SOLUTION OF SYSTEM OF LINEAR EQUATIONS

Direct methods

1. Gauss elimination method

2. Gauss Jordan method
3. Factorization Method
4. Matrix inversion method
Etc.

Indirect method or Iterative methods

1. Gauss Jacobi iterative method

2. Gauss Siedel iterative method

Gauss elimination method

Let us consider the systems
a1x +b1y+c1z = d1
a2x+b2y +c2z = d2
a3x +b3y +c3z = d3
The above system of equations can be written as
AX = B
a 1 b1 c 1 x d1
Where A = a 2 b2 c 2 , X = y , B = d2
a 3 b3 c 3 z d3

The augmented or partitioned matrix

a 1 b1 c 1 d 1
(A, B) a 2 b2 c 2 d 2
a 3 b3 c 3 d 3

a 1 b1 c1 d 1
If (A,B) 0 b2 ' c2 ' d 2 '
0 0 c3 ' d 3 '

Then we can write

a1x +b1y+c1z = d1
b2’y + c2’z = d2’
c3’z = d3’

For example
Solve the system of equations:
x +2y +3z =14, 2x + 5y +2z = 18, 3x +y +5z = 20 by Gauss elimination method
Solution:
The given system of equations can be written as
AX = B
1 2 3 x 14
Where, A = 2 5 2 , X = y , B = 18
3 1 5 z 20

The augmented or partitioned matrix

1 2 3 14
(A, B) 2 5 2 18
3 1 5 20

By R2→R2 – 2R1 and R3 →R3 – 3R1

1 2 3 14
(A, B) 0 1 −4 −10
0 −5 −4 −22

By R3 →R3 + 5R2

1 2 3 14
(A, B) 0 1 −4 −10
0 0 −24 −72

x +2y + 3z = 14, x = 14-2X2 -3 X 3 = 1

y -4z = -10, y=2
-24z = -72, z =3

Gauss Jordan method

Let us consider the systems
a1x +b1y+c1z =d1
a2x+b2y +c2z = d2
a3x +b3y +c3z = d3
The above system of equations can be written as
AX = B
a 1 b1 c 1 x d1
Where A = a 2 b2 c 2 , X = y , B = d2
a 3 b3 c 3 z d3

The augmented matrix

 a 1 b1 c 1 d 1
(A, B) a 2 b2 c 2 d 2
a 3 b3 c 3 d 3

1 0 0 d1 '
If (A,B) 0 1 0 d2 '
0 0 1 d3 '
Then we can write
x = d1’, y = d2’, z = d3’

For example
Solve the system of equations:
x +2y +3z =14, 2x + 5y +2z = 18, 3x +y +5z = 20 by Gauss jordan method
Solution:
The given system of equations can be written as
AX = B
1 2 3 x 14
Where, A = 2 5 2 , X = y , B = 18
3 1 5 z 20

The augmented or partitioned matrix

1 2 3 14
(A, B) 2 5 2 18
3 1 5 20

By R2→R2 – 2R1 and R3 →R3 – 3R1

1 2 3 14
(A, B) 0 1 −4 −10
0 −5 −4 −22

By R3 →R3 + 5R2

1 2 3 14
(A, B) 0 1 −4 −10
0 0 −24 −72

By R1→R1 – 2R2
1 0 11 34
(A, B) 0 1 −4 −10
0 0 −24 −72
 By R3 →(-1/24)R3

1 0 11 34
(A, B) 0 1 −4 −10
0 0 1 3

By R1→R1 – 11R3 and R2 →R2 + 4R3

1 0 0 1
(A, B) 0 1 0 2
0 0 1 3

Therefore x =1, y =2, z =3

Factorization Method or decomposition method

Dolittle’s factorization method

Let us consider the systems

a1x +b1y+c1z =d1

a2x+b2y +c2z = d2

a3x +b3y +c3z = d3

The above system of equations can be written as

AX = B

a 1 b1 c 1 x d1
Where A = a 2 b2 c 2 , X = y , B = d2
a 3 b3 c 3 z d3

In this method, the coefficient matrix A is factorized into unit lower triangular and upper triangular
matrix.

i.e. A = LU

a 1 b1 c 1 1 0 0 u11 u12 u13

a 2 b2 c 2 = 21 1 0 0 u22 u23
l
a 3 b3 c 3 l 31 l 32 1 0 0 u33

Multiplying matrix L and U and equating with matrix A, we get matrix L and U
We have

AX = B

LUX = B

Let UX = Y ………(i)

Then LY = B…….(ii)

Solving equation (ii) for Y

Y = ..

Now solving equation (i) for X

X = ...

