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Linear Equations
Class 7
Engineering 112
Engineering Methods II
1
0.5 x 0
3
1
4
0.75 y = 0
0.5 0.75
5 z 0
Non-Homogeneous
Some of the elements of the
array on the right-hand-side
of homogeneous equations
are not zeros.
1
0.5 x 4
3
1
4
0.75 y = 2
0.5 0.75
5 z 3
Non-homogeneous Linear
Equations
Non-homogeneous systems of linear equations are
encountered in many disciplines within engineering
and science.
A typical problem involves finding the numbers in the
array x that satisfies all equations simultaneously.
a11 a 12
a
a
21
22
M
M
a n1 a n2
L a 1n x1 y1
L a 2n x 2 y 2
=
O M M M
L a nn x n y n
Solution Methods
There are many methods for solving linear equations.
[a]{x} = {b}
Gaussian Elimination
Cholesky factors
Cramers Rule
Gauss-Seidel Iteration
Cramers Rule
Refer to Class 3 for detailed discussion
3x + 4y = 9
2x 5y = 8
D1 =
8 -5
= (9)( 5) (8)(4)
= 77
3 4 x 9
2 - 5 y = 8
D1 =
3 9
2 8
= (3)(8) (2 )(9 )
=6
D=
2 -5
= 23
= (3)( 5) (2)(4)
77
= 3.35
23
6
= 0.26
y=
23
x=
Gaussian Elimination
Example Problem
x + 2y + 3z = 14
2x + 3y + 4z = 20
3x + 4y + z = 14
1 2 3 x 14
2 3 4 y = 20
3 4 1 z 14
- 2x 4y 6z = -28
2x + 3y + 4z = 20
y 2z 8
x + 2y + 3z = 14
- y 2z = -8
3x + 4y + z = 14
Gaussian Elimination
(Example Continued)
x + 2y + 3z = 14
- y 2z = -8
3x + 4y + z = 14
1 2 3 x 14
0 - 1 - 2 y = 8
3 4 1 z 14
- 3x 6y 9z = -42
3x + 4y + z = 14
2y 8z = 28
x + 2y + 3z = 14
- y 2z = -8
2y 8z = -28
Gaussian Elimination
(Example Continued)
x + 2y + 3z = 14
- y 2z = -8
2y 8z = -28
1 2 3 x 14
0 - 1 - 2 y = 8
0 - 2 - 8 z 28
2y + 4z = 16
2y 8z = -28
4z = 12
x + 2y + 3z = 14
- y 2z = -8
- 4z = -12
Gaussian Elimination
(Example Continued)
x + 2y + 3z = 14
- y 2z = -8
- 4z = -12
1 2 3 x 14
0 - 1 - 2 y = 8
0 0 - 4 z 12
- 12
z=
=3
4
Gaussian Elimination
(Example Continued)
x + 2y + 3z = 14
- y 2z = -8
- 4z = -12
1 2 3 x 14
0 - 1 - 2 y = 8
0 0 - 4 3 12
y 6 = 8
y=2
Gaussian Elmination
(Example Continued)
x + 2y + 3z = 14
- y 2z = -8
- 4z = -12
1 2 3 x 14
0 - 1 - 2 2 = 8
0 0 - 4 3 12
x + 4 + 9 = 14
x =1
Gaussian Elimination
(Example Continued)
Original Equations
1 2 3 x 14
2 3 4 y = 20
3 4 1 z 14
Verify Answer
1 2 3 1
2 3 4 2 =
3 4 1 3
Gaussian Elimination
(Example Continued)
1 2 3 x 14
2 3 4 y = 20
3 4 1 z 14
Equations after
Elimination Process
1 2 3 x 14
0 - 1 - 2 2 = 8
0 0 - 4 3 12
1 2 3
1[(3)(1) (4 )(4 )]
2 3 4 = 2[(2 )(1) (3)(4 )]
1 2 3
0 - 1 - 2 = (1)( 1)( 4 )
3 4 1
=4
=4
-4
Solution Methods
There are many methods for solving linear equations.
