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Fundamental Principles and Methods in Power System Analysis
Fundamental Principles and Methods in Power System Analysis
Fundamental Principles and Methods in Power System Analysis
Certificate in
Power System Modeling and Analysis
Training Course in
Course Outline
-1 V
θ
jω t
v = Vmε ε j ωt
= cos ωt + j sin ωt
j (ω t − θ ) I
i = I mε j = −1
+
+ R (Resistance)
jω t i(t) VL
VS = Vmε
- L (Inductance)
-
di ( t ) jω t
Applying Kirchoff’s voltage law, Ri ( t ) + L = Vmε
dt
The first order linear differential equation has a particular
jω t
solution of the form i ( t ) = K ε .
jω t jω t jω t
Hence, RK ε + j ω LK ε = Vmε
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+
+ R (Resistance)
jω t i(t) VL
VS = Vmε
- C (Capacitance)
-
R
For Capacitive Circuit, .1 φ
1
Z = R − j( ) ωC
Z
ωC
Z= |Z|ejφφ or φ + jsinφ
Z = |Z|(cosφ φ) or Z = |Z|∠φ
∠φ
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ωt + 30°) volts
v = 141.4 cos(ω
ωt) amperes
i = 7.07 cos(ω
Vmax = 141.4 |V| = 100 ∠30
V = 100∠
Imax = 7.07 |I| = 5 ∠0
I = 5∠
100 ∠ 30
Z = = 20 ∠ 30
5 ∠0 20
10
30°
Z = 20(cos 30 + j sin 30) = 17.32 + j10
17.32
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Electrical Symbols
Three-Line and Single-Line Diagram
Equivalent Circuit of Power System
Components
Impedance and Admittance Diagram
Bus Admittance Matrix
G Generator Switch
Circuit Breaker
or Transformer
Fuse
Transmission or
Distribution Line
Bus Node
Circuit Recloser
CTs
Circuit Breaker
Distribution Lines
Main Bus
R Relays
A B C
R R
R
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Bus Transformer
CB Distribution Line
Recloser
R
CT and Relay
Ea
Eb + Ia +
Ec Ib
Eg Va
Zb Zc b -
Ic -
c
Three-Phase Equivalent Single-Phase Equivalent
Three-Phase Equivalent
R H + jX H a 2 R X + ja 2 X X
v RT = R H + a 2 R X
+ Iex r +
r IH r XT = X H + a X X
2
VH Rc jX m aV X
ZT
- -
+ +
Single-Phase Equivalent
- -
Δl
Capture
Unbalanced
Characteristics Three-Phase Equivalent
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Z = (r + jx L )l
+• • +
Vs Is = IR VR
-• • -
Single-Phase Equivalent
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Ib
Representation
Ia ZR
of a Balanced a a
Three-Phase o n
Eao = |E|∠0° V ZR
System ZR
Ia ZR
Eao = |E|∠ 0° V
o n
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Ea za Ea Ec Eb
1 za zc zb
Generator
1 3 2
0 zd ze
z13 zf zh
zg
1 3
Line
4
0 Impedance Diagram
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VL VL
Zg
+ Eg = ISZP
Eg Is Zp
IL IL Zg = Zp
-
a c b
Bus Gen Line 1 3 2
1 a 1-3
2 b 2-3
3 c 1-4
4 2-4
3-4
4
Single Line Diagram
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Ea za Ea Ec Eb
1 za zc zb
Generator
1 3 2
0 zd ze
z13 zf zh
zg
1 3
Line
4
0 Impedance Diagram
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VL VL
Zg
+ Eg = ISZP
Eg Is Zp
IL IL Zg = Zp
-
0
I1 = Ea/za
y01 = 1/za I1 I3 I2
y01 y03 y02
I2 = Eb/zb
y02 = 1/zb 1 3 2
I3 = Ec/zc y13 y23
y03 = 1/zc y14
y24
y13 = 1/zd y14 = 1/zf
y23 = 1/ze y24 = 1/zg 4
y34 = 1/zh Admittance Diagram
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In matrix form,
⎡I1 ⎤ ⎡y01 + y13 + y14 0 - y13 - y14 ⎤⎡V1 ⎤
⎢I ⎥ ⎢ y02 + y23 + y24 ⎥⎢ ⎥
⎢ 2⎥ = ⎢ 0 - y23 - y24 ⎥⎢V2 ⎥
⎢I3 ⎥ ⎢ - y13 - y23 y03 + y23 + y34 + y13 - y34 ⎥⎢V3 ⎥
⎢ ⎥ ⎢ ⎥⎢ ⎥
⎣0 ⎦ ⎣ − y14 − y24 − y34 y14 + y24 + y34 ⎦⎣V4 ⎦
[ I ] = [Ybus][V]
Yii = self-admittance, the sum of all admittances terminating on the
node (diagonal elements)
Yij = mutual admittance, the negative of the admittances connected
directly between the nodes identifed by the double subscripts
Actual Value
Percent =
100
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-
-
Determine Vs
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- -
The magnitude of the voltage at the substation is
1.05 p.u. x 2540 Volts = _______ Volts
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Base Power
Base Current =
Base Voltage
Pbase(1φ) Pbase(3φ)
Ibase = ------------ Ibase = ------------
Vbase(1φ) √3Vbase(LL)
Vbase(1φ) Vbase(LN)
Zbase = ------------ Zbase = ------------
Ibase(1φ) Ibase(L)
[Vbase(1φ)]² [Vbase(LL)]²
= ------------ = ------------
Pbase(1φ) Pbase(3φ)
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}
1. Armature Resistance, Ra Positive
2. Direct-axis Reactances, Xd”, Xd’ and Xd Sequence
3. Quadrature-axis Reactances, Xq”, Xq’ and Xq Impedances
4. Negative Sequence Reactance, X2
5. Zero Sequence Reactance, X0
The Base Values used by manufacturers are:
1. Rated Capacity (MVA, KVA or VA)
2. Rated Voltage (kV or V)
X L( Ω )
X L ( pu ) =
Z base
X C( Ω )
X C ( pu ) =
Z base
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Example:
Consider a three-phase transformer rated 20
MVA, 67 kV/13.2 kV voltage ratio and a reactance
of 7%. The resistance is negligible.
SOLUTION:
a) Pbase = 20 MVA
Vbase = 67 kV (high voltage)
( kV)²
Zbase = = ________ ohms
( MVA)
Xhigh = Xp.u. x Zbase = _______ x _______= _______ ohms
SOLUTION:
b) Pbase = 20 MVA
Vbase = 13.2 kV (low voltage)
( kV)²
Zbase = = ________ ohms
( MVA)
Xlow = Xp.u. x Zbase = _______ x _______= _______ ohms
A B C
SOURCE LOAD
300 Ω/ φ
A-B B-C PF=100 %
300 Ω/ φ
VA Vc PF=100%
A-B B-C
13.8/138 kV 138/69 kV
VNL - VL
V.R. = ---------------- x 100%
VNL
Z pu 1 ⋅ Z base 1 = Z pu 2 ⋅ Z base 2
Z base
Z pu 2 = Z pu 1 ⋅ 1
Z base 2
base Power
Then, (kV LL , base 1 )
2
MVA 3 φ , base 1
Z = Z
pu 2 pu 1
(kV LL , base 2 )
2
MVA 3 φ , base 2
2
or, ⎛ kV LL ,base 1 ⎞ ⎛ MVA 3 φ ,base 2 ⎞
Z pu 2 = Z pu 1 ⎜⎜ ⎟ ⎜ ⎟
⎟ ⎜ MVA ⎟
⎝ kV LL ,base 2 ⎠ ⎝ 3 φ ,base 1 ⎠
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Example
A three-phase transformer is rated 400 MVA, 220Y/22 Δ kV.
The impedance measured on the low-voltage side of the
transformer is 0.121 ohms (approx. equal to the leakage
reactance). Determine the per-unit reactance of the transformer
for 100 MVA, 230 kV base values at the high voltage side of the
transformer.
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( )
X= = ________ pu
( )2
( )
( )2
X=( )x x ( = )________ pu
( )2
E1 E2 E3
Base Power:
Sub-
Vbase (kV) Zbase (Ohm) Ibase (Amp)
System
G3:
L1:
T1:
T2:
Advantages of
Per-Unit Quantities
The computation for electric systems in per-unit
simplifies the work greatly. The advantages of Per Unit
Quantities are:
1. Manufacturers usually specify the impedances of
equipments in percent or per-unit on the base of the
nameplate rating.
2. The per-unit impedances of machines of the same type and
widely different rating usually lie within a narrow range.
When the impedance is not known definitely, it is generally
possible to select from tabulated average values.
Advantages of
Per-Unit Quantities
3. When working in the per-unit system, base voltages can be
selected such that the per-unit turns ratio of most
transformers in the system is equal to 1:1.
