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Introduction
Introduction
Introduction
Introduction
Introduction
Introduction
Introduction
Introduction
Definition of a Matrix
An n m (n by m) matrix is a rectangular array of elements with n
rows and m columns in which not only is the value of an element
important, but also its position in the array.
Definition of a Matrix
An n m (n by m) matrix is a rectangular array of elements with n
rows and m columns in which not only is the value of an element
important, but also its position in the array.
Notation
The notation for an n m matrix will be a capital letter such as A for
the matrix and lowercase letters with double subscripts, such as aij , to
refer to the entry at the intersection of the ith row and jth column; that
is:
a11 a12 a1m
a21 a22 a2m
A = [aij ] = .
.. ..
.. . .
an1 an2 anm
y = [y1 y2 . . . yn ]
a row vector.
by first constructing
a11 a12 a1n b1
a21 a22 a2n b2
A = [aij ] = and b =
.. .. .. ..
. . . .
an1 an2 ann bn
Outline
produces
(2x1 + x2 x3 + x4 ) 2(x1 + x2 + 3x4 ) = 1 2(4)
produces
(2x1 + x2 x3 + x4 ) 2(x1 + x2 + 3x4 ) = 1 2(4)
E1 : x1 + x2 + 3x4 = 4
E2 : x2 x3 5x4 = 7
Numerical Analysis (Chapter 6) Linear Systems of Equations R L Burden & J D Faires 16 / 43
Terminology Permissible Operations Gaussian Elimination GE/BS Algorithm
E1 : x1 + x2 + 3x4 = 4
E2 : x2 x3 5x4 = 7
E3 : 4x2 x3 7x4 = 15
E4 : 3x2 + 3x3 + 2x4 = 8
1 1
x3 = (13 13x4 ) = (13 13) = 0.
3 3
1 1
x3 = (13 13x4 ) = (13 13) = 0.
3 3
Continuing, E2 gives
x2 = (7 + 5x4 + x3 ) = (7 + 5 + 0) = 2,
1 1
x3 = (13 13x4 ) = (13 13) = 0.
3 3
Continuing, E2 gives
x2 = (7 + 5x4 + x3 ) = (7 + 5 + 0) = 2,
and E1 gives
x1 = 4 3x4 x2 = 4 3 2 = 1.
1 1
x3 = (13 13x4 ) = (13 13) = 0.
3 3
Continuing, E2 gives
x2 = (7 + 5x4 + x3 ) = (7 + 5 + 0) = 2,
and E1 gives
x1 = 4 3x4 x2 = 4 3 2 = 1.
Outline
E1 : x1 + x2 + 3x4 = 4
E2 : 2x1 + x2 x3 + x4 = 1
E3 : 3x1 x2 x3 + 2x4 = 3
E4 : x1 + 2x2 + 3x3 x4 = 4
E1 : x1 + x2 + 3x4 = 4
E2 : 2x1 + x2 x3 + x4 = 1
E3 : 3x1 x2 x3 + 2x4 = 3
E4 : x1 + 2x2 + 3x3 x4 = 4
The final matrix can now be transformed into its corresponding linear
system, and solutions for x1 , x2 , x3 , and x4 , can be obtained. The
procedure is called Gaussian elimination with backward substitution.
provided aii 6= 0.
Numerical Analysis (Chapter 6) Linear Systems of Equations R L Burden & J D Faires 25 / 43
Terminology Permissible Operations Gaussian Elimination GE/BS Algorithm
where, except in the first row, the values of aij are not expected to
agree with those in the original matrix A.
where, except in the first row, the values of aij are not expected to
agree with those in the original matrix A.
The matrix A represents a linear system with the same solution
set as the original system.
Numerical Analysis (Chapter 6) Linear Systems of Equations R L Burden & J D Faires 26 / 43
Terminology Permissible Operations Gaussian Elimination GE/BS Algorithm
for each i = n 1, n 2, . . . , 2, 1.
(1) (n1)
either cannot be performed (this occurs if one of a11 , . . ., an1,n1
is zero), or the backward substitution cannot be accomplished (in
(n)
the case ann = 0).
