Gaussian Elimination Autar Kaw
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1 Gussi Elimitio Autr Kw After redig this chpter, you should be ble to:. solve set of simulteous lier equtios usig Nïve Guss elimitio,. ler the pitflls of the Nïve Guss elimitio method,. uderstd the effect of roud-off error whe solvig set of lier equtios with the Nïve Guss elimitio method, 4. ler how to modify the Nïve Guss elimitio method to the Gussi elimitio with prtil pivotig method to void pitflls of the former method,. fid the determit of squre mtri usig Gussi elimitio, d 6. uderstd the reltioship betwee the determit of coefficiet mtri d the solutio of simulteous lier equtios. How is set of equtios solved umericlly? Oe of the most populr techiques for solvig simulteous lier equtios is the Gussi elimitio method. The pproch is desiged to solve geerl set of equtios d ukows b b b Gussi elimitio cosists of two steps. Forwrd Elimitio of Ukows: I this step, the ukow is elimited i ech equtio strtig with the first equtio. This wy, the equtios re reduced to oe equtio d oe ukow i ech equtio.. Bck Substitutio: I this step, strtig from the lst equtio, ech of the ukows is foud. Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
2 Forwrd Elimitio of Ukows: I the first step of forwrd elimitio, the first ukow, is elimited from ll rows below the first row. The first equtio is selected s the pivot equtio to elimite. So, to elimite i the secod equtio, oe divides the first equtio by (hece clled the pivot elemet) d the multiplies it by. This is the sme s multiplyig the first equtio by / to give b Now, this equtio c be subtrcted from the secod equtio to give or where... b b b M This procedure of elimitig, is ow repeted for the third equtio to the equtio to reduce the set of equtios s b b b th Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
3 b This is the ed of the first step of forwrd elimitio. Now for the secod step of forwrd elimitio, we strt with the secod equtio s the pivot equtio d s the pivot elemet. So, to elimite i the third equtio, oe divides the secod equtio by (the pivot elemet) d the multiply it by. This is the sme s multiplyig the secod equtio by / d subtrctig it from the third equtio. This mkes the coefficiet of zero i the third equtio. The sme procedure is ow repeted for the fourth equtio till the b b b b th equtio to give The et steps of forwrd elimitio re coducted by usig the third equtio s pivot equtio d so o. Tht is, there will be totl of steps of forwrd elimitio. At the ed of steps of forwrd elimitio, we get set of equtios tht look like b b b.... Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
4 .. ( ) ( ) b Bck Substitutio: Now the equtios re solved strtig from the lst equtio s it hs oly oe ukow. b ( ) ( ) The the secod lst equtio, tht is the, but is lredy kow. This reduces the th ( ) equtio, hs two ukows: d th ( ) equtio lso to oe ukow. Bck substitutio hece c be represeted for ll equtios by the formul ( i) ( i) b ij j for i,, K, i j i+ i ( i) ii d b ( ) ( ) Emple The upwrd velocity of rocket is give t three differet times i Tble. Tble Velocity vs. time dt. Time, t (s) Velocity, v (m/s) 6.8 Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 4 of 7
5 The velocity dt is pproimted by polyomil s v ( t) t + t+, t The coefficiets,, d for the bove epressio re give by Fid the vlues of,, d usig the Nïve Guss elimitio method. Fid the velocity t t 6, 7., 9, secods. Solutio Forwrd Elimitio of Ukows Sice there re three equtios, there will be two steps of forwrd elimitio of ukows. First step Divide Row by d the multiply it by 64, tht is, multiply Row by 64/.6. ([ ] [ 6.8] ). 6 gives Row s [ ] [ 7.48] Subtrct the result from Row [ 64 8 ] [ 77.] [ ] [ 7.48] to get the resultig equtios s Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
