Gaussian Elimination Method
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martinsGaussian Elimination Method
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martinsGaussian Elimination Method
Let the system
(1)
In matrix writing, this system is written AX=B , where
The augmented matrix of this system is. [ A:B ]
The Gaussian Elimination method consists of transforming the augmented
matrix[ A:B ] into an upper triangular matrix. Then the variables of the
system are fixed appropriately and solved using the backward substitution
as illustrated in the example that follows.
Example
Use the Gaussian elimination method to solve the following system:
x+y+3z=−2
2x +y+ 5z=−5
x+3y +2z=6
Solution:
The augmented matrix of this system is
[ ]
1 1 3 . −2
2 1 5 . −5
1 3 2 . 6
The following elementary transformations: L1 → L1 ;L 2 →L2 −2L1 ;L 3 → L3 −L1
give:
[ ] [ ]
1 1 3 . −2 1 1 3 . −2
2 1 5 . −5 0 −1 −1 . −1
1 3 2 . 6 ~ 0 2 −1 . 6
L → L1 ;L 2 →L2 ;L 3 →L3 +2L2
Let us make the following changes: 1
We have
[ ][ ]
1 1 3 . −2 1 1 3 . −2
0 −1 −1 . −1 0 −1 −1 . −1
0 2 −1 . 8 ~ 0 0 −3 . 6
At this stage, we have a step matrix and this matrix represents a system
equivalent to the starting system.
x+y+3z=−2
− y−z=−1
−3z=6
In the last equation, we find, z=−2 using this value in the 2nd equation we
find y= 3 and by replacing these values in the 1st equation, we obtain. x=1
Gauss-Jordan elimination method
This method is an extension of the method of Gaussian elimination. It
consists of transforming the augmented matrix[ A:B ] into an identity matrix
where the leading diagonal has 1, and every element below and above it is
zero. The method is illustrated with the example below.
Example
Using the method of Gauss-Jordan elimination, solve the following system:
x+y+3z=−2
2x +y+ 5z=−5
x+3y +2z=6
Solution
This is the same system were addressed in the example of the step matrix
method, where the augmented matrix has been transformed into a following
step matrix:
[ ]
1 1 3 . −2
0 −1 −1 . −1
0 0 −3 . 6 .
The method of Gauss Jordan elimination is to continue the elementary
transformations on the lines so as to bring 1 to the diagonal elements and
zeros appear above and below the 1.
[ ] [ ]
1 1 3 . −2 L1 → L1 −2L3 1 0 2 . −3
0 −1 −1 . −1 L2 → L2 −L3 0 1 1 . 1
0 0 −3 . 6 ~ L3 →L3 0 0 1 . −2 ~
Note that the left portion of the final matrix is an identity matrix. In the last
column, we read in the order the solution. x=1, y= 3, z=−2 .
Note
The Gaussian and Gauss-Jordan elimination are methods that can be used to
solve any system of linear equations; they require no condition on the
starting system. Therefore, using these methods that address the resolution
of a system of linear equations in all its generality.
Moreover, these methods can determine the whole solution of a system that
admits an infinite number of solutions. Give examples where the methods of
Cramer and the inverse matrix does not apply but where the method of
Gauss-Jordan applies.
Example
Solve the following system
Cramer's methods and the inverse matrix does not resolve it. However using
the method of Gauss-Jordan elimination, we have:
[ ] [ ] [ ]
−1 2 . 5 L1 → L1 −1 2 . 5 −1 2 . 5
2 3 . 4 L 2 → L 2 + 2L1 0 7 . 14 0 7 . 14
3 1 . −1 L3 →L3 +3L1 ~ 0 7 . 14 ~ 0 0 . 0
from the 2nd line of the last matrix we have7y=14 , y= 2 and from the 1st line
we have: −x+ 2y=5, where x=−1 .
Therefore the solution of the system S= { (−1,2 ) }