4. The way in which transformers are connected in three-
phase circuits does not affect the per-unit impedances of
the equivalent circuit, although the transformer connection
does determine the relation between the voltage bases on
the two sides of the transformer.
5. Per unit representation yields more meaningful and easily
correlated data.
Advantages of
Per-Unit Quantities
6. Network calculations are done in a much more handier
fashion with less chance of mix-up
• between phase and line voltages
• between single-phase and three-phase powers, and
• between primary and secondary voltages.
Symmetrical Components
Sequence Components of
Unbalanced Phasor
In a balanced Power System,
Generator Voltages are three-phase balanced
Line and transformer impedances are balanced
Loads are three-phased balanced
Sequence Components of
Unbalanced Phasor
In a practical Power Systems,
Lines are not transposed.
Single-phase transformers used to form three-phase
banks are not identical.
Loads are not balanced.
Presence of vee-phase and single phase lines.
Faults
Single-phase Representation and Analysis
cannot be use for an unbalanced three-phase
power system.
Sequence Components of
Unbalanced Phasor
Any unbalanced three-phase system of phasors
may be resolved into three balanced systems of
phasors which are referred to as the symmetrical
components of the original unbalanced phasors,
namely:
a) POSITIVE-SEQUENCE PHASOR
b) NEGATIVE-SEQUENCE PHASOR
c) ZERO-SEQUENCE PHASOR
Sequence Components of
Unbalanced Phasor
REFERENCE PHASE SEQUENCE: abc
Phase c
Positive Sequence Phasors are
120° three-phase, balanced and have
120° Phase a the phase sequence as the
120° original set of unbalanced
phasors.
Phase b
Negative Sequence Phasors are three-phase, balanced but with a
phase sequence opposite to that original set of unbalnced
phasors.
Sequence Components of
Unbalanced Phasor
Each of the original unbalanced phasor is the sum
of it’s sequence components. Thus,
Sequence Components of
Unbalanced Phasor
OPERATOR “a”
An operator “a” causes a rotation of 120° in the
counter clockwise direction of any phasor.
aV
a = 1 ∠ 120°
a² = 1 ∠ 240° 120°
V
a³ = 1 ∠ 0°
Operating V by a
Sequence Components of
Unbalanced Phasor
The original Phasor and Positive Sequence
components in terms of phase a
Vc = aVa Vb in terms of Va
Vb = a² Va
120°
120°
Va Vb1 = a² Va1
120°
Vc in terms of Va
Vb = a2Va Vc = a Va
Vc1 = a Va1
Sequence Components of
Unbalanced Phasor
The Negative Sequence components
in terms of phase a
Sequence Components of
Unbalanced Phasor
The Zero Sequence components in
terms of phase a
Vb in terms of Va
Vb0 = Va0
Va0= Vb0 = Vc0
Vc in terms of Va
Vc0 = Va0
Sequence Components of
Unbalanced Phasor
Writing again the phasors in terms of phasor Va
and operator “a”,
Va = Va0 + Va1 + Va2
Vb = Va0 + a²Va1 + aVa2
Vc = Va0 + aVa1 + a²Va2
Computing for Va0, Va1 & Va2
V a0
1
= [V a + V b + V c ]
3
1
V a 1 = V a + aV b + a 2 V c
3
[ ]
V a2 =
1
3
[
V a + a 2 V b + aV c ]
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Sequence Components of
Unbalanced Phasor
Vc = 8 ∠143.1 EXAMPLE:
Determine the symmetrical
components of the following
unbalanced voltages.
Va = 4 ∠0
Vb = 3 ∠-90
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Sequence Components of
Unbalanced Phasor
For Phasor Va:
1
V a0 = ( V a + V b + V c )
3
1
= ( 4 ∠ 0 + 3 ∠ - 90 + 8 ∠ 143.1)
3
= 1 ∠ 143.05
1
V a 1 = ( V a + aV b + a 2V c )
3
1
= [4 ∠ 0 + (1 ∠ 120)(3 ∠ - 90) + (1 ∠ 240)(8 ∠ 143.1) ]
3
= 4.9 ∠ 18.38
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Sequence Components of
Unbalanced Phasor
For Phasor Va:
1
Va 2 = ( V a + a 2Vb + aV c )
3
1
= [4 ∠0 + (1 ∠ 240)(3 ∠ - 90) + (1 ∠120)(8 ∠143.1) ]
3
= 2.15 ∠ − 86.08
Sequence Components of
Unbalanced Phasor
Components of Vb can be obtained by operating the
sequence components of phasor Va.
V b0 = V a0
= 1 ∠ 143.05 = 1 ∠ 143.05
V b1 = a 2V a 1
= (1 ∠ 240)(4.9 ∠ 18.38)
= 4.9 ∠ 258.38
= 4.9 ∠ - 101.62
V b2 = aV a2
= (1 ∠ 120)(2.15 ∠ - 86.08)
= 2.15 ∠ 33.92
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Sequence Components of
Unbalanced Phasor
Similarly, components of phasor Vc can be obtained by
operating Va.
V c0 = V a0
= 1 ∠ 143.05 = 1 ∠ 143.05
V c1 = aV a 1
= (1 ∠ 1 2 0)(4.9 ∠ 18.38)
= 4.9 ∠ 1 3 8.38
V c2 = a 2 V a2
= (1 ∠ 2 4 0)(2.15 ∠ - 86.08)
= 2.15 ∠ 1 5 3.92
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Sequence Components of
Unbalanced Phasor
Vc1
Va0 = Vb0 = Vc0
143.05 °
Va1
Zero Sequence Components
18.38 °
Vc2 Vb2
86.08 °
Vb1 Va2
Positive Sequence Components Negative Sequence Components
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Sequence Components of
Unbalanced Phasor
Add Sequence Components Graphically
Va1
Va2 Vb0
Va = 4 ∠0
Va0
Vc2
Components of Va Vb1 Vb = 3 ∠-90
Vc1
Vc = 8 ∠143.1 Vb2
Vc0 Components of Vb
Components of Vc
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Sequence Components of
Unbalanced Phasor
The results can be checked either mathematically or
graphically.
V a = V a0 + V a1 + V a2
= 1 ∠ 143 . 05 + 4.9 ∠ 18.38 + 2.15 ∠ - 86.08
= 4 ∠0
V b = V b0 + V b1 + V b2
= 1 ∠ 143.05 + 4.9 ∠ - 101.62 + 2.15 ∠ 33.92
= 3 ∠ - 90
V c = V c0 + V c1 + V c2
= 1 ∠ 143 . 05 + 4.9 ∠ 138.38 + 2.15 ∠ 153.92
= 8 ∠ 143.1
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Sequence Components of
Unbalanced Phasor
Ia
Ia1 + Ia2 + Ia0
a a
b b
c c
Ib Ib1 + Ib2 + Ib0
Ic
Ic1 + Ic2 + Ic0
Sequence Impedance of
Power System Components
Sequence Networks
+ + +
Ia1 Ia2 Ia0
Z1 Z2 Z0
Va1 Va2 Va0
+
Vf
- - -
Sequence Impedance of
Power System Components
In general,
Z1 ≠ Z2 ≠ Z0 for generators
Z1 = Z2 = Z0 for transformers
Z1 = Z2 ≠ Z0 for lines
IA0 Ia0
A a
IC0 B Ic0 b
C 3I0 c 3Io
IB0 Ib0
Network Equations
Matrix Representation of System of Equations
Type of Matrices
Matrix Operations
Direct Solutions of System of Equations
Iterative Solutions of System of Equations
Network Equations
The standard form of n independent equations:
⎡I1 ⎤ ⎡ Y 11 Y 12 Y 13 L Y 1 n ⎤ ⎡V 1 ⎤
⎢ ⎥⎢ ⎥
⎢ ⎥ ⎢ Y 21 Y 22 Y 23 L Y 2 n ⎥ V
⎢I2 ⎥ ⎢ ⎥⎢
2⎥
⎢ I 3 ⎥ = ⎢ Y 31 Y 32 Y 33 L Y 3 n ⎥ ⎢V 3 ⎥
⎢ ⎥ ⎢ ⎥⎢ ⎥
⎢M ⎥ ⎢M M M M ⎥⎢ M ⎥
⎢ ⎥
⎢I ⎥ ⎢ Y Y Y L Y ⎢ ⎥
nn ⎥ V n
⎣ ⎦ n n1 n2
⎣
n3
⎣ ⎦ ⎦
[ I ] = [Ybus][V]
Ypp = self-admittance, the sum of all admittances terminating on