6 Divide Row by d the multiply it by 44, tht is, multiply Row by 44/.76. ([ ] [ 6.8] ). 76 gives Row s [ ] [ 6.68] Subtrct the result from Row [ 44 ] [ 79.] [ ] [ 6.68] to get the resultig equtios s Secod step We ow divide Row by 4.8 d the multiply by 6.8, tht is, multiply Row by 6.8/ ([ 4.8.6] [ 96.8] ). gives Row s [ ] [ 6.78] Subtrct the result from Row [ ] [.968] [ ] [ 6.78].7.76 to get the resultig equtios s Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 6 of 7
7 Bck substitutio From the third equtio Substitutig the vlue of i the secod equtio, Substitutig the vlue of d i the first equtio, Hece the solutio vector is Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 7 of 7
8 The polyomil tht psses through the three dt poits is the ( t) t + t v +.947t t+.87, t Sice we wt to fid the velocity t t 6, 7., 9 d secods, we could simply substitute ech vlue of t i ( t).947t t+. 87 correspodig velocity. For emple, t t 6 v ( 6).947( 6) ( 6) m/s v d fid the +.87 However we could lso fid ll the eeded vlues of velocity t t 6, 7., 9, secods usig mtri multiplictio. v ( t) [ ] t t So if we wt to fid ( 6), v( 7.), v( 9), v( ), v it is give by [ v( 6) v( 7.) v( 9) v( ) ] [ ] [ ] [ ] 8 9 Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 8 of 7
9 v ( 6) m/s v ( 7.) 6.4 m/s v ( 9) v ( ).88 m/s.88 m/s Emple Use Nïve Guss elimitio to solve Use si sigifict digits with choppig i your clcultios. Solutio Workig i the mtri form Forwrd Elimitio of Ukows First step Divide Row by d the multiply it by, tht is, multiply Row by /.. ([ ] [ 4] ). [..] [ 6.7] Subtrct the result from Row gives Row s Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 9 of 7
10 [.49 7] [.7] [..] [ 6.7] to get the resultig equtios s Divide Row by d the multiply it by, tht is, multiply Row by /. ([ ] [ 4] ). gives Row s [.7.] [.] Subtrct the result from Row [ ] [ 9] [.7.] [.].7.. to get the resultig equtios s Secod step Now for the secod step of forwrd elimitio, we will use Row s the pivot equtio d elimite Row : Colum. Divide Row by. d the multiply it by.7, tht is, multiply Row by.7/. 7. ([. 8.] [ 8.] ) 7 gives Row s [.7 7] [ 77.7] Rewritig withi 6 sigifict digits with choppig Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
11 [.7 7] [ 77.7] Subtrct the result from Row [.7.] [.] [.7 7] [ 77.7] Rewritig withi 6 sigifict digits with choppig [ 7.] [ 7.4] to get the resultig equtios s This is the ed of the forwrd elimitio steps. Bck substitutio We c ow solve the bove equtios by bck substitutio. From the third equtio, Substitutig the vlue of i the secod equtio Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
12 Substitutig the vlue of d i the first equtio, Hece the solutio is [ X ] Compre this with the ect solutio of Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
13 [ X ] Are there y pitflls of the Nïve Guss elimitio method? Yes, there re two pitflls of the Nïve Guss elimitio method. Divisio by zero: It is possible for divisio by zero to occur durig the begiig of the steps of forwrd elimitio. For emple will result i divisio by zero i the first step of forwrd elimitio s the coefficiet of i the first equtio is zero s is evidet whe we write the equtios i mtri form But wht bout the equtios below: Is divisio by zero problem? Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
