Unit - 2
Solution of linear simultaneous Equations
In this method we eliminate successively the unknown so that the equation (1) remain with the single unknown and reduce to upper triangular system. At last with help of back substitution we calculate the values of the remaining unknowns.
Consider a system of n linear equation in n unknown
To convert the above system into upper triangular matrix we eliminate from the second, third, fourth …., n equations above by multiplying the first equation by added them to the corresponding equations second, third, fourth,…., n equation. We get
… …… ….. …
… …… …. …
Repeating the above method for we get finally the upper triangular form.
Upper Triangular form of above
Thus .
Then we calculate the values of .
Note: In (i) the coefficient is the pivot element and the equation is called the pivot equation. If then the above method fails and if it is close to zero the round off error may occur.
If or very small compared to other coefficient of the equation, then we find the largest available coefficient in the column given below the pivot equation and then interchange the two rows to obtain new pivot variable this is known as partial pivoting.
Example 1
Apply Gauss Elimination method to solve the equations:
Given Check Sum (sum of coefficient and constant)
-1 …. (I)
-16 …. (ii)
5…. (iii)
(I)We eliminate x from (ii) and (iii)
Apply eq(ii)-eq(i) and eq(iii)-3eq(i) we get
-1 ….(i)
-15 ….(iv)
8 ….(v)
(II) We eliminate y from eq(v)
Apply
-1 ….(i)
-15 ….(iv)
73 ….(vi)
(III) Back Substitution we get
From (vi) we get
From (iv) we get
From (i) we get
Hence the solution of the given equation is
Example 2:
Solve the equation by Gauss Elimination Method:
Given
Rewrite the given equation as
… (i)
….(ii)
….(iii)
…(iv)
(I) We eliminate x from (ii),(iii) and (iv) we get
Apply eq(ii) + 6eq(i), eq(iii) -3eq(i), eq(iv)-5eq(i) we get
…(i)
….(v)
….(vi)
…(vii)
(II) We eliminate y from (vi) and (vii) we get
Apply 3.8 eq(vi)-3.1eq(v) and 3.8eq(vii)+5.5eq(v) we get
…(i)
….(v)
…(viii)
…(ix)
(III) We eliminate z from eq (ix) we get
Apply 9.3eq (ix) + 8.3eq (viii), we get
… (i)
….(v)
…(viii)
350.74u=350.74
Or u = 1
(IV) Back Substitution
From eq(viii)
Form eq(v), we get
From eq(i) ,
Hence the solution of the given equation is x=5, y=4, z=-7 and u=1.
Example 3:
Apply Gauss Elimination Method to solve the following system of equation:
Given … (i)
… (ii)
… (iii)
(I) We eliminate x from (ii) and (iii)
Apply we get
… (i)
… (iv)
… (v)
(II) We eliminate y from (v)
Apply we get
… (i)
… (vi)
… (vii)
(III) Back substitution
From (vii)
From (vi)
From (i)
Hence the solution of the equation is
Example 4: Solve the system by Gauss Elimination method using partial pivoting
Given exact solution is
Given equations are
Using partial pivoting we rewrite the given equations as
(1)
(2)
Using Gauss elimination method
Multiplying (1) by (-0.0003120/0.5000) + (2) we get
Or
Substituting value of y in equation (1) we get
Hence
Example 5: Solve the system of linear equations
Using partial pivoting by Gauss elimination method we rewrite the given equations as
(1)
(2)
(3)
Apply and
(1)
(4)
(5)
Apply )
(1)
(4)
Or .
Putting value of z in we get .
Putting values of y and z in we get .
Hence the solution of the equation is .
The method is based on the fact that every matrix A can be expressed as the product of a lower triangular matrix and an upper triangular matrix , provided all the principal minors of A are non-singular.
Which means-
If , then-
Now consider the equations-
We can write it as-
Where-
Let
Where-
Equation (1) becomes-
Writing-
Equation (3) becomes-
which is equivalent to the equations-
Solving these for we know V. Then equation (4) becomes-
From which can be found by back substitution.
We write (2) as to find the matrix L and U-
Multiplying the matrix on the left and equating corresponding elements from both sides, we get-
3.
4.
5.
We compute the elements of L and U in the following manner-
- First row of U
- First column of L
- Second row of U
- Second column of L
- Third row of U
Example: Solve the equations-
Sol.
Let
So that-
3.
4.
5.
So
Thus-
Writing UX = V,
The system of given equations become-
By solving this-
We get-
Therefore the given system becomes-
Which means-
By back substitution, we get the values of x, y and z.
