Faculty of

Chemical and Food

Engineering

Lecture Note on
Advance Numerical Methods
(System of Algebraic Equations)
Why Systems of Algebraic Equations?
The mathematical analysis of linear physicochemical systems
often results in models consisting of sets of linear algebraic
equations

Methods of solution of nonlinear systems and differential

equations use the technique of linearization of the models,
requiring the repetitive solution of sets of linear algebraic
equations.

These problems may range in complexity from a set of two

simultaneous linear algebraic equations to a set involving 1000 or
even 10,000 equations.

Elimination method and But only for simple

Cramer´s Rule problems
Why Systems of Algebraic Equations?

 Modeling of a separation system and its

solution

 Fluid mechanics boundary value problem.

 Modeling of reactors and evaporators

connected in series

3
Systems of Algebraic Equations
For a steady state process, the material balance becomes

Assuming that the stages are equilibrium stages and that the column uses the total
condenser, the following equilibrium relations apply:
Systems of Algebraic Equations
Another example requiring the solution of linear algebraic equations comes from the
analysis of complex reaction systems that have monomolecular kinetics.

The above set of linear ordinary differential

equations may be condensed into matrix notation

5
Systems of Algebraic Equations
where y is the vector of y is the vector of concentrations
derivatives: of the components

6
Systems of Algebraic Equations
A system of algebraic linear
equations is

Where
A is a squared matrix of coefficients,
X is the solution vector
B is the independent term vector
Systems of Algebraic Equations
Example

8
Special Types of Square Matrices

9
Systems of Algebraic Equations

[A] and [B] [C]

 Addition Cij = aij + bij

 Subtraction Cij = aij - bij

Matrices Operation Rules  Multiplication Cij = aik bkj

 Division ???

10
Systems of Algebraic Equations
Numerical solution methods can be classified into three groups

11
Systems of Algebraic Equations

12
Systems of Algebraic Equations

13
Systems of Algebraic Equations
Elimination Methods : are based on the three fundamental properties of
matrices.

1. Any equation can be multiplied by a constant

2. The order of equations (rows) [and unknowns (columns)] can
be interchanged
3. Any equation can be replaced by a weighted linear
combination of that equation and any other

14
Systems of Algebraic Equations

Elimination Matrix Method (GAUSS) :

1. Write the A matrix and B vector.

2. Scale the first element if appropriate.
3. Apply the reduction equation to row and vector elements from second
to N row
4. Repeat steps 2-4 until only ONE remains (and ONE unknown)
5. Solve the equations by back-substitution

15
Systems of Algebraic Equations

16
Systems of Algebraic Equations

17
Systems of Algebraic Equations
Elimination Matrix Method (GAUSS - JORDAN) :

 It is a modification of Gauss Elimination Method.

In this method the elimination of Upper triangular elements

of matrix is also performed by combining the rows of matrix.

So finally the Identity matrix is obtained. In the vector b

(initially the independent values) will obtain the solution of
unknowns

18
Systems of Algebraic Equations

Elimination Matrix Method (GAUSS-JORDAN) :

1. Write the A matrix and B vector Write the augmented

2. Apply the reduction equation to row and vector elements from second
to n row. Apply also to previous equation.
3. Repeat steps 2 the solution is presented as an identity matrix

19
Systems of Algebraic Equations

20
Systems of Algebraic Equations
Numerical solution methods can be classified into three groups

21
Systems of Algebraic Equations
Iterative Methods:
The Iterative methods assume an INITIAL solution X(0) and from
this information generate an improved new solution X(1). This
procedure is repeated (iterated) until the final solution is
achieved.

An algorithm is CONVERGENT if each new iteration produces a

new set of solutions that is closer to the exact solution

An algorithm is DIVERGENT in the other case

22
Systems of Algebraic Equations

23
Systems of Algebraic Equations

Some equation systems can be rearranged

(interchanging rows) in order to became DIAGONAL

DOMINANT

Some NON- DIAGONAL DOMINANT matrix can also

be solved by iterative methods but convergence

depends on the Initial Value X(0).

24
Systems of Algebraic Equations

25
Systems of Algebraic Equations

26
Systems of Algebraic Equations

27
Systems of Algebraic Equations

28