Professional Documents
Culture Documents
Since the same operations are performed on the matrix A and the vector b, they are
combined in the augmented matrix.
Obvious problems may occur when a pivot is zero because it leads to division by zero.
2 x2 3 x3 8
Example: 4 x1 6 x2 7 x3 3
2 x1 x2 6 x3 5
The pivot element means the element locates at the top row. Therefore, it is advantageous
to determine the largest available coefficient in the column. After that, the row can be
switched to be the pivot element. This is called partial pivoting.
1.3 LU Decomposition
Steps of LU decomposition:
1. Change the system of linear equations to an augmented matrix.
2. Find the upper triangular matrix (U) by using elementary row operation.
R
mR j Ri Ri for m i
Rj
3. Find the lower triangular matrix (L) by putting the constant with opposite sign.
4. Solve LY b .
5. Solve UX Y .
The Gauss-Seidel method is most commonly used the iterative method. It involves with a
large number of equations.
N
akk akj for k 1,2,... N
j 1
This means that in each row of the matrix, the magnitude of the main diagonal element
must exceed the sum of other magnitudes of elements.
8 x1 x2 x3 8 8 1 1
Example: x1 7 x2 2 x3 4 1 7 2
2 x1 x2 9 x3 12 2 1 9