the node (diagonal elements)
Ypq = mutual admittance, the negative of the admittances connected
directly between the nodes identifed by the double subscripts
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Network Equations
a c b
Bus Gen Line 1 3 2
1 a 1-3
2 b 2-3
3 c 1-4
4 2-4
3-4
4
Single Line Diagram
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Network Equations
Ea za Ea Ec Eb
1 za zc zb
Generator
1 3 2
0 zd ze
z13 zf zh
zg
1 3
Line
4
0 Impedance Diagram
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Network Equations
0
I1 = Ea/za
y01 = 1/za I1 I3 I2
y01 y03 y02
I2 = Eb/zb
y02 = 1/zb 1 3 2
I3 = Ec/zc y13 y23
y03 = 1/zc y14
y24
y13 = 1/zd y14 = 1/zf
y23 = 1/ze y24 = 1/zg 4
y34 = 1/zh Admittance Diagram
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Network Equations
I 1 = V1 ( y 01 + y13 + y14 ) − V 3 y13 − V 4 y14
I 2 = V 2 ( y 02 + y 23 + y 24 ) − V 3 y 23 − V 4 y 24
I 3 = V 3 ( y 03 + y 23 + y 34 + y 13 ) − V 2 y 23 − V 4 y 34 − V 1 y 13
0 = V 4 ( y 14 + y 24 + y 34 ) − V 1 y 14 − V 2 y 24 − V 3 y 34
In matrix form,
⎡I1 ⎤ ⎡y01 + y13 + y14 0 - y13 - y14 ⎤⎡V1 ⎤
⎢I ⎥ ⎢ 0 y + y + y - y - y ⎥⎢V ⎥
⎢ 2⎥ = ⎢ 02 23 24 23 24 ⎥⎢ 2 ⎥
⎢I3 ⎥ ⎢ - y13 - y23 y03 + y23 + y34 + y13 - y34 ⎥⎢V3 ⎥
⎢ ⎥ ⎢ ⎥⎢ ⎥
⎣0 ⎦ ⎣ − y14 − y24 − y34 y14 + y24 + y34⎦⎣V4 ⎦
Matrix Representations of
System of Equations
System of n Linear Equations
In the following system of equations:
Matrix Representations of
System of Equations
Matrix Representations of
System of Equations
⎡ x1 ⎤ ⎡ y1 ⎤
⎢ ⎥ ⎢
Y = y2 ⎥
X = x2 and
⎢ ⎥
⎢ ⎥
⎢⎣ x3 ⎥⎦ ⎢⎣ y3 ⎥⎦
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Matrix Representations of
System of Equations
System of Equations in Matrix Form
The system of equations in matrix notation is
AX = Y
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Matrix Representations of
System of Equations
Matrix Representations of
System of Equations
V a0
1
= [V a + V b + V c ]
3
Va1
1
[
= V a + aV b + a 2 V c
3
]
V a2 =
1
3
[
V a + a 2 V b + aV c ]
In matrix form
⎡Va 0 ⎤ ⎡1 1 1 ⎤ ⎡Va ⎤
⎢V ⎥ = 1 ⎢1 a a 2 ⎥⎥ ⎢⎢Vb ⎥⎥
⎢ a1 ⎥ 3 ⎢
⎢⎣Va 2 ⎥⎦ ⎢⎣1 a 2 a ⎥⎦ ⎢⎣Vc ⎥⎦
Definition of a MATRIX
A matrix consists of a rectangular array of elements
represented by a single symbol.
[A] is a shorthand notation for the matrix and aij
designates an individual element of the matrix.
A horizontal set of elements is called a row and a
vertical set is called a column.
The first subscript i always designates the number of
the row in which the element lies. The second
subscript j designates the column. For example,
element a23 is in row 2 and column 3.
Definition of a MATRIX
⎡ a11 a12 a13 K a 1n ⎤
⎢a a22 a23 K a2n ⎥
⎢ 21 ⎥
[A] = [a ij ] = ⎢ a31 a32 a33 K a3n ⎥
⎢ ⎥
⎢ M M M ⎥
⎢⎣am1 am2 am3 K amn ⎥⎦
The matrix has m rows and n columns and is said to
have a dimension of m by n (or m x n).
[aij]mxn
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Definition of a Vector
A vector X is defined as an ordered set of elements. The
components x1, X2…, Xn may be real or complex
numbers or functions of some dependent variable.
⎡ x1 ⎤
⎢x ⎥
X = ⎢ 2
⎥
⎢M ⎥
⎢ ⎥
⎣ xn ⎦
“n” defines the dimensionality or size of the vector.
⎡ c1 ⎤
⎢c ⎥
⎢ ⎥
R = [r1 L rn ] C = 2
r2 ⎢ M ⎥
⎢ ⎥
⎣cm ⎦
Thus, R is a row vector of dimension n while C is a
column vector of dimension m.
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Type of Matrices
Square Matrix
Upper Triangular Matrix
Lower Triangular Matrix
Diagonal Matrix
Identity or Unit Matrix
Null Matrix
Symmetric Matrix
Skew-symmetric Matrix
Type of Matrices
A square matrix is a matrix in which m = n.
Type of Matrices
Type of Matrices
⎡l11 0 0⎤
⎢
L = l21 l22 0 ⎥
⎢ ⎥
⎢⎣l31 l32 l33 ⎥⎦
Type of Matrices
A diagonal matrix is a square matrix where all
elements off the diagonal are equal to zero.
Note that where large blocks of elements are zero,
they are left blank.
⎡d11 0 0⎤
⎢
D= 0 d22 0 ⎥
⎢ ⎥
⎢⎣ 0 0 d33 ⎥⎦
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Type of Matrices
An identity or unit matrix is a diagonal matrix where
all elements on the main diagonal are equal to one.
⎡1 0 0⎤
⎢
I = ⎢0 1 0⎥ ⎥
⎢⎣ 0 0 1 ⎥⎦
Type of Matrices
⎡0 0 0⎤
⎢
N= 0 0 0 ⎥
⎢ ⎥
⎢⎣0 0 0 ⎥⎦
Type of Matrices
A symmetric matrix is one where aij = aji for all i’s and j’s.
⎡5 1 2⎤ a12 = a21 = 1
⎢
S= 1 3 7 ⎥ a13 = a31 = 2
⎢ ⎥
⎢⎣2 7 8 ⎥⎦ a23 = a32 = 7
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Type of Matrices
A skew-symmetric matrix is a matrix which has the
property aij = -aji for all i and j; this implies aii = 0
⎡0 −5 3⎤
⎢
K= 5 0 6 ⎥ a12 = −5
⎢ ⎥ a 21 = +5
⎢⎣− 3 −6 0⎥⎦
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Matrix Operations
Addition of Matrices
Product of a Matrix with a Scalar
Multiplication of Matrices
Transpose of a Matrix
Kron Reduction Method
Determinant of a Matrix
Minors and Cofactors of a Matrix
Inverse of a Matrix
Addition of Matrices
Two matrices A = [aij] and B = [bij] can be added
together if they are of the same order (mxn). The sum
C = A + B is obtained by adding the corresponding
elements.
Addition of Matrices
Example:
⎡1 4 0⎤ ⎡5 2 6⎤
A = ⎢ B = ⎢
⎣2 7 3 ⎥⎦ ⎣0 1 1 ⎥⎦
then,
⎡(1 + 5) (4 + 2) (0 + 6)⎤ ⎡6 6 6⎤
A+ B= ⎢ ⎥ =⎢ ⎥
⎣(2 + 0) (7 + 1) (3 + 1)⎦ ⎣2 8 4⎦
⎡(1 − 5) (4 − 2) (0 − 6)⎤ ⎡− 4 2 − 6⎤
A− B = ⎢ ⎥ =⎢ ⎥
⎣(2 − 0) (7 − 1) (3 − 1)⎦ ⎣ 2 6 2⎦
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Addition of Matrices
Example:
⎡1+ j2 4 − j1 6 − j3⎤ ⎡3 + j2 2 − j1 7 + j5⎤
A = ⎢4 + j1 5 + j3 1 + j1⎥ B = ⎢2 + j1 4 + j6 5 + j4⎥
⎢ ⎥ ⎢ ⎥
⎢⎣6 + j3 1 − j1 8 + j9⎥⎦ ⎢⎣7 − j5 5 − j4 6 + j5⎥⎦
then,
⎡(1+ j2) +(3+ j2) (4− j1) +(2− j1) (6 − j3) +(7 + j5)⎤
A+ B= ⎢(4+ j1) +(2+ j1) (5+ j3) +(4+ j6) (1+ j1) +(5+ j4) ⎥⎥
⎢
⎢⎣(6 + j3) +(7 − j5) (1− j1) +(5− j4) (8+ j9) +(6 + j5)⎥⎦
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Addition of Matrices
⎡ 4 + j4 6 − j2 13+ j2 ⎤
A + B = ⎢ 6 + j2 9 + j9 6 + j5 ⎥
⎢ ⎥
⎢⎣13− j2 6 − j5 14+ j14⎥⎦
⎡− 2 + j0 2 + j0 −1− j8⎤
⎢
A− B = 2 + j0 1− j3 − 4 − j3 ⎥
⎢ ⎥
⎢⎣−1+ j8 − 4 + j3 2 + j4 ⎥⎦
⎢ M M M M ⎥
⎢ ⎥
⎣kam1 kam 2 L kamn ⎦
⎡4 3⎤ ⎡ 12 9⎤
⎢
B = kA = 3 5 2 ⎥ ⎢
B = 15 6 ⎥
⎢ ⎥ ⎢ ⎥
⎢⎣6 1⎥⎦ ⎢⎣18 3 ⎥⎦
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Multiplication of Matrices
Multiplication of Matrices
An easy way to check whether two matrices can
be multiplied.
