Course 6

Chapter 4. The systems solving of linear equations

In many cases, the systems of linear equations are the result of an application of some
numeric methods which solves the initial problem (example: the problem of the approximations
of the functions, the solving of the systems with differential equations).
The methods of solving the systems of linear equations are:
-direct methods or exact in which the solution of the system is got after a finite number of steps,
for example the Cramer method, Gausselimination method, Gauss-Jordan method, Crout
method, etc.
-indirect methods or iterative in which the solution is determined, with a certain precision, on the
basis of an iterative process convergent and it is the limit of a row of approximations , for
example Jacobi method, Gauss-Seidel method, relaxation method, etc.
Observations: - At the direct methods round errors appear (the results of the exact method are
approximate!)
- At the indirect methods, above the round errors also appear the distortion errors.
As given the system of linear equations (1)
11 1 12 2 1 1
21 1 22 2 2 2
1 1 2 2
...
...
............................................
...
n n
n n
m m mn n m
a x a x a x b
a x a x a x b
a x a x a x b
+ + +

+ + +

'

+ + +

which can be
written under the matrix form A X B , where
,
( )
m n
A M R
,
,1
( )
n
X M R
,
,1
( )
m
B M R
,
1
1
( )
ij i m
j n
A a

.
Definition 1: A matrix
( )
n
L M R

is called inferior triangular if 0
ij
l ,
( ) , 1, j i i n

>
.
Definition 2: A matrix
( )
n
U M R
is called superior triangular if
0
ij
u
,
( ) , 1, j i i n

<
.
Definition 3: A matrix
( )
n
D M R
is called diagonal if
0
ij
d
,
( ) , 1, j i i n

.
Definition 4: It is called elementary transformation of the system (1) any of the following
operations:
line i added to line j is replaced by line i;

line i multiplied to scalar

is replaced by line i;
lines i and j commutes between them.
Proposition 1: a) The product of two inferior triangular matrices (superior triangular) is a
matrix inferior triangular (superior triangular);
b) If a matrix inf (
sup
) is reversible, then its reverse is, of course, inf (
sup
).
c) The set of the solutions of the system (1) is invariable at the elementary transformations from
definition 4.
1. Gausselimination method. Cramer method
Through the elementary transformations from definition 4, the matrix of the system is
brought under the superior triangular form and then it is substituted, in a reverse way, the
variables. The main idea is, therefore the successive elimination of the unknown elements.
A X B , where n j i
ij
a A
, 1 ,
) (

,
1 1
2 2
;
. .
n n
x b
x b
X B
x b
_ _





, ,
At the first step,
1
x is eliminated from all the equations of the system, less the first
equation.
For this, it is divided the first line to the pivot 0
11
a , we get:
) 1 (
1
) 1 (
1 2
) 1 (
12 1
... b x a x a x
n n
+ + + .
With this equation, it is eliminated then successively
1
x from the others equations of the
system.
After the step k (k=1,2,...,n-1) of the elimination stage, k
x
is eliminated from the last n-k
equations. The system becomes:

,
_

,
_

,
_

+ +
+
+ + +
+
+
+
) (
) (
1
) (
) 2 (
2
) 1 (
1
1
2
1
) ( ) (
1
) (
1
) (
1 1
) ( ) (
1
) 2 (
2
) 2 (
1 2
) 2 (
2
) 1 (
1
) 1 (
1 1
) 1 (
1
) 1 (
12
...
...
...
...
... 0 ... 0 0
... ... ... ... ... ... ...
... 0 ... 0 0
... 1 ... 0 0
... ... ... ... ... ... ...
... ... 1 0
... ... 1
k
n
k
k
k
k
n
k
k
k
nn
k
nk
k
n k
k
k k
k
kn
k
kk
n k k
n k k
b
b
b
b
b
x
x
x
x
x
a a
a a
a a
a a a
a a a a
The new elements of the pivot line k are:

'

) 1 (
) 1 (
) (
) 1 (
) 1 (
) (
) (
1
k
kk
k
k k
k
k
kk
k
kj
k
kj
k
kk
a
b
b
a
a
a
a
,
n k j ,..., 1 +
The new elements of the non pivot lines are:

'

) ( ) 1 ( ) 1 ( ) (
) ( ) 1 ( ) 1 ( ) (
) (
0
k
k
k
ik
k
i
k
i
k
kj
k
ik
k
ij
k
ij
k
ik
b a b b
a a a a
a
,
n k j
n k i
,..., 1
,..., 1
+
+
Observation: At the step k only the elements delimited by the line and column k are modified,
the others remaining unchanged.
Finally, at the step k=n, the last equation is divided to the last pivot
) 1 ( n
nn
a ,

'

) 1 ( ) 1 ( ) (
) (
1
n
nn
n
n
n
n
n
nn
a b b
a
.
The system becomes:
(1) (1) (1) (1)
1 12 1 1 1 1
(2) (2) (2)
2 2 2 1 2
( ) ( )
1
( )
1 1
1 ... ...
0 1 ... ...
... ... ... ... ... ... ... ...
0 0 ... 1 ...
0 0 ... 0 1 ...
... ... ... ... ... ... ... ...
0 0 ... 0 0 ... 1
k k n
k k n
k k
k kk kn
k
k k n
n
x a a a a
x a a a
x a a
x a
x
+
+
+
+ +
_









,
(1)
1
(2)
2
( )
( 1)
1
( )
...
...
k
k
k
k
n
n
b
b
b
b
b
+
+
_ _

, ,
,
meaning
( ) ( ) n n
A X B
, where
) (n
A
is superior triangular matrix. The solutions of the system are
then determined , in reverse order:
( )
( ) ( )
1
n
n n
n
k k
k k ki i
i k
x b
x b a x
+

'

,
1 ,..., 1 n k
Observations:
1) The elimination method (successive) of Gauss can be also applied for the calculation
of the determinants, transforming into equivalent determinants with all the elements
under the main diagonal being equal to 0.
2) Cramers method ( n i
x
x
i
i
, 1 , 0 ,

) imposes the calculation of n+1

determinants of n order, each of these being calculated through a set in diagonal of the
determinants (method of elimination).
3) The elimination method (Gauss) had the complexity ) (
3
n O (the number of the
arithmetical operations needed for the solving of the system of the linear equations
AX=B).
4)
) 1 ( ) 1 (
22 11
) 1 ( ) 1 (
22 11
) (
... det 1
...
det
det

n
nn
n
nn
n
a a a A
a a a
A
A