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Chapter 6 Direct Methods for Solving Linear Systems
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If A is nonsingular (or invertible, detA≠0)
the linear system has a unique solution. In this chapter,direct techniques are considered to the linear system ( 2.1 ) denoted by Ax=b,where
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6.1 Linear systems of equations
Example 1 We first use equation E1 to eliminate the unknown x1 from E2,E3 by performing (E2-2E1)->(E2), (E2-1/2E1)->(E2). The resulting system is E1 E2 E3
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E1 E2 E3 We first use equation E2 to eliminate the unknown x2 fromE3 by performing (E2-5/8E1)->(E2). The resulting system is E1 E2 E3
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(2) (1) The system of equations (2) is now triangular (or reduced) form and can be solved for the unknowns by a backward-substitution process.
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Gaussian elimination with backward substitution
Repeating the operations involved in Example 1 with the matrix notation results in first considering the augmented matrix: Performing the operations as described in this Example produces the matrices
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Gaussian elimination with backward substitution
The general Gaussian elimination procedure applied to the linear system is handled in a similar manner. First form the augmented matrix
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Set Step 1 Provided , set , and the operations corresponding to (Ei+( )E1)--->(Ei) are performed for each i=2,…,n to eliminate the coefficient of in each of these rows. Then, we can obtain ,that is, where
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Step k (k=2,…,n-1)
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k=1,…,n-1 At last, we can get a linear system which is triangular, thus, backward substitution can be performed.
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