Gaussian Elimination :
Part 1 : Forward Elimination ___ Step1 : Eliminate x1 from equations 2, 3
x1  2 x2  3x3  8 eq1 unchanged ( pivot equation)
2
2 x1  3 x2  2 x3  10 eq2  eq2   eq1
1
 3
3 x1  x2  2 x3  7 eq3  eq3   eq1
1
x1  2 x2  3 x3  8
 x2  4 x3  6
 5 x2  7 x3   17

CISE301_Topic3 26
Example 1
Part 1 : Forward Elimination Step2 : Eliminate x2 from equation 3
x1  2 x2  3x3  8 eq1 unchanged
 x2  4 x3  6 eq 2 unchanged ( pivot equation)
 5
 5 x2  7 x3   17 eq3  eq3   eq 2
 1 

 x1  2 x2  3x3  8

   x2  4 x3  6
 13 x3 13


CISE301_Topic3 27
Example 1
Backward Substitution

b3 13
x3   1
a3,3 13
b2  a2,3 x3  6  4 x3
x2   2
a 2, 2 1
b1  a1, 2 x2  a1,3 x3 8  2 x2  3 x3
x1   1
a1,1 a1,1
 x1  1 
The solution is  x2   2
 x3  1 
CISE301_Topic3 28
Determinant

The elementary operations do not affect the determinant

Example :
1 2 3  1 2 3
A  2 3 2 Elementary   A'  0  1  4
  operations
3 1 2 0 0 13 
det (A)  det (A')  13

CISE301_Topic3 29
How Many Solutions Does a System of
Equations AX=B Have?
Unique No solution Infinite
det(A)  0 det(A)  0 det(A)  0
reduced matrix reduced matrix reduced matrix
has no zero rows has one or more has one or more
zero rows zero rows
corresponding B corresponding B
elements  0 elements  0

CISE301_Topic3 30
Examples
Unique No solution infinte # of solutions
1 2 1  1 2   2 1 2   2
3 4 X  2 2 4 X   3  2 4 X   4
           
  
1 2  1 1 2 2 1 2  2
0  2 X   1 0 0 X   1 0 0  X   0 
           
solution : No solution Infinite # solutions
0   
X   0  1 impossible! X  
0.5 1  .5  

CISE301_Topic3 31
Pseudo-Code: Forward Elimination
Do k = 1 to n-1
Do i = k+1 to n
factor = ai,k / ak,k
Do j = k+1 to n
ai,j = ai,j – factor * ak,j
End Do
bi = bi – factor * bk
End Do
End Do
CISE301_Topic3 32
Pseudo-Code: Back Substitution
xn = bn / an,n
Do i = n-1 downto 1
sum = bi
Do j = i+1 to n
sum = sum – ai,j * xj
End Do
xi = sum / ai,i
End Do

CISE301_Topic3 33
 Lectures 15-16:
Gaussian Elimination with
Scaled Partial Pivoting
 Problems with Naive Gaussian Elimination
 Definitions and Initial step
 Forward Elimination
 Backward substitution
 Example

CISE301_Topic3 34
Problems with Naive Gaussian Elimination
o The Naive Gaussian Elimination may fail for very
simple cases. (The pivoting element is zero).
0 1  x1  1
1 1  x   2
   2  
o Very small pivoting element may result in
serious computation errors
10 10 1  x1  1 
    
 1 1  x2  2
CISE301_Topic3 35
Example 2
Solve the following system using Gaussian Elimination
with Scaled Partial Pivoting :

1  1 2 1  x1   1 
3 2 1 4 x   1 
   2  
5 8 6 3  x3   1 
4 2 5 3  x    1
  4  

CISE301_Topic3 36
Example 2
Initialization step
Scale vector:
1  1 2 1   x1   1  disregard sign
3 2 1     
4   x2   1  find largest in
  magnitude in
each row
5 8 6 3  x3   1 
     
4 2 5 3  x4   1
Scale vector S   2 4 8 5
Index Vector L  1 2 3 4
CISE301_Topic3 37
Why Index Vector?
 Index vectors are used because it is much
easier to exchange a single index element
compared to exchanging the values of a
complete row.
 In practical problems with very large N,
exchanging the contents of rows may not
be practical.

