Advanced Math

Certificate in
Power System Modeling and Analysis

Competency Training and Certification Program in Electric Power Distribution System Engineering
Network Equations
and Method of Solutions
Training Course in
2
Training Course in Network Equations and Method of Solutions
Course Outline
1. Matrix Representation of System of
Equations
2. Type of Matrices
3. Matrix Operations
4. Direct Solutions of System of Equations
5. Iterative Solutions of System of
Equations

3
System of n Linear Equations
System of Equations in Matrix Form

Matrix Representation
of System of Equations
4
Matrix Representations of
System of Equations
System of n Linear Equations
In the following system of equations:

x
1
,

x
2
, and x
3
, are unknown variables, a
11
, a
12
,
, a
33
are the coefficient of these variables and y
1
,
y
2
, and y
3
are known parameters.

3 3 33 2 32 1 31
2 3 23 2 22 1 21
1 3 13 2 12 1 11
y x a x a x a
y x a x a x a
y x a x a x a
= + +
= + +
= + +
5

(
(
(
=
33 32 31
23 22 21
13 12 11
a a a
a a a
a a a
A
which is called the Coefficient Matrix of the
system of equations.
System of Equations
The coefficients form an array
6

Similarly, the variables and parameters can be
written in matrix form as.
(
(
(
=
3
2
1
x
x
x
X
and
(
(
(
=
3
2
1
y
y
y
Y
System of Equations
7

The system of equations in matrix notation is
(
(
(
=
(
(
(
(
(
(
3
2
1
3
2
1
33 32 31
23 22 21
13 12 11
y
y
y
x
x
x
a a a
a a a
a a a
AX = Y
System of Equations
System of Equations in Matrix Form
8

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 a
ij
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 a
23
is in row 2 and column
3.

9

Definition of a MATRIX
| | | |
(
(
(
(
(
(
= =
mn m3 m2 m1
3n 33 32 31
2n 23 22 21
1n 13 12 11
ij
a a a a
a a a a
a a a a
a a a a
a A
The matrix has m rows and n columns and is said

to have a dimension of m by n (or m x n).
[a
ij
]
mxn

10

Definition of a Vector
A vector X is defined as an ordered set of elements.
The components x
1
, X
2
, X
n
may be real or
complex numbers or functions of some dependent
variable.
(
(
(
(
=
n
2
1
x
x
x
X
n defines the dimensionality or size of the vector.

11
Matrices with only one row (n = 1) are called Row
Vectors while those with one column (m=1) are
called Column Vectors. The elements of a vectors
are denoted by single subscripts as the following:
| |
n 2 1
u u u U =
Thus, U is a row vector of dimension n while W is a
column vector of dimension m.
(
(
(
(
=
m
2
1
w
w
w
W
12
Square Matrix
Upper Triangular Matrix
Lower Triangular Matrix
Diagonal Matrix
Identity or Unit Matrix
Symmetric Matrix
Skew-symmetric Matrix
Null Matrix

Type of Matrices
13

Type of Matrices
(
(
(
=
33 32 31
23 22 21
13 12 11
a a a
a a a
a a a
A
A square matrix is a matrix in which m = n.

For a square, the main or principal diagonal
consists of the elements of the form a
ii
; e.g., for
the 3 x 3 matrix shown
the elements a
11
, a
22
, and a
33
constitute the
principal diagonal.
14

(
(
(
=
33
23 22
13 12 11
a 0 0
a a 0
a a a
U
An upper triangular matrix is one where all the
elements below the main diagonal are zero.
Type of Matrices
15

Type of Matrices
(
(
(
=
33 32 31
22 21
11
a a a
0 a a
0 0 a
L
A lower triangular matrix is one where all
elements above the main diagonal are zero.
16

(
(
(
=
33
22
11
a 0 0
0 a 0
0 0 a
D
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.
Type of Matrices
17

(
(
(
=
1 0 0
0 1 0
0 0 1
I
An identity or unit matrix is a diagonal matrix
where all elements on the main diagonal are equal
to one.
Type of Matrices
18

Type of Matrices
(
(
(
=
8 7 2
7 3 1
2 1 5
S
A symmetric matrix is one where a
ij
= a
ji
for all is
and js.
7 a a
2 a a
1 a a
32 23
31 13
21 12
= =
= =
= =
19

Type of Matrices
A skew-symmetric matrix is a matrix which has the
property a
ij
= -a
ji
for all i and j; this implies a
ii
= 0

0 6 3
6 0 5
3 5 0
K
(
(
(
=
5 a
5 a
21
12
+ =
=
20

Type of Matrices
The null matrix is matrix whose elements are
equal to zero.
(
(
(
=
0 0 0
0 0 0
0 0 0
O
21
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

Matrix Operations
22

Two matrices A = [a
ij
] and B = [b
ij
] can be added
together if they are of the same order (mxn). The
sum C = A + B is obtained by adding the
corresponding elements.
C = [c
ij
] = [a
ij
+ b
ij
]
23

(
=
(
=
1 1 0
6 2 5
B
3 7 2
0 4 1
A
Example:
(
=
(
+ + +
+ + +
= +
4 8 2
6 6 6
1) (3 1) (7 0) (2
6) (0 2) (4 5) (1
B A
then,
(

=
(

=
2 6 2
6 2 4
1) (3 1) (7 0) (2
6) (0 2) (4 5) (1
B A
24

(
(
(
+
+ + +
+ +
=
(
(
(
+ +
+ + +
+
=
5 j 6 4 j 5 5 j 7
4 j 5 6 j 4 1 j 2
5 j 7 1 j 2 2 j 3
B
9 j 8 1 j 1 3 j 6
1 j 1 3 j 5 1 j 4
3 j 6 1 j 4 2 j 1
A
Example:
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )(
(
(
+ + + + + +
+ + + + + + + + +
+ + + + + +
= +
5 j 6 9 j 8 4 j 5 1 j 1 5 j 7 3 j 6
4 j 5 1 j 1 6 j 4 3 j 5 1 j 2 1 j 4
5 j 7 3 j 6 1 j 2 1 j 4 2 j 3 2 j 1
B A
then,
25

(
(
(
+
+ + +
+ +
= +
14 j 14 5 j 6 2 j 13
5 j 6 9 j 9 2 j 6
2 j 13 2 j 6 4 j 4
B A
(
(
(
+ + +
+
+ +
=
4 j 2 3 j 4 8 j 1
3 j 4 3 j 1 0 j 2
8 j 1 0 j 2 0 j 2
B A
26
A matrix is multiplied by a scalar k by
multiplying all elements mn by k , that is,
(
(
(
(
= =
mn 2 m 1 m
n 2 22 21
n 1 12 11
ka ka ka
ka ka ka
ka ka ka
Ak kA

27

Example:
3 k and
1 6
2 5
3 4
A =
(
(
(
=
(
(
(
=
3 18
6 15
9 12
B
(
(
(
= =
1 6
2 5
3 4
3 A k B
28

Example:
3 k and
4 j 1 j3 6
5 j 2 j2 - 5
6 j 3 j1 4
A =
(
(
(
+
+
+
=
(
(
(

+
+
=
12 j 3 9 j 18
15 j 6 6 j 15
18 j 9 3 j 12
B
(
(
(
+
+
+
= =
j4 - 1 j3 6
j5 2 j2 - 5
j6 - 3 j1 4
3 A k B
29
Two matrices A = [a
ij
] and B = [b
ij
] can be multiplied
in the order AB if and only if the number of columns
of A is equal to the number of rows of B .
That is, if A is of order of (m x l), then B should be
of order (l x n).
If the product matrix is denoted by C = A B, then C
is of order (m x n). The elements c
ij
are given by

=
=
l
1 k
kj ik ij
b a c
for all i and j.
30
| | | | | |
n x m n x l l x m
C B A =
An easy way to check whether two matrices can
be multiplied.
Interior dimensions are equal
multiplication is possible
Exterior dimensions define
the dimensions of the result
31

2 x 3
32 31
22 21
12 11
a a
a a
a a
A
(
(
(
=

2 x 2
22 21
12 11
b b
b b
B
(
= and
(
(
(
(
22 21
12 11
32 31
22 21
12 11
b b
b b
a a
a a
a a
C = A B =
then
Example:
21 12 11 11 11
b a b a c + =
=
kj ik ij
b a c
32

(
(
(
+ +
+ +
+ +
= =
) b a b a ( ) b a b (a
) b a b a ( ) b a b a (
) b a b (a ) b a b (a
AB C
22 32 12 31 21 32 11 31
22 22 12 21 21 22 11 21
22 12 12 11 21 12 11 11
=
kj ik ij
b a c
33
2 x 3
6 3
5 2
4 1
A
(
(
(
=

