NUMERICAL METHODS
(CEng3102)
BY- Hiwot G.
Department- Civil Engineering
Office- B16-R3
Email- hiwote0915@gmailcom
CHAPTER THREE
Solutions of Systems of Linear Algebraic
Equations
• Introduction
• Gauss Elimination Method
• LU Decomposition Method
• Iterative Solution of Linear Systems
– Gauss-Seidel Method
– Jacobi Method
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Introduction
• A number of problems in numerical analysis can be
reduced to, or approximated by, a system of linear
equations.
• Systems of a linear equations that have to be solved
simultaneously arise in problems that include several
(possibly many) variables that are dependent on each other
• A system of two (or three) equations with two (or three)
unknowns can be solved manually by substitution or other
mathematical methods
• Solving a system in this way is practically impossible as the
number of equations (and unknowns) increases beyond
three
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Solving a System of Linear Equations: 1. Background
• A general form of a system of n linear algebraic
equations is:
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The matrix form of the equations is shown as:
Direct Method
• The system of equations that is initially given in general
form, is manipulated to an equivalent system of equations
that can be easily solved
• Three systems of equations that can be easily solved are
Upper Triangular form
Lower Triangular form
Diagonal form
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Direct Method > Upper Triangular Form
It is shown in the equation below;
The system in this form has all zero coefficients
below the diagonal and is solved by a procedure
called back substitution.
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In the case of four equation, the solution is given by;
For a system of n equations in UPPER triangular form, a
general formula for the solution using BACK substitution is:
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Direct Method >Lower Triangular form
It is shown in the equation;
The system in this form has all zero
coefficients above the diagonal and is
solved by a procedure called forward
substitution.
In the case of four equation, the solution is given
by;
A system of four equations in lower triangular form.
The Lower and Upper
Triangular forms are used in the
LU decomposition form)
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Two types of numerical methods :
DIRECT method
• Gauss Elimination method
• Gauss Jordan method
• LU decomposition method
ITERATIVE method
• Jacobi method
• Gauss Seidel method
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GAUSS ELIMINATION METHOD
In the Gauss elimination method, the system of equations is manipulated into an
equivalent system of equations that has the form:
Matrix form of the equivalent system
• The 1st equation of the equivalent system is the same as 1st equation of the
original system
• In the 2nd equation, the variable x1 is eliminated.
• In the 3rd equation, the variables x1 and x2 are eliminated.
• In the 4th equation, the variables x1, x2 and x3 are eliminated.
equivalen
t system
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Example 1
Determine the value of x by using Gauss Elimination
method.
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Solution:-
We can represent the system of equation in a
matrix form
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Cont….
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Gauss Jordan method
Example 2
Determine the value of x by using Gauss-Jordan Elimination
method.
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Solution:-
We can represent the system of equation in a matrix form
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Cont…
Numerical Methods
Cont…
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LU decomposition method
Example 3
Determine the value of x by using LU Decomposition method.
Solution:-
We can represent the system of equation in a matrix form
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Cont…
We can represent the system of equation in a matrix form
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Cont…
We can represent the system of equation in a matrix form
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Cont…
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You can use Gauss Elimination Method
You can use Gauss Elimination Method
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Jacobi method
Example 4
Carry out the first three iterations of the solution of the following system
of equations using the Gauss-Jacobi iterative method. For the first guess of
the solution, take the value of all the unknowns to be one.
Solution:-
Carry out the first three iterations of the solution of the following system of
equations using the Gauss-Jacobi iterative method. For the first guess of the
solution, take the value of all the unknowns to be one
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Cont…
The system of equations satisfies the diagonally dominance condition
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Cont…