Term Paper OF Numerical Analysis (Mth204) : Topic Name: Role of Pivoting in Solving System of
Term Paper OF Numerical Analysis (Mth204) : Topic Name: Role of Pivoting in Solving System of
OF
NUMERICAL ANALYSIS (MTH204)
SUBMITTED TO:
SUBMITTED BY:
ACKNOWLEDGEMENT
First and foremost, I thank my teacher who has assigned me for this term paper to bring
out my capabilities.
I express my gratitude to my parents for being a
continuous source of encouragement and for their financial aids given to me. I would like
to acknowledge the assistance provided to me by the library staff of L.P.U.
My heartful gratitude to my friends for helping me
to complete my work in time.
TABLE OF CONTENTS
Sr.No. Topic Name Page No.
5 Disadvantages of Gauss 10
elimination and How to remove
them
6 Pivoting:(i)Partial Pivoting 10-13
10 Conclusion 16
11 Bibliography/Refrences 17
Matrix representation
Or, A x = b
But in this term paper I have to explain in detail the role of Pivoting in solving
system of linear equation.
GAUSS ELIMINATION
A linear equation may be solved using Gaussian Elimination.
1) Gaussian elimination employs elementary row operations:
a) Interchange two rows
b) Multiply a row by a nonzero constant
c) Add a nonzero multiple of one row to another
2) Elementary row operations alter the form of a linear equation without changing its
solution.
Step 1:
At step kth,
Define multiplier as
Define:
Calculate:
Define:
Calculate:
Back Substitution
Therefore,
Disadvantages of GAUSS ELIMINATION:
PIVOTING:
1) PARTIAL PIVOTING
a) The equations are not mathematically affected. It merely changes the sequential
order in which the equations are solved thereby makes the computation possible
whenever the diagonal coefficient becomes zero or very small number.
b) Even when all diagonal coefficients are non-zero, the changes of the order
increase accuracy in computation of solution.
c) If a zero diagonal element is unavoidable inspite of pivoting, it indicates that the
problem has no unique solution. Some equations are linearly dependent.
In partial or column pivoting, we rearrange the rows of the matrix and bring the
numerically largest value in the column onto the diagonal right-hand side. For example
in this matrix the largest value is in element 6, 2 and so we simply swap rows 2 and 6 to
give
Partial pivoting may be implemented for every step of the solution process, or only when
the diagonal values are sufficiently small as to potentially cause a problem. Pivoting for
every step will lead to smaller errors being introduced through numerical
inaccuracies, but the continual reordering will slow down the calculation.
Partial pivoting:
At stage k
That is, if i > k, then switch rows “k” and “i” in A and b, and proceed with step k
elimination process of Gauss elimination.
All multipliers will now satisfy
This prevents the growth of elements in A (k) of greatly varying size and thus reduce the
possibility for large loss of significant errors.
2) FULL PIVOTING / COMPLETE PIVOTING
Complete pivoting (interchange of both rows and columns) to get the largest coefficient
at diagonal location will improve accuracy in computation even further.
Switch rows of A and b, and columns of A to bring at the pivot position an element
maximum absolute value of Ck.
The full pivoting is much the same as that of partial pivoting. The main difference is that
the numerically largest value in the column or row containing the value to be replaced.
For example above element the magnitude of element 2, 5 (201) is the greatest in either
row 2 or column 2 so we shall rearrange the columns to bring this element onto the
diagonal. This will also entail a rearrangement of the solution vector x. The rearranged
system becomes
The ultimate degree of accuracy can be provided by rearranging both rows and columns
so that the numerically largest value in the sub matrix not yet processed is brought onto
the diagonal. In the example above, the largest value is 6003 occurring at position 4, 6 in
the matrix. We may bring this onto the diagonal for the next step by interchanging
columns one and six and rows two and four. The order in which we do this is
unimportant. The final result is
Again this process may be undertaken for every step, or only when the value on the
diagonal is considered too small relative to the other values in the matrix.
If it is not possible to rearrange the columns or rows to remove a zero from the diagonal,
then the matrix A is singular and no solution exists.
Note that,
a) The order of unknown is changed with a column switch
b) Complete pivoting is expensive as it requires bookkeeping of the variables and
thus is not usually used. Not to allow error to grow
Solution is:
Therefore, just by rearranging the set of equations, we could reduce the round-off errors.
where u₀ and g are given functions defined on those portions of the boundary.
CONCLUSION
Pivoting must be used in Gauss elimination Method to solve the system of equations.
It helps to sole the equations in correct manner. Without using pivoting there are some
variations in results as described in above example. Pivoting helps to avoid getting zero
on the diagonal, and also helps to increase accuracy by reducing round-off
errors.Therefore, it is important to use it in Guass elimination method to solve the system
of equations.
BIBLIOGRAPHY
1) http://azload.com/pol502-lecture-notes-linear-algebra-2414.html
2) http://azload.com/lecture-notes-for-linear-algebra-1868.html
3) http://www.supermath.info/LinearnotestoSec5p3.pdf
4) http://en.wikipedia.org/wiki/Mixed_boundary_condition