Chapter 11

Solution of Linear Algebraic

Equations

We have been concerned mainly with the physical aspects of the structural analysis
problem—the formation of equations that satisfy the laws of equilibrium, compatibility
and the constitutive relations of the material, and the interpretation of the solution of
such equations. We now shift our attention to the mathematics of equation solving.
In Chapters 2-5, first-order elastic analysis included solving a system of linear si-
multaneous equations for the unknown displacement components. In Chapter 8, it was
shown that more realistic modeling of structural systems results in nonlinear equilib -
rium equations. As a practical means for solving these algebraic and transcendental
equations, the analysis is reduced to a series of linear increments in which the displace-
ment components are determined by employing the same equation solution strategies
as those used in first-order elastic analysis.
Although the subject of equation solving may be more in the realm of numerical
methods or computer science than in structures, the algorithm employed can have a
dramatic impact on many aspects of analysis, ranging from overall efficiency to accu-
racy and reliability of the results. For the larger problems common in practice, it has
been estimated that 20% to 50% of the computer execution time may be devoted to
solving systems of equations. Where a computer is limited to representing all values
by a fixed number of significant figures, numerical results can be susceptible to accu-
mulated error. Since primary responsibility for the entire analysis generally belongs to
the structural engineer, more than a superficial acquaintance with the different possi -
bilities for solving equations is required.
We begin this chapter with a review of the basic problem. Direct and iterative methods
for solving large systems of equations are described and illustrated. We then pres ent
ways to improve solution efficiency by taking advantage of peculiar characteristics of
most stiffness coefficient matrices such as symmetry, bandedness, and sparseness.
Finally, we consider the questions of accuracy and error, and what may be done about
them. We shall see that there are ways to detect systems of equations that may be
particularly troublesome numerically, to estimate whether the solution errors may be
intolerable and, if so, to avoid or at least ameliorate the situation.

301
 11.6 Errors .325

Comparison:
1. Let k1 Vary k 2 from V x 10 - 6 to V x 10 1 0 .
2. Closed form solution. Use Equation a and 10-digit accuracy.
3. 10-digit Gauss elimination. Use Equation b and 10-digit accuracy.
4. 5-digit Gauss elimination. Use Equation b and 5-digit accuracy.
Results:

10-Digit Gauss 5-Digit Gauss

Closed Form
Case k1/k2 A A for P = 1 A for P = 1 % Relative Error* A for P = 1 % Relative Error
1 \./5/Vr f x 10 -6
-
0.5773502690 0.5773502692 -3.46 x 10' 0.57733 3.51 X 10'
= 1.225 X 10 6 707107.3588 707107.3589 -1.41 X 10 -8 707110. -3.74 x 10 - 4
t1

2 v-3-Ah x 10-44 0.5773502690 0.5773502694 -6.93 X 10' 0.57734 1.78 x 10'

= 1.225 x 10 7071.645164 7071.645166 -2.83 x 10 - 8 7071.6 6.39 X 10-4
3 v-3-Ah x 10-22 0.5773502690 0.5773502688 3.46 X 10 -8 0.57736 -1.69 X 10 -3
= 1.225 x 10 71.28802841 71.28802840 1.40 x 10 -8 71.291 -4.17 x 10 - 3
u

4 \.//-1./2- 0.5773502690 0.5773502694 -6.93 x 10' 0.57736 -1.69 x 10 - 3

= 1.225 1.284457050 1.284457051 -7.79 X 10-8 1.2845 -3.34 X 10'
5 113-1-1/ X 102 0.5773502690 0.5773502585 1.82 X 10-6 0.57773 -6.58 x 10'
= 1. 225 x 10' 0.5844213368 0.5844213262 1.81 x 10 -6 0.58480 -6.48 X 10 -2
6 -
\ik\. X 104 0.5773502690 0.5773498363 7.49 X 10-5 0.49993 13.41
= 1.225 X 10 -4 0.5774209797 0.5774205469 7.50 x 10 -5 0.50000 13.41
7 vj1\ri x 10 6 0.5773502690 0.5773664984 -2.81 x 10 -3 03 -co
= 1.225 X 10 -6 0.5773509761 0.5773672055 -2.81 X 10 -3 to - to
8 1.13-A5. X 108 0.5773502690 0.5882352870 -1.89 co -0,
= 1.225 x 10 -3 0.5773502761 0.5882352941 -1.89 co -co
9 1,/1"1/-2 x 101° 0.5773502690 co -co co -CO
‹?

= 1.225 X 10 - ' ° 0.5773502691 co -co co -00

% Relative Error = 100 (true - approximateYtrue

The reasons that problems are encountered in the Gauss solution process but not
in the closed form solution can be explained. First, it is emphasized that both solutions
are algebraically equivalent; the closed form solution (Equation a) is a simplification
of the expressions obtained by Gauss elimination (Equation b). Hence, manipulation
errors are the only source of any problems.
In the closed form solution the displacement A depends on the sum of the recip-
rocals of the two stiffnesses. The only manipulation errors are those that result from
truncating the smaller reciprocal term when it is negligible and rounding of the cal-
culated sum and its product with the axial force P. The truncation error directly cor-
responds to the physics of the problem; if the two stiffnesses vary significantly, the
member with smaller stiffness will control the size of A.
In using a numerical equation-solving scheme such as Gauss elimination, the solution
first requires stiffnesses k1 and k2 to be added. If one value is much smaller than the
other, significant information is lost irretrievably through the necessity of truncating
this sum to the number of figures retained by the computer. If the mismatch is so great
that the significance of ki is lost in this addition, the displacement A, may become
extremely inaccurate or even unattainable. To make matters worse, any error in A, is