[A ]m x l [B ]l x n = [C ]m x n
Multiplication of Matrices
Multiplication of Matrices
Example: ⎡ a11 a12 ⎤
⎢ ⎥ ⎡b11 b12 ⎤
A = ⎢a21 a22 ⎥ and B=⎢ ⎥
⎢⎣a31 ⎣b21 b22 ⎦ 2 x 2
a32 ⎥⎦ 3 x 2
then
⎡ a11 a12 ⎤
⎢ ⎥ ⎡b11 b12 ⎤
C = A B = a 21 a22 ⎢ ⎥
⎢ ⎥ ⎣b21 b22 ⎦
⎢⎣ a31 a32 ⎥⎦
2
cij = ∑ aik bkj c 11 = a 11 b 11 + a 12 b 21
k =1
Multiplication of Matrices
2
cij = ∑ aik bkj
k =1
Multiplication of Matrices
Example:
⎡1 4⎤ ⎡7 8 ⎤
⎢ ⎥ and B=⎢ ⎥
A = ⎢2 5⎥ ⎣9 0 ⎦ 2 x 2
⎢⎣3 6⎥⎦ 3 x 2
then
⎡1 4⎤
⎢ ⎥ ⎡7 8⎤
C = AB = ⎢ 2 5⎥⎢ ⎥
⎢⎣ 3 6 ⎥⎦ ⎣ 9 0⎦
Multiplication of Matrices
⎡ 43 8 ⎤
C = ⎢⎢ 59 16 ⎥⎥
⎢⎣ 75 24 ⎥⎦ 3 x 2
Multiplication of Matrices
Example:
⎡1+ j2 4− j1 6 − j3⎤ ⎡3+ j2 2− j1 7 + j5⎤
A= ⎢4+ j1 5+ j3 1+ j1⎥ B= ⎢2+ j1 4+ j6 5+ j4⎥
⎢ ⎥ ⎢ ⎥
⎢⎣6 + j3 1− j1 8 + j9⎥⎦ ⎢⎣7 − j5 5− j4 6 + j5⎥⎦
Multiplication of Matrices
c 21 = (4 + j 1 )(3 + j 2 ) + (5 + j 3 )(2 + j 1 ) + (1 + j 1 )(7 − j 5 ) = 29 + j 24
c 22 = (4 + j 1 )(2 − j 1 ) + (5 + j 3 )(4 + j 6 ) + (1 + j 1 )(5 − j 4 ) = 20 + j 41
c 23 = (4 + j 1 )(7 + j 5 ) + (5 + j 3 )(5 + j 4 ) + (1 + j 1 )(6 + j 5 ) = 37 + j73
c 31 = (6 + j 3 )(3 + j 2 ) + (1 − j 1)(2 + j 1) + (8 + j 9 )(7 − j 5 ) = 116 + j 43
c 32 = (6 + j 3 )(2 − j 1) + (1 − j 1)(4 + j 6 ) + (8 + j 9 )(5 − j 4 ) = 101 + j 15
c 33 = (6 + j 3 )(7 + j 5 ) + (1 − j 1)(5 + j 4 ) + (8 + j 9 )(6 + j 5 ) = 39 + j 144
⎡ 35 − j 41 44 − j16 72 + j 42 ⎤
[A] x[B] = ⎢⎢ 29 + j 24 20 + j 41 37 + j73 ⎥
⎥
⎢⎣116 + j 43 101 + j15 39 + j144⎥⎦
Transpose of a Matrix
If the rows and columns of an m x n matrix are
interchanged, the resultant n x m matrix is the
transpose of the matrix and is designated by AT.
⎡ a11 a12 ⎤
The transpose is AT = ⎢a21 a22 ⎥
⎢ ⎥
⎢⎣ a31 a32 ⎥⎦ 3 x 2
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Transpose of a Matrix
Example:
⎡1 3 5⎤
A=⎢
then, ⎣2 4 6 ⎥⎦ 2 x 3
⎡1 2⎤
⎢
A = 3
T
4 ⎥
⎢ ⎥
⎢⎣5 6 ⎥⎦ 3 x 2
Transpose of a Matrix
Example:
⎡1 + j 4 3 − j6 5 + j 2⎤
A=⎢ ⎥
⎣2 − j 5 4 + j1 6 − j 3⎦
then,
⎡1 + j 4 2 − j 5⎤
⎢
A = 3 − j6
T
4 + j1 ⎥
⎢ ⎥
⎢⎣5 + j 2 6 − j 3⎥⎦
Determinant of a Matrix
Determinant of a 2 x 2 Matrix
Two simultaneous equations:
In Matrix Form
⎡ a11 a12 ⎤ ⎡ x1 ⎤ ⎡ y1 ⎤
⎢a ⎥ ⎢ ⎥ =⎢ ⎥
⎣ 21 a22 ⎦ ⎣ x2 ⎦ ⎣ y 2 ⎦
Determinant of a Matrix
a22x2 = y2 − a21x1
y2 a21
x2 = − x1
a22 a22
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Determinant of a Matrix
substituting x2 and solving for x1
y 2 a21
a11 x1 + a12 ( − x1 ) = y1
a22 a22
a11 a22 x1 + a12 y 2 − a12 a21 x1 = a22 y1
( a11 a22 − a12 a21 ) x1 = a22 y1 − a12 y2
a22 y1 − a12 y2
x1 =
a11 a22 − a12 a21
Determinant of a Matrix
Then, substituting x1 in either equation (1) or (2), x2 is
obtained
a11 y2 − a21 y1
x2 =
a11a22 − a12a21
The expression (a11a22 – a12a21) is the value of the
determinant of the coefficient matrix A, denoted by |A|.
a11 a12
| A| =
a21 a22
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Determinant of a Matrix
The determinant of A is can be determined by reducing
the size of the original matrix by eliminating rows.
For example:
⎡ 1 1 2⎤
[ A ] = ⎢⎢ − 1 − 2 1 ⎥⎥
⎢⎣ − 6 4 2 ⎥⎦
1 1 2 Eliminate row 1 by
| A |= − 1 − 2 1 striking out the
−6 4 2 row1 and jth column
Determinant of a Matrix
The determinant of A is
1 1 2
| A |= − 1 − 2 1
−6 4 2
−2 1 −1 1 −1 −2
| A |= ( −1 ) 11+1
+ ( −1 ) 11+2
+ ( −1 ) 2
1+3
4 2 −6 2 −6 4
| A |= ( +1)(1)[( −2)( 2) − (1)( 4) ] + ( −1)(1)[( −1)( 2) − (1)( −6) ]
+ ( +1)( 2)[( −1)( 4) − ( −2)( −6) ]
= (1)[− 4 − 4 ] − (1)[− 2 + 6 ] + ( 2)[− 4 − 12 ]
| A |= −44
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Determinant of a Matrix
Minors and Cofactors of a Matrix
Example:
a11 a12 a13
a12 a13
a 21 a22 a 23 =
a32 a33
a31 a32 a33
The minor of a 21 = ( a 12 a 33 − a 32 a 13 )
Determinant of a Matrix
Minors and Cofactors of a Matrix
The cofactor of an element aij designated by Aij is
Aij = ( − 1 ) i+ j
(minor of a ij )
Example:
A 21 = ( − 1) 2 +1 (the min or of a 21 )
= (-1) 3 (the min or of a 21 )
A 21 = - 1 (the minor of a 21 )
Determinant of a Matrix
Minors and Cofactors of a Matrix
⎡1 1 2⎤
A = ⎢- 1 -2 1⎥
Example:
⎢ ⎥
⎢⎣- 6 4 2⎥⎦
1 1 2
A11 = ( −1 )1+1 − 1 −2 1 = 1[( −2 )( 2 ) − ( 1 )( 4 )] = −8
−6 4 2
1 1 2
A12 = ( −1 )1+2 − 1 −2 1 = −1[( −1 )( 2 ) − ( 1 )( −6 )] = −4
−6 4 2
Determinant of a Matrix
Minors and Cofactors of a Matrix
1 1 2
A13 = ( −1 )1+3 − 1 − 2 1 = 1[( −1 )( 4 ) − ( −2 )( −6 )] = −16
−6 4 2
1 1 2
A21 = ( −1 )2+1 −1 −2 1 = −1[( 1 )( 2 ) − ( 4 )( 2 )] = 6
−6 4 2
1 1 2
A22 = ( −1 )2+2 −1 −2 1 = 1[( 1 )( 2 ) − ( 2 )( −6 )] = 14
−6 4 2
Determinant of a Matrix
Minors and Cofactors of a Matrix
1 1 2
A23 = ( −1 )2+3 − 1 −2 1 = −1[( 1 )( 4 ) − ( 1 )( −6 )] = −10
−6 4 2
1 1 2
A31 = ( − 1 )3 + 1 − 1 −2 1 = 1[( 1 )( 1 ) − ( −2 )( 2 )] = 5
−6 4 2
1 1 2
A32 = ( −1 )3+ 2 − 1 −2 1 = −1[( 1 )( 1 ) − ( −1 )( 2 )] = −3
−6 4 2
Determinant of a Matrix
Minors and Cofactors of a Matrix
1 1 2
A33 = ( −1)3+3 − 1 −2 1 = 1[(1 )( −2 ) − ( −1 )(1 )] = −1
−6 4 2
Determinant of a Matrix
Minors and Cofactors of a Matrix
⎡− 8 −4 − 16 ⎤
Cofactors of A = ⎢⎢ 6 14 − 10 ⎥⎥
⎢⎣ 5 −3 − 1 ⎥⎦
Inverse of a Matrix
Division does not exist in matrix algebra except in the
case of division of a matrix by a scalar. However, for a
given set of equations.