2 x 2
0 9
8 7
B
(
=
and
(
(
(
(
= =
0 9
8 7
6 3
5 2
4 1
AB C
then
Example:
34

(
(
(
=
24 75
16 59
8 43
C
(
(
(
+ +
+ +
+ +
= =
) 0 x 6 8 x 3 ( ) 9 x 6 7 x 3 (
) 0 x 5 8 x 2 ( ) 9 x 5 7 x 2 (
) 0 x 4 8 x 1 ( ) 9 x 4 7 x 1 (
AB C
35

(
(
(
=
24 75
16 59
8 43
C
(
(
(
+ +
+ +
+ +
= =
) 0 x 6 8 x 3 ( ) 9 x 6 7 x 3 (
) 0 x 5 8 x 2 ( ) 9 x 5 7 x 2 (
) 0 x 4 8 x 1 ( ) 9 x 4 7 x 1 (
AB C
36
(
(
(
+
+ + +
+ +
=
(
(
(
+ +
+ + +
+
=
5 j 6 4 j 5 5 j 7
4 j 5 6 j 4 1 j 2
5 j 7 1 j 2 2 j 3
B
9 j 8 1 j 1 3 j 6
1 j 1 3 j 5 1 j 4
3 j 6 1 j 4 2 j 1
A
( )( ) ( )( ) ( )( ) 41 j 35 5 j 7 3 j 6 1 j 2 1 j 4 2 j 3 2 j 1 c
11
= + + + + + =
( )( ) ( )( ) ( )( ) 42 j 72 5 j 6 3 j 6 4 j 5 1 j 4 5 j 7 2 j 1 c
13
+ = + + + + + + =

Example:
( )( ) ( )( ) ( )( ) 16 j 44 4 j 5 3 j 6 6 j 4 1 j 4 1 j 2 2 j 1 c
12
= + + + + =
( )( ) ( )( ) ( )( ) 24 j 29 5 j 7 1 j 1 1 j 2 3 j 5 2 j 3 1 j 4 c
21
+ = + + + + + + + =
37
( )( ) ( )( ) ( )( ) 73 j 37 5 j 6 1 j 1 4 j 5 3 j 5 5 j 7 1 j 4 c
23
+ = + + + + + + + + =
( )( ) ( )( ) ( )( ) 41 j 20 4 j 5 1 j 1 6 j 4 3 j 5 1 j 2 1 j 4 c
22
+ = + + + + + + =

Example:
( )( ) ( )( ) ( )( ) 24 j 29 5 j 7 1 j 1 1 j 2 3 j 5 2 j 3 1 j 4 c
21
+ = + + + + + + + =
( )( ) ( )( ) ( )( ) 144 j 39 5 j 6 9 j 8 4 j 5 1 j 1 5 j 7 3 j 6 c
33
+ = + + + + + + + =
( )( ) ( )( ) ( )( ) 15 j 101 4 j 5 9 j 8 6 j 4 1 j 1 1 j 2 3 j 6 c
32
+ = + + + + + =
( )( ) ( )( ) ( )( ) 43 j 116 5 j 7 9 j 8 1 j 2 1 j 1 2 j 3 3 j 6 c
31
+ = + + + + + + =
| | | |
(
(
(
+ + +
+ + +
+
=
144 j 39 15 j 101 43 j 116
73 j 37 41 j 20 24 j 29
42 j 72 16 j 44 41 j 35
B x A
38
2 x 3
32 31
22 21
12 11
T
a a
a a
a a
A
(
(
(
=

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 A
T
.
For the matrix
The transpose is
3 x 2
32 22 12
31 21 11
a a a
a a a
A
(
=
39

Example:
2 x 3
T
3 x 2
6 5
4 3
2 1
A
6 4 2
5 3 1
A
(
(
(
=
(
=
then,
40

Example:
then,
(
+
+ +
=
3 j 6 1 j 4 5 j 2
2 j 5 6 j 3 4 j 1
A
(
(
(
+
+
+
=
3 j 6 2 j 5
1 j 4 6 j 3
5 j 2 4 j 1
A
T
41

The solutions of two simultaneous equations:
can be obtained by eliminating the variables one
at a time. Solving for x
2
in terms of x
1
from the
second equation and substituting this expression
for x
2
in the first equation, the following is
obtained:
1
22
21
22
2
2
x
a
a
a
y
x =
Determinant of a 2 x 2 Matrix
) 2 ( y x a x a
) 1 ( y x a x a
2 2 22 1 21
1 2 12 1 11
= +
= +
42
21 12 22 11
2 12 1 22
1
2 12 1 22 1 21 12 22 11
1 22 1 21 12 2 12 1 22 11
1 1
22
21
22
2
12 1 11
a a a a
y a y a
x
y a y a x ) a a a a (
y a x a a y a x a a
y ) x
a
a
a
y
( a x a
=
=
= +
= +

substituting x
2
and solving for x
1

43
The expression (a
11
a
22
a
12
a
21
) is the value of the
determinant of the coefficient matrix A, denoted by
|A|.
22 21
12 11
a a
a a
| A | =
Then, substituting x
1
in either equation (1) or (2),
x
2
is obtained
21 12 22 11
1 21 2 11
2
a a a a
y a y a
x
=
44
The determinant obtained by striking out the i
th

row and j
th
column is called the minor element a
ij
.
Example:
33 32
13 12
33 32 31
23 22 21
13 12 11
a a
a a

a a a
a a a
a a a
=
) a a a a ( a of minor The
13 32 23 12 21
=
45
The cofactor of an element a
ij
designated by A
ij
is
( )
ij
j i
ij
a of minor ) 1 ( A
+
=
( )
21 21
21
3
21
1 2
21
a of minor the 1 - A
) a of or min the ( (-1)
) a of or min the ( ) 1 ( A
=
=
=
+
Example:
) a a a a ( a of minor the Since
13 32 23 12 21
=
) a a a a ( 1 A of cofactor the
13 32 33 12 21
=
46
4 )] 6 )( 1 ( ) 2 )( 1 [( 1
2 4 6
1 2 1
2 1 1
) 1 ( A
2 1
12
= =
=
+
Example:
(
(
(
=
2 4 6 -
1 2 - 1 -
2 1 1
A
8 )] 4 )( 1 ( ) 2 )( 2 [( 1
2 4 6
1 2 1
2 1 1
) 1 ( A
1 1
11
= =
=
+
47
14 )] 6 )( 2 ( ) 2 )( 1 [( 1
2 4 6
1 2 1
2 1 1
) 1 ( A
2 2
22
= =
=
+
16 )] 6 )( 2 ( ) 4 )( 1 [( 1
2 4 6
1 2 1
2 1 1
) 1 ( A
3 1
13
= =
=
+
6 )] 2 )( 4 ( ) 2 )( 1 [( 1
2 4 6
1 2 1
2 1 1
) 1 ( A
1 2
21
= =
=
+
48
10 )] 6 )( 1 ( ) 4 )( 1 [( 1
2 4 6
1 2 1
2 1 1
) 1 ( A
3 2
23
= =
=
+
5 )] 2 )( 2 ( ) 1 )( 1 [( 1
2 4 6
1 2 1
2 1 1
) 1 ( A
1 3
31
= =
=
+
3 )] 2 )( 1 ( ) 1 )( 1 [( 1
2 4 6
1 2 1
2 1 1
) 1 ( A
2 3
32
= =
=
+
49
1 A 10 A 16 A
3 A 14 A 4 A
5 A 6 A 8 A
33 23 13
32 22 12
31 21 11
= = =
= = =
= = =
Therefore the cofactors of matrix A are:
1 )] 1 )( 1 ( ) 2 )( 1 [( 1
2 4 6
1 2 1
2 1 1
) 1 ( A
3 3
33
= =
=
+
50
(
(
(
=
33 32 31
23 22 21
13 12 11
A A A
A A A
A A A
A
(
(
(

=
1 3 5
10 14 6
16 4 8
A
and in matrix form:
51
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.

or in matrix form [AX] = [Y]. It is desirable to
express x
1
, x
2
, and x
3
a function of y
1
, y
2
, and y
3
,
i.e.. [X] = [BY], where B is the inverse of A
designated by A
-1
.

3 3 33 2 32 1 31
2 3 23 2 22 1 21
1 3 13 2 12 1 11
y x a x a x a
y x a x a x a
y x a x a x a
= + +
= + +
= + +
52
If the determinant of A is not zero, the equations
can be solved for x s as follows;
3
31
2
21
1
11
1
y
| A |
A
y
| A |
A
y
| A |
A
x + + =
3
32
2
22
1
21
2
y
| A |
A
y
| A |
A
y
| A |
A
x + + =
3
33
2
23
1
13
3
y
| A |
A
y
| A |
A
y
| A |
A
x + + =
Inverse of a Matrix
where A
11
, A
12
, , A
33
are cofactors of a
11
, a
12
,,a
33

and |A| is the determinant of A.
53
Thus,
(
(
(
(
(
(
= =
| A |
A
| A |
A
| A |
A
| A |
A
| A |
A
| A |
A
| A |
A
| A |
A
| A |
A
A B
33 23 13
32 22 12
31 21 11
1 -
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.
Inverse of a Matrix
| A |
A
A
1 -
+
=
or
54
Inverse of a Matrix
(
(
(
=
(
(
(
=
+
1 10 16
3 14 4
5 6 8
A A A
A A A
A A A
A
33 23 13
32 22 12
31 21 11
Example: Get the inverse of A
(
(
(
=
2 4 6 -
1 2 - 1 -
2 1 1
A
the Adjoint of A is
| A |
A
A
1 -
+
=
55
2 4 6
1 2 1
2 1 1
| A |
=
The determinant of A is
4 6
2 1
2 ) 1 (
2 6
1 1
1 ) 1 (
2 4
1 2
1 ) 1 ( | A |
3 1 2 1 1 1
=
+ + +
Inverse of a Matrix
44 | A |
46 2 24 8 6 2 4 4
) 2 )( 6 )( 2 ( ) 4 )( 1 )( 2 ( ) 1 )( 6 )( 1 (
) 2 )( 1 )( 1 ( ) 1 )( 4 )( 1 ( ) 2 )( 2 ( 1 | A |
=
= + =
+ +
=
56
Inverse of a Matrix
44
1 10 16
3 14 4
5 6 8
A
A
A
1
(
(
(
= =
+
Hence, the inverse of matrix A is

(
(
(
44
1
44
10
44
16
44
3
44
14
44
4
44
5
44
6
44
8
(
(
(
1 10 16
3 14 4
5 6 8
44
1
A
1
57
(
(
(
(
(
(
(
(
=
(
(
(
(
4
3
2
1
44 43 42 41
34 33 32 31
24 23 22 21
14 13 12 11
3
2
1
x
x
x
x
a a a a
a a a a
a a a a
a a a a
0
y
y
y
(
(
(
(
(
(
(
(
=
(
(
(
(
4
3
2
1
44 43 42 41
34 33 32 31
24 23 22 21
14 13 12 11
3
2
1
x
x
x
x
a a a a
a a a a
a a a a
a a a a
0
y
y
y
58
(
=
(
2
1
4 3
2 1 1
X
X
A A
A A
0
Y
| | | | | || | | | ( )| |
1 3
1
4 2 1 1
X A A A A Y

=
| |
(
(
(
=
3
2
1
1
y
y
y
Y
| |
(
(
(
=
3
2
1
1
x
x
x
X
| | | |
2 2
x X =
| | | |
43 42 41 3
a a a A =
| | | |
44 4
a A =
| |
(
(
(
=
33 32 31
23 22 21
13 12 11
1
a a a
a a a
a a a
A | |
(
(
(
=
34
24
14
2
a
a
a
A
59
(
(
(
(
(
(
(
(
=
(
(
(
(
4
3
2
1
3
2
1
x
x
x
x
8 7 4 2
6 5 4 3
5 6 7 8
4 3 2 1
0
y
y
y
Example:
| | | | | | | |
1
1
1
X 7 4 2 8
6
5
4
5 4 3
6 7 8
3 2 1
Y
|
|
|
.
|
\
|
(
(
(
(
(
(
=

60
| | | | | |
1 1
X 7 4 2
8
1
6
5
4
5 4 3
6 7 8
3 2 1
Y
|
|
|
.
|
\
|
(
(
(
(
(
(
(
=
| | | | | |
1 1
X 7 4 2
75 . 0
625 . 0
1
5 4 3
6 7 8
3 2 1
Y
|
|
|
.
|
\
|
(
(
(
(
(
(
=
Example:
| | | |
1 1
X
25 . 5 3 5 . 1
375 . 4 5 . 2 25 . 1
5 . 3 2 1
5 4 3
6 7 8
3 2 1
Y
|
|
|
.
|
\
|
(
(
(
(
(
(
=
61
| | | |
1 1
X
25 . 0 0 . 1 50 . 1
625 . 1 5 . 4 75 . 6
50 . 0 0 0
Y
(
(
(
=
The 4x4 matrix was reduced to a
3x3matrix.
62
Cramers Rule
Matrix Inversion Method
Gaussian Elimination Method
Gauss-Jordan Method
Crout Reduction Method

Direct Solutions
63
Solutions of System of
Equations by Cramer s Rule

3 3 33 2 32 1 31
2 3 23 2 22 1 21
1 3 13 2 12 1 11
y x a x a x a
y x a x a x a
y x a x a x a
= + +
= + +
= + +
The system of three linear equations in three
unknowns x
1
, x
2
, x
3
:
(
(
(
=
(
(
(
(
(
(
3
2
1
3
2
1
33 32 31
23 22 21
13 12 11
y
y
y
x
x
x
a a a
a a a
a a a
or AX = Y
written in matrix form as :
64

can be solved by Cramers Rule of determinants.
The determinant of coefficient matrix A is
33 32 31
23 22 21
13 12 11
a a a
a a a
a a a
| A | =
| A |
a a y
a a y
a a y
x
33 32 3
23 22 2
13 12 1
1
(
(
(
=
x
1
can be obtained by :
Note that values in the numerator are the values of the
determinant of A with the first column were replaced by the
Y vector elements.
65

Similarly, x
2
and x
3
can be obtained by:
| A |
y a a
y a a
y a a
x
3 32 31
2 22 21
1 12 11
3
(
(
(
=
and
| A |
a y a
a y a
a y a
x
33 3 31
23 2 21
13 1 11
2
(
(
(
=
66

14 2x 4x 6x -
7 x 2x x -
3 2x x x
3 2 1
3 2 1
3 2 1
= + +
= +
= + +
Example:
(
(
(
=
(
(
(
(
(
(
14
7
3
x
x
x
2 4 6 -
1 2 - 1 -
2 1 1
3
2
1
Solutions of System of Equations
by Cramers Rule
67

(
(
(
=
2 4 6 -
1 2 - 1 -
2 1 1
A
44
2 4 6
1 2 1 -
2 1 1
| A | =
=
2
44
88

44 -
2 4 14
1 2 - 7
2 1 3
x
1
=
=
(
(
(
=
by Cramers Rule
| A |
a a y
a a y
a a y
x
33 32 3
23 22 2
13 12 1
1
(
(
(
=
68

1
44
44

44 -
2 14 6 -
1 7 1 -
2 3 1
x
2
=
=
(
(
(
=
3
44
132

44 -
14 4 6 -
7 2 - 1 -
3 1 1
x
3
=
=
(
(
(
=
3 x -1 x 2 - x
3 2 1
= = =
Therefore,
by Cramers Rule
| A |
a y a
a y a
a y a
x
33 3 31
23 2 21
13 1 11
2
(
(
(
=
| A |
y a a
y a a
y a a
x
3 32 31
2 22 21
1 12 11
3
(
(
(
=
69
Equations by Matrix Inversion

The system of equations in matrix form can be
manipulated as follows:
Y A X
Y A IX
Y A AX A
Y AX
1 -
1 -
1 - 1 -
=
=
=
=
Hence, the solution X can be obtained by multiplying
The inverse of the coefficient matrix by the constant
matrix Y.
70

14 2x 4x 6x -
7 x 2x x -
3 2x x x
3 2 1
3 2 1
3 2 1
= + +
= +
= + +
Example:
(
(
(
=
2 4 6 -
1 2 - 1 -
2 1 1
A
71
(
(
(
=
1 10 16
3 14 4
5 6 8
44
1
A
1 -
(
(
(
(
(
(
= =
14
7
3
1 10 16
3 14 4
5 6 8
44
1
Y A X
1 -
(
(
(
+ +
+ +
+ +
= =
) 14 ( 1 ) 7 ( 10 ) 3 ( 16
(14) 3 ) 7 ( 14 ) 3 ( 4
) 14 ( 5 ) 7 ( 6 ) 3 ( 8
44
1
Y A X
1 -
72
(
(
(
=
(
(
(
= =
3
1
2
132
44
88
44
1
Y A X
1 -
3 x
1 - x
2 - x
3
2
1
=
=
=
Therefore:
73
The following are the rules in matrix
manipulation:
(1) Interchange rows
(2) Multiply row by constant
(3) Add rows

74

Example:
(
(
(

14 2 4 6
7 1 2 1
3 2 1 1
(
(
(
32 14 10 0
10 3 1 0
3 2 1 1
Add row 1 to row 2 to get row 2.

