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Sunday, June 12, 2011

Solve Systems of Equations using Gauss Elimination

Gauss Elimination:

The objective of Gauss elimination is to use a systematic of the usual elimination operations (addition / subtraction of equations, multiplying / dividing equations by a constant) to obtain a "triangularized form" for the system with "zeros" below the diagonal and "ones" on the diagonal:

eg.)
(1) x + 2   y -  3   z                                                                                        (1)
0   x + (1) y -  6   z = 3                                                                                 (2)
0   x +  0   y + (1) z = 2                                                                                (3)

Note:
Zeros below...
"1" is along so-called diagonal.

One this is done, "z" can be found directly from equation (3). Back substitution in eqn. (2) yields "y" then a final back sub. in (1) yields "x"

Example:
Original system:
4 x + 8 y + 4 z = 80
2 x + 1 y  - 4 z = 7
3 x  - 1 y + 2 z = 22

Equivalent System after Gauss Elimination:
1 x + 2 y +    z = 20
0 x + 1 y + 2 z = 11
0 x + 0 y + 1 z = 3

==> x = 7 , y = 5 , z = 3
We will now study Gauss Elimination by way of example.

Gauss Elimination - basic idea:
  • Start with 2x2 system:
a1 x  + b1 y = c1
a2 x + b2 y = c2

Steps to achieving "Gauss Form" ... 2x2
Step 1:
make a1 = 1

=
Step 2:
make a2 = 0
Step 3:
make b2 = 1
=

after Gauss Elimination ==>
Gauss Form
1 x + # y = #
0 x + 1 y = #
"zeros" below and "ones" on the diagonal...

Further Elimination ==>
Gauss-Jordan Form
1 x + 0 y = