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System of Linear Equations Tutorial

This document provides an overview of numerical methods for solving linear algebraic systems. It discusses Cramer's rule, Gaussian elimination, LU decomposition, and iterative methods like Jacobi and Gauss-Seidel iteration. Examples are provided to illustrate solving systems using each method. Cramer's rule and Gaussian elimination are described as direct methods useful for small systems, while iterative methods are better for large systems. Partial pivoting in Gaussian elimination helps reduce rounding error. The goal of LU decomposition is to factorize the coefficient matrix into triangular form.

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45 views

System of Linear Equations Tutorial

This document provides an overview of numerical methods for solving linear algebraic systems. It discusses Cramer's rule, Gaussian elimination, LU decomposition, and iterative methods like Jacobi and Gauss-Seidel iteration. Examples are provided to illustrate solving systems using each method. Cramer's rule and Gaussian elimination are described as direct methods useful for small systems, while iterative methods are better for large systems. Partial pivoting in Gaussian elimination helps reduce rounding error. The goal of LU decomposition is to factorize the coefficient matrix into triangular form.

Uploaded by

Iraqi for info
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Numerical Solution of Linear

Algebraic Systems Tutorial


Engineering and Numerical Analysis

Department of Electrical Power

Dr. Hayder Yaqoob


2019-2020
1
Difference
• For systems containing only a few equations Cramer’s rule is a useful method of
solution.

• The Gaussian elimination method is the most widely used.

• A method called partial pivoting helps stop rounding error from growing.

• In LU decomposition, the whole point of Gaussian elimination is to replace


the coefficient matrix with one that is triangular.

• There are occasions when direct are not the best way to solve a system of
equations.

2
Cramer’s Rule
Use Cramer’s rule to solve the system

x1 = 1, x2 = 2, x3 = 4
Mike Renfro
3
Gaussian Elimination
Use Gaussian elimination to solve the system

Subtract the first row to the second one and we add the third row with the first.

Multiply the first row by 1/2 and the second one by 1/3

4
Gaussian Elimination
Add the first row with the second one multiplied by 1/2 and the third row with the
second one multiplied by -2

https://www.matesfacil.com/english/high/solving-systems-by-Gaussian-Elimination.html

5
LU Decomposition
Find an LU decomposition of

6
LU Decomposition

7
Jacobi Iteration
Carry out two iterations of the Jacobi method to approximate the solution of

Solution: First Iteration

Second Iteration

8
Gauss-Seidel Iteration
Carry out two iterations of the Gauss-Seidel method to approximate the solution
of

Solution: First Iteration

Second Iteration

9
Exercises
Solve the following using Cramer’s rule

Carry out row operations (with partial pivoting if necessary) to reduce these matrices
to upper triangular form.

10
Exercises

11

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