Add 6 times row 1 to row 3 to get row 3.
14 2x 4x 6x -
7 x 2x x -
3 2x x x
3 2 1
3 2 1
3 2 1
= + +
= +
= + +
75

(
(
(
32 14 10 0
10 3 1 0
3 2 1 1
(
(
(
132 44 0 0
10 3 1 0
3 2 1 1
Multiply row 2 by 10 then add to row 3 to

obtained row 3.
76

By Back Substitution:
3 ) 3 ( 2 ) 1 ( x
10 ) 3 ( 3 x x 0
132 x 44 x 0 0x
1
2 1
3 2 1
= + +
= +
= + +
-2 x 1 - x 3 x
1 2 3
= = =
Therefore:
77
Forward
elimination
Back
substitution
The two phases of
Gauss Elimination:
forward elimination
& back substitution.
The primes indicate
the number of times
that the coefficients
and constants have
been modified.
11 3 13 2 12 1 1
'
22 3
'
23
'
2 2
"
33
"
3 3
"
3
"
33
'
2
'
23
'
22
1 13 12 11
3 33 32 31
2 23 22 21
1 13 12 11
a / ) x a x a c ( x
a / ) x a c ( x
a / c x

c a
c a a
c a a a

c a a a
c a a a
c a a a
=
=
=
(
(
(

(
(
(
Gaussian
Elimination
Method
78

(
(
(

32 14 10 0
10 3 1 0
3 2 1 1
Multiply row 2 by -1.

Gauss-Jordan Method
(
(
(
132 44 0 0
10 3 1 0
3 2 1 1
From Gauss Elimination Method

slides no.75
79

(
(
(

3 1 0 0
10 3 1 0
3 2 1 1
Divide row 3 by 44.

Gauss-Jordan Method
(
(
(

132 44 0 0
10 3 1 0
3 2 1 1
Multiply row 2 by -10 then add to row 3 to obtained

row 3.
80
Gauss-Jordan Method
(
(
(

3 1 0 0
10 3 1 0
13 5 0 1

Multiply row 2 by -1 then add to row 1 to get row 1.
(
(
(
3 1 0 0
1 0 1 0
2 0 0 1
81
Gauss-Jordan Method

Therefore:
(
(
(
=
(
(
(
(
(
(
3
1
2
x
x
x
1 0 0
0 1 0
0 0 1
3
2
1
3 x
1 x
2 x
3
2
1
=
=
= Then,
82
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.
83
(n)
3 3
(n)
2 2
(n)
1 1
(n)
3
(n)
2
(n)
1
3 33 32 31
2 23 22 21
1 13 12 11
c x
c x
c x

c 1 0 0
c 0 1 0
c 0 0 1

c a a a
c a a a
c a a a
=
=
=
+
(
(
(
+
(
(
(
Graphical depiction of the

Gauss-Jordan Method.
The superscript (n) means
that the elements of the
right-hand-side vector
have been modified n
times (for this case, n=3).

Gauss-Jordan
Method
84

3 3 33 2 32 1 31
2 3 23 2 22 1 21
1 3 13 2 12 1 11
y x a x a x a
y x a x a x a
y x a x a x a
= + +
= + +
= + +
The system of three linear equations in three
unknowns x
1
, x
2
, x
3
:
(
(
(
=
(
(
(
(
(
(
3
2
1
3
2
1
33 32 31
23 22 21
13 12 11
y
y
y
x
x
x
a a a
a a a
a a a
or AX = Y
written in matrix form as :
85
| |
(
(
(
=
+
34 33 32 31
24 23 22 21
14 13 12 11
a a a a
a a a a
a a a a
A

The Crout reduction method start with the
augmented martix [A]
+
representing the original
equations.
34 3 24 2 14 1
a y a y a y = = = Let:
86
n ..., 2,3 j for
l
a
u
11
j 1
j , 1
= =

The Crout Reduction Method approach generates
[U] and [L] by sweeping through the matrix by
columns and rows by using the following concise
series of formulas:
n ..., 2, 1, i for a l
1 , i 1 , i
= =
87
kn
1 n
1 k
nk nn nn
u l a l

=
=
n 2,..., j 1, j k for ) u l a (
l
1
u
ik
1 j
1 i
ji jk
jj
jk
+ + = =

=
n 1,..., j j, i for u l a l
kj
1 j
1 k
ik ij ij
+ = =

=

1 - n 2,3,..., j For =
88
| |
(
(
(
=
+
34 33 32 31
24 23 22 21
14 13 12 11
u l l l
u u l l
u u u l
B

The matrix [B]
+

is given below.
The values of the unknowns are then computed
using the Crout formula given below.
k
1 n k
1 i k
ik in i
x u u x

=
+ =
=
n= no. of original equations
89
14 2x 4x 6x -
7 x 2x x -
3 2x x x
3 2 1
3 2 1
3 2 1
= + +
= +
= + +

Example:

| |
(
(
(
=
+
14 2 4 6
7 1 2 1
3 2 1 1
A
The augmented matrix is:
90
n ..., 2, 1, i for a l For
1 , i 1 , i
= = n ..., 2,3 j for
l
a
u For
11
j 1
j , 1
= =
6 a l
1 a l
1 a l
31 31
21 21
11 11
= =
= =
= =

Applying the Crout Reduction formulas:

3
1
3
a
a
l
a
u
2
1
2
a
a
l
a
u
1
1
1
a
a
l
a
u
11
14
11
14
14
11
13
11
13
13
11
12
11
12
12
= = = =
= = = =
= = = =
91
1 - n 2,3,..., j For =
n 1,..., j j, i for u l a l
kj
1 j
1 k
ik ij ij
+ = =

=


10 ) 1 )( 6 ( ) 4 ( u l a u l a l
12 31 32 kj
1 2
1 k
ik 32 32
= = = =

=
1 ) 1 )( 1 ( ) 2 ( u l a u l a l
12 21 22 kj
1 2
1 k
ik 22 22
= = = =

=
92
1 - n 2,3,..., j For =


n 2,..., j 1, j k for ) u l a (
l
1
u
ik
1 j
1 i
ji jk
jj
jk
+ + = =

=
3
1
) 2 )( 1 ( 1
l
u l a
) u l a (
l
1
u
22
13 21 23
ik
1 2
1 i
ji 23
22
23
=
= =

=
10
1
) 3 )( 1 ( 7
l
u l a
) u l a (
l
1
u
22
14 21 24
ik
1 2
1 i
ji 24
22
24
=
= =

=
93
kn
1 n
1 k
nk nn nn
u l a l

=
=
44 ) 3 )( 10 ( ) 2 )( 6 ( 2 u l u l a u l a l
23 32 13 31 33 nk
1 3
1 k
nk 33 33
= = = =

=
3
44
) 10 )( 10 ( 3 ) 6 ( 14
l
u l u l a
) u l a (
l
1
u
33
24 32 14 31 34
ik
1 3
1 i
ji 34
33
34
=

=

= =

=

Applying the Crout Reduction equations:

| |
(
(
(
=
(
(
(
=
+
3 44 10 6
10 3 1 1
3 2 1 1
u l l l
u u l l
u u u l
B
34 33 32 31
24 23 22 21
14 13 12 11
94
3 u x u u x
34 k
1 4
1 3 k
ik 34 3
= = =

+ =
k
1 n k
1 i k
ik in i
x u u x

=
+ =
=
1 ) 3 )( 3 ( 10 x u u x u u x
3 23 24 k
1 4
1 2 k
ik 24 2
= = = =

+ =


2 ) 1 ( 1 ) 3 ( 2 3 x u x u u x u u x
2 12 3 13 14 k
1 4
1 1 k
ik 14 1
= = = =

+ =
95

Example:

18 2x 4x 6x -
10 x 2x x -
5 2x x x
3 2 1
3 2 1
3 2 1
= + +
= +
= + +
| |
(
(
(
=
+
18 2 4 6
10 1 2 1
5 2 1 1
A
96
5 . 4
44
) 15 )( 10 ( 5 ) 6 ( 18
l
u l u l a
) u l a (
l
1
u
33
24 32 14 31 34
ik
1 3
1 i
ji 34
33
'
34
=

