Class Session File
Class Session File
Numerical Analysis
Lesson #: 2
Title: Gauss elimination method matrix
method:
Matrix Size of A:
Rows = number of linear
equations
Columns = number of variables
Exercise – change linear equation to
matrix form
3 x + 4 y =3
5 y +2 x =7
Exercise – change linear equation to
matrix form
Exercise – change linear equation to
matrix form
− x +7 y=40 4 y +3 z =8
2 4 y +2 z=− 10 5 y +2 x =−7
z −9 y + 3 x=1 8 x −2 z +3 y =5
Solving System of linear equations
by numerical analysis – using matrix
Steps to find unknowns in set of linear equations by matrix
method:
1. Identity matrix
2. Diagonal matrix
[ ][ ] [ ]
1 0 0 𝑥 𝑎 a=x
0 1 0 𝑦 = 𝑏
The
b=y
0 0 1 𝑧 𝑐 diagonal is
c=z
always 1.
Change to special matrix
2 – Diagonal matrix
Solution
[ ][ ] [ ]
𝑎 11 0 0 𝑥 𝑎 steps:
0 𝑎22 0 𝑦 = 𝑏 a₁₁x + 0y +
𝑧 𝑐 0z= a
0 0 𝑎33
a₁₁x = a
x = a/a₁₁ x = a/a₁₁
in the
Y = b/a₂₂ diagonal are
Z = c/a₃₃ any numbers
Change to special matrix
3 – upper triangular matrix
[ ][ ] [ ]
𝑎 11 𝑎1 2 𝑎1 3 𝑥 𝑎
0 𝑎 22 𝑎1 3 𝑦 = 𝑏
0 0 𝑎 33 𝑧 𝑐 This process is
called:
Backward
Start with: substitution
z = c/₃₃ Diagonal cannot be
Then go up to find y, zero!
then
Change to special matrix
4 – lower triangular matrix
[ ][ ] [ ]
𝑎 11 0 0 𝑥 𝑎
𝑎 21 𝑎 22 0 𝑦 = 𝑏 This process is
𝑎 31 𝑎3 2 𝑎 33 𝑧 𝑐 called:
forward substitution
Start with: Diagonal cannot be
x = a/a₁₁ zero!
Then go down to find y, then
Special matrixes
1. Identity matrix
Important note:
2. Diagonal matrix In any of these 4 special
matrixes, the determinant
cannot be equal to zero!
3. Upper triangular matrix
That means none of the
diagonal values can be
(preferred)
zero.
[ ][ ] [ ]
𝑎 11 𝑎1 2 𝑎1 3 𝑥 𝑎
0 𝑎 22 𝑎1 3 𝑦 = 𝑏
0 0 𝑎 33 𝑧 𝑐
[ ][ ] [ ]
0 1 2 𝑥 4
2 4 1 𝑦 = 1 Is this
3 2 1 𝑧 2 correct?
Example with upper triangular
matrix using Gauss elimination
y + 2z = 4
2x + 4y +z = 1
3x +2y +z = 2
[ ][ ] [ ]
2 4 1 𝑥 1 Change the
0 1 2 𝑦 = 4 rows, why?
3 2 1 𝑧 2
Example with upper triangular
matrix using Gauss elimination
[ ][ ] [ ]
(you want to make zero) – (Row1 value of that 2 4 1 𝑥 1
column from diagonal)x[(you want to make 0 1 2 𝑦 = 4
zero) / (Row1 value of that column from 3 2 1 𝑧 2
diagonal)]
[3 – 2x(3/2)] multiply this by
[2 – 4x(3/2)] multiply this by
[1 – 1x(3/2)] multiply this by
[2 – 1x(3/2)] multiply this by
Diagonal
part
[ ][ ] [ ]
(you want to make zero) – (Row1 value of that
2 4 1 𝑥 1
column from diagonal)x[(you want to make
zero) / (Row1 value of that column from 0 1 2 𝑦 = 4
diagonal)] 3 2 1 𝑧 2
[3 – 2x(3/2)] = 0
[2 – 4x(3/2)] = -4
[ ][ ] [ ]
[1 – 1x(3/2)] = -1/2
2 4 1 𝑥 1
[2 – 1x(3/2)] = 1/2
0 1 2 𝑦 = 4
Now make this
0 −4 −1/ 2 𝑧 1/ 2
zero (next slide)
Example with upper triangular
matrix using Gauss elimination
[ ][ ] [ ]
2 4 1 𝑥 1
Diagonal
part
0 1 2 𝑦 = 4
0 −4 −1/ 2 𝑧 1/ 2
[ ][ ] [ ]
2 4 1 𝑥 1
0 1 2 𝑦 = 4
0 −4 −1/ 2 𝑧 1/ 2
[-4 – 1x(-4/1)] = 0
[-1/2 – 2x(-4/1)] = 15/2
[ ][ ] [ ]
[1/2 – 4x(-4/1)] = 33/2 2 4 1 𝑥 1
0 1 2 𝑦 = 4
0 0 15 / 2 𝑧 33/ 2
Example with upper triangular
matrix using Gauss elimination
Looks like this
[ ][ ] [ ] [ ][ ] [ ]
2 4 1 𝑥 1 𝑎 11 𝑎1 2 𝑎1 3 𝑥 𝑎
0 1 2 𝑦 = 4 0 𝑎 22 𝑎1 3 𝑦 = 𝑏
0 0 𝑎 33 𝑧 𝑐
0 0 15 / 2 𝑧 33/ 2
(15/2) z = (33/2)(from row 3)
z = 33/15
y + 2z = 4 (from row 2)
y + 2(33/15) = 4 Proof the values are
y = (-6/15) correct:
2x + 4y + z = 1 (from row 1) y + 2z = 4
2x + 4(-6/15) + (33/15) = 1 2x + 4y +z = 1
x = 3/15 3x +2y +z = 2
Classwork question
solve with upper triangular matrix using Gauss
elimination
Find x and y:
2x + 3y = 4
4x +9y = 6
Example with upper triangular
matrix using Gauss elimination
[ ][ ] [ ]
Find x and y: 2 3 𝑥 4
2x + 3y = 4 =
4x +9y = 6 4 9 𝑦 6
[4 – 2x(4/2)] = 0
[9 – 3x(4/2)] = 3
[6 – 4x(4/2)] = -2
[ 2
0
3
3 ][ ] [ ]
𝑥
𝑦
=
4
−2
Example with upper triangular
matrix using Gauss elimination
Find x and y:
2x + 3y = 4
4x +9y = 6 [ 2
0
3
3 ][ ] [ ]
𝑥
𝑦
=
4
−2
3y = -2 (from row
2)
Proof the values are
y = -2/3
correct:
2x + 3y = 4 (from
2x + 3y = 4
row 1)
4x +9y = 6
2x+ 3(-2/3) = 4
Classwork question
solve with upper triangular matrix using Gauss
elimination
End of Class