[a]{x} = {b}
Gaussian Elimination
Cramers Rule
Cholesky factors
Gauss-Seidel
Gauss-Seidel
(Example)
1 2 3 x 14
2 3 4 y = 20
3 4 1 z 14
1 0 0 x 0 2 3 x 14
0 3 0 y + 2 0 4 y = 20
0 0 1 z 3 4 0 z 14
1 0 0 x i +1 14 0 2 3 x i
0 3 0 y = 20 2 0 4 y
i +1
i
0 0 1 z i +1 14 3 4 0 z i
Gauss-Seidel
(Example Continued)
1 x i
5 0 0 x i +1 14 0 2
0 3 0 y = 20 2 0 0.5 y
i
i +1
0 0 6 z i +1 14 1 0.5 0 z i
Step 1:
1 Assume a solution for the 1st iteration. Evaluate
the right-hand-side of the equation. Solve for the 2nd
solution.
1 1
5 0 0 x i +1 14 0 2
0 3 0 y = 20 2 0 0.5 1
i +1
0 0 6 z i +1 14 1 0.5 0 1
x i +1 2.2
y i +1 = 5.8333
z 2.0833
i +1
Gauss-Seidel
(Example Continued)
Step 2:
2 Use the previous solution to obtain an improve
another estimate for the solution.
1 2.2
5 0 0 x i +1 14 0 2
0 3 0 y = 20 2 0 0.5 5.833
i +1
0 0 6 z i +1 14 1 0.5 0 2.0833
x i +1 0.050
=
y
4
.
8528
i +1
z 1.4806
i +1
Gauss-Seidel
(Example Continued)
Step 3:
3 Use the previous solution to obtain an improve
another estimate for the solution.
1 0.050
5 0 0 x i +1 14 0 2
0 3 0 y = 20 2 0 0.5 4.8528
i +1
0 0 6 z i +1 14 1 0.5 0 1.4806
x i +1 0.5628
=
y
6
.
3866
i +1
z 1.9206
i +1
Gauss-Seidel
(Example Continued)
Step 18:
18 Use the previous solution to obtain an improve
another estimate for the solution.
1 - 0.1488
5 0 0 x i +1 14 0 2
0 3 0 y = 20 2 0 0.5 6.4630
i +1
0 0 6 z i +1 14 1 0.5 0 1.8197
x i +1 0.1491
y i +1 = 6.4626
z 1.8195
i +1
The Gauss-Seidel
method does not always
converge (i.e. never finds
the answer)
Gauss-Seidel
(Convergence)
How do I know when the Gauss-Seidel
Iteration method has converged?
Convergence Criteria
1. The absolute value of the difference between each
element of the i+1 and i iterations is less than a
small number (Convergence Tolerance).
18th Iteration
17th Iteration
Difference
0.1491
6
.
4626
1.8195
0.1488
6
.
4630
1.8197
0.0003
0
.
0004
0.0002
Gauss-Seidel
(Convergence)
2. The absolute value of the difference in the
norms of the solution vectors for the i+1 and i
iterations divided by the norm of the solution
vector for the ith iteration.
Norm i +1 Norm i
Ratio = abs
Norm i
18th Iteration
17th Iteration
0.1491
6.4626
1.8195
0.1488
6
.
4630
1.8197
Norm=6.7155052
Norm=6.7159377
Ratio=6.44e-5
Gauss-Seidel
(Example Program)
Solution Methods
There are many methods for solving linear equations.
[a]{x} = {b}
Gaussian Elimination
Cramers Rule
Cholesky factors
Gauss-Seidel
Cholesky Factors
[A]{x} = {b}
U11
0
[U ] =
M
[A] = [L][U ]
L11
L
[L] = 21
M
Ln1
0 L
L22 L
M O
Ln 2
L Lnn
0
0
0
[L]{y} = {b}
[U ]{x} = {y}
U12 L U1n
U 22 L U 2n
M O M
0 L U nn
Assignment
1. Use Cramers Rule and Gaussian Elimination to solve
the following equations. Verify your answers using the
left-division operator (Cholesky Factors) in MATLAB.
2. Compute the determinant of each coefficient matrix and
verify your answers with MATLAB.
3. Enter the Gauss-Seidel program discussed in class into
MATLAB. Modify the program to create a plot that
shows the convergence ratio versus iteration number.
Use it to solve each set of equations. Turn in both the
program and your answers.
10 - 1 - 1 x1 13
1 10 1 x = 16
2
- 1 - 1 10 x 3 35
4 2 1 x 14
1 5 - 1 y = 10
1 1 8 z 20