=

= =

=
15
1
) 5 )( 1 ( 10
l
u l a
) u l a (
l
1
u
22
14 21 24
ik
1 2
1 i
ji 24
22
'
24
=
= =

=
5
1
5
l
a
u
11
14
'
14
= = =

The elements of the augmented matrix B
+
will
remain the same except for the last column
which will be replaced by:
| |
(
(
(
=
+
'
34
'
24
'
14
u 44 10 6
u 3 1 1
u 2 1 1
B
97
5 . 4 u x u u x
34 k
1 4
1 3 k
ik 34 3
= = =

+ =
k
1 n k
1 i k
ik in i
x u u x

=
+ =
=
5 . 1 ) 5 . 4 )( 3 ( 15 x u u x u u x
3 23 24 k
1 4
1 2 k
ik 24 2
= = = =

+ =

And calculate the new values for xs::

5 . 2 ) 5 . 1 ( 1 ) 5 . 4 ( 2 5 x u x u u x u u x
2 12 3 13 14 k
1 4
1 1 k
ik 14 1
= = = =

+ =
98
Gauss Iterative Method
Gauss-Seidel Method
Newton-Raphson Method

Iterative Solutions
99
Iterative Solutions
An iterative method is a repetitive process for
obtaining the solution of an equation or a system
of equation. It is applicable to system of
equations where the main-diagonal elements of
the coefficient matrix are larger in magnitude in
comparison to the off-diagonal elements.
The Gauss and Gauss-Seidel iterative techniques
are for solving linear algebraic solutions and the
Newton-Raphson method applied to the solution
of non-linear equations.

100
Iterative Solutions
The solutions starts from an arbitrarily chosen
initial estimates of the unknown variables from
which a new set of estimates is determined.
Convergence is achieved when the absolute
mismatch between the current and previous
estimates is less than some pre-specified precision
index for all the variables.

101
Example:
Solution:
Initial Estimate:
3 x x
4 x x 2
2 1
2 1
= +
= +
k
1
1 k
2
k
2
1 k
1
x 3 x
x ) 5 . 0 ( 2 x
=
=
+
+
3 x 2 x
0
2
0
1
= =
05 . 0 = c
102
Iteration 1 (k = 0):
| 2 | x | max
2 3 1 x
5 . 1 5 . 0 2 x
1 2 3 x
5 . 0 ) 3 )( 5 . 0 ( 2 x
0
2
0
2
0
1
1
2
1
1
=
= =
= =
= =
= =
A
A
A
5 . 1 | x | max
5 . 1 1 5 . 2 x
1 5 . 0 5 . 1 x
5 . 2 5 . 0 3 x
5 . 1 ) 1 )( 5 . 0 ( 2 x
1
2
1
2
1
1
2
2
2
1
=
= =
= =
= =
= =
A
A
A
103
1 x max
1 5 . 2 5 . 1 x
75 . 0 5 . 1 75 . 0 x
5 . 1 5 . 1 3 x
75 . 0 ) 5 . 2 )( 5 . 0 ( 2 x
2
2
2
2
2
1
3
2
3
1
=
= =
= =
= =
= =
A
A
A
75 . 0 x max
75 . 0 5 . 1 25 . 2 x
50 . 0 75 . 0 25 . 1 x
25 . 2 75 . 0 3 x
25 . 1 ) 5 . 1 )( 5 . 0 ( 2 x
3
2
3
2
3
1
4
2
4
1
=
= =
= =
= =
= =
A
A
A
104
50 . 0 x max
50 . 0 25 . 2 75 . 1 x
375 . 0 25 . 1 875 . 0 x
75 . 1 25 . 1 3 x
875 . 0 ) 25 . 2 )( 5 . 0 ( 2 x
4
2
4
2
4
1
5
2
5
1
=
= =
= =
= =
= =
A
A
A
375 . 0 x max
375 . 0 75 . 1 125 . 2 x
250 . 0 875 . 0 125 . 1 x
125 . 2 875 . 0 3 x
125 . 1 ) 75 . 1 )( 5 . 0 ( 2 x
5
2
5
2
5
1
6
2
6
1
=
= =
= =
= =
= =
A
A
A
105
| 25 . 0 | x max
25 . 0 125 . 2 875 . 1 x
1875 . 0 125 . 1 9375 . 0 x
875 . 1 125 . 1 3 x
9375 . 0 ) 125 . 2 )( 5 . 0 ( 2 x
6
2
6
2
6
1
7
2
7
1
=
= =
= =
= =
= =
A
A
A
1875 . 0 x max
1875 . 0 875 . 1 0625 . 2 x
1250 . 0 9375 . 0 0625 . 1 x
0625 . 2 9375 . 0 3 x
0625 . 1 ) 875 . 1 )( 5 . 0 ( 2 x
7
2
7
2
7
1
8
2
8
1
=
= =
= =
= =
= =
A
A
A
106
Iteration 9
(k = 8):
Iteration 10
(k = 9):
125 . 0 x max
1250 . 0 0625 . 2 9375 . 1 x
09375 . 0 0625 . 1 96875 . 0 x
9375 . 1 0625 . 1 3 x
96875 . 0 ) 0625 . 2 )( 5 . 0 ( 2 x
8
2
8
2
8
1
9
2
9
1
==
= =
= =
= =
= =
A
A
A
09375 . 0 x max
0935 . 0 9375 . 1 03125 . 2 x
0625 . 0 96875 . 0 03125 . 1 x
03125 . 2 96875 . 0 3 x
03125 . 1 ) 9375 . 1 )( 5 . 0 ( 2 x
9
2
9
2
9
1
10
2
10
1
=
= =
= =
= =
= =
A
107
Iteration 11
(k = 10):
Iteration 12
(k = 11):
0625 . 0 03125 . 2 96875 . 1 x max
0625 . 0 03125 . 2 96875 . 1 x
046875 . 0 03125 . 1 984375 . 0 x
96875 . 1 03125 . 1 3 x
984375 . 0 ) 03125 . 2 )( 5 . 0 ( 2 x
10
2
10
2
10
1
11
2
11
1
= =
= =
= =
= =
= =
A
046875 . 0 96875 . 1 015625 . 2 x max
046875 . 0 96875 . 1 015625 . 2 x
03125 . 0 984375 . 0 015625 . 1 x
015625 . 2 984375 . 0 3 x
015625 . 1 ) 96875 . 1 )( 5 . 0 ( 2 x
11
2
11
2
11
1
12
2
12
1
= =
= =
= =
= =
= =
A
108
Iteration 13
(k = 12):
Iteration 14
(k = 13):
03125 . 0 x max
03125 . 0 015625 . 2 984375 . 1 x
0234375 . 0 015625 . 1 9921874 . 0 x
984375 . 1 05625 . 1 3 x
9921875 . 0 ) 015625 . 2 )( 5 . 0 ( 2 x
12
12
2
12
1
13
2
13
1
=
= =
= =
= =
= =
A
A
A
0234375 . 0 x max
0234375 . 0 984375 . 1 0078125 . 2 x
015625 . 0 9921875 . 0 0078125 . 1 x
0078125 . 2 9921875 . 0 3 x
0078125 . 1 ) 984375 . 1 )( 5 . 0 ( 2 x
13
2
13
2
13
1
14
2
14
1
=
= =
= =
= =
= =
A
A
A
The true values of x
1
and x
2
are 1.0 and 2.0, respectively.
109
0
0.5
1
1.5
2
2.5
3
3.5
0 2 4 6 8
1
0
1
2
1
4
X1
X2
110
Given the system of algebraic equations,
In the above equation, the xs are unknown.
3 n nn 2 32 1 31
2 n 2n 2 22 1 21
1 n 1n 2 12 1 11
y x a x a x a

y x a x a x a
y x a x a x a
= + + +
+ + + +
= + + +
= + + +
111
From the first equation,
) x a x a y (
a
1
x
n 1n 2 12 2
11
1
=
n 1n 2 12 1 1 11
x a x a y x a =
Similarly, x
2
, x
3
x
n
of the 2
nd
to the n
th
equations
can be obtained.
+ + + +
=