(1) (n1)
either cannot be performed (this occurs if one of a11 , . . ., an1,n1
is zero), or the backward substitution cannot be accomplished (in
(n)
the case ann = 0).
The system may still have a solution, but the technique for finding
it must be altered.
Example
Represent the linear system
E1 : x1 x2 + 2x3 x4 = 8
E2 : 2x1 2x2 + 3x3 3x4 = 20
E3 : x1 + x2 + x3 = 2
E4 : x1 x2 + 4x3 + 3x4 = 4
gives
1 1 2 1 8
0 0 1 1 4
A(2) =
0
2 1 1 6
0 0 2 4 12
1 1 2 1 8
0 0 1 1 4
A(2) =
0
2 1 1 6
0 0 2 4 12
1 1 2 1 8
0 0 1 1 4
A(2) =
0
2 1 1 6
0 0 2 4 12
Solution (2/6)
(2)
The diagonal entry a22 , called the pivot element, is 0, so the
procedure cannot continue in its present form.
1 1 2 1 8
0 0 1 1 4
A(2) =
0
2 1 1 6
0 0 2 4 12
Solution (2/6)
(2)
The diagonal entry a22 , called the pivot element, is 0, so the
procedure cannot continue in its present form.
But operations (Ei ) (Ej ) are permitted, so a search is made of
(2) (2)
the elements a32 and a42 for the first nonzero element.
1 1 2 1 8
0 0 1 1 4
A(2) =
0
2 1 1 6
0 0 2 4 12
Solution (2/6)
(2)
The diagonal entry a22 , called the pivot element, is 0, so the
procedure cannot continue in its present form.
But operations (Ei ) (Ej ) are permitted, so a search is made of
(2) (2)
the elements a32 and a42 for the first nonzero element.
(2)
Since a32 6= 0, the operation (E2 ) (E3 ) can be performed to
obtain a new matrix.
1 1 2 1 8
0 0 1 1 4
A(2) =
0
2 1 1 6
0 0 2 4 12
1 1 2 1 8
0 0 1 1 4
A(2) =
0
2 1 1 6
0 0 2 4 12
Solution (3/6)
Perform the operation (E2 ) (E3 ) to obtain a new matrix:
1 1 2 1 8
0 2 1 1 6
A(2) =
0
0 1 1 4
0 0 2 4 12
1 1 2 1 8
0 2 1 1 6
A(2) =
0
0 1 1 4
0 0 2 4 12
1 1 2 1 8
0 2 1 1 6
A(2) =
0
0 1 1 4
0 0 2 4 12
Solution (4/6)
Since x2 is already eliminated from E3 and E4 , A(3) will be A(2) , and
the computations continue with the operation (E4 + 2E3 ) (E4 ), giving
1 1 2 1 8
0 2 1 1 6
A(4) =
0
0 1 1 4
0 0 0 2 4
Solution (5/6)
The solution may now be found through backward substitution:
4
x4 = =2
2
Solution (5/6)
The solution may now be found through backward substitution:
4
x4 = =2
2
[4 (1)x4 ]
x3 = =2
1
Solution (5/6)
The solution may now be found through backward substitution:
4
x4 = =2
2
[4 (1)x4 ]
x3 = =2
1
[6 x4 (1)x3 ]
x2 = =3
2
Solution (5/6)
The solution may now be found through backward substitution:
4
x4 = =2
2
[4 (1)x4 ]
x3 = =2
1
[6 x4 (1)x3 ]
x2 = =3
2
[8 (1)x4 2x3 (1)x2 ]
x1 = = 7
1
Numerical Analysis (Chapter 6) Linear Systems of Equations R L Burden & J D Faires 37 / 43
Terminology Permissible Operations Gaussian Elimination GE/BS Algorithm
Outline
Step 7 If ann = 0
then OUTPUT (no unique solution exists)
Step 7 If ann = 0
then OUTPUT (no unique solution exists)
Step 7 If ann = 0
then OUTPUT (no unique solution exists)
Step 7 If ann = 0
then OUTPUT (no unique solution exists)