Numerical Matrix methods

for solving the

System of Linear algebraic
equations

By Poonam Deshpande
Team 5 - RC 1229
Pre-requisites for this topic
Students should have the knowledge of
Definition of a Matrix

Different types of matrices

Upper and lower triangular matrices

Matrix algebra like addition, subtraction

and multiplication of matrices
System of Linear Algebraic Equations
 Learning Objectives:
To understand how to write a System of Linear
Algebraic Equations in the matrix equation form.
To enable students to understand how to solve the
large system of Linear algebraic equations using
iterative numerical methods and how to write a
programing code for these matrix methods
To master the numerical methods like Gauss-Jordan
method, Crouts Method, Iterative Method, and
Gauss-Seidel Method for solving the System of
Linear Algebraic Equations
To develop the analytical ability to apply these
learnings to the real world problems
 Learning Outcomes
Students will be able to understand what is the
System of Linear Algebraic Equations and how to
write a System of Linear Algebraic Equations in
the matrix equation form
Students will be able to understand and
master the numerical methods like Gauss-Jordan
method, Crouts Method, Iterative Method, and
Gauss-Seidal Method for solving the large System
of Linear Algebraic Equations
Students will be able to write a programing
code for these matrix methods
Students will develop the analytical ability to
apply these learnings to the real world problems
System of linear algebraic equations
Consider
the system of linear algebraic equations given
by

.
.

Which can be written in the matrix equation form as

Here
A is the Co-efficient matrix
X the solution matrix (which to be calculated) and
B is the constant matrix.
 Numerical Matrix methods
Gauss-Jordan Method

Crouts Method

Iterative Method
Gauss-Seidel method
 Crouts Method
Consider
the matrix equation of the system of 3
equations in 3 unknowns

We write matrix A as a product of an Upper and

Lower Triangular matrices[1]

Where,

[1] http://ktuce.ktu.edu.tr/~pehlivan/numerical_analysis/chap02/Cholesky.pdf
 Crouts Method (cont.)

Since (1)

Gives (2)

Let us take (3)

is some unknown matrix which is to be evaluated

Then (4)
Therefore to find the solution of the system (1) we
will have to solve (4) and then (3), but before that
we will have to evaluate the values of L and U
 Algorithm for Crouts Method
Use
the following steps to solve the System of Linear
algebraic equations.
Step 1: Write
Step 2: Calculate the Product of L and U
Algorithm for Crouts Method (cont.)
Step 3: write and

Step 4: Solve by forward substitution

Step 5: Solve by backward substitution

Thank You
 Example
Solve
the following system of equations by Crouts Method
Thank You