) x a x a x a (b
a
1
x
n 2n 3 23 1 21 2
22
2

) x a x a x a b (
a
1
x
1 - n 1 - n n, 2 n2 1 n1 n
nn
n
=
112
In general, the j
th
equation may be written
as
) x a b (
a
1
x
i
n
1 i ji j
jj
j
j i
=
=
=
n 2, 1, j =
equation a
113
In general, the Gauss iterative estimates are:
where k is the iteration count
k
n
11
1n
k
3
11
13
k
2
11
12
11
1
1 k
1
x
a
a
... x
a
a
x
a
a
a
y
x =
+
x
a
a
... x
a
a
x
a
a
a
y
x
k
n
22
2n
k
3
22
23
k
1
22
21
22
2
1 k
2
=
+
k
1 - n
nn
1 - n n,
k
2
nn
n2
k
1
nn
n1
nn
n
1 k
n
x
a
a
... x
a
a
x
a
a
a
y
x =
+
114
From an initial estimate of the unknowns (x
1
0
,
x
2
0
,x
n
0
), updated values of the unknown
variables are computed using equation a. This
completes one iteration. The new estimates
replace the original estimates. Mathematically, at
the k
th
iteration,

) x a b (
a
1
x
k
n
1 i ji j
jj
1 k
j
i
j i
=
=
+
=
n 2, 1, j =
equation b
115
A convergence check is conducted after each
iteration. The latest values are compared with
their values respectively.

k
j
1 k
j
k
x x x =
+
A
n 2, 1, j =
equation c
The iteration process is terminated when
t) (convergen | x | max
k
j
c A <
) convergent - (non itermax k =
116
Example:
Assume a convergence index of = 0.001 and
the following initial estimates:
5 3x x x
6 x 4x x
4 x x 4x
3 2 1
3 2 1
3 2 1
= + +
= + +
= + +
0.5 x x x b)
0.0 x x x a)
0
3
0
2
0
1
0
3
0
2
0
1
= = =
= = =
117
Solution:
a) The system of equation must be expressed
in standard form.
) x - x 4 (
4
1
x
k
3
k
2
1 k
1
+ =
+
) x - x - 5 (
3
1
x
k
2
k
1
1 k
3
=
+
) x - x - 6 (
4
1
x
k
3
k
1
1 k
2
=
+
118
1.6667 x max
6667 . 1 0 6667 . 1 x
5 . 1 0 5 . 1 x
1 0 1 x
1.6667 ) 0 - 0 - 5 (
3
1
x
1.5 ) 0 - 0 - 6 (
4
1
x
1.0 ) 0 - 0 4 (
4
1
x
0
3
0
3
0
2
0
1
1
3
1
2
1
1
=
= =
= =
= =
= =
= =
= + =
A
A
A
A
0 x x x with a)
0
3
0
2
0
1
= = =
119
0.83334 x max
83334 . 0 6667 . 1 833333 . 0 x
66667 . 0 5 . 1 833333 . 0 x
041667 . 0 1 958325 . 0 x
0.833333 ) 1.5 - 1.0 - 5 (
3
1
x
0.833333 ) 1.6667 - 1.0 - 6 (
4
1
x
0.958333 ) 1.6667 - 1.5 4 (
4
1
x
1
3
1
3
1
2
1
1
2
3
2
2
2
1
=
= =
= =
= =
= =
= =
= + =
A
A
A
A
120
0.23617 x max
23617 . 0 8333 . 0 0695 . 1 x
21877 . 0 833325 . 0 0521 . 1 x
041667 . 0 958325 . 0 1 x
1.0695 ) 0.8333 - 0.9583 - 5 (
3
1
x
1.0521 ) 0.8333 - 0.9583 - 6 (
4
1
x
1.0 ) 0.8333 - 0.8333 4 (
4
1
x
2
3
2
3
2
2
2
1
3
3
3
2
3
1
=
= =
= =
= =
= =
= =
= + =
A
A
A
A
121
0.0869 x max
0869 . 0 0695 . 1 9826 . 0 x
0695 . 0 0521 . 1 9826 . 0 x
0044 . 0 1 9956 . 0 x
0.9826 ) 1.5051 - 1.0 - 5 (
3
1
x
0.9826 ) 1.0695 - 1.0 - 6 (
4
1
x
0.9956 ) 1.0695 - 1.5021 4 (
4
1
x
3
3
3
3
3
2
3
1
4
3
4
2
4
1
=
= =
= =
= =
= =
= =
= + =
A
A
A
A
122
0.0247 x max
0247 . 0 9826 . 0 0073 . 1 x
0228 . 0 9826 . 0 0054 . 1 x
0044 . 0 9956 . 0 1 x
1.0073 0.9826) - 0.9956 - 5 (
3
1
x
1.0054 ) 0.9826 - 0.9956 - 6 (
4
1
x
1.0 ) 0.9826 - 0.9826 4 (
4
1
x
4
3
4
3
4
2
4
1
5
3
5
2
5
1
=
= =
= =
= =
= =
= =
= + =
A
A
A
A
123
0.0091 x max
0091 . 0 0073 . 1 9982 . o x
0072 . 0 0054 . 1 9982 . 0 x
0005 . 0 1 9995 . 0 x
0.9982 ) 1.0054 - 1.0 - 5 (
3
1
x
0.9982 ) 1.0071 - 1.0 - 6 (
4
1
x
0.9995 ) 1.0073 - 1.0054 4 (
4
1
x
5
3
5
3
5
2
5
1
6
3
6
2
6
1
=
= =
= =
= =
= =
= =
= + =
A
A
A
A
124
0.0026 x max
0026 . 0 9982 . 0 0008 . 1 x
0024 . 0 9982 . 0 0006 . 1 x
0005 . 0 9995 . 0 1 x
1.0008 0.9982) - 0.9995 - 5 (
3
1
x
1.0006 ) 0.9982 - 0.9995 - 6 (
4
1
x
1.0 ) 0.9982 - 0.9982 4 (
4
1
x
6
3
6
3
6
2
6
1
7
3
7
2
7
1
=
= =
= =
= =
= =
= =
= + =
A
A
A
A
125
0.0010 x max
0010 . 0 0008 . 1 9998 . 0 x
0008 . 0 0006 . 1 9998 . 0 x
0005 . 0 1 9995 . 0 x
0.9998 ) 1.0008 - 1.0 - 5 (
3
1
x
0.9998 ) 1.0008 - 1.0 - 6 (
4
1
x
0.9995 ) 1.0008 - 1.0006 4 (
4
1
x
7
3
7
3
7
2
7
1
8
3
8
2
8
1
=
= =
= =
= =
= =
= =
= + =
A
A
A
A
126
The Gauss iterative method has converged at
iteration 7. The method yields the following
solution.
0.9998 x
0.9998 x
0.9995 x
3
2
1
=
=
=
127
=
=
=
=
=
=
=
x max
x
x
x
x
x
x
0
3
0
2
0
1
1
3
1
2
1
1
A
A
A
A
0.5 x x x with b)
0
3
0
2
0
1
= = =
128
x max
x
x
x
x
x
x
1
1
3
1
2
1
1
2
3
2
2
2
1
=
=
=
=
=
=
=
A
A
A
A
129
x max
x
x
x
x
x
x
2
2
3
2
2
2
1
3
3
3
2
3
1
=
=
=
=
=
=
=
A
A
A
A
130
x max
x
x
x
x
x
x
3
3
3
3
2
3
1
4
3
4
2
4
1
=
=
=
=
=
=
=
A
A
A
A
131
x max
x
x
x
x
x
x
4
4
3
4
2
4
1
5
3
5
2
5
1
=
=
=
=
=
=
=
A
A
A
A
132
x max
x
x
x
x
x
x
5
5
3
5
2
5
1
6
3
6
2
6
1
=
=
=
=
=
=
=
A
A
A
A
133
x max
x
x
x
x
x
x
6
6
3
6
2
6
1
7
3
7
2
7
1
=
=
=
=
=
=
=
A
A
A
A
134
x max
x
x
x
x
x
x
7
7
3
7
2
7
1
8
3
8
2
8
1
=
=
=
=
=
=
=
A
A
A
A
135
x
x
x
3
2
1
=
=
=
Note: Number of iterations to achieve
convergence is also dependent
on initial estimates
136
Example:
Solution:
Initial Estimate:
Gauss-Seidel Method
3 x x
4 x x 2
2 1
2 1
= +
= +
k
1
1 k
2
k
2
1 k
1
x 3 x
x ) 5 . 0 ( 2 x
=
=
+
+
3 x 2 x
0
2
0
1
= =
137
5 . 1 x max
5 . 0 3 5 . 2 x
5 . 1 2 5 . 0 x
5 . 2 5 . 0 3 x
5 . 0 ) 3 )( 5 . 0 ( 2 x
0
1
0
2
0
1
1
2
1
1
=
= =
= =
= =
= =
A
A
A
25 . 0 x max
25 . 50 . 2 25 . 2 x
25 . 0 50 . 0 75 . 0 x
25 . 2 75 . 0 3 x
75 . 0 ) 5 . 2 )( 5 . 0 ( 2 x
1
1
2
1
1
2
2
2
1
=
= =
= =
= =
= =
A
A
A
Gauss-Seidel Method
138
375 . 0 x max
125 . 0 25 . 2 125 . 2 x
375 . 0 50 . 0 875 . 0 x
125 . 2 875 . 0 3 x
875 . 0 ) 25 . 2 )( 5 . 0 ( 2 x
2
1
2
2
2
1
3
2
3
1
=
= =
= =
= =
= =
A
A
A
0625 . 0 x max
0625 . 0 125 . 2 0625 . 2 x
0625 . 0 8750 . 0 9375 . 0 x
0625 . 2 9375 . 0 3 x
9375 . 0 ) 125 . 2 )( 5 . 0 ( 2 x
3
3
2
3
1
4
2
4
1
=
= =
= =
= =
= =
A
A
A
Gauss-Seidel Method
139
03625 . 0 x max
03125 . 0 0625 . 2 03125 . 2 x
03625 . 0 9325 . 0 96875 . 0 x
03125 . 2 96875 . 0 3 x
96875 . 0 ) 0625 . 2 )( 5 . 0 ( 2 x
4
1
4
2
4
1
5
2
5
1
=
= =
= =
= =
= =
A
A
A
015625 . 0 x max
015625 . 0 03125 . 2 015625 . 2 x
015625 . 0 96875 . 0 984375 . 0 x
015625 . 2 984325 . 0 3 x
984375 . 0 ) 03125 . 2 )( 5 . 0 ( 2 x
5
5
2
5
1
6
2
6
1
=
= =
= =
= =
= =
A
A
A
Gauss-Seidel Method
140
0078125 . 0 015625 . 2 0078125 . 2 x max
0078125 . 0 015625 . 2 0078125 . 2 x
0078125 . 0 984375 . 0 9921875 . 0 x
0078125 . 2 9921875 . 0 3 x
9921875 . 0 ) 015625 . 2 )( 5 . 0 ( 2 x
6
6
2
6
1
7
2
7
1
= =
= = =
= =
= =
= =
A
A
A
Gauss-Seidel Method
141
Gauss-Seidel Method
0
0.5
1
1.5
2
2.5
3
3.5
0 1 2 3 4 5 6 7
X1
X2
142
The Gauss-Seidel method is an improvement over
the Gauss iterative method. As presented in the
previous section, the standard form of the j
th