For example

Solve the system of equations:

x +2y +3z =14, 2x + 5y +2z = 18, 3x +y +5z = 20 by Factorization method

Solution:

The given system of equations can be written as

AX = B
1 2 3 x 14
Where, A = 2 5 2 , X = y , B = 18
3 1 5 z 20

Now factorizing the coefficient matrix A is into unit lower triangular and upper triangular matrix.

i.e. A = LU

1 2 3 1 0 0 u11 u12 u13

2 5 2 =l 21 1 0 0 u22 u23
3 1 5 l 31 l 32 1 0 0 u33

1 2 3 u11 u12 u13

2 5 2 = l 31 u13 +l 32 u23 +u33 ¿
l 21 u11 l 21 u12+¿ u ¿ l 21 u 13+¿u ¿ l 31 u11 ¿
3 1 5 22 23
u11 =1, u12=2 , u13 = 3, l 21 u11 = 2, l 21 =2/1 =2, l 21 u12+¿ u ¿ = 5, u22 = 5-2X2 =1, l 21 u13+ ¿u ¿ = 2, u23 = 2-
22 23

2X3 = - 4, l 31 u11 = 3, l 31= 3/1 =3, l 31 u12 +l 32 u22 =1, l 32 = (1-3X2)/1 = -5, l 31 u13 +l 32 u23 +u33 =5, u33 = 5 – 3X3
– (-5)X (-4) = -24

Now

AX = B

LUX= B

Let UX =Y …….(i)

Then LY= B ……(ii)

Solving equation (ii) for Y

1 0 0 y 1 14
l 21 1 0 y 2 = 18
l 31 l 32 1 y 3 20

1 0 0 y 1 14
2 1 0 y 2 = 18
3 −5 1 y 3 20

y1 =14

2y1 + y2 = 18, y2 = 18 -2 X 14 = -10

3y1 – 5y2+ y3 = 20 , y3 = 20 -3X14 + 5X -10 = -72

Now solving equation (i) for X

1 2 3 x 14
0 1 −4 y = −10
0 0 −24 z −72

x +2y +3z = 14, x =1

y -4z = -10, y=2

-24z = -72, z=3

Note:

(i) If the coefficient matrix A is factorized into unit lower triangular matrix and upper triangular matrix
then it is called Dollitle’s factorization.
(ii) If the coefficient matrix A is factorized into lower triangular matrix and unit upper triangular matrix
then it is called Crout’s factorization.

Crout’s factorization method

Let us consider the systems

a1x +b1y+c1z =d1

a2x+b2y +c2z = d2

a3x +b3y +c3z = d3

The above system of equations can be written as

AX = B
a 1 b1 c 1 x d1
Where A = a 2 b2 c 2 , X = y , B = d2
a 3 b3 c 3 z d3

In this method, the coefficient matrix A is factorized into lower triangular and unit upper triangular
matrix.

A = LU

a 1 b1 c 1 l 11 0 0 1 u12 u13
a 2 b2 c 2 =l 21 l 22 0 0 1 u23
a 3 b3 c 3 l 31 l 32 l 33 0 0 1

For example

Solve the system of equations:

x +2y +3z =14, 2x + 5y +2z = 18, 3x +y +5z = 20 by Crout’s factorization method

Matrix inversion method

Let us consider the systems

a1x +b1y+c1z =d1

a2x+b2y +c2z = d2

a3x +b3y +c3z = d3

The above system of equations can be written as

AX = B
 a 1 b1 c 1 x d1
Where A = a 2 b2 c 2 , X = y , B = d2
a 3 b3 c 3 z d3

We know that

adj. A
X = A-1B, where, A-1 = , | A| ≠ 0, adj.(A) = transpose of matrix of cofactors of A
|A|
For example

Solve the system of equations:

x +2y +3z =14, 2x + 5y +2z = 18, 3x +y +5z = 20 by matrix inversion method

Solution

The given system of equations can be written as

AX = B
1 2 3 x 14
Where, A = 2 5 2 , X = y , B = 18
3 1 5 z 20

| A| = 1(25-2) – 2(10 – 6) + 3(2 – 15) = 23 – 8 – 39 = -24

C 11 C12 C 13 M 11 −M 12 M 13 23 −4 −13
Matrix of cofactors = C 21 C22 C 23 = −M 21 M 22 −M 23 = −7 −4 5
C 31 C32 C 33 M 31 −M 32 M 33 11 4 1

23 −7 11
Adj.A =transpose of matrix of cofactors of A = −4 −4 4
−13 5 1

23 −7 11
adj. A 1
A-1 = = −4 −4 4
|A| −24 −13 5 1

−23 7 −11
24 24 24
1 1 −1
=
6 6 6
13 −5 −1
24 24 24
 −23 7 −11
24 24 24
14
1 1 −1
X = A-1B = 18 =
6 6 6
20
13 −5 −1
24 24 24

