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Lecture2 - System of Equations

1) The document discusses the numerical solution of systems of linear algebraic equations using the Gauss elimination method. It begins by defining linear and nonlinear systems of equations. 2) Gauss elimination involves transforming the original system of equations into an upper triangular system using elimination steps, and then solving the resulting system using back substitution. 3) The method is demonstrated on a sample 4x4 system, showing the forward elimination and back substitution steps. MATLAB code is also presented for implementing the method.

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50 views

Lecture2 - System of Equations

1) The document discusses the numerical solution of systems of linear algebraic equations using the Gauss elimination method. It begins by defining linear and nonlinear systems of equations. 2) Gauss elimination involves transforming the original system of equations into an upper triangular system using elimination steps, and then solving the resulting system using back substitution. 3) The method is demonstrated on a sample 4x4 system, showing the forward elimination and back substitution steps. MATLAB code is also presented for implementing the method.

Uploaded by

sifat
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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ME 6185

April 2022
Advanced Numerical Analysis

Lecture – 2
Solution of System of Equations

Sheikh Mohammad Shavik, PhD


Assistant Professor
Dept. of Mechanical Engineering, BUET
Office: Room no. ME421, ME Building
Email: [email protected]

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Difference between Systems of Linear and
Nonlinear Equations

Linear system Nonlinear system

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System of Linear Equations
f1(x1, x2, ..., xn) = 0
f2(x1, x2, ..., xn) = 0
A general set of equations. n equations, n unknowns.
...
fn(x1, x2, ..., xn) = 0

Linear Algebraic Equation: An equation of the form f(x)=0 where, f


is a polynomial with linear terms.

a11x1 + a12x2 + ... + a1nxn = b1


a21x1 + a22x2 + ... + a2nxn = b2 A general set of linear algebraic equations.
... ... ... ... n equations, n unknowns.
an1x1 + an2x2 + ... + annxn = bn

Matrix Form: [A] {x} = {b}


[A] nxn Coefficient matrix
{x} nx1 Unknown vector
{b} nx1 Right-Hand-Side (RHS) vector
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Numerical Solution of Systems of Linear
Algebraic Equations

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(Naive) Gauss Elimination Method
§ Consider the following system of n equations.
a11x1 + a12x2 + ... + a1nxn = b1 (1)
a21x1 + a22x2 + ... + a2nxn = b2 (2)
………
………
an1x1 + an2x2 + ... + annxn = bn (n)

Step 0 (optional): Form the augmented matrix of [A|B]. Johann Carl Friedrich Gauss
(1777–1855)

Step 1 Forward Elimination: Reduce the system to an upper triangular system.


(1.1) First eliminate x1 from 2nd to nth equations.
- Multiply the 1st eqn. by a21/a11 & subtract it from the 2nd equation. This is the new 2nd eqn.
- Multiply the 1st eqn. by a31/a11 & subtract it from the 3rd equation. This is the new 3rd eqn.
...............
- Multiply the 1st eqn. by an1/a11 & subtract it from the nth equation. This is the new nth eqn.

Important: In these steps the 1st eqn is the pivot equation and a11 is the pivot element. Note that a
division by zero may occur if the pivot element is zero. Naive-Gauss Elimination does not check for
this.

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Step 0: Form Augmented matrix
b1
b2

b3

bn b1
b2

bn

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Step 1.1: eliminate x1 from 2nd to nth
equations

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Step 1.1: eliminate x1 from 2nd to nth
equations

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Step 1.1: eliminate x1 from 2nd to nth equations

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Step 1.2: eliminate x2 from 3rd to nth equations

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Step 1.3: eliminate x2 from 4th to nth equations

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…….Step 1.n-1: eliminate xn-1 from nth equation

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Forward Elimination

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(Naive) Gauss Elimination Method
Step 2 Back substitution: Find the unknowns starting from
the last equation.

(2.1) Last equation involves only xn. Solve for it.

(2.1) Use this xn in the (n-1)th equation and solve for xn-1.
.......
……..
(2.n) Use all previously calculated x values in the 1st eqn and
solve for x1.

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Back Substitution

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Gauss Elimination: Recipe in a Flow Chart

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Gauss Elimination: Recipe in a Flow Chart

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Gauss Elimination: Recipe in a Flow Chart

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MATLAB
Code

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Using MATLAB code

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Example: Naive Gauss Elimination Method

§ Example: Solve the following system using Naive Gauss


Elimination
6x1 – 2x2 + 2x3 + 4x4 = 16
12x1 – 8x2 + 6x3 + 10x4 = 26
3x1 – 13x2 + 9x3 + 3x4 = -19
-6x1 + 4x2 + x3 - 18x4 = -34

Step 0: Form the augmented matrix

6 –2 2 4 | 16
12 –8 6 10 | 26
3 –13 9 3 | -19
-6 4 1 -18 | -34

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Example: Naive Gauss Elimination Method

Step 1: Forward elimination


6 –2 2 4 | 16 (Does not change. Pivot is 6)
(1.1) Eliminate x1 0 –4 2 2 | -6
0 –12 8 1 | -27
0 2 3 -14 | -18

(1.2) Eliminate x2 6 –2 2 4 | 16 (Does not change.)


0 –4 2 2 | -6 (Does not change. Pivot is -4)
0 0 2 -5 | -9
0 0 4 -13 | -21

(1.3) Eliminate x3 6 –2 2 4 | 16 (Does not change.)


0 –4 2 2 | -6 (Does not change.)
0 0 2 -5 | -9 (Does not change. Pivot is 2)
0 0 0 -3 | -3

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Example: Naive Gauss Elimination Method

Step 2: Back substitution

(2.1) Find x4 x4 = (-3)/(-3) = 1


(2.2) Find x3 x3 = (-9+5*1)/2 = -2
(2.3) Find x2 x2 = (-6-2*(-2)-2*1)/(-4) = 1
(2.4) Find x1 x1 = (16+2*1-2*(-2)-4*1)/6 = 3

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