Chapter 3

LINEAR ALGEBRAIC
EQUATIONS
Copyright The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

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 Linear Algebraic Equations
An equation of the form ax+by+c=0 or equivalently
ax+by=-c is called a linear equation in x and y variables.
ax+by+cz=d is a linear equation in three variables, x, y,
and z.
Thus, a linear equation in n variables is
a1x1+a2x2+ +anxn = b
A solution of such an equation consists of real numbers
c1, c2, c3, , cn. If you need to work more than one
linear equations, a system of linear equations must be
solved simultaneously.
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 DETERMINANTS
Determinant can be illustrated for a set of three
equations:
Ax B
Where [A] is the coefficient matrix:
a11 a12 a13

A a21 a22 a23
a31 a32 a33

by Lale Yurttas, Texas Chapter 3 3

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 Determinant:
a11 a12 a13
D a21 a22 a23
a31 a32 a33

a22 a23 a21 a23 a21 a22

D a11 a12 a13
a32 a33 a31 a33 a31 a32

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 CRAMERS RULE
Solution of a linear equations systems in terms of
ratios of determinants of the array of coefficients of
the equations. For example, x1 would be computed as:

b1 a12 a13
b2 a22 a23
b3 a32 a33
x1
D

by Lale Yurttas, Texas Chapter 3 5

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 Example 1
Use Cramers rule to solve
0.3x1 0.52 x2 x3 0.01
0.5 x1 x2 1.9 x3 0.67
0.1x1 0.3x2 0.5 x3 0.44

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NAIVE GAUSS ELIMINATION
Extension of method of elimination to large sets
of equations by developing a systematic scheme
or algorithm to eliminate unknowns and to back
substitute.
As in the case of the solution of two equations,
the technique for n equations consists of two
phases:
Forward elimination of unknowns
Back substitution

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 Procedures

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 Pitfalls of Elimination Methods
Division by zero. It is possible that during both
elimination and back-substitution phases a division by
zero can occur.
Round-off errors error will be reduced if we use
more significant figures.
Ill-conditioned systems. Systems where small changes
in coefficients result in large changes in the solution.

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 Example 2
Use Gauss elimination to solve
3x1 0.1x2 0.2 x3 7.85
0.1x1 7 x2 0.3x3 19.3
0.3x1 0.2 x2 10 x3 71.4
Carry six significant figures during the computation.

by Lale Yurttas, Texas Chapter 3 10

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 GAUSS-JORDAN
It is a variation of Gauss elimination. The major
differences are:
When an unknown is eliminated, it is eliminated
from all other equations rather than just the
subsequent ones.
All rows are normalized by dividing them by their
pivot elements.
Elimination step results in an identity matrix.
Consequently, it is not necessary to employ back
substitution to obtain solution.
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 Procedures

Note: The superscript

(n) means that the
elements of right-hand
side vector have been
modified n times.
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 Example 3
Use Gauss-Jordan to solve
3x1 0.1x2 0.2 x3 7.85
0.1x1 7 x2 0.3x3 19.3
0.3x1 0.2 x2 10 x3 71.4
Carry six significant figures during the computation.

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 GAUSS-SEIDEL
Iterative or approximate methods provide an
alternative to the elimination methods.
The most commonly used iterative method.
The system [A]{X}={B} is reshaped by solving the first
equation for x1, the second equation for x2, and the
third for x3, and nth equation for xn.
For conciseness, we will limit to a 3x3 set of equations.

by Lale Yurttas, Texas Chapter 3 14

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 Procedures
1. Start the solution process
by choosing guesses for
b1 a12 x2 a13 x3
the xs. A simple way is to x1
assume that they are zero. a11
These zeros can be b2 a21x1 a23 x3
x2
substituted into a22
x1equation to calculate a
b3 a31x1 a32 x2
new x1=b1/a11. x3
a33
2. New x1 is substituted to
calculate x2 and x3.

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 First iteration 3. The procedure is
repeated until the
convergence criterion is
satisfied:

xinew xiold
Second iteration a ,i new
100% s
xi

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 Pitfalls
As any iterative method, there are two fundamental
problems :
It is sometimes nonconvergent, and
If it converges, converges very slowly.

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 Example 4
Use Gauss-Seidel to solve
3x1 0.1x2 0.2 x3 7.85
0.1x1 7 x2 0.3x3 19.3
0.3x1 0.2 x2 10 x3 71.4
Carry six significant figures during the computation.

by Lale Yurttas, Texas Chapter 3 18

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