2

8
2 
1
6 1 

2 1
2 

(5.18)

Applying equation (??) with k = 1 and simply replacing the second and third
elements of column 1 with zeros, we obtain








2
8
2   2
8
2 


1
6 1  =  0
2 2 



2 1
2   0 9
0 

(5.19)

Now, applying equation (??) with k = 2 and replacing the third elements of second
column with zeros, we obtain








2
8
2   2 8
2


0
2 2  =  0 2 2


0 9
0   0 0 9

(5.20)

The value of the determinant given by the product of the main diagonal elements is
-36.

5.5

Gauss-Jordan Elimination Methods

This method, which is a variation of the Gaussian elimination method, is suitable for
solving as many as 15 to 20 simultaneous equations, with 7 to 10 significant digits
used in the arithmetic operations of the computer. This procedure varies from the
Gaussian method in that, when an unknown is eliminated, it is eliminated from all
the other equations, i.e., from those preceding the pivot equation as well as those
following it. This eliminates the necessity of using the back substitution process
employed in Gausss method.
To illustrate the Gauss-Jordan elimination method, let us solve the following set
of equations:

2x1 2x2 + 5x3 = 13

2x1 + 3x2 + 4x3 = 20
3x1 x2 + 3x3 = 10

(a)

(b)

(c)

3x1 x2 + 3x3 = 10
2x1 2x2 + 5x3 = 13
2x1 + 3x2 + 4x3 = 20

(a)

(b)

(c)

(5.21)

Partial pivoting gives

85

(5.22)

Begin by dividing the first equation of the set, equation (??a), by the coefficient of
the first unknown in the equation, which gives us equation (??a) below. We then
multiply equation (??a), respectively, by the coefficient of the first unknown in each
of the remaining equations (equation (??b) and (??c) ) to get
1
x
3 2
2
x
3 2
2
x
3 2

x1
2x1
2x1

10
3
20
3
20
3

+ x3 =
+ 2x3 =
+ 2x3 =

(a)

(b)

(c)

(5.23)

Now subtract equation (??b) from equation (??b) and equation (??c) from equation
(??c) and we let equation (??a) become equation (??c), obtaining
4
x
3 2
11
x
3 2
1
x
3 2

x1

19
3
40
3
10
3

+ 3x3 =
+ 2x3 =
+ x3 =

(a)

(b)

(c)

(5.24)

Next, we divide equation (??a) by the coefficient of the first unknown in that
equation (the coefficient of x2 ) to obtain equation (??a). We then multiply equation
(??a), respectively, by the coefficient of the x2 term in each of equation (??b) and
(??c). This yields
x2

11
x
3 2
1
x
3 2

9
x
4 3
33
x
4 3
3
x
4 3

= 19
4
= 209
12
19
=
12

(a)
(b)
(c)

(5.25)

We next subtract equation (??b) from equation (??b) and equation (??c) from
equation (??c) and we let equation (??a) become equation (??c), obtaining

x1 +
x2

41
x
4 3
1
x
4 3
9
x
4 3

= 369
12
21
=
12
= 19
4

(a)
(b)
(c)

(5.26)

Repeating the procedure yields

x3 =
3
1
3
x =
4 3
4
94 x3 = 27
4

(a)
(b)
(c)

and finally
x1 = 1
x2 = 2
x3 = 3

(a)
(b)
(c)

which constitutes the desired solution of the simultaneous equations.

86

(5.27)

(5.28)

Now consider the augmented matrix A of the same set of equations (??). This
matrix is

3 1 3 10

A=
(5.29)
2 2 5 13
2
3 4 20
We next associate an augmented matrix B with equation (??), in which the first
column of coefficients (0,0,1) is omitted, and we write

b=

19

11
3

40
3

1
3

10
3

(5.30)

Having established matrix B from equation (?? ), we note, from the way in which
equation (?? ) was obtained from equation (?? ) in the first procedure, that we
can write the elements of B directly from the elements of A by using the following
formulas:

1 <i n

a1j ai1
1 <j m
(5.31)
bi1,j1 = aij

a11

0
a11 6=
bn,j1

a1j
=
a11

1 <j m
0
a11 6=

(5.32)

