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Gauss Elimination

Gauss elimination method proposes a systematic strategy for reducing a system of linear equations to upper triangular form using row operations, and then solving the system using back substitution. The key steps are: 1) writing the equations in matrix form, 2) performing row operations to transform the matrix into upper triangular form, and 3) calculating the values of the unknowns by back substitution. The method has advantages of requiring less computation for larger systems compared to other methods, but also has disadvantages such as being more prone to round-off error. An example is provided to demonstrate solving a system of 3 equations using Gauss elimination.

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100% found this document useful (1 vote)
820 views

Gauss Elimination

Gauss elimination method proposes a systematic strategy for reducing a system of linear equations to upper triangular form using row operations, and then solving the system using back substitution. The key steps are: 1) writing the equations in matrix form, 2) performing row operations to transform the matrix into upper triangular form, and 3) calculating the values of the unknowns by back substitution. The method has advantages of requiring less computation for larger systems compared to other methods, but also has disadvantages such as being more prone to round-off error. An example is provided to demonstrate solving a system of 3 equations using Gauss elimination.

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aniket chole
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Gauss Elimination method

 Introduction: (https://en.wikipedia.org/wiki/Gaussian_elimination)

In linear algebra, Gaussian elimination (also known as row reduction) is an algorithm for
solving systems of linear equations. It is usually understood as a sequence of operations
performed on the corresponding matrix of coefficients. This method can also be used to find
the rank of a matrix, to calculate the determinant of a matrix, and to calculate the inverse of
an invertible square matrix.

To perform row reduction on a matrix, one uses a sequence of elementary row operations
to modify the matrix until the lower left-hand corner of the matrix is filled with zeros, as much
as possible. There are three types of elementary row operations:
1) Swapping two rows,
2) Multiplying a row by a non-zero number,
3) Adding a multiple of one row to another row.

Using these operations, a matrix can always be transformed into an upper triangular
matrix, and in fact one that is in row echelon form. Once all of the leading coefficients (the
left-most non-zero entry in each row) are 1, and every column containing a leading coefficient
has zeros elsewhere, the matrix is said to be in reduced row echelon form. This final form is
unique; in other words, it is independent of the sequence of row operations used. For
example, in the following sequence of row operations (where multiple elementary operations
might be done at each step), the third and fourth matrices are the ones in row echelon form,
and the final matrix is the unique reduced row echelon form.

Gauss elimination method proposes a systematic strategy for reducing the system of
equations to the upper triangular form using the forward elimination approach and then for
obtaining values of unknowns using the back substitution process.

 Step by step procedure

1. Write the simultaneous equations in matrix form.

𝑎11 𝑎12 𝑎13 𝑥 𝑏1


𝑎
[ 21 𝑎22 𝑎23 ] [𝑦] = [𝑏2 ]
𝑎31 𝑎32 𝑎33 𝑧 𝑏3

2. Perform the operations mentioned above in such a way that, elements a31, a21 and a32
will become zero in the same sequence so that the matrix will become an upper
triangular matrix.
𝑎11 𝑎12 𝑎13 𝑥 𝑏1
[ 0 𝑚22 𝑚23 ] [𝑦] = [𝑚2 ]
0 0 𝑚33 𝑧 𝑚3

3. Calculate the values of x, y and z by back substituting.

 Advantages and Disadvantages:


(https://www.cae.tntech.edu/Members/renfro/me2000/lectures/2004-09-28.../file)

Advantages

 Much less computation required for larger problems. Gauss elimination requires
n3/3 multiplications to solve a system of n equations. For 3 equations, this works out
to around 3 operations.

Disadvantages

 Not quite as easy to remember the procedure for hand solutions.


 Round off error may become significant, but can be partially mitigated by using more
advanced techniques such as pivoting or scaling. Cramer’s

 Flowchart

Start

Arrange the equations in matrix form

Perform row/ column operations to get


the upper triangular matrix

Perform back substitution to get x, y, z

Stop
 Solved Example

Solve by Gauss elimination method


2x + 2y + z = 6
4x + 2y + 3z = 4
x–y+z=0
Solution:

2 2 1 𝑥 6
[4 2 3] [𝑦] = [4]
1 −1 1 𝑧 0

𝑖𝑛𝑡𝑒𝑟𝑐ℎ𝑎𝑛𝑔𝑖𝑛𝑔 𝑟𝑜𝑤 1 𝑤𝑖𝑡ℎ 𝑟𝑜𝑤 2

4 2 3 𝑥 4
[2 2 1] [𝑦] = [6]
1 −1 1 𝑧 0

R3= 2*R3 – R2

4 2 3 𝑥 4
[2 2 1] [𝑦] = [ 6 ]
0 −4 1 𝑧 −6

R2 = 2*R2 – R1

4 2 3 𝑥 4
[0 2 −1] [𝑦] = [ 8 ]
0 −4 1 𝑧 −6

R3 = R3 + 2*R2

4 2 3 𝑥 4
[0 2 −1] [ 𝑦 ] = [ 8]
0 0 −1 𝑧 10

By back substituting,
4x + 2y + 3z = 4 -------1
2y – z = 8 -------2
-z = 10 -------3
From 3, z = -10

From 2 & 3, y = -1

From 1, 2 & 3, x = 9

x = 9, y = -1, z = -10

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