CISE301_Topic3 38
Example 2
Forward Elimination-- Step 1: eliminate x1

Selection of the pivot equation

1  1 2 1  x1   1 
3 2 1 4 x   1 
  2      S  [2 4 8 5]
5 8 6 3  x3   1   L  [1 2 3 4 ]
     
4 2 5 3  x4   1
 al ,1   1 3 5 4 
Ratios   i
i  1,2,3,4   , , ,   max corresponds to l4
 Sli   2 4 8 5 
equation 4 is the first pivot equation Exchange l4 and l1
L [4 2 3 1 ]
CISE301_Topic3 39
Example 2
Forward Elimination-- Step 1: eliminate x1
Update A and B
1  1 2 1  x1   1 
3 2 1 4 x   1 
  2   First pivot
5 8 6 3  x3   1 
      equation
4 2 5 3  x4   1
0  1.5 0.75 0.25   x1  1.25 
0 0.5  2.75 1.75   x  1.75 
    2  
0 5.5  0.25  0.75  x3  2.25
     
4 2 5 3   4   1 
x
CISE301_Topic3 40
Example 2
Forward Elimination-- Step 2: eliminate x2

Selection of the second pivot equation

0  1.5 0.75 0.25   x1  1.25 
0 0.5  2.75 1.75   x  1.75 
   2  
0 5.5  0.25  0.75  x3  2.25
     
4 2 5 3   x4    1 
S  [2 4 8 5 ] L[ 4 2 3 1]

 al , 2   0.5 5.5 1.5 

Ratios :  i
i  2,3,4    L  [ 41 3 2 ]
 Sli   4 8 2 
CISE301_Topic3 41
Example 2
Forward Elimination-- Step 3: eliminate x3
Third pivot
0  1.5 0.75 0.25   x1   1.25 
0   x  2.1667 equation
 0  2 . 5 1 . 8333  2  
0 0 0.25 1.6667  x3   6.8333
     
 4 2 5 3 x
  4   1 
L  [ 4 1 2 3]
0  1.5 0.75 0.25   x1   1.25 
0 0  2 .5 1. 8333  x  2.1667
   2  
0 0 0 2   x3   9 
     
 4 2 5 3  x
 4   1 
CISE301_Topic3 42
Example 2
Backward Substitution
0  1.5 0.75 0.25   x1   1.25  L  [ 4 1 2 3]
0 0  2.5 1.8333  x  2.1667
   2  
0 0 0 2   x3   9 
4 2 5 3  x   1 
  4  
b3 9 b2  a 2,4 x4 2.1667  1.8333x4
x4    4.5, x3    2.4327
a3,4 2 a 2, 3  2 .5
b1  a1,4 x4  a1,3 x3 1.25  0.25 x4  0.75 x3
x2    1.1333
a1,2  1.5
b4  a 4,4 x4  a 4,3 x3  a 4,2 x2  1  3 x4  5 x3  2 x 2
x1    7.2333
al1 ,1 4

CISE301_Topic3 43
Example 3
Solve the following sytstem using Gaussian Elimination
with Scaled Partial Pivoting

1  1 2 1  x1   1 
3 2 1 4 x   1 
  2  
5  8 6 3  x3   1 
     
4 2 5 3  x4   1

CISE301_Topic3 44
Example 3
Initialization step

1  1 2 1   x1   1 
3 2 1     
4   x2   1 
 
5  8 6 3  x3   1 
     
4 2 5 3  x4   1
Scale vector S   2 4 8 5
Index Vector L  1 2 3 4
CISE301_Topic3 45
 Example 3
Forward Elimination-- Step 1: eliminate x1
Selection of the pivot equation
1  1 2 1  x1   1 
3 2 1 4 x   1 
  2      S  [2 4 8 5]
5  8 6 3  x3   1   L  [1 2 3 4 ]
     
4 2 5 3  x4   1
 al ,1  1 3 5 4 
 i 
Ratios   i  1,2,3,4   , , ,   max corresponds to l4
 Sli   2 4 8 5 
equation 4 is the first pivot equation Exchange l4 and l1
L [4 2 3 1 ]
CISE301_Topic3 46
Example 3
Forward Elimination-- Step 1: eliminate x1
Update A and B
1  1 2 1  x1   1 
3 3 1 4 x   1 
  2   
5  8 6 3  x3   1 
     
4 2 5 3  x4   1
0  1.5 0.75 0.25   x1  1.25 
0 0.5  2.75 1.75   x  1.75 
    2   
0  10.5  0.25  0.75  x3  2.25
     
4 2 5 3   4   1 
x
CISE301_Topic3 47
Example 3
Forward Elimination-- Step 2: eliminate x2
Selection of the second pivot equation
0  1.5 0.75 0.25   x1  1.25 
0 0.5  2.75 1.75   x  1.75 
   2   
0  10.5  0.25  0.75  x3  2.25
     
4 2 5 3   x4    1 
S  [2 4 8 5 ] L[ 4 2 3 1 ]

 al ,2 
 i   0.5 10.5 1.5 
Ratios :  i  2,3,4     L  [ 4 3 2 1]
 Sli   4 8 2 
CISE301_Topic3 48
Example 3
Forward Elimination-- Step 2: eliminate x2
Updating A and B
0  1.5 0.75 0.25   x1  1.25 
0 0.5  2.75 1.75   x  1.75 
   2  
0  10.5  0.25  0.75  x3  2.25
     
