Solution by  

Gauss Elimination 8.3 

Introduction
Engineers often need to solve large systems of linear equations; for example in determining the forces
in a large framework or finding currents in a complicated electrical circuit. The method of Gauss
elimination provides a systematic approach to their solution.

 

Prerequisites • be familiar with matrix algebra

Before starting this Section you should . . .

' 
$
• identify the row operations which allow the
reduction of a system of linear equations to
upper triangular form

Learning Outcomes • use back-substitution to solve a system of

equations in echelon form
On completion you should be able to . . .
• understand and use the method of Gauss
elimination to solve a system of three
simultaneous linear equations
& %

22 HELM (2008):
Workbook 8: Matrix Solution of Equations
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1. Solving three equations in three unknowns

The easiest set of three simultaneous linear equations to solve is of the following type:
3x1 = 6,
2x2 = 5,
4x3 = 7
T
which obviously has solution [x1 , x2 , x3 ]T = 2, 52 , 74 or x1 = 2, x2 = 52 , x3 = 74 .


In matrix form AX = B the equations are

    
3 0 0 x1 6
 0 2 0   x2  =  5 
0 0 4 x3 7
where the matrix of coefficients, A, is clearly diagonal.

Task
Solve the equations
    
2 0 0 x1 8
 0 −1 0   x2  =  2  .
0 0 3 x3 −6

Your solution

Answer
[x1 , x2 , x3 ]T = [4, −2, −2]T .
The next easiest system of equations to solve is of the following kind:
3x1 + x2 − x3 = 0
2x2 + x3 = 12
3x3 = 6.
The last equation can be solved immediately to give x3 = 2.
Substituting this value of x3 into the second equation gives
2x2 + 2 = 12 from which 2x2 = 10 so that x2 = 5
Substituting these values of x2 and x3 into the first equation gives
3x1 + 5 − 2 = 0 from which 3x1 = −3 so that x1 = −1
Hence the solution is [x1 , x2 , x3 ]T = [−1, 5, 2]T .
This process of solution is called back-substitution.
In matrix form the system of equations is
    
3 1 −1 x1 0
 0 2 1   x2  =  12  .
0 0 3 x3 6

HELM (2008): 23
Section 8.3: Solution by Gauss Elimination
The matrix of coefficients is said to be upper triangular because all elements below the leading
diagonal are zero. Any system of equations in which the coefficient matrix is triangular (whether
upper or lower) will be particularly easy to solve.

Task
Solve the following system of equations by back-substitution.
    
2 −1 3 x1 7
 0 3 −1   x2 = 5  .
 
0 0 2 x3 2

Write the equations in expanded form:

Your solution

Answer
2x1 − x2 + 3x3 = 7
3x2 − x3 = 5
2x3 = 2

Now find the solution for x3 :

Your solution
x3 =

Answer
The last equation can be solved immediately to give x3 = 1.
Using this value for x3 , obtain x2 and x1 :
Your solution
x2 = x1 =

Answer
x2 = 2, x1 = 3. Therefore the solution is x1 = 3, x2 = 2 and x3 = 1.

Although we have worked so far with integers this will not always be the case and fractions will enter
the solution process. We must then take care and it is always wise to check that the equations
balance using the calculated solution.

24 HELM (2008):
Workbook 8: Matrix Solution of Equations
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2. The general system of three simultaneous linear equations

In the previous subsection we met systems of equations which could be solved by back-substitution
alone. In this Section we meet systems which are not so amenable and where preliminary work must
be done before back-substitution can be used.
Consider the system
x1 + 3x2 + 5x3 = 14
2x1 − x2 − 3x3 = 3
4x1 + 5x2 − x3 = 7
We will use the solution method known as Gauss elimination, which has three stages. In the first
stage the equations are written in matrix form. In the second stage the matrix equations are replaced
by a system of equations having the same solution but which are in triangular form. In the final
stage the new system is solved by back-substitution.
Stage 1: Matrix Formulation
The first step is to write the equations in matrix form:
    
1 3 5 x1 14
 2 −1 −3   x2  =  3  .
4 5 −1 x3 7
Then, for conciseness, we combine the matrix of coefficients with the column vector of right-hand
sides to produce the augmented matrix:
 
1 3 5 14
 2 −1 −3 3 
4 5 −1 7
If the general system of equations is written AX = B then the augmented matrix is written [A|B].
Hence the first equation
x1 + 3x2 + 5x3 = 14
is replaced by the first row of the augmented matrix,
1 3 5 | 14 and so on.
Stage 1 has now been completed. We will next triangularise the matrix of coefficients by means of
row operations. There are three possible row operations:
• interchange two rows;
• multiply or divide a row by a non-zero constant factor;
• add to, or subtract from, one row a multiple of another row.
Note that interchanging two rows of the augmented matrix is equivalent to interchanging the two
corresponding equations. The shorthand notation we use is introduced by example. To interchange
row 1 and row 3 we write R1 ↔ R3. To divide row 2 by 5 we write R2 ÷ 5. To add three times row
1 to row 2, we write R2 + 3R1. In the Task which follows you will see where these annotations are
placed.
Note that these operations neither create nor destroy solutions so that at every step the system of
equations has the same solution as the original system.

