Numerical Term paper

Abstract:

Introduction: Systems of linear equations that have to be solved simultaneously arise in

problems that include several ( many) variables that are dependent on each other. Such
problems occur not only in engineering and science, which are the focus of this book, but in
virtually any discipline (business, statistics, economics, etc.). A system of two (or three)
equations with two (or three) unknowns can be solved manually by substitution or other
mathematical methods (e.g., Cramer's rule). Solving a system in this way is practically
impossible as the number of equations (and unknowns) increases beyond three.

A linear system of equations Ax=b can be solved using various methods, namely, inverse
method, Gauss/Gauss-Jordan elimination, LU factorization, EVD (Eigenvalue
Decomposition), and SVD (Singular Value Decomposition).
Keywords: Diagonal System, Gauss elimination method, Matrix Inversion method, LU-
factorization method, Gauss-Seidal iteration method.
Body:
Diagonal system:
Gauss elimination method:

In mathematics, Gaussian elimination, also known as row reduction, is an algorithm for

solving systems of linear equations. It consists of a sequence of operations performed on
the corresponding matrix of coefficients. This method can also be used to compute
the rank of a matrix, the determinant of a square matrix, and the inverse of an invertible
matrix. To perform row reduction on a matrix, one uses a sequence of elementary row
operations to modify the matrix until the lower left-hand corner of the matrix is filled with
zeros, as much as possible. There are three types of elementary row operations:
 Swapping two rows,
 Multiplying a row by a nonzero number,
 Adding a multiple of one row to another row.

Matrix Inversion method:

LU Factorization method:

Gauss-Siedel Iteration Method:

In numerical linear algebra, the Gauss–Seidel method, also known as the Liebmann

method or the method of successive displacement, is an iterative method used to
solve a system of linear equations. The convergence properties of the Gauss–Seidel
method are dependent on the matrix A. Namely, the procedure is known to converge if
either:
 A is symmetric positive-definite,[5] or
 A is strictly or irreducibly diagonally dominant.[6]
The Gauss–Seidel method sometimes converges even if these conditions are not
satisfied.