4 2 5 3   x4    1 
L  [ 4 1 3 2]
0 0 0.7857 0.3571  x1  0.9286
0 0 - 2.7619 1.7143  x  1.8571
   2  
0  10.5  0.25  0.75   x3   2.25 
     
 4 2 5 3 x
  4   1 
CISE301_Topic3 49
 Example 3
Forward Elimination-- Step 3: eliminate x3
Selection of the third pivot equation
0 0 0.7857 0.3571  x1  0.9286
0 0  2.7619 1.7143   x  1.8571
   2  
0  10.5  0.25  0.75   x3   2.25 
     
4 2 5 3   x4    1 
S  [2 4 8 5 ] L[ 4 3 2 1 ]

 al ,3   2.7619 0.7857 
Ratios :  i
i  3,4     L  [ 4 3 2 1]
 Sli   4 2 
CISE301_Topic3 50
Example 3
Forward Elimination-- Step 3: eliminate x3
0 0 0.7857 0.3571  x1  0.9286
0 0  2.7619 1.7143   x  1.8571
   2  
0  10.5  0.25  0.75   x3   2.25 
     
 4 2 5 3 x
  4   1 
L  [ 4 3 2 1]
0 0 0 0.8448  x1  1.4569
0 0  2.7619 1.7143   x  1.8571
   2  
0  10.5  0.25  0.75   x3   2.25 
     
4 2 5 3   x4    1 

CISE301_Topic3 51
Example 3
Backward Substitution
0 0 0 0.8448  x1  1.4569 L  [ 4 3 2 1]
0 0  2.7619 1.7143  x2  1.8571
     
0  10.5  0.25  0.75   x3   2.25 
4
 2 5 3   x4    1 
bl4 1.4569 bl3  al3 ,4 x4 1.8571  1.7143x4
x4    1.7245, x3    0.3980
al4 ,4 0.8448 a l3 , 3  2.7619
bl2  al2 ,4 x4  al2 ,3 x3
x2   0.3469
al2 ,2
bl1  al1 ,4 x4  al1 ,3 x3  al1 ,2 x2  1  3 x4  5 x3  2 x2
x1    1.8673
al1 ,1 4

CISE301_Topic3 52
How Do We Know If a Solution is
Good or Not
Given AX=B
X is a solution if AX-B=0
Compute the residual vector R= AX-B
Due to rounding error, R may not be zero

The solution is acceptable if max ri  

i

CISE301_Topic3 53
How Good is the Solution?
1  1 2 1  x1   1   x1    1.8673 
3 2 1 4 x   1   x   0.3469
  2     solution  2   
5  8 6 3  x3   1   x3   0.3980 
         
4 2 5 3  x4   1  x4   1.7245 
0.005
0.002
Residues : R   
0.003
 
 0.001

CISE301_Topic3 54
Remarks:
 We use index vector to avoid the need to move
the rows which may not be practical for large
problems.
 If we order the equation as in the last value of
the index vector, we have a triangular form.
 Scale vector is formed by taking maximum in
magnitude in each row.
 Scale vector does not change.
 The original matrices A and B are used in
checking the residuals.

CISE301_Topic3 55
 Lecture 17
Tridiagonal & Banded Systems
and Gauss-Jordan Method
 Tridiagonal Systems
 Diagonal Dominance
 Tridiagonal Algorithm
 Examples
 Gauss-Jordan Algorithm

CISE301_Topic3 56
Tridiagonal Systems
Tridiagonal Systems:
The non-zero elements are

in the main diagonal,
5 1 0 0 0  x1   b1 
super diagonal and 3    
4 1 0 0  x2  b2  
subdiagonal. 
0 2 6 2 0  x3   b3 
 aij=0 if |i-j| > 1     
0 0 1 4 1  x4  b4 
0 0 0 1 6  x5  b5 

CISE301_Topic3 57
Tridiagonal Systems
 Occur in many applications
 Needs less storage (4n-2 compared to n +n for the general cases)
2

 Selection of pivoting rows is unnecessary

(under some conditions)
 Efficiently solved by Gaussian elimination

CISE301_Topic3 58
Algorithm to Solve Tridiagonal
Systems
 Based on Naive Gaussian elimination.
 As in previous Gaussian elimination algorithms
 Forward elimination step
 Backward substitution step
 Elements in the super diagonal are not affected.
 Elements in the main diagonal, and B need
updating

CISE301_Topic3 59
Tridiagonal System

All the a elements will be zeros, need to update the d and b elements
The c elements are not updated
d1 c1   x1   b1  d1 c1   x1   b1 
a d c2   x  b   d 2' c2   x  b ' 
 1 2 2
     2   2   2' 
 a2 d3    x3    b3    d 3'    x3    b3 
   cn 1          cn 1       
      '
   ' 
 a n 1 d n   xn  bn   d n   xn  bn 

CISE301_Topic3 60
Diagonal Dominance
A matrix A is diagonally dominant if
n
a ii   a ij for (1  i  n)
j 1,
j i

The magnitude of each diagonal element is larger than

the sum of elements in the corresponding row.