Equation (??) is used to find all elements of the new matrix B except those making
up the last row of that matrix. For determining the elements of the last row of the
new matrix, equation (??) is used. In these equations,
i
j
n
m
a
b

=
=
=
=
=
=

row number of old matrix A

column number of old matrix A
maximum number of rows
maximum number of columns
an elements of old matrix A
an elements of new matrix B

Now, if we write the augmented matrix of equation (??), this time omitting the first
87

two columns (elements 0,1,0 and 0,0,1), we get

41

C=

369

12

21
12

1
4

9
4

19
4

(5.33)

Again, we note that the elements of C can be obtained directly from the elements
of B by utilizing equations (??) and (??), where C is now the new and B is the
old matrix.
The augmented matrix of equation (??), with the first three columns (1,0,0;0,1,0;
and 0,0,1) omitted, is simply the matrix whose elements are the solution of the set
of simultaneous equations with which we started,

D= 2
3
Just as with the previous matrices, matrix D can be obtained from matrix C by
application of equations (??) and (??). The elements shown in D are associated,
respectively, with x1 , x2 and x3 by the above procedure.
Thus it can be seen that the roots of a set of n simultaneous equation can be
obtained by successive applications of equations (??) and (??) to get n new matrices,
the last of which will be a column matrix whose elements are the roots of the set
of simultaneous equations. In FORTRAN program only the names A and B would
be used for pairs of successive matrices, rather than calling them A, B, C, D,and so
forth.
It is possible that the pivot element a11 of one or more of the matrices obtained
during the elimination process could have a zero value, in which case divisions by
a11 in equations (??) and (??) would be invalid. If this occurs, the row can be
interchanged with one of the first m 1 rows of the matrix which has a first element
not equal to zero, where m is the number of columns in the current matrix. The
use of the rows beyond row m 1 as a pivot row in the elimination process would
reintroduce one of the previously eliminated unknowns into the equations. The
elimination process then continues as before, until a solution is reached.
In instances in which a11 is not zero but is very small in comparison with the
general magnitude of the other elements of the matrix, its use could cause a decrease
in solution accuracy, as discussed in Gausss elimination method. For improved accuracy the applicable row having the largest potential pivot element (the row among
88

the first m 1 rows having the largest pivot element) should be laced in the first
or pivot position if it is not already there. This would be accomplished by checking
the absolute value of a11 against the absolute values of a21 , a31 , a41 , , a11 , a11 , and
making the appropriate row interchange if one of these latter values were larger
than |a11 |. This procedures of partial pivoting should always be incorporated in a
computer program for solving fairly large number of simultaneous equations.
It should be noted that, if it were desired to solve a second set of simultaneous
equations which differed from a first set only in the constant terms which appeared,
both sets could be solved at the same time by representing each set of constants
as a separate column in augmenting the coefficient matrix. Actually, two or more
sets of simultaneous equations, differing only in their constant terms, can be solved
in a single elimination procedure by placing the constants of each set in a separate
column to the right of the coefficient columns in the augmented matrix, and applying
equations (??) and (??) until a reduced matrix is obtained which has the same
number of columns as the number of sets of simultaneous equations being solved.
and scaling

5.6

Choleskys Method

Choleskys method also known as Crouts method, the method of matrix decomposition, and the method of matrix factorization, is more economical of computer
time than other elimination methods. As a result it has been used extensively in
some of the larger structural analysis programs.
Crouts method transforms the coefficient matrix, A, into the product of two
matrices, L (lower triangular matrix) and U, (upper triangular matrix) where U
has one on its main diagonal (the method in which L has the ones on its diagonal,
is known as Doolittles method).
Any matrix that has all diagonal elements non-zero can be written as a product of
lower-triangular and an upper-triangular matrix in an infinity of ways, for example

2 1 1
2
0 0
1 12 12

1 12
2
0 4
= 0 4 0 0

0
0
1
6 3
1
6 3 1

1 0 0
2 1 1

2
= 0 1 0 0 4

3 0 1
0
0
4
1 0 0
2 1 1

= 0 2 0 0 2
1

3 0 1
0
0
4

and so on

Of the entire set of LUs whose product equals matrix A, in the Crouts method
89