a 11 x 1 + a 12 x 2 + a 13 x 3 = y 1
a 21 x 1 + a 22 x 2 + a 23 x 3 = y 2
a 31 x 1 + a 32 x 2 + a 33 x 3 = y 3
Inverse of a Matrix
If the determinant of A is not zero, the equations can
be solved for x ’s as follows;
A 11 A 21 A 31
x1 = y1 + y2 + y3
| A| | A| | A|
A 12 A 22 A 32
x2 = y1 + y2 + y3
| A| | A| | A|
A 13 A 23 A 33
x3 = y1 + y2 + y3
| A| | A| | A|
where A11, A12, …, A33 are cofactors of a11, a12,,a33 and
|A| is the determinant of A.
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Inverse of a Matrix
Thus,
⎡ A 11 A 21 A 31 ⎤
⎢| A | | A | | A |⎥ +
⎢ ⎥ A
B = A -1 = ⎢ A 12 A 22 A 32 ⎥ or A =
-1
⎢| A | | A | | A |⎥ | A|
⎢ A 13 A 23 A 33 ⎥
⎢ ⎥
⎣| A | | A | | A |⎦
A+ is called the adjoint of A. It should be noted that the
elements of adjoint A+ are the cofactors of the elements of
A, but are placed in transposed position.
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Inverse of a Matrix
Example: Get the inverse of A
⎡1 1 2⎤
A = ⎢- 1 -2 1⎥ =
A+
⎢ ⎥
-1
A
| A|
⎢⎣- 6 4 2⎥⎦
the Adjoint of A is
Inverse of a Matrix
Hence, the inverse of matrix A is
⎡ −8 6 5⎤ ⎡ −−448 6 5
⎤
⎢ −4 ⎥ −44 −44
⎢ 14 − 3 ⎥ ⎢
= ⎢ −−444 14 −3 ⎥
−1 A + ⎢⎣− 16 − 10 − 1⎥⎦ −44 −44 ⎥
A = =
A − 44 ⎢⎣ −−16
44
−10
−44
−1
−44
⎥⎦
⎡ −8 6 5 ⎤
−1 1 ⎢ ⎥
A = − ⎢ −4 14 − 3⎥
44
⎢⎣− 16 − 10 − 1⎥⎦
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[Y 2 ] = [0 ] [A ] = [a
3 41
a42 a43 ] [A4 ] = [a44 ] [X 2 ] = [x4 ]
⎡Y1 ⎤ ⎡ A1 A2 ⎤⎡ X 1 ⎤
⎢ 0 ⎥ = ⎢A ⎥ ⎢ ⎥
⎣ ⎦ ⎣ 3 A4 ⎦⎣ X 2 ⎦
⎡Y1 ⎤ ⎡ A1 A2 ⎤⎡ X1 ⎤
⎢ 0 ⎥ = ⎢A ⎥⎢ ⎥
⎣ ⎦ ⎣ 3 A4 ⎦⎣X2 ⎦
[Y1 ] = [ A1 ][ X 1 ] + [ A 2 ][X 2 ] (1)
From (2)
[ A 4 ][X 2 ] = − [A3 ][X 1 ]
[X 2 ] = − [A4 ]− 1 [A3 ][X 1 ]
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Example: ⎡ y1 ⎤ ⎡1 2 3 4 ⎤ ⎡ x1 ⎤
⎢ y ⎥ ⎢8 7 6 5 ⎥ ⎢x2 ⎥
⎢ 2⎥ = ⎢ ⎥⎢ ⎥
⎢ y3 ⎥ ⎢3 4 5 6 ⎥ ⎢ x3 ⎥
⎢ ⎥ ⎢ ⎥⎢ ⎥
⎣ 0 ⎦ ⎣2 4 7 8 ⎦ ⎣ x4 ⎦
⎡ y1 ⎤ ⎛ ⎡1 2 3⎤ ⎡4⎤ ⎞ ⎡ x1 ⎤
⎢ y ⎥ = ⎜ ⎢8 7 6⎥ − ⎢5⎥[8]−1 [2 4 7]⎟ ⎢ x ⎥
⎢ 2⎥ ⎜⎢ ⎥ ⎢ ⎥ ⎟⎢ 2 ⎥
⎢⎣ y3 ⎥⎦ ⎜⎝ ⎢⎣3 4 5⎥⎦ ⎢⎣6⎥⎦ ⎟⎢ x ⎥
⎠⎣ 3 ⎦
⎡ y1 ⎤ ⎛ ⎡1 2 3⎤ ⎡4⎤ ⎞ ⎡ x1 ⎤
⎜
⎢ y ⎥ = ⎢8 7 6⎥ − ⎢5⎥[0.125][2 4 7]⎟ ⎢ x ⎥
⎢ 2⎥ ⎜⎢ ⎥ ⎢ ⎥ ⎟⎢ 2 ⎥
⎢⎣ y3 ⎥⎦ ⎜⎝ ⎢⎣3 4 5⎥⎦ ⎢⎣6⎥⎦ ⎟⎢ x ⎥
⎠⎣ 3 ⎦
⎡ y1 ⎤ ⎛ ⎡1 2 3⎤ ⎡ 0.5 ⎤ ⎞ ⎡ x1 ⎤
⎢ y ⎥ = ⎢8 7 6⎥ − ⎢0.625⎥[2 4 7 ]⎟ ⎢ x ⎥
⎜
⎢ 2⎥ ⎜⎢ ⎥ ⎢ ⎥ ⎟⎢ 2 ⎥
⎢⎣ y3 ⎥⎦ ⎜⎝ ⎢⎣3 4 5⎥⎦ ⎢⎣ 0.75 ⎥⎦ ⎟⎢ x ⎥
⎠⎣ 3 ⎦
⎡ y1 ⎤ ⎛ ⎡1 2 3⎤ ⎡ 1 2 3.5 ⎤ ⎞ ⎡ x1 ⎤
⎜
⎢ y ⎥ = ⎢8 7 6⎥ − ⎢1.25 2.5 4.375⎥ ⎟ ⎢ x ⎥
⎢ 2⎥ ⎜⎢ ⎥ ⎢ ⎥ ⎟⎢ 2 ⎥
⎢⎣ y3 ⎥⎦ ⎜⎝ ⎢⎣3 4 5⎥⎦ ⎢⎣ 1.5 3 5.25 ⎥⎦ ⎟⎠ ⎢⎣ x3 ⎥⎦
⎡ y1 ⎤ ⎡1 2 3 4 ⎤ ⎡ x1 ⎤
⎢ y ⎥ ⎢8 7 6 5 ⎥ ⎢x2 ⎥
⎢ 2⎥ = ⎢ ⎥⎢ ⎥
⎢ y3 ⎥ ⎢3 4 5 6 ⎥ ⎢ x3 ⎥
⎢ ⎥ ⎢ ⎥⎢ ⎥
⎣ 0 ⎦ ⎣2 4 7 8 ⎦ ⎣ x4 ⎦
⎡ y1 ⎤ ⎡ 0 0 − 0.50⎤ ⎡ x1 ⎤
⎢ y ⎥ = ⎢6.75 4.5 1.625 ⎥ ⎢ x ⎥
⎢ 2⎥ ⎢ ⎥⎢ 2 ⎥
⎢⎣ y3 ⎥⎦ ⎢⎣1.50 1.0 − 0.25⎥⎦ ⎢⎣ x3 ⎥⎦
Direct Solutions
of System of Equations
Solutions of System of
Equations by Cramer’ s Rule
The system of three linear equations in three
unknowns x1, x2, x3:
a11 x1 + a12 x 2 + a13 x3 = y1
a 21 x1 + a 22 x 2 + a 23 x3 = y 2
a31 x1 + a 32 x 2 + a 33 x3 = y 3
written in matrix form as :
⎡ a11 a12 a13 ⎤ ⎡ x1 ⎤ ⎡ y 1 ⎤
⎢a a 22 a 23 ⎥ ⎢ x 2 ⎥ = ⎢ y 2 ⎥
⎢ 21 ⎥⎢ ⎥ ⎢ ⎥ or AX = Y
