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ENGR-1100 Introduction to Engineering Analysis Lecture 5 Notes courtesy of: Prof. Yoav Peles

Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

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Page 1: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

ENGR-1100 Introduction to Engineering Analysis

Lecture 5Notes courtesy of: Prof. Yoav Peles

Page 2: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Important Information!

• Exam No. 1 covers Lectures 1-5 in Syllabus !

Page 3: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Lecture outline(Linear Algebra today)

• Introduction to linear equations• Gauss-Jordan elimination method

Page 4: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Introduction to system of linear equations

a1x + a2y = b

• a1x1 + a2x2 +….+anxn = b• a1x + a2y + a3z =b

x

y

z

Page 5: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Which of the following are linear equations?

a) x + 3y = 7b) x1 - 3x2 + 5x3 = cos(10)

c) x1 + sin x2 = b

d) a1x12 + a2x2 +….+ anxn = b

Answer: a, b

Page 6: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

System of linear equations• A finite set of linear equations in the

variables x1, x2,.. xn is called a system of linear equations. A sequence of numbers s1, s2,.. sn is called a solution of the system if x1=s1, x2=s2,.. xn=sn , is a solution of every equation in the system. For example:

4x1 - x2 + 3x3 = -1

3x1 + x2 + 9x3 = -4

has the solution x1 = 1, x2 = 2, x3 = -1.

Page 7: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

No solution- inconsistent

• The following set of linear equations has no solution

x + y = 3x + y = 4

If there is at least one solution, it is called consistent.

Page 8: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Three possibilities

No solution 1 solution Infinite solutions

y

x

l1 l2y

x

l1and l2y

x

l1

l2

Page 9: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Augmented matrix

x1 +3 x2 + 4x3 = 8

2x1 + 5x2 - 8x3 = 1

3x1 + 7x2 - 9x3 = 0

1 3 4 8

2 5 –8 1

3 7 –9 0

Page 10: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Class assignment problem

Find a system of linear equations corresponding to the following augmented matrix, assuming the variables are x, y, and z

1 0 -1 2

2 1 1 3

0 -1 2 4

Page 11: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Class assignment solution

Find a system of linear equations corresponding to the following augmented matrix, assuming the variables are x, y, and z

4 2z y -

3 z y 2x

2 z -x

4

3

2

210

112

101

Page 12: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Basic method for solving a system of linear equations• Replace the given system by a new

system that has the same solution set, but is easier to solve:

1) Multiply a row through by a nonzero constant.

2) Interchange two rows.3) Add a multiple of one row to another.a11 a12 …a1n b1

a21 a22 …a2n b2

a31 a32 …a3n b3

: : : :

an1 an2 …ann bn

1 0 … 0 b’1

0 1 … 0 b’2

0 0 … 0 b’3

: : : :

0 0 … 1 b’n

Page 13: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Examplex+y+2z = 9

2x+4y-3z = 1

3x+6y-5z = 0

1 1 2 9

2 4 -3 1

3 6 -5 0

*-2*-2++

x+y+2z=9

2y-7z=-17

3x+6y-5z=0

1 1 2 9

0 2 -7 -17

3 6 -5 0

*-3*-3

+ +

x+y+2z=9

2y-7z=-17

3y-11z=-27

1 1 2 9

0 2 -7 -17

0 3 -11 -27

*1/2 *1/2

Page 14: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Example-continued

1 1 2 9

0 1 –7/2 –17/2

0 3 -11 -27

x+y+2z=9

y-7/2z=-17/2

3y-11z=-27+

*-3*-3+

x+y+2z=9

y-7/2z=-17/2

-1/2z=-3/2

1 1 2 9

0 1 –7/2 –17/2

0 0 –1/2 –3/2

x +11/2z=35/2

y-7/2z=-17/2

-1/2z=-3/2

1 0 11/2 35/2

0 1 –7/2 –17/2

0 0 –1/2 –3/2

*-1*-1++

*-2 *-2

Page 15: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Example-continuex+y+2z=9

y-7/2z=-17/2

z=3

x =1

y-7/2z=-17/2

z=3

1 0 0 1

0 1 –7/2 –17/2

0 0 1 3

*-11/2

+ +*-11/2

x = 1

y = 2

z = 3

1 0 0 1

0 1 0 2

0 0 1 3

1 0 11/2 35/2

0 1 –7/2 –17/2

0 0 1 3

* 7/2 * 7/2 ++

Page 16: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Gauss-Jordan elimination

• A systematic procedure for solving system of linear equations by transforming the augmented matrix to a reduced row-echelon form

1 0 0 2

0 1 0 3

0 0 1 1

x = 2

y = 3

z = 1

Reduced row-echelon form

Page 17: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Reduced row-echelon form1) If a row does not consist entirely of zeros,

then the first nonzero number in the row is a 1 (leading 1).

2) If there are any rows that consist entirely of zeros, then they are grouped together at the bottom of the matrix.

3) In any two successive rows that do not consist entirely of zeros, the leading 1 in the lower row occurs farther to the right than the leading 1 in the higher row.

4) Each column that contains a leading 1 has zeros everywhere else.

1 0 0 2

0 1 0 3

0 0 1 1

x = 2

y = 3

z= 1

Reduced row-echelon form

Page 18: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Solve the following reduced-echelon form matrices

1 0 0 5

0 1 0 -2

0 0 1 4

a) 1 0 0 4 -1

0 1 0 2 6

0 0 1 3 2

b)

c) 1 0 0 0

0 1 2 0

0 0 0 1

Page 19: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Gauss-Jordan elimination

• A systematic procedure for solving system of linear equations by transforming the augmented matrix to a reduced row-echelon form

Page 20: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Class assignment problemFor the following system of linear equations:

Write down the equations in the augmented formUse G-J elimination method to determine the RREFDetermine the solution for that system

Page 21: Lecture 5 - Rensselaer Polytechnic Institute (RPI)Gauss-Jordan elimination • A systematic procedure for solving system of linear equations by transforming the augmented matrix to

Class assignment solution

1 z

1- y

2 x

1

1

2

100

010

001

R

2R

1

2

0

100

110

201

7/

7

2

0

700

110

201

8R

2R-

23

2

4

1580

110

421

3R-

2R-

11

10

4

323

952

421

3

3

2

2

1

1