equation may be written as follows.
) x a b (
a
1
x
i
n
1 i ji j
jj
j
j i
=
=
= n 2, 1, j =
Gauss-Seidel Method
From an initial estimates (x
1
0
, x
2
0
,x
n
0
), an updated
value is computed for x
1
using the above equation
with j set to 1.This new value replaces x
1
0
and is
then used together with the remaining initial
estimates to compute a new value for x
2
.

The
process is repeated until a new estimate is obtained
for x
n
. This completes one iteration.
143
Note that within an iteration, the latest computed
values are used in computing for the remaining
unknowns. In general, at iteration k,
) x a b (
a
1
x
i
n
1 i ji j
jj
1 k
j i
j
o
=
=
+
=
n 2, 1, j =
Gauss-Seidel Method
j i if 1 k
j i if k where
< + =
> = o
After each iteration, a convergence check is
conducted. The convergence criterion applied is
the same with Gauss Iterative Method.
144
An improvement to the Gauss Iterative Method
Gauss-Seidel Method
x
a
a
... x
a
a
a
y
x
k
n
11
1n
k
2
11
12
11
1
1 k
1
=
+
x
a
a
... x
a
a
a
y
x
k
n
22
2n
1 k
1
22
21
22
2
1 k
2
=
+
+
1 k
n
ii
in
1 k
1 i
ii
1 i i,
1 k
1 - i
ii
1 - i i,
1 k
i
ii
ij
ii
i
x
a
a
x
a
a
x
a
a
... x
a
a
a
y
x
1 k
i
+ +
+
+
+ +
=
+
x
a
a
... x
a
a
a
y
x
1 k
1 - n
nn
1 - n n,
1 k
1
nn
n1
nn
n
1 k
n
+ +
=
+
145
Example: Solve the system of equations using
the Gauss-Seidel method. Used a
convergence index of = 0.001
5 3x x x
6 x 4x x
4 x x 4x
3 2 1
3 2 1
3 2 1
= + +
= + +
= +
0.5 x x x
0
3
0
2
0
1
= = =
Gauss-Seidel Method
146
Solution:
a) The system of equation must be expressed
in standard form.
) x - x - 5 (
3
1
x
) x - x - 6 (
4
1
x
) x - x 4 (
4
1
x
1 k
2
1 k
1
1 k
3
k
3
1 k
1
1 k
2
k
3
k
2
1 k
1
+ + +
+ +
+
=
=
+ =
Gauss-Seidel Method
147
Iteration 1 (k =0):
0.625 | x | max
4583 . 0 50 . 0 9583 . 0 x
625 . 0 50 . 0 125 . 1 x
50 . 0 5 . 0 1 x
0.9583 ) 1.125 - 1.0 - 5 (
3
1
x
1.125 ) 0.5 - 1.0 - 6 (
4
1
x
1.0 ) 0.5 - 0.5 4 (
4
1
x
0
2
0
3
0
2
0
1
1
3
1
2
1
1
=
= =
= =
= =
= =
= =
= + =
A
A
A
A
0.5 x x x with
0
3
0
2
0
1
= = =
Gauss-Seidel Method
148
0.125 | x | max
0323 . 0 9583 . 0 9861 . 0 x
125 . 0 125 . 1 1 x
0417 . 0 1 0417 . 1 x
0.9861 ) 1.0 - 1.0417 - 5 (
3
1
x
1.0 ) 0.9583 - 1.0417 - 6 (
4
1
x
1.0417 ) 0.9583 - 1.125 4 (
4
1
x
1
2
1
3
1
2
1
1
2
3
2
2
2
1
=
= =
= =
= =
= =
= =
= + =
A
A
A
A
Gauss-Seidel Method
149
0.0119 | x | max
0119 . 0 9861 . 0 9980 . 0 x
0026 . 0 1 0026 . 1 x
0382 . 0 0417 . 1 0035 . 1 x
0.9980 ) 1.0026 - 1.0035 - 5 (
3
1
x
1.0026 ) 0.9891 - 1.0035 - 6 (
4
1
x
1.0035 ) 0.9861 - 1.0 4 (
4
1
x
2
3
2
3
2
2
2
1
3
3
3
2
3
1
=
= =
= =
= =
= =
= =
= + =
A
A
A
A
Gauss-Seidel Method
150
0.0024 | x | max
0015 . 0 9980 . 0 9995 . 0 x
0024 . 0 0026 . 1 0002 . 1 x
0023 . 0 0035 . 1 0012 . 1 x
0.9995 1.0002) - 1.0012 - 1.0 - 5 (
3
1
x
1.0002 0.9980) - 1.0012 - 6 (
4
1
x
1.0012 ) 0.9980 - 1.0026 4 (
4
1
x
3
2
3
3
3
2
3
1
4
3
4
2
4
1
=
= =
= =
= =
= =
= =
= + =
A
A
A
A
Gauss-Seidel Method
151
c A
A
A
A
0.001 | x | max
0004 . 0 9995 . 0 9999 . 0 x
0001 . 0 0002 . 1 0001 . 1 x
001 . 0 0012 . 1 0002 . 1 x
0.9999 1.0001) - 1.0002 - 5 (
3
1
x
1.0001 0.9995) - 1.0002 - 6 (
4
1
x
1.0002 ) 0.9995 - 1.0002 4 (
4
1
x
4
4
3
4
2
4
1
5
3
5
2
5
1
< =
= =
= =
= =
= =
= =
= + =
Gauss-Seidel Method
152
The Gauss-Seidel Method has converged after 4
iterations only with the following solutions:
0.9999 x
1.0001 x
1.0002 x
3
2
1
=
=
=
Gauss-Seidel Method
153
Note: the equation is non-linear and can not be solved by
the direct and iterative methods for solving linear equations.
Find the root of
Newton Method
x e ) x ( f
x
=

A non-linear equation can be expanded using
Taylor Series
( ) ( ) ... x
! 2
) x ( " f
x ) x ( ' f ) x ( f ) x ( f
2
i
i i 1 i
+ + + =
+
A A
( )
n
i
n
x
! n
) x ( f
... A + +
1 i i
x x x
+
= A
154
The first order Taylor Series expansion of
Newton Method
1 e ) x ( f
x
=

can be obtained by getting the first derivative
1 e ) x ( ' f
x
=

( )
1 i i i i 1 i
x x ) x ( ' f ) x ( f ) x ( f
+ +
+ =
At the intersection of the slope (i.e., derivative)
with the original function, 0 ) x ( f
1 i
=
+
, hence
( )
1 i i i i
x x ) x ( ' f ) x ( f 0
+
+ =
) x ( ' f
) x ( f
x x
i
i
i 1 i
=
+
155
Newton Method
Substituting,
1 e
x e
x x
i
i
x
i
x
i 1 i