HELM (2008): 25
Section 8.3: Solution by Gauss Elimination
Stage 2: Triangularisation
The second stage proceeds by first eliminating x1 from the second and third equations using row
operations.
   
1 3 5 14 1 3 5 14
 2 −1 −3 3  R2 − 2 × R1 ⇒  0 −7 −13 −25 
4 5 −1 7 R3 − 4 × R1 0 −7 −21 −49
In the above we have subtracted twice row (equation) 1 from row (equation) 2.
In full these operations would be written, respectively, as
(2x1 − x2 − 3x3 ) − 2(x1 + 3x2 + 5x3 ) = 3 − 2 × 14 or −7x2 − 13x3 = −25
and
(4x1 + 5x2 − x3 ) − 4(x1 + 3x2 + 5x3 ) = 7 − 4 × 14 or −7x2 − 21x3 = −49.
Now since all the elements in rows 2 and 3 are negative we multiply throughout by −1:
   
1 3 5 14 1 3 5 14
 0 −7 −13 −25  R2 × (−1) ⇒  0 7 13 25 
0 −7 −21 −49 R3 × (−1) 0 7 21 49
Finally, we eliminate x2 from the third equation by subtracting equation 2 from equation 3
i.e. R3 − R2:
   
1 3 5 14 1 3 5 14
 0 7 13 25  ⇒  0 7 13 25 
0 7 21 49 R3 − R2 0 0 8 24
The system is now in triangular form.
Stage 3: Back Substitution
Here we solve the equations from bottom to top. At each step of the back substitution process we
encounter equations which only have a single unknown and so can be easily solved.

Task
Now complete the solution to the above system by back-substitution.

Your solution

26 HELM (2008):
Workbook 8: Matrix Solution of Equations
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Answer
In full the equations are

x1 + 3x2 + 5x3 = 14
7x2 + 13x3 = 25
8x3 = 24

From the last equation we see that x3 = 3.

Substituting this value into the second equation gives
7x2 + 39 = 25 or 7x2 = −14 so that x2 = −2.
Finally, using these values for x2 and x3 in equation 1 gives x1 − 6 + 15 = 14. Hence x1 = 5. The
solution is therefore [x1 , x2 , x3 ]T = [5, −2, 3]T
Check that these values satisfy the original system of equations.

Task
Solve

2x1 − 3x2 + 4x3 = 2

4x1 + x2 + 2x3 = 2
x1 − x2 + 3x3 = 3

Write down the augmented matrix for this system and then interchange rows 1 and 3:
Your solution

Answer
Augmented
 matrix  
2 −3 4 2 R1 ↔ R3 1 −1 3 3
 4 1 2 2  ⇒  4 1 2 2 
1 −1 3 3 2 −3 4 2
Now subtract suitable multiples of row 1 from row 2 and from row 3 to eliminate the x1 coefficient
from rows 2 and 3:
Your solution

Answer
   
1 −1 3 3 1 −1 3 3
 4 1 2 2  R2 − 4R1 ⇒  0 5 −10 −10 
2 −3 4 2 R3 − 2R1 0 −1 −2 −4

HELM (2008): 27
Section 8.3: Solution by Gauss Elimination
Now divide row 2 by 5 and add a suitable multiple of the result to row 3:
Your solution

Answer
     
1 −1 3 3 1 −1 3 3 1 −1 3 3
 0 5 −10 −10  R2 ÷ 5 ⇒ 0 1 −2 −2  ⇒ 0 1 −2 −2 
0 −1 −2 −4 0 −1 −2 −4 R3 + R2 0 0 −4 −6

Now complete the solution using back-substitution:

Your solution

Answer
The equations in full are

x1 − x2 + 3x3 = 3
x2 − 2x3 = −2
−4x3 = −6.

The last equation reduces to x3 = 32 .

Using this value in the second equation gives x2 − 3 = −2 so that x2 = 1.
9
Finally, x1 − 1 + = 3 so that x1 = − 12 .
2
T
The solution is therefore [x1 , x2 , x3 ]T = − 21 , 1, 32 .


You should check these values in the original equations to ensure that the equations balance.
Again we emphasise that we chose a particular set of procedures in Stage 1. This was chosen mainly
to keep the arithmetic simple by delaying the introduction of fractions. Sometimes we are courageous
and take fewer, harder steps.
An important point to note is that when in Stage 2 we wrote R2 − 2R1 against row 2; what we
meant is that row 2 is replaced by the combination (row 2) − 2×(row 1).
In general, the operation
row i − α × row j
means replace row i by the combination
row i − α × row j.