⎢⎣ a 31 a 32 a 33 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣ y 3 ⎥⎦
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⎡ 1 1 2 ⎤ ⎡ x1 ⎤ ⎡ 3 ⎤
⎢- 1 - 2 ⎥ ⎢
1 x2 = 7 ⎥ ⎢ ⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢⎣ - 6 4 2 ⎥⎦ ⎢⎣ x 3 ⎥⎦ ⎢⎣ 14 ⎥⎦
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⎡1 1 2⎤ 1 1 2
A = ⎢- 1 -2 1⎥ | A|= -1 −2 1 = − 44
⎢ ⎥
⎢⎣- 6 4 2⎥⎦ −6 4 2
y1 a 12 a 13 3 1 2
y2 a 22 a 23 7 −2 1
y3 a 32 a 33 14 4 2 88
x1 = x1 = = = −2
| A| - 44 − 44
Therefore, x1 = - 2 x 2
= -1 x 3
=3
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Solutions of System of
Equations by Matrix Inversion
The system of equations in matrix form can be
manipulated as follows:
AX = Y
A AX = A Y
-1 -1
IX = A Y -1
X =A Y -1
Solutions of System of
Equations by Matrix Inversion
Example:
x 1 + x 2 + 2x 3 = 3
- x 1 − 2x 2 + x 3 = 7
- 6x 1 + 4x 2 + 2x 3 = 14
⎡ 1 1 2⎤
A = ⎢- 1 -2 1⎥
⎢ ⎥
⎢⎣ - 6 4 2 ⎥⎦
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Solutions of System of
Equations by Matrix Inversion
⎡ −8 6 5⎤
1 ⎢
A =−
-1
−4 14 − 3⎥
44 ⎢ ⎥
⎢⎣− 16 − 10 − 1⎥⎦
⎡ −8 6 5 ⎤⎡ 3 ⎤
1 ⎢
X = A -1Y = − −4 14 − 3⎥ ⎢ 7 ⎥
44 ⎢ ⎥⎢ ⎥
⎢⎣ − 16 − 10 − 1⎥⎦ ⎢⎣14 ⎥⎦
⎡ − 8( 3 ) + 6( 7 ) + 5( 14 ) ⎤
1 ⎢
X =A Y =−
-1
− 4( 3 ) + 14( 7 ) + − 3(14) ⎥
44 ⎢ ⎥
⎢⎣− 16( 3 ) + − 10( 7 ) + − 1( 14 )⎥⎦
Solutions of System of
Equations by Matrix Inversion
⎡ 88 ⎤ ⎡ − 2 ⎤
1 ⎢
X =A Y =−
-1
44 ⎥ = ⎢ − 1 ⎥
44 ⎢ ⎥ ⎢ ⎥
⎢⎣ − 132 ⎥⎦ ⎢⎣ 3 ⎥⎦
Therefore:
x1 = - 2
x2 = - 1
x3 = 3
⎡1 1 2 M 3⎤
⎢0 −1 3 M 10 ⎥
⎢ ⎥
⎢⎣0 10 14 M 32⎥⎦
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⎡1 1 2 M 3⎤
⎢0 −1 3 M 10 ⎥
⎢ ⎥
⎢⎣0 0 44 M 132⎥⎦
0x1 + 0 x2 + 44 x3 = 132
0 x1 − x2 + 3( 3 ) = 10
x1 + ( −1 ) + 2( 3 ) = 3
Therefore:
x3 = 3 x2 = - 1 x1 = -2
Gauss-Jordan Method
From Gauss Elimination Method
⎡1 1 2 M 3⎤
⎢0 −1 3 M 10 ⎥
⎢ ⎥
⎢⎣0 0 44 M 132⎥⎦
Multiply row 2 by -1.
⎡1 1 2 M 3 ⎤
⎢0 1 −3 M − 10⎥
⎢ ⎥
⎢⎣0 0 44 M 132⎥⎦
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Gauss-Jordan Method
Divide row 3 by 44.
⎡1 1 2 M 3 ⎤
⎢0 1 −3 M − 10⎥
⎢ ⎥
⎢⎣0 0 1 M 3 ⎥⎦
Multiply row 2 by -1 then add to row 1 to get row 1.
⎡1 0 5 M 13 ⎤
⎢0 1 −3 M − 10⎥
⎢ ⎥
⎢⎣0 0 1 M 3 ⎥⎦
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Gauss-Jordan Method
Multiply row 3 by -5 then add to row 1 to get row 1.
Multiply row 3 by 3 then add to row 2 to get row 2.
⎡1 0 0 M − 2⎤
⎢0 1 0 M − 1⎥
⎢ ⎥
⎢⎣0 0 1 M 3 ⎥⎦
Gauss-Jordan Method
Therefore: ⎡1 0 0 ⎤ ⎡ x1 ⎤ ⎡ − 2 ⎤
⎢0 1 0 ⎥ ⎢ x2 ⎥ = ⎢ − 1⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢⎣0 0 1 ⎥⎦ ⎢⎣ x 3 ⎥⎦ ⎢⎣ 3 ⎥⎦
Then, x1 = − 2
x2 = −1
x3 = 3
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Gauss-Jordan Method
The Gauss-Jordan method is a variation of
Gauss Elimination. The major differences is
that when an unknown is eliminated in the
GJM, it is eliminated from all other equations
rather than just the subsequent ones.
In addition, all rows are normalized by
dividing them by their pivot elements. Thus,
the elimination steps results in an identity
matrix rather than a triangular matrix.