CISE301_Topic3 61
Diagonal Dominance
Examples :

3 0 1   3 0 1 
1 6 1   2 3 2
   
1 2  5  1 2 1 
Diagonally dominant Not Diagonally dominant

CISE301_Topic3 62
Diagonally Dominant Tridiagonal System
 A tridiagonal system is diagonally dominant if

d i  ci  ai 1 (1  i  n)

 Forward Elimination preserves diagonal dominance

CISE301_Topic3 63
Solving Tridiagonal System
Forward Elimination
 ai 1 
d i  d i   ci 1
 d i 1 
 ai 1 
bi  bi   bi 1 2in
 d i 1 
Backward Substituti on
b
xn  n
dn
1
xi   bi  ci xi 1  for i  n  1, n  2,...,1
di
CISE301_Topic3 64
Example
Solve
5 2   x1  12 5 1  2 12
1 5 2   x   9  5 1  2 9
  2      D   , A   , C   , B   
 1 5 2  x3   8  5 1  2 8
            
 1 5   x4   6  5
      6
Forward Elimination
 ai 1   ai 1 
d i  d i   ci 1 , bi  bi   bi 1 2i4
 d i 1   d i 1 
Backward Substitution
bn 1
xn  , xi   bi  ci xi 1  for i  3,2,1
dn di
CISE301_Topic3 65
Example
5 1  2 12
5 1  2 9
D   , A   , C   , B   
5 1  2 8
       
5
      6
Forward Eliminatio n
a  1 2 a  112
d 2  d 2   1 c1  5   4.6, b2  b2   1 b1  9   6.6
 d1  5  d1  5
a  1 2 a  1 6.6
d 3  d 3   2 c2  5   4.5652, b3  b3   2 b2  8   6.5652
 d2  4.6  d2  4.6
a  1 2 a  1 6.5652
d 4  d 4   3 c3  5   4.5619, b4  b4   3 b3  6   4.5619
 d3  4.5652  d3  4.5652

CISE301_Topic3 66
Example
Backward Substitution
 After the Forward Elimination:
D T   5 4.6 4.5652 4.5619, BT  12 6.6 6.5652 4.5619

 Backward Substitution:
b4 4.5619
x4    1,
d 4 4.5619
b3  c3 x4 6.5652  2 1
x3   1
d3 4.5652
b2  c2 x3 6.6  2  1
x2   1
d2 4.6
b1  c1 x2 12  2  1
x1   2
d1 5

CISE301_Topic3 67
Gauss-Jordan Method
 The method reduces the general system of
equations AX=B to IX=B where I is an identity
matrix.

 Only Forward elimination is done and no

backward substitution is needed.

 It has the same problems as Naive Gaussian

elimination and can be modified to do partial
scaled pivoting.

 It takes 50% more time than Naive Gaussian

method.
CISE301_Topic3 68
Gauss-Jordan Method
Example

2  2 2   x1  0
4 2  1  x   7
   2  
2  2 4   x3  2
Step 1 Eleminate x1 from equations 2and 3

eq1  eq1 / 2 
 1  1 1   x1  0
4  
eq2  eq2   eq1  0 6  5  x2   7
1 
0 0 2   x3  2
  
2
eq3  eq3   eq1
1 
CISE301_Topic3 69
Gauss-Jordan Method
Example

1  1 1   x1  0
0 6  5  x   7 
   2  
0 0 2   x3  2
Step 2 Eleminate x 2 from equations 1 and 3

eq 2  eq 2 / 6 
 1 0 0.1667   x1  1.1667
 1  
eq1  eq1   eq 2  0 1  0.8333  x   1.1667
 2  
 1   0 0
 2   x3   2 
 
0 
eq3  eq3   eq2 
1 
CISE301_Topic3 70
Gauss-Jordan Method
Example
1 0 0.1667   x1  1.1667 
0 1  0.8333  x   1.1667 
   2  
0 0 2   x3   2 
Step 3 Eleminate x 3 from equations 1 and 2

eq3  eq3 / 2 
 1 0 0  x1  1
 0.1667       
eq1  eq1   eq3   0 1 0  x2   2
 1    0 0 1   x  1 
  0.8333      3  
eq 2  eq 2   eq3
 1  

CISE301_Topic3 71
Gauss-Jordan Method
Example

2  2 2   x1  0
4 2  1  x   7
   2  
2  2 4   x3  2
is transformed to
1 0 0  x1  1   x1  1 
0 1 0  x   2  solution is  x   2
   2    2  
0 0 1  x3  1   x3  1 
CISE301_Topic3 72