=

+
Using initial guess x
0
=0
5 . 0
1 1
1
1 e
0 e
0 x
0
0
1
=

=

=

The next estimate is

566311 . 0
1 e
5 . 0 e
5 . 0 x
5 . 0
5 . 0
2
=

=

5 . 0 5 . 0 0 x = = A
06 . 0 566311 . 0 5 . 0 x = = A
156
Newton Method
=
3
x
= = ________ _________ x A
=
4
x
= = ________ _________ x A
=
5
x
= = ________ _________ x A
The true value of the root is 0.56714329
157
Example: Solve the non-linear equation
1 x , 1 x : use
2 x x 2
4 x 4 x
0
2
0
1
2 1
2
2
1
= =
=
=
2
2
1 1
x 4 x f =
Solution: First, form the Jacobian
1
1
1
x 2
x
f
=
c
c
4
x
f
2
1
=
c
c
2 1 2
x x 2 f =
1
x
f
2
2
=
c
c
2
x
f

1
2
=
c
c
158
(
(
(
(
(
c
c
c
c
c
c
c
c
=
(
2
1
2
0
2
1
0
2
2
0
1
1
0
1
0 2 2
0
1 1
x
x
x
) x ( f
x
) x ( f
x
) x ( f
x
) x ( f
) x ( f y
) x ( f y
A
A
(
=
(

2
1 1
2 1
2
2
1
x
x
1 2
4 - x 2
) x x 2 ( 2
) x 4 x ( 4
A
A
Jacobian Matrix
In Matrix form
159
4
x
f

2 (1) 2
x
f

4 y , 5 ) 1 ( 4 1 ) x ( f
2
1
1
1
1
2 0
1
=
c
c
= =
c
c
= = =
1
x
f
2
x
f
2 y , 3 ) 1 ( ) 1 ( 2 ) x ( f
2
2
1
2
2
0
2
=
c
c
=
c
c
= = =
Iteration 0:
160
The equations are:
0
2
0
1
0
2
0
1
x ) 1 ( x ) 2 ( 3 2
x ) 4 ( x ) 2 ( 5 4
A A
A A
+ =
+ =
(
=
(
0
2
0
1
x
x
1 2
4 2
1
1
A
A
In matrix form:
0 x
5 . 0 x
0
2
0
1
=
=
A
A
1 0 1 x
5 . 0 ) 5 . 0 ( 1 x
1
2
1
1
= + =
= + =
Solving,
Thus,
161
Repeating the process with the new estimates,
Iteration 1:
4
x
) x ( f
0 . 1 ) 5 . 0 ( 2
x
) x ( f
4 y , 25 . 4 ) 1 ( 4 ) 5 . 0 ( ) x ( f
2
1
1
1
1
1
1
2 1
1
=
c
c
= =
c
c
= = =
1
x
) x ( f
2
x
) x ( f
2 y , 2 ) 1 ( ) 5 . 0 ( 2 ) x ( f
2
1
2
1
1
2
2
1
2
=
c
c
=
c
c
= = =
162
The equations are: In matrix form:
Solving,
Thus,
1
2
1
1
1
2
1
1
x x 2 2 2
x 4 x 25 . 4 4
A A
A A
=
=
(
=
(
1
2
1
1
x
x
1 2
4 1
0
25 . 0
A
A
07143 . 0 x
03571 . 0 x
1
2
1
1
=
=
A
A
92857 . 0 07143 . 0 1 x
53571 . 0 03571 . 0 5 . 0 x
2
2
2
1
= + =
= + =
163
Repeating the process with the new estimates,
Iteration 2:
4
x
) x ( f
07142 . 1 ) 53571 . 0 ( 2
x
) x ( f
4 y , 001265 . 4 ) 92857 . 0 ( 4 ) 53571 . 0 ( ) x ( f
2
1
1
1
2
1
1
2 2
1
=
c
c
= =
c
c
= = =
1
x
) x ( f
2 y 2
x
) x ( f
2 99999 . 1 ) 92857 . 0 ( ) 53571 . 0 ( 2 ) x ( f
2
2
2
2
1
2
2
2
2
=
c
c
= =
c
c
~ = =
164
The equations are:
In matrix form:
Solving,
Thus,
2
2
2
1
2
2
2
1
x x 2 0 . 2 2
x 4 x 07142 . 1 001265 . 4 4
A A
A A
=
=
(
=
(
2
2
2
1
x
x
1 2
4 7142 o . 1
0
001265 . 0
A
A
00036 . 0 x
00018 . 0 x
2
2
2
1
=
=
A
A
92893 . 0 00035 . 0 92857 . 0 x
53553 . 0 00018 . 0 53571 . 0 x
3
2
3
1
= =
= =
165
4 y , 25124 00 . 4 ) 92893 . 0 ( 4 ) 53553 . 0 ( ) x ( f
1
2
3
1 1
= = =
2 y , 99928 . 1 ) 92893 . 0 ( ) 53553 . 0 ( 2 ) x ( f
2
3
1 2
= = =
00072 . 0 f y
0025 . 0 f y
2 2
1 1
=
=
92893 . 0 x
53553 . 0 x
2
1
=
=
Substituting to the original equation:
Therefore,
Note the rapid convergence of the Newton-Raphson
Method.
166
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.
) x , , x , (x f y
) x , , x , x ( f y
) x , , x , x ( f y
n 2 1 n n
n 2 1 2 2
n 2 1 1 1
=
=
=
167
0
n
0
n
1
0
2
0
2
1
0
1
0
1
1
0
1 1
x ) x (
x
f
x ) x (
x
f
x ) x (
x
f
) x ( f y A A A
c
c
+ +
c
c
+
c
c
+ =
0
n
0
n
2
0
2
0
2
2
0
1
0
2
2
0
2 2
x ) x (
x
f
x ) x (
x
f
x ) x (
x
f
) x ( f y A A A
c
c
+ +
c
c
+
c
c
+ =
0
n
0
n
1
0
2
0
2
1
0
1
0
n
n
0
n n
x ) x (
x
f
x ) x (
x
f
x ) x (
x
f
) x ( f y A A A
c
c
+ +
c
c
+
c
c
+ =

The system of non-linear equations can be
linearized using Taylors Series
168
Where:
X
0
= (x
1
0
,x
2
0
, , x
n
0
)
= set of initial estimates
f
i
(x
0
) = the function f
i
(x
1
,x
2
, , x
n
)
evaluated using the set of
initial estimates.
= the partial derivatives of the
function f
i
(x
1
,x
2
,,x
n
) evaluated
using the set of original estimates.
j
0
i
x
) x ( f
c
c
169
(
(
(
(
(
(
(
(
(
(
=
(
(
(
(
(
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
c
0
n
0
2
0
1
x
) x ( f
x
) x ( f
x
) x ( f
x
) x ( f
x
) x ( f
x
) x ( f
x
) (x f
x
) (x f
x
) x ( f
0
n n
0
2 2
0
1 1
x
x
x
) x ( f y
) x ( f y
) x ( f y
n
0
n
2
0
n
1
0
n
n
0
2
2
0
2
1
0
2
n
0
1
2
0
1
1
o
1
A
A
A
The equation may be written in matrix form as

follows:
The matrix of partial derivatives is known as the
Jacobian. The linearized system of equations may
be solved for xs which are then used to update
the initial estimates.
170
n ..., 2, 1, j x x x
k
j
k
j
1 k
j = + =
=
A
At the k
th
iteration:
n ..., 2, 1, j ) x ( f y
1
k
j j
= s c
n ..., 2, 1, j x
2
k
j
= s c A
Convergence is achieved when
or
Where
1
and
2
are pre-set precision indices.
171

Advanced Math

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Certificate in

Power System Modeling and Analysis

The matrix has m rows and n columns and is said

n defines the dimensionality or size of the vector.

Hence, the inverse of matrix A is

Add row 1 to row 2 to get row 2.

Multiply row 2 by 10 then add to row 3 to

Multiply row 2 by -1.

From Gauss Elimination Method

Divide row 3 by 44.

Multiply row 2 by -10 then add to row 3 to obtained

Graphical depiction of the

The next estimate is

The equation may be written in matrix form as

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