⎡ a 11 a 12 a 13 M c1 ⎤
Gauss-Jordan ⎢a a 22 a 23 M c2 ⎥
Method ⎢ 21 ⎥
⎢⎣ a 31 a 32 a 33 M c 3 ⎥⎦
↓
Graphical depiction of the
Gauss-Jordan Method. ⎡1 0 0 M c 1(n) ⎤
The superscript (n) means ⎢0 1 0 M c 2(n) ⎥⎥
⎢
that the elements of the
⎢⎣0 0 1 M c 3(n) ⎥⎦
right-hand-side vector
have been modified n ↓
times (for this case, n=3). x1 = c 1(n)
x2 = c 2(n)
x3 = c 3(n)
Iterative Solutions
of System of Equations
Iterative Solutions
of System of Equations
Iterative Solutions
of System of Equations
a) x1 = x 2 = x3 = 0.0
0 0 0
b) x1 = x 2 = x 3 = 0.5
0 0 0
4
1
x k +1
2
= ( 6 - x 1k - x 3k )
4
1
x 3k + 1 = ( 5 - x 1k - x 2k )
3
4
1
x2 = ( 6 - 1.0 - 1.6667 ) = 0.833333
2
4
1
x3 = ( 5 - 1.0 - 1.5 ) = 0.833333
2
3
Δx11 = 0.958325 − 1 = 0.041667
Δx21 = 0.833333 − 1.5 = 0.66667
Δx31 = 0.833333 − 1.6667 = −0.83334
max Δx31 = 0.83334
4
1
x 3 = ( 5 - 0.9583 - 0.8333 ) = 1.0695
3
3
Δ x 12 = 1 − 0 . 958325 = 0 . 041667
Δ x 22 = 1 . 0521 − 0 . 833325 = 0 . 21877
Δ x 32 = 1 . 0695 − 0 . 8333 = 0 . 23617
max Δ x 32 = 0.23617
4
1
x2 4 = ( 6 - 1.0 - 1.0695 ) = 0.9826
4
1
x3 4 = ( 5 - 1.0 - 1.0521 ) = 0.9826
3
Δx13 = 0.9956 − 1 = −0.0044
Δx23 = 0.9826 − 1.0521 = −0.0695
Δx33 = 0.9826 − 1.0695 = −0.0869
max Δx33 = 0.0869
4
1
x 2 = ( 6 - 0.9956 - 0.9826 ) = 1.0054
5
4
1
x 3 = ( 5 - 0.9956 - 0.9826) = 1.0073
5
3
Δ x 14 = 1 − 0 . 9956 = 0 . 0044
Δ x 24 = 1 . 0054 − 0 . 9826 = − 0 . 0228
Δ x 34 = 1 . 0073 − 0 . 9826 = 0 . 0247
max Δ x 34 = 0.0247
4
1
x 2 = ( 6 - 1.0 - 1.0071 ) = 0.9982
6
4
1
x 3 = ( 5 - 1.0 - 1.0054 ) = 0.9982
6
3
Δx15 = 0.9995 − 1 = −0.0005
Δx 25 = 0.9982 − 1.0054 = −0.0072
Δx 35 = o .9982 − 1.0073 = −0.0091
max Δx35 = 0.0091
4
1
x 2 = ( 6 - 0.9995 - 0.9982 ) = 1.0006
7
4
1
x 3 = ( 5 - 0.9995 - 0.9982) = 1.0008
7
3
Δ x 16 = 1 − 0 . 9995 = 0 . 0005
Δ x 62 = 1 . 0006 − 0 . 9982 = 0 . 0024
Δ x 36 = 1 . 0008 − 0 . 9982 = 0 . 0026
max Δ x 36 = 0.0026
4
1
x2 = ( 6 - 1.0 - 1.0008 ) = 0.9998
8
4
1
x3 = ( 5 - 1.0 - 1.0008 ) = 0.9998
8
3
Δx17 = 0.9995 − 1 = −0.0005
Δx27 = 0.9998 − 1.0006 = −0.0008
Δx37 = 0.9998 − 1.0008 = −0.0010
max Δx37 = 0.0010
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x 1 = 0.9995
x 2 = 0.9998
x 3 = 0.9998
Iteration 1 (k = 0):
x1 1 =
x21 =
x31 =
Δ x 10 =
Δ x 20 =
Δ x 30 =
max Δ x =
x1 =
2
x2 2 =
x3 2 =
Δx11 =
Δx21 =
Δx31 =
max Δx 1 =
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x1 3 =
x2 =
3
x3 3 =
Δx12 =
Δx22 =
Δx32 =
max Δx 2 =
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x1 =
4
x2 4 =
x3 4 =
Δx13 =
Δx23 =
Δx33 =
max Δx 3 =
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x1 5 =
x2 =
5
x3 5 =
Δx14 =
Δx24 =
Δx34 =
max Δx = 4
x1 =
6
x2 6 =
x3 6 =
Δx15 =
Δx25 =
Δx35 =
max Δx 5 =
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x1 7 =
x2 7 =
x3 7 =
Δx16 =
Δx26 =
Δx36 =
max Δx 6 =
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x18 =
x2 8 =
x3 8 =
Δx17 =
Δx27 =
Δx37 =
max Δx7 =
x 1
=
x 2
=
x 3
=
1
xj = ( b j − ∑ i = 1 a ji x i )
n
equation “a”
a jj i≠ j
j = 1, 2,K n
k +1 y1 a 12 a 13 a 1n
= − x2 − x 3 − ... −
k k k
x1 xn
a 11 a 11 a 11 a 11
k +1 y2 a 21 a 23 a 2n
= − x1 − x 3 − ... −
k k k
x2 xn
a 22 a 22 a 22 a 22
k +1 yn a n1 k a n2 a n, n - 1
= − x1 − x 2 − ... −
k k
xn x n -1
a nn a nn a nn a nn
where k is the iteration count
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1
k +1
= ( b j − ∑ i=1 a
n k
xj ji
x ) equation “b”
a jj i≠ j
i
j = 1, 2,K n
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Δx = x k k +1
j
− x k
j equation “c”
j = 1, 2,K n
The iteration process is terminated when
max | Δ x | < ε k
j
(convergen t)
k = itermax (non - convergent )
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Gauss-Seidel Method
Solution:
a) The system of equation must be expressed
in standard form.
1
x k +1
1
= ( 4 + x2 - x3 )
k k
4
1
x k +1
2
= k +1
( 6 - x1 - x3 ) k
4
1
x k +1
3
= k +1
( 5 - x1 - x2 k +1
)
3
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Gauss-Seidel Method
Example: Solve the system of equations using the
Gauss-Seidel method. Used a
convergence index of ε = 0.001
4x 1
− x2 + x3 = 4
x 1 + 4x 2
+ x3 =6
x 1 + x 2 + 3x 3
= 5
x 1 = x 2 = x 3 = 0.5
0 0 0
Gauss-Seidel Method
with x 1 0 = x 2 0 = x 3 0 = 0.5
1
Iteration 1 (k =0): x11 = ( 4 + 0.5 - 0.5 ) = 1.0
4
1
x2 =
1
( 6 - 1.0 - 0.5 ) = 1.125
4
1
x31 = ( 5 - 1.0 - 1.125 ) = 0.9583
3
Δ x 10 = 1 − 0 . 5 = 0 . 50
Δ x 20 = 1 . 125 − 0 . 50 = 0 . 625
Δ x 30 = 0 . 9583 − 0 . 50 = 0 . 4583
max | Δ x 20 | = 0.625
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Gauss-Seidel Method
Iteration 2 (k = 1):
1
x1 2 = ( 4 + 1.125 - 0.9583 ) = 1.0417
4
1
x2 = ( 6 - 1.0417 - 0.9583 ) = 1.0
2
4
1
x3 2 = ( 5 - 1.0417 - 1.0 ) = 0.9861
3
Δx11 = 1.0417 − 1 = 0.0417
Δx21 = 1 − 1.125 = −0.125
Δx31 = 0.9861 − 0.9583 = 0.0323
max | Δx21 | = 0.125
Gauss-Seidel Method
Iteration 3 (k = 2):
1
x 1 = ( 4 + 1.0 - 0.9861 ) = 1.0035
3
4
1
x 2 = ( 6 - 1.0035 - 0.9861 ) = 1.0026
3
4
1
x 3 3 = ( 5 - 1.0035 - 1.0026 ) = 0.9980
3
Δ x 12 = 1 . 0035 − 1 . 0417 = − 0 . 0382
Δ x 22 = 1 . 0026 − 1 = 0 . 0026
Δ x 32 = 0 . 9980 − 0 . 9861 = 0 . 0119
max | Δ x 32 | = 0.0119
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Gauss-Seidel Method
Iteration 4 (k = 3):
1
x1 4 = ( 4 + 1.0026 - 0.9980 ) = 1.0012
4
1
x2 = ( 6 - 1.0012 - 0.9980) = 1.0002
4
4
1
x3 = ( 5 - 1.0 - 1.0012 - 1.0002) = 0.9995
4
3
Δx13 = 1.0012 − 1.0035 = 0.0023
Δx23 = 1.0002 − 1.0026 = −0.0024
Δx33 = 0.9995 − 0.9980 = 0.0015
max | Δx23 | = 0.0024
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Gauss-Seidel Method
Iteration 5 (k = 4):
1
x1 5 = ( 4 + 1.0002 - 0.9995 ) = 1.0002
4
1
x 2 5 = ( 6 - 1.0002 - 0.9995) = 1.0001
4
1
x 3 = ( 5 - 1.0002 - 1.0001) = 0.9999
5
3
Δ x14 = 1 .0002 − 1 .0012 = − 0 .001
Δ x 24 = 1 .0001 − 1 .0002 = − 0 .0001
Δ x 34 = 0 .9999 − 0 .9995 = 0 .0004
max | Δ x 4 | = 0.001 < ε
Gauss-Seidel Method
x 1 = 1.0002
x 2 = 1.0001
x 3 = 0.9999
Gauss-Seidel Method
The Gauss-Seidel method is an improvement over the
Gauss iterative method. As presented in the previous
section, the standard form of the jth equation may be
written as follows.
1
xj = (bj − ∑ j = 1, 2, K n
n
i=1
a ji x i )
a jj i≠ j
Gauss-Seidel Method
Note that within an iteration, the latest computed
values are used in computing for the remaining
unknowns. In general, at iteration k,
1 α
k +1
= (bj − ∑
n
x i=1
a ji
xi )
j
a jj i≠ j
j = 1, 2, K n
where α = k if i > j
= k + 1 if i < j
After each iteration, a convergence check is
conducted. The convergence criterion applied is the
same with Gauss Iterative Method.