14 Writte i mtri form, there is o issue of divisio by zero i the first step of forwrd elimitio. The pivot elemet is the coefficiet of i the first equtio,, d tht is o-zero umber. However, t the ed of the first step of forwrd elimitio, we get the followig equtios i mtri form Now t the begiig of the d step of forwrd elimitio, the coefficiet of i Equtio would be used s the pivot elemet. Tht elemet is zero d hece would crete the divisio by zero problem. So it is importt to cosider tht the possibility of divisio by zero c occur t the begiig of y step of forwrd elimitio. Roud-off error: The Nïve Guss elimitio method is proe to roud-off errors. This is true whe there re lrge umbers of equtios s errors propgte. Also, if there is subtrctio of umbers from ech other, it my crete lrge errors. See the emple below. Emple Remember Emple where we used Nïve Guss elimitio to solve Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 4 of 7
15 usig si sigifict digits with choppig i your clcultios? Repet the problem, but ow use five sigifict digits with choppig i your clcultios. Solutio Writig i the mtri form Forwrd Elimitio of Ukows First step Divide Row by d the multiply it by, tht is, multiply Row by /.. ([ ] [ 4] ). [..] [ 6.7] Subtrct the result from Row gives Row s [.49 7] [.7] [..] [ 6.7] to get the resultig equtios s Divide Row by d the multiply it by, tht is, multiply Row by /.. ([ ] [ 4] ). gives Row s [.7.] [.] Subtrct the result from Row Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
16 [ ] [ 9] [.7.] [.].7.. to get the resultig equtios s Secod step Now for the secod step of forwrd elimitio, we will use Row s the pivot equtio d elimite Row : Colum. Divide Row by. d the multiply it by.7, tht is, multiply Row by.7/. 7. ([. 8.] [ 8.] ) 7 gives Row s [.7 7] [ 77.7] Rewritig withi sigifict digits with choppig [.7 7] [ 77] Subtrct the result from Row [.7.] [.] [.7 7] [ 77] 7 74 Rewritig withi 6 sigifict digits with choppig [ 7] [ 74] to get the resultig equtios s Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 6 of 7
17 This is the ed of the forwrd elimitio steps. Bck substitutio We c ow solve the bove equtios by bck substitutio. From the third equtio, Substitutig the vlue of i the secod equtio Substitutig the vlue of d i the first equtio, Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 7 of 7
18 Hece the solutio is [ X ] Compre this with the ect solutio of [ X] Wht re some techiques for improvig the Nïve Guss elimitio method? As see i Emple, roud off errors were lrge whe five sigifict digits were used s opposed to si sigifict digits. Oe method of decresig the roud-off error would be to use more sigifict digits, tht is, use double or qud precisio for represetig the umbers. However, this would ot void possible divisio by zero errors i the Nïve Guss elimitio method. To void divisio by zero s well s reduce (ot elimite) roud-off error, Gussi elimitio with prtil pivotig is the method of choice. Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 8 of 7
19 How does Gussi elimitio with prtil pivotig differ from Nïve Guss elimitio? The two methods re the sme, ecept i the begiig of ech step of forwrd elimitio, row switchig is doe bsed o the followig criterio. If there re equtios, the there re forwrd elimitio steps. At the begiig of the step of forwrd elimitio, oe fids the mimum of, k +, k,, k kk th k The if the mimum of these vlues is p d k. pk i the th p row, k p, the switch rows The other steps of forwrd elimitio re the sme s the Nïve Guss elimitio method. The bck substitutio steps sty ectly the sme s the Nïve Guss elimitio method. Emple 4 I the previous two emples, we used Nïve Guss elimitio to solve usig five d si sigifict digits with choppig i the clcultios. Usig five sigifict digits with choppig, the solutio foud ws [ X ] Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 9 of 7
20 This is differet from the ect solutio of [ X ] Fid the solutio usig Gussi elimitio with prtil pivotig usig five sigifict digits with choppig i your clcultios. Solutio Forwrd Elimitio of Ukows Now for the first step of forwrd elimitio, the bsolute vlue of the first colum elemets below Row is,, or,, So the lrgest bsolute vlue is i the Row. So s per Gussi elimitio with prtil pivotig, the switch is betwee Row d Row to give Divide Row by d the multiply it by, tht is, multiply Row by /.. ([ ] [ 4] ). gives Row s Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