Indirect method or Iterative methods

1. Gauss Jacobi iterative method

2. Gauss Siedel iterative method

Gauss Jacobi iterative method

Let us consider the system

a1x +b1y+c1z =d1 ……….(i)

a2x+b2y +c2z = d2 ……..(ii)

a3x +b3y +c3z = d3 …….(iii)

Iterative method is more suitable when the main diagonal elements are dominant.

|a 1| ≥|b1| + |c 1|
|b 2| ≥|a2| + |c 2|
|c 3| ≥|a3| + |b 3|
From equation (i)

x = (d1 - b1y- c1z)/ a1 ……(iv)

From equation (ii)

y = (d2 – a2x- c2z)/ b2 ……(v)

From equation (iii)

z = (d3 – a3x- b3y)/ c3 …..(vi)

First iteration [ let x=y=z=0]

x = d1 / a1 =a

y = d2 / b2 =b rough values

z = d3 / c3 =c
Second iteration

x = (d1 - b1b- c1c)/ a1 = d ≠a

y = (d2 – a2a- c2c)/ b2 = e ≠ b

z = (d3 – a3a- b3b)/ c3 = f ≠ c

Third iteration

x = (d1 - b1e- c1f)/ a1 = g ≠ d

y = (d2 – a2d- c2f)/ b2 = h ≠ e

z = (d3 – a3d- b3e)/ c3 = i ≠ f

The process will be continued until getting the same result in last two iterations

Gauss Sidel iterative method

Let us consider the system

a1x +b1y+c1z =d1 ……….(i)

a2x+b2y +c2z = d2 ……..(ii)

a3x +b3y +c3z = d3 …….(iii)

From equation (i)

x = (d1 - b1y- c1z)/ a1 ……(iv)

From equation (ii)

y = (d2 – a2x- c2z)/ b2 ……(v)

From equation (iii)

z = (d3 – a3x- b3y)/ c3 …..(vi)

First iteration [ y=z=0]

x = d1 / a1 =a

y = (d2 – a2a)/ b2 =b rough values

z =(d3 – a3a - b3b)/ c3 =c

Second iteration
x = (d1 - b1b- c1c)/ a1 = d ≠ a

y = (d2 – a2d- c2c)/ b2 = e ≠ b

z = (d3 – a3d- b3e)/ c3 = f ≠ c

Third iteration

x = (d1 - b1e- c1f)/ a1 = g ≠ d

y = (d2 – a2g - c2f)/ b2 = h ≠ e

z = (d3 – a3g- b3h)/ c3 = i ≠ f

The process will be continued until getting the same result in last two iterations

For example

Solve the following equations by (a) Gauss Jacobi and (ii) Gauss Siedel iterative method:

2x-7y-10z = -17

5x + y + 3z = 14

x + 10y + 9z = 7

Assume the suitable initial values.

Solution

Rewriting the given equations

5x + y + 3z = 14 …..(i)

x + 10y + 9z = 7……(ii)

2x-7y-10z = -17….(iii)

From equation (i)

x = ( 14-y - 3z)/5…….(iv)

From equation (ii)

y = ( 7-x - 9z)/10 ………(v)

From equation (iii)

z = ( -17- 2x + 7y)/-10
z = ( 17+ 2x - 7y)/10 …..(vi)

(a) Gauss Jacobi iterative method

First iteration, let [ x = y =z = 0]
x = 2.8
y =0.7
z = 1.7
Second iteration
x = 1.64
y = -1.11
z = 1.77
Third iteration
x = 1.96
y =-1.057
z = 2.805
Fourth iteration
x=
y=
z=
Fifth iteration
x=
y=
z=
Sixth iteration
x=
y=
z=
Seventh iteration
x=
y=
z=
(b) Gauss Sidel iterative method
First iteration, let [y =z = 0]
x = 2.8
y =0.42
z = 1.966
Second iteration
x = 0.7682
y =-1.146
z = 2.655
Third iteration
x=
y=
z=
Fourth iteration
x=
y=
z=
Fifth iteration
x=
y=
z=
Sixth iteration
x=
y=
z=
Seventh iteration
x=
y=
z=

Exercises
1. Solve the following system of equations by Gauss elimination method, Gauss Jordan and
factorization method.
4x + y + 2z = 4
3x + 5y + z = 7
x + y + 3z= 3
2. Solve the following system of equations by Gauss Jacobi and Gauss Sidel iterative method.
10x1 -x2 +2x3 = 4
x1 +10x2- x3 = 3
2x1 +3x2+20x3 =7
Ans[ 0.375, 0.289,0.269]