Jacobi’s Iteration method and Gauss-Seidal method:
Let us consider the system of simultaneous linear equation
The coefficients of the diagonal elements are larger than the all other coefficients and are non zero. Rewrite the above equation we get
Take the initial approximation we get the values of the first approximation of .
By the successive iteration we will get the desired the result.
Example 1 Use Jacobi’s method to solve the system of equations:
Since
So, we express the unknown with large coefficient in terms of other coefficients.
Let the initial approximation be
2.35606
0.91666
1.932936
0.831912
3.016873
1.969654
3.010217
1.986010
1.988631
0.915055
1.986532
0.911609
1.985792
0.911547
1.98576
0.911698
Since the approximation in ninth and tenth iteration is same up to three decimal places, hence the solution of the given equations is
Example 2 Solve by Jacobi’s Method, the equations
Given equation can be rewrite in the form
… (i)
..(ii)
..(iii)
Let the initial approximation be
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
0.90025
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
Hence solution approximately is
Example 3 Use Jacobi’s method to solve the system of the equations
Rewrite the given equations
Let the initial approximation be
1.2
1.3
0.9
1.03
0.9946
0.9934
1.0015
Hence the solution of the above equation correct to two decimal places is
Gauss Seidel method:
This is the modification of the Jacobi’s Iteration. As above in Jacobi’s Iteration, we take first approximation as and put in the right hand side of the first equation of (2) and let the result be . Now we put right hand side of second equation of (2) and suppose the result is now put in the RHS of third equation of (2) and suppose the result be the above method is repeated till the values of all the unknown are found up to desired accuracy.
Example 1 Use Gauss –Seidel Iteration method to solve the system of equations
Since
So, we express the unknown of larger coefficient in terms of the unknowns with smaller coefficients.
Rewrite the above system of equations
Let the initial approximation be
3.14814
2.43217
2.42571
2.4260
Hence the solution correct to three decimal places is
Example 2 Solve the following system of equations
By Gauss-Seidel method.
Rewrite the given system of equations as
Let the initial approximation be
Thus the required solution is
Example 3 Solve the following equations by Gauss-Seidel Method
Rewrite the above system of equations
Let the initial approximation be
Hence the required solution is
References:
- E. Kreyszig, “Advanced Engineering Mathematics”, John Wiley & Sons, 2006.
- P. G. Hoel, S. C. Port And C. J. Stone, “Introduction To Probability Theory”, Universal Book Stall, 2003.
- S. Ross, “A First Course in Probability”, Pearson Education India, 2002.
- W. Feller, “An Introduction To Probability Theory and Its Applications”, Vol. 1, Wiley, 1968.
- N.P. Bali and M. Goyal, “A Text Book of Engineering Mathematics”, Laxmi Publications, 2010.
- B.S. Grewal, “Higher Engineering Mathematics”, Khanna Publishers, 2000.
Unit - 2
Solution of linear simultaneous Equations
In this method we eliminate successively the unknown so that the equation (1) remain with the single unknown and reduce to upper triangular system. At last with help of back substitution we calculate the values of the remaining unknowns.
Consider a system of n linear equation in n unknown
To convert the above system into upper triangular matrix we eliminate from the second, third, fourth …., n equations above by multiplying the first equation by added them to the corresponding equations second, third, fourth,…., n equation. We get
… …… ….. …
… …… …. …
Repeating the above method for we get finally the upper triangular form.
Upper Triangular form of above
Thus .
Then we calculate the values of .
Note: In (i) the coefficient is the pivot element and the equation is called the pivot equation. If then the above method fails and if it is close to zero the round off error may occur.
If or very small compared to other coefficient of the equation, then we find the largest available coefficient in the column given below the pivot equation and then interchange the two rows to obtain new pivot variable this is known as partial pivoting.