21 [..] [ 6.7] Subtrct the result from Row [.49 7] [.7] [..] [ 6.7] to get the resultig equtios s Divide Row by d the multiply it by, tht is, multiply Row by /.. ([ ] [ 4] ). gives Row s [.7.] [.] Subtrct the result from Row [ ] [ 9] [.7.] [.].7.. to get the resultig equtios s This is the ed of the first step of forwrd elimitio. Now for the secod step of forwrd elimitio, the bsolute vlue of the secod colum elemets below Row is.,. 7 or Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
22 .,.7 So the lrgest bsolute vlue is i Row. So Row is switched with Row to give Divide Row by.7 d the multiply it by., tht is, multiply Row by./ ([.7.] [.] ). 66 gives Row s [ ] [.886] Subtrct the result from Row [. 8.] [ 8.] [ ] [.886] Rewritig withi sigifict digits with choppig [ 8.] [ 8.] to get the resultig equtios s Bck substitutio Substitutig the vlue of i Row Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
23 Substitutig the vlue of d i Row So the solutio is [ X ] Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
24 This, i fct, is the ect solutio. By coicidece oly, i this cse, the roud-off error is fully removed. C we use Nïve Guss elimitio methods to fid the determit of squre mtri? Oe of the more efficiet wys to fid the determit of squre mtri is by tkig dvtge of the followig two theorems o determit of mtrices coupled with Nïve Guss elimitio. Theorem : Let [A] be mtri. The, if [B] is mtri tht results from ddig or subtrctig multiple of oe row to other row, the det( A ) det( B) (The sme is true for colum opertios lso). Theorem : Let [A] be mtri tht is upper trigulr, lower trigulr or digol, the det( A )... ii... ii i This implies tht if we pply the forwrd elimitio steps of the Nïve Guss elimitio method, the determit of the mtri stys the sme ccordig to Theorem. The sice t the ed of the forwrd elimitio steps, the resultig mtri is upper trigulr, the determit will be give by Theorem. Emple Fid the determit of Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 4 of 7
25 [A] Solutio Remember i Emple, we coducted the steps of forwrd elimitio of ukows usig the Nïve Guss elimitio method o [A] to give [ B ] Accordig to Theorem det( A ) det( B) ( 4.8) Wht if I cot fid the determit of the mtri usig the Nïve Guss elimitio method, for emple, if I get divisio by zero problems durig the Nïve Guss elimitio method? Well, you c pply Gussi elimitio with prtil pivotig. However, the determit of the resultig upper trigulr mtri my differ by sig. The followig theorem pplies i dditio to the previous two to fid the determit of squre mtri. Theorem : Let [A] be mtri. The, if [B] is mtri tht results from switchig oe row with other row, the det( B) det( A). Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge of 7
26 Emple 6 Fid the determit of [A] Solutio The ed of the forwrd elimitio steps of Gussi elimitio with prtil pivotig, we would obti [B] ( B ). 6. det. Sice rows were switched oce durig the forwrd elimitio steps of Gussi elimitio with prtil pivotig, det ( A) det( B). Emple 7 Prove det( A ) det ( A ) Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 6 of 7
27 Solutio [ A][ A] det det det ( A A ) det( I) ( A) det( A ) ( A) [ I] det ( A ) If [A] is mtri d det( A ), wht other sttemets re equivlet to it?. [A] is ivertible.. [ A ] eists.. [ A ][ X ] [ C] hs uique solutio. v 4. [ A ][ X ] [] solutio is [ X ] [].. [ A][ A] [ I] [ A] [ A]. Key Terms: Nïve Guss Elimitio Prtil Pivotig Determit Source URL: Sylor URL: Attributed to: Uiversity of South Florid: Holistic Numericl Methods Istitute Sylor.org Pge 7 of 7
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