Day-3 Class

Numerical methods
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 Homework
Convergence of Newton Rapson method
Derivation is important
 Unit 3: Direct Solution of Linear Equations
1. Linear Equations
2. Existence of solution
3. Eliminative method
i. Basic Gauss Elimination Method
ii. Gauss Elimination Method with Partial Pivoting
iii. Gauss Elimination Method with Complete Pivoting
iv. Gauss – Jordan Method
a. Inverse of a matrix
v. LU Decomposition Method
a. Crout’s Method
b. Cholesky Factorization
4. Iterative Method
i. Jacobi Iteration Method
ii. Gauss Seidel Method
iii. Eigen Value and Eigen Vector by Power Method
 Linear Equation:
• In mathematics, a system of linear equations (or linear
system) is a collection of one or more linear equations
involving the same set of variables. For example,

• In general

. . . . .
. . . . .
Existence of solution
 Contd..

a) Unique Solution:
Consider the system

The system has a solution x = 5 and y = 2

Since no other pair of x and y would satisfy the solution, the solution is
said to be unique.

b) No Solution:
Consider the system
2

The system has no solution.

As no pair of x and y would satisfy the solution, the solution is said to
be no solution.
 Contd..
c) No Unique Solution:
Consider the system
-2

The system has many different solution. We can see that these are
two different form of the same equation and they represent the
same line.
The solution is said to be no unique.
d) Ill Condition:
Consider the system

has a solution but it is very difficult to identify the exact point at

which the lines intersect. Such systems are said to be ill conditioned.
 Solution of system of linear equations:
1. Eliminative Method:
Basic Gauss Elimination Method:
Let us consider the following system of linear equations:

. . . . .
. . . . .

These equations are reduced to:

0 ’
. . . . .
. . . . .
0
 Contd..
This conversion is called FORWARD ELIMINATION
where reduction to upper triangular matrix is
obtained and here all the elements below the pivot
elements are converted to zero.
After forward elimination we perform BACKWARD
SUBSTITUTION to obtain the values of unknowns as:

Substituting the value of we obtain as

0 ’
=
And so, on.
 # Solve the following system of linear
equations using Basic Gauss Elimination
Method:
 Contd..

Numerical #2

Solution: in Next slide

 Gauss Elimination with partial pivoting:
• Partial pivoting: In the first step, the numerically largest
coefficient of x is chosen from all the equations and brought as
the first pivot by interchanging the first equation with the
equation having the largest coefficient of x.
• In the second step, the numerically largest coefficient of y is
chosen from the remaining equations (leaving the first equation)
and brought as the second pivot by interchanging the second
equation with the equation having the largest coefficient of y.
• This process is continued until we arrive at the equation with the
single variable. This modified procedure is called partial pivoting.
• The simplest strategy is to select an element in the same column
that is below the diagonal and has the largest absolute value.
 #1 Solve the following system of linear equations using Elimination Method with
partial pivoting:

Matrix representation is :

We have to look at the first column and compare

the magnitude of elements of that column.
Here, |5|>|-3|>|2|. So no row exchange is
required.
Forward Elimination:
Perform
 Contd..

Now, we have to look at the column 2 below

the first row and see if |39|>|-1| (True, so no
row operation is required.)
Perform

Perform
 Contd..

Backward Substitution:

Therefore, ; ;
 #2 Solve the following system of linear equations using Elimination Method with
partial pivoting:
2;

Matrix representation is :

We have to look at the first column and

compare the magnitude of elements of that
column. Here, |4|>(|2|=|-2|). So exchange .

Forward Elimination:
Perform
 Contd..

• Now, we have to look at the column 2 below

the first row and we see that |8|=|8| (No
row operation is required.)
• Perform

• Perform
 Contd..

• Backward Substitution:

• Therefore, ; ;
6
Thank you