Example 1
Apply Gauss Elimination method to solve the equations:
Given Check Sum (sum of coefficient and constant)
-1 …. (I)
-16 …. (ii)
5…. (iii)
(I)We eliminate x from (ii) and (iii)
Apply eq(ii)-eq(i) and eq(iii)-3eq(i) we get
-1 ….(i)
-15 ….(iv)
8 ….(v)
(II) We eliminate y from eq(v)
Apply
-1 ….(i)
-15 ….(iv)
73 ….(vi)
(III) Back Substitution we get
From (vi) we get
From (iv) we get
From (i) we get
Hence the solution of the given equation is
Example 2:
Solve the equation by Gauss Elimination Method:
Given
Rewrite the given equation as
… (i)
….(ii)
….(iii)
…(iv)
(I) We eliminate x from (ii),(iii) and (iv) we get
Apply eq(ii) + 6eq(i), eq(iii) -3eq(i), eq(iv)-5eq(i) we get
…(i)
….(v)
….(vi)
…(vii)
(II) We eliminate y from (vi) and (vii) we get
Apply 3.8 eq(vi)-3.1eq(v) and 3.8eq(vii)+5.5eq(v) we get
…(i)
….(v)
…(viii)
…(ix)
(III) We eliminate z from eq (ix) we get
Apply 9.3eq (ix) + 8.3eq (viii), we get
… (i)
….(v)
…(viii)
350.74u=350.74
Or u = 1
(IV) Back Substitution
From eq(viii)
Form eq(v), we get
From eq(i) ,
Hence the solution of the given equation is x=5, y=4, z=-7 and u=1.
Example 3:
Apply Gauss Elimination Method to solve the following system of equation:
Given … (i)
… (ii)
… (iii)
(I) We eliminate x from (ii) and (iii)
Apply we get
… (i)
… (iv)
… (v)
(II) We eliminate y from (v)
Apply we get
… (i)
… (vi)
… (vii)
(III) Back substitution
From (vii)
From (vi)
From (i)
Hence the solution of the equation is
Example 4: Solve the system by Gauss Elimination method using partial pivoting
Given exact solution is
Given equations are
Using partial pivoting we rewrite the given equations as
(1)
(2)
Using Gauss elimination method
Multiplying (1) by (-0.0003120/0.5000) + (2) we get
Or
Substituting value of y in equation (1) we get
Hence
Example 5: Solve the system of linear equations
Using partial pivoting by Gauss elimination method we rewrite the given equations as
(1)
(2)
(3)
Apply and
(1)
(4)
(5)
Apply )
(1)
(4)
Or .
Putting value of z in we get .
Putting values of y and z in we get .
Hence the solution of the equation is .
The method is based on the fact that every matrix A can be expressed as the product of a lower triangular matrix and an upper triangular matrix , provided all the principal minors of A are non-singular.
Which means-
If , then-
Now consider the equations-
We can write it as-
Where-
Let
Where-
Equation (1) becomes-
Writing-
Equation (3) becomes-
which is equivalent to the equations-
Solving these for we know V. Then equation (4) becomes-
From which can be found by back substitution.
We write (2) as to find the matrix L and U-
Multiplying the matrix on the left and equating corresponding elements from both sides, we get-
3.
4.
5.
We compute the elements of L and U in the following manner-
- First row of U
- First column of L
- Second row of U
- Second column of L
- Third row of U
Example: Solve the equations-
Sol.
Let
So that-
3.
4.
5.
So
Thus-
Writing UX = V,
The system of given equations become-
By solving this-
We get-
Therefore the given system becomes-
Which means-
By back substitution, we get the values of x, y and z.
Jacobi’s Iteration method and Gauss-Seidal method:
Let us consider the system of simultaneous linear equation
The coefficients of the diagonal elements are larger than the all other coefficients and are non zero. Rewrite the above equation we get
Take the initial approximation we get the values of the first approximation of .
By the successive iteration we will get the desired the result.
Example 1 Use Jacobi’s method to solve the system of equations:
Since
So, we express the unknown with large coefficient in terms of other coefficients.
Let the initial approximation be
2.35606
0.91666
1.932936
0.831912
3.016873
1.969654
3.010217
1.986010
1.988631
0.915055
1.986532
0.911609
1.985792
0.911547
1.98576
0.911698
Since the approximation in ninth and tenth iteration is same up to three decimal places, hence the solution of the given equations is
Example 2 Solve by Jacobi’s Method, the equations
Given equation can be rewrite in the form
… (i)
..(ii)
..(iii)
Let the initial approximation be
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
0.90025
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
Hence solution approximately is
Example 3 Use Jacobi’s method to solve the system of the equations
Rewrite the given equations
Let the initial approximation be
1.2
1.3
0.9
1.03
0.9946
0.9934
1.0015
Hence the solution of the above equation correct to two decimal places is
Gauss Seidel method:
This is the modification of the Jacobi’s Iteration. As above in Jacobi’s Iteration, we take first approximation as and put in the right hand side of the first equation of (2) and let the result be . Now we put right hand side of second equation of (2) and suppose the result is now put in the RHS of third equation of (2) and suppose the result be the above method is repeated till the values of all the unknown are found up to desired accuracy.
