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Two steps
1. Forward Elimination
2. Back Substitution
Forward Elimination
The goal of forward elimination is to transform the coefficient matrix into
an upper triangular matrix
25 5 1 x1 106.8
64 8 1 x = 177.2
144 12 1 x3 279.2
5
1 x1 106.8
25
0 4.8 1.56 x = 96.21
0
0.7 x3 0.735
0
Forward Elimination
A set of n equations and n unknowns
.
.
.
Forward Elimination
Step 1
a21
a ( a11 x1 + a12 x2 + a13 x3 + ... + a1n xn = b1 )
11
a21
a21
a21
a21 x1 +
a12 x2 + ... +
a1n xn =
b1
a11
a11
a11
Forward Elimination
Subtract the result from Equation 2.
a21 x1 + a22 x2 + a23 x3 + ... + a2 n xn = b2
a21
a21
a21
a21 x1 +
a12 x2 + ... +
a1n xn =
b1
a11
a11
a11
_________________________________________________
a21
a21
a21
a22
b1
a1n xn = b2
a12 x2 + ... + a2 n
a11
a11
a11
or
a x + ... + a x = b
'
22 2
'
2n n
'
2
Forward Elimination
Repeat this procedure for the remaining
equations to reduce the set of equations as
a11 x1 + a12 x2 + a13 x3 + ... + a1n xn = b1
'
'
a22
x2 + a23
x3 + ... + a2' n xn = b2'
'
'
a32
x2 + a33
x3 + ... + a3' n xn = b3'
.
.
.
.
.
.
.
.
.
'
an' 2 x2 + an' 3 x3 + ... + ann
xn = bn'
End of Step 1
Forward Elimination
Step 2
Repeat the same procedure for the 3rd term of
Equation 3.
a11 x1 + a12 x2 + a13 x3 + ... + a1n xn = b1
'
'
a22
x2 + a23
x3 + ... + a2' n xn = b2'
"
x3 + ... + a3" n xn = b3"
a33
.
.
.
.
.
.
"
an" 3 x3 + ... + ann
xn = bn"
End of Step 2
Forward Elimination
At the end of (n-1) Forward Elimination steps, the system of equations will look like
a x + ... + a x = b
"
33 3
"
3n n
.
.
.
( n 1)
"
3
.
.
.
(n 1 )
ann xn = bn
End of Step (n-1)
a12
'
a22
0
a13 a1n x1 b1
'
'
'
a23 a2 n x2
b2
"
"
"
a33 a3n x3 = b3
(n-1 )
(n 1 )
0 0 ann xn bn
Back Substitution
Solve each equation starting from the last equation
5
1 x1 106.8
25
0 4.8 1.56 x = 96.21
0
0.7 x3 0.735
0
Example of a system of 3 equations
"
a33
x3 + ... + an" xn = b3"
.
.
.
( n 1)
.
.
.
(n 1 )
ann xn = bn
Back Substitution
Start with the last equation because it has only one unknown
( n 1)
n
( n 1)
nn
b
xn =
a
Back Substitution
( n 1)
n
( n 1)
nn
b
xn =
a
xi =
aii
(i 1)
xi =
bi
aij(i 1) x j
n
j =i +1
(i 1)
ii
for i = n 1,...,1
for i = n 1,...,1
Assignment
1) Write a program to take in values of A Matrix
and B Matrix for the system [A]{X}=[B]. These
can be taken from a file.
2) Convert the A Matrix in the [A,B] pair to a
Lower Diagonal Form
3) Eliminate and substitute for each element on
X[i] in the {X}.
4) Print X and verify if 1) is true.
References
Transforming Numerical Methods Education
for the STEM Undergraduate
http://numericalmethods.eng.usf.edu
Numerical Recipes in C: The art of scientific
computation
http://www.nr.com
End of session.