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3. Equations which have an infinite number of solutions

Consider the following system of equations

x1 + x2 − 3x3 = 3
2x1 − 3x2 + 4x3 = −4
x1 − x2 + x3 = −1

In augmented form we have:

 
1 1 −3 3
 2 −3 4 −4 
1 −1 1 −1
Now performing the usual Gauss elimination operations we have
   
1 1 −3 3 1 1 −3 3
 2 −3 4 −4  R2 − 2 × R1 ⇒  0 −5 10 −10 
1 −1 1 −1 R3 − R1 0 −2 4 −4
Now applying R2 ÷ −5 and R3 ÷ −2 gives
 
1 1 −3 3
 0 1 −2 2 
0 1 −2 2
Then R2 − R3 gives
 
1 1 −3 3
 0 1 −2 2 
0 0 0 0
We see that all the elements in the last row are zero. This means that the variable x3 can take any
value whatsoever, so let x3 = t then using back substitution the second row now implies
x2 = 2 + 2x3 = 2 + 2t
and then the first row implies
x1 = 3 − x2 + 3x3 = 3 − (2 + 2t) + 3(t) = 1 + t
In this example the system of equations has an infinite number of solutions:
x1 = 1 + t, x2 = 2 + 2t, x3 = t or [x1 , x2 , x3 ]T = [1 + t, 2 + 2t, t]T
where t can be assigned any value. For every value of t these expressions for x1 , x2 and x3 will
simultaneously satisfy each of the three given equations.

Systems of linear equations arise in the modelling of electrical circuits or networks. By breaking
down a complicated system into simple loops, Kirchhoff’s law can be applied. This leads to a set of
linear equations in the unknown quantities (usually currents) which can easily be solved by one of
the methods described in this Workbook.

HELM (2008): 29
Section 8.3: Solution by Gauss Elimination
 Engineering Example 3

Currents in three loops

In the circuit shown find the currents (i1 , i2 , i3 ) in the loops.

4v

2Ω 3Ω
i1 i2
5v 6Ω

4Ω
i3
6v

Figure 2

Solution
Loop 1 gives
2(i1 ) + 3(i1 − i2 ) = 5 → 5i1 − 3i2 = 5
Loop 2 gives
6(i2 − i3 ) + 3(i2 − i1 ) = 4 → −3i1 + 9i2 − 6i3 = 4
Loop 3 gives
6(i3 − i2 ) + 4(i3 ) = 6 − 5 → −6i2 + 10i3 = 1
Note that in loop 3, the current generated by the 6v cell is positive and for the 5v cell negative in
the direction of the arrow.
In matrix form
    
5 −3 0 i1 5
−3 9 −6 i2 = 4
   
0 −6 10 i3 1
Solving gives
34 19 41
i1 = , i2 = , i3 =
15 9 30

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Engineering Example 4

Velocity of a rocket

The upward velocity of a rocket, measured at 3 different times, is shown in the following table
Time, t Velocity, v
(seconds) (metres/second)
5 106.8
8 177.2
12 279.2
The velocity over the time interval 5 ≤ t ≤ 12 is approximated by a quadratic expression as
v(t) = a1 t2 + a2 t + a3
Find the values of a1 , a2 and a3 .

Solution
Substituting the values from the table into the quadratic equation for v(t) gives:
    
106.8 = 25a1 + 5a2 + a3 25 5 1 a1 106.8
177.2 = 64a1 + 8a2 + a3 or  64 8 1 a2  = 177.2
279.2 = 144a1 + 12a2 + a3 144 12 1 a3 279.2
Applying one of the methods from this Workbook gives the solution as
a1 = 0.2905 a2 = 19.6905 a3 = 1.0857 to 4 d.p.
As the original values were all experimental observations then the values of the unknowns are all
approximations. The relation v(t) = 0.2905t2 + 19.6905t + 1.0857 can now be used to predict the
approximate position of the rocket for any time within the interval 5 ≤ t ≤ 12.

HELM (2008): 31
Section 8.3: Solution by Gauss Elimination
 Exercises
Solve the following using Gauss elimination:
1.
2x1 + x2 − x3 = 0
x1 + x3 = 4
x1 + x2 + x3 = 0
2.
x1 − x2 + x3 = 1
−x1 + x3 = 1
x1 + x2 − x3 = 0
3.
x1 + x2 + x3 = 2
2x1 + 3x2 + 4x3 = 3
x1 − 2x2 − x3 = 1
4.
x1 − 2x2 − 3x3 = −1
3x1 + x2 + x3 = 4
11x1 − x2 − 3x3 = 10
You may need to think carefully about this system.

Answers
8 4
(1) x1 = , x2 = −4, x3 =
3 3
1 3
(2) x1 = , x2 = 1, x3 =
2 2

(3) x1 = 2, x2 = 1, x3 = −1

(4) infinite number of solutions: x1 = t, x2 = 11 − 10t, x3 = 7t − 7

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Workbook 8: Matrix Solution of Equations