Example 1 Use Gauss –Seidel Iteration method to solve the system of equations
Since
So, we express the unknown of larger coefficient in terms of the unknowns with smaller coefficients.
Rewrite the above system of equations
Let the initial approximation be
3.14814
2.43217
2.42571
2.4260
Hence the solution correct to three decimal places is
Example 2 Solve the following system of equations
By Gauss-Seidel method.
Rewrite the given system of equations as
Let the initial approximation be
Thus the required solution is
Example 3 Solve the following equations by Gauss-Seidel Method
Rewrite the above system of equations
Let the initial approximation be
Hence the required solution is
References:
- E. Kreyszig, “Advanced Engineering Mathematics”, John Wiley & Sons, 2006.
- P. G. Hoel, S. C. Port And C. J. Stone, “Introduction To Probability Theory”, Universal Book Stall, 2003.
- S. Ross, “A First Course in Probability”, Pearson Education India, 2002.
- W. Feller, “An Introduction To Probability Theory and Its Applications”, Vol. 1, Wiley, 1968.
- N.P. Bali and M. Goyal, “A Text Book of Engineering Mathematics”, Laxmi Publications, 2010.
- B.S. Grewal, “Higher Engineering Mathematics”, Khanna Publishers, 2000.
Unit - 2
Solution of linear simultaneous Equations
Unit - 2
Solution of linear simultaneous Equations
Unit - 2
Solution of linear simultaneous Equations
Unit - 2
Solution of linear simultaneous Equations
Unit - 2
Solution of linear simultaneous Equations
In this method we eliminate successively the unknown so that the equation (1) remain with the single unknown and reduce to upper triangular system. At last with help of back substitution we calculate the values of the remaining unknowns.
Consider a system of n linear equation in n unknown
To convert the above system into upper triangular matrix we eliminate from the second, third, fourth …., n equations above by multiplying the first equation by added them to the corresponding equations second, third, fourth,…., n equation. We get
… …… ….. …
… …… …. …
Repeating the above method for we get finally the upper triangular form.
Upper Triangular form of above
Thus .
Then we calculate the values of .
Note: In (i) the coefficient is the pivot element and the equation is called the pivot equation. If then the above method fails and if it is close to zero the round off error may occur.
If or very small compared to other coefficient of the equation, then we find the largest available coefficient in the column given below the pivot equation and then interchange the two rows to obtain new pivot variable this is known as partial pivoting.
Example 1
Apply Gauss Elimination method to solve the equations:
Given Check Sum (sum of coefficient and constant)
-1 …. (I)
-16 …. (ii)
5…. (iii)
(I)We eliminate x from (ii) and (iii)
Apply eq(ii)-eq(i) and eq(iii)-3eq(i) we get
-1 ….(i)
-15 ….(iv)
8 ….(v)
(II) We eliminate y from eq(v)
Apply
-1 ….(i)
-15 ….(iv)
73 ….(vi)
(III) Back Substitution we get
From (vi) we get
From (iv) we get
From (i) we get
Hence the solution of the given equation is
Example 2:
Solve the equation by Gauss Elimination Method:
Given
Rewrite the given equation as
… (i)
….(ii)
….(iii)
…(iv)
(I) We eliminate x from (ii),(iii) and (iv) we get
Apply eq(ii) + 6eq(i), eq(iii) -3eq(i), eq(iv)-5eq(i) we get
…(i)
….(v)
….(vi)
…(vii)
(II) We eliminate y from (vi) and (vii) we get
Apply 3.8 eq(vi)-3.1eq(v) and 3.8eq(vii)+5.5eq(v) we get
…(i)
….(v)
…(viii)
…(ix)
(III) We eliminate z from eq (ix) we get
Apply 9.3eq (ix) + 8.3eq (viii), we get
… (i)
….(v)
…(viii)
350.74u=350.74
Or u = 1
(IV) Back Substitution
From eq(viii)
Form eq(v), we get
From eq(i) ,
Hence the solution of the given equation is x=5, y=4, z=-7 and u=1.
Example 3:
Apply Gauss Elimination Method to solve the following system of equation:
Given … (i)
… (ii)
… (iii)
(I) We eliminate x from (ii) and (iii)
Apply we get
… (i)
… (iv)
… (v)
(II) We eliminate y from (v)
Apply we get
… (i)
… (vi)
… (vii)
(III) Back substitution
From (vii)
From (vi)
From (i)
Hence the solution of the equation is
Example 4: Solve the system by Gauss Elimination method using partial pivoting
Given exact solution is
Given equations are
Using partial pivoting we rewrite the given equations as
(1)
(2)
Using Gauss elimination method
Multiplying (1) by (-0.0003120/0.5000) + (2) we get
Or
Substituting value of y in equation (1) we get
Hence
Example 5: Solve the system of linear equations
Using partial pivoting by Gauss elimination method we rewrite the given equations as
(1)
(2)
(3)
Apply and
(1)
(4)
(5)
Apply )
(1)
(4)
Or .
Putting value of z in we get .
Putting values of y and z in we get .
Hence the solution of the equation is .
The method is based on the fact that every matrix A can be expressed as the product of a lower triangular matrix and an upper triangular matrix , provided all the principal minors of A are non-singular.
Which means-
If , then-
Now consider the equations-
We can write it as-
Where-
Let
Where-
Equation (1) becomes-
Writing-
Equation (3) becomes-
which is equivalent to the equations-
Solving these for we know V. Then equation (4) becomes-
From which can be found by back substitution.
We write (2) as to find the matrix L and U-
Multiplying the matrix on the left and equating corresponding elements from both sides, we get-
3.
4.
5.
We compute the elements of L and U in the following manner-
- First row of U
- First column of L
- Second row of U
- Second column of L
- Third row of U
Example: Solve the equations-
Sol.
Let
So that-
3.
4.
5.
So
Thus-
Writing UX = V,
The system of given equations become-
By solving this-
We get-
Therefore the given system becomes-
Which means-
By back substitution, we get the values of x, y and z.
Jacobi’s Iteration method and Gauss-Seidal method:
Let us consider the system of simultaneous linear equation
The coefficients of the diagonal elements are larger than the all other coefficients and are non zero. Rewrite the above equation we get
Take the initial approximation we get the values of the first approximation of .
By the successive iteration we will get the desired the result.
Example 1 Use Jacobi’s method to solve the system of equations:
Since
So, we express the unknown with large coefficient in terms of other coefficients.
Let the initial approximation be
2.35606
0.91666
1.932936
0.831912
3.016873
1.969654
3.010217
1.986010
1.988631
0.915055
1.986532
0.911609
1.985792
0.911547
1.98576
0.911698
Since the approximation in ninth and tenth iteration is same up to three decimal places, hence the solution of the given equations is
Example 2 Solve by Jacobi’s Method, the equations
Given equation can be rewrite in the form
… (i)
..(ii)
..(iii)
Let the initial approximation be
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
0.90025
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
Putting these values on the right of the equation (i), (ii) and (iii) and so we get
Hence solution approximately is
Example 3 Use Jacobi’s method to solve the system of the equations
Rewrite the given equations
Let the initial approximation be
1.2
1.3
0.9
1.03
0.9946
0.9934
1.0015
Hence the solution of the above equation correct to two decimal places is
Gauss Seidel method:
This is the modification of the Jacobi’s Iteration. As above in Jacobi’s Iteration, we take first approximation as and put in the right hand side of the first equation of (2) and let the result be . Now we put right hand side of second equation of (2) and suppose the result is now put in the RHS of third equation of (2) and suppose the result be the above method is repeated till the values of all the unknown are found up to desired accuracy.
Example 1 Use Gauss –Seidel Iteration method to solve the system of equations
Since
So, we express the unknown of larger coefficient in terms of the unknowns with smaller coefficients.
Rewrite the above system of equations
Let the initial approximation be
3.14814
2.43217
2.42571
2.4260
Hence the solution correct to three decimal places is
Example 2 Solve the following system of equations
By Gauss-Seidel method.
Rewrite the given system of equations as
Let the initial approximation be
Thus the required solution is
Example 3 Solve the following equations by Gauss-Seidel Method
Rewrite the above system of equations
Let the initial approximation be
Hence the required solution is
References:
- E. Kreyszig, “Advanced Engineering Mathematics”, John Wiley & Sons, 2006.
- P. G. Hoel, S. C. Port And C. J. Stone, “Introduction To Probability Theory”, Universal Book Stall, 2003.
- S. Ross, “A First Course in Probability”, Pearson Education India, 2002.
- W. Feller, “An Introduction To Probability Theory and Its Applications”, Vol. 1, Wiley, 1968.
- N.P. Bali and M. Goyal, “A Text Book of Engineering Mathematics”, Laxmi Publications, 2010.
- B.S. Grewal, “Higher Engineering Mathematics”, Khanna Publishers, 2000.