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Gauss-Seidel Method
An improvement to the Gauss Iterative Method
k +1 y1 a 12 a 1n
= − x 2 − ... −
k k
x1 xn
a 11 a 11 a 11
k +1 y2 a 21 k + 1 a 2n k
x2 = − x 1 − ... − xn
a 22 a 22 a 22
yi aij k+1
k+1 ai,i-1 k+1 ai,i+1 k+1 ain k+1
xi = − xi −...− xi-1 − xi+1 − xn
aii aii aii aii aii
k +1 yn a n1 k + 1 a n, n - 1 k +1
xn = − x 1 − ... − x n -1
a nn a nn a nn
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Newton-Raphson Method
Solve the non-linear equations
x12 − 4x2 = 4
2x1 − x2 = 2
Newton-Raphson Method
The system of non-linear equations can be linearized
using the first order Taylor’s Series
∂f 1 0 ∂f
y1 = f 1 ( x 0 ) + ( x ) Δ x1 + 1 ( x 0 ) Δ x 2
0 0
∂ x1 ∂x2
∂f 2 0 ∂f
y2 = f 2 ( x 0 ) + ( x ) Δ x1 + 2 ( x 0 ) Δ x2
0 0
∂x1 ∂x2
Where:
x0 = (x10, x20) are set of initial estimates
fi(x0) = the function fi (x1,x2) evaluated using the set of initial
estimates.
∂f i ( x )
0
Newton-Raphson Method
The equation may be written in matrix form as
follows:
⎡ y1 − f1 ( x )⎤ ⎡ ⎤ ⎡ Δx 0 ⎤
0 ∂f 1 ( x o ) ∂f 1 (x 0 )
∂x 1 ∂x 2
⎢ 0 ⎥
= ⎢ ∂f ( x 0 ) ⎥
∂f 2 ( x 0 ) ⎢
1
0⎥
y
⎣ 2 − f 2 ( x ) ⎢
⎦ ⎣ ∂x1
2
∂x 2 ⎦ ⎣
⎥ Δx 2 ⎦
Newton-Raphson Method
At the kth iteration:
k +1
= x1 + Δx1
k k
x1
k +1
= x2 + Δx2
k k
x2
Convergence is achieved when
y1 − f1(xk ) ≤ ε
y2 − f2 (xk ) ≤ ε
Newton-Raphson Method
Solve the non-linear equation
x12 − 4x2 = 4
2x1 − x2 = 2
use: x1 = 1, x2 = −1
0 0
Newton-Raphson Method
In Matrix form
⎡ ∂f 1 ( x ) ∂f 1 ( x ) ⎤
0 0
⎡ 1
y − f ( x 0
)⎤ ⎢ ∂x1 ∂x2 ⎥ ⎡ Δx1 ⎤
⎢ y − f ( x )⎥ = ⎢ ∂f ( x 0 ) 0 ⎥⎢
1
⎣ 2 2 0 ⎦ ⎢ 2 ∂f 2 ( x ) ⎥ ⎣Δx2 ⎥⎦
⎢⎣ ∂x1 ∂x2 ⎥⎦
⎡4 − ( x1 − 4 x2 )⎤
2
⎡ 2 x1 - 4 ⎤ ⎡ Δx1 ⎤
⎢ 2 − ( 2 x − x )⎥ = ⎢ 2 ⎥ ⎢
− 1⎦ ⎣Δx2 ⎦ ⎥
⎣ 1 2 ⎦ ⎣
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Newton-Raphson Method
Iteration 0:
f 1 ( x 0 ) = 12 − 4( −1 ) = 5 , y1 = 4
∂f 1
= 2(1) = 2
∂x1
∂f 1
= −4 f 2 ( x 0 ) = 2( 1 ) − ( − 1 ) = 3 , y 2 = 2
∂x2
∂f 2
=2
∂x1
∂f 2
= −1
∂x 2
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Newton-Raphson Method
The equations are: In matrix form:
4 − 5 = ( 2 )Δx + ( −4 )Δx2
0 0
1 ⎡ − 1⎤ ⎡ 2 − 4 ⎤ ⎡ Δ x10 ⎤
⎢ − 1⎥ = ⎢ 2 ⎥ ⎢ 0⎥
2 − 3 = ( 2 )Δx1 + ( −1 )Δx2 − 1 ⎦ ⎣Δx2 ⎦
0 0
⎣ ⎦ ⎣
Solving,
Δ x1 = − 0 .5
0
Δ x = 0
0
x1 = 1 + ( −0.5 ) = 0.5
1
2
Thus,
x2 = −1 + 0 = −1
1
Newton-Raphson Method
Repeating the process with the new estimates,
Iteration 1:
f 1 ( x1 ) = ( 0.5 )2 − 4( −1 ) = 4.25 , y1 = 4
∂f 1 ( x1 )
= 2( 0.5 ) = 1.0
∂x1
∂f 1 ( x )
1 f 2 ( x 1 ) = 2 ( 0 .5 ) − ( − 1 ) = 2 , y2 = 2
= −4 ∂f 2 ( x 1 )
∂x2 = 2
∂x1
∂f 2 ( x 1 )
= −1
∂x2
Newton-Raphson Method
The equations are: In matrix form:
⎢ 0 ⎥ = ⎢2 ⎢ ⎥
− 1 ⎥⎦ ⎣ Δx 2 1 ⎦
2 − 2 = 2 Δ x1 − Δ x 2 ⎣ ⎦ ⎣
1 1
Solving,
Δ x 1 = 0 . 03571
1
Δ x 2 = 0 . 07143
1
Thus,
x 1 = 0 .5 + 0 .03571 = 0 .53571
2
x 2 = − 1 + 0 .07143 = − 0 .92857
2
Newton-Raphson Method
Repeating the process with the new estimates,
Iteration 2:
Newton-Raphson Method
The equations are:
4 − 4 . 001265 = 1 . 07142 Δ x 1 − 4 Δ x 2
2 2
2 − 2 .0 = 2 Δ x1 − Δ x 2
2 2 In matrix form:
⎡ − 0 .001265 ⎤ ⎡1 .07142 − 4 ⎤ ⎡ Δ x1 2 ⎤
⎢ ⎥ =⎢ ⎥ ⎢ 2 ⎥
⎣ 0 ⎦ ⎣ 2 − 1 ⎦ ⎣Δx2 ⎦
Solving,
Δ x 1 = − 0 . 00018
2
Δ x 2 = 0 . 00036
2
Newton-Raphson Method
Substituting to the original equation:
y 1 − f 1 = − 0 . 0025
y 2 − f 2 = 0 . 00072 Therefore,
x 1 = 0 .53553
x 2 = − 0 .92893
Note the rapid convergence of the Newton-Raphson
Method.
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Newton-Raphson Method
The Newton-Raphson method is applied when the
system of equations is non-linear.
Consider a set of n non-linear equations in n unknowns.
y 1 = f 1 ( x 1 , x 2 ,K , x n )
y 2 = f 2 ( x 1 , x 2 ,K , x n )
M
y n = f n (x 1 , x 2 , K , x n )
Newton-Raphson Method
The system of non-linear equations can be linearized
using Taylor’s Series
∂f1 0 ∂f1 0 ∂f1 0
y1 = f1 ( x ) + ( x )Δx1 + ( x )Δx2 + K + ( x )Δxn
0 0 0 0
M M M M
∂f n 0 ∂f1 0 ∂f1 0
yn = f n ( x ) + ( x )Δx1 + ( x )Δx2 + K+ ( x )Δxn
0 0 0 0
Newton-Raphson Method
Where:
X0 = (x10,x20, …, xn0)
= set of initial estimates
Newton-Raphson Method
The equation may be written in matrix form as
follows:
⎡ y1 − f 1 ( x ) ⎤ ⎡ ⎤
∂f 1 ( x o ) ∂f 1 (x 0 ) ∂f 1 (x 0 )
0
∂x1 ∂x 2 K ∂x n
⎡ Δx1 ⎤
0
⎢ ⎥ ⎢ 0 ⎥⎢ 0⎥
∂f 2 ( x 0 )
⎢ y 2 − f 2 ( x )⎥ = ⎢ ∂x1
0 ∂f 2 ( x 0 )
∂x 2
K ∂f 2 ( x )
∂x n ⎥ ⎢
Δx 2 ⎥
⎢ M ⎥ ⎢ ⎥⎢ M ⎥
⎢ M M M ⎥
⎢ ⎥ ⎢ 0⎥
⎢⎣ y n − f n ( x )⎥⎦ ⎢⎣ ∂x1 ⎥ ⎣Δxn ⎥⎦
∂f n ( x 0 ) ∂f n ( x 0 ) ∂f n ( x 0 )
K
0
∂x 2 ∂x n ⎦ ⎢
Newton-Raphson Method
At the kth iteration:
x j = x j + Δx j
k =1
j = 1, 2,...,n
k k
y j − f j ( x ) ≤ ε1 k
j = 1,2,...,n
or
Δx j ≤ ε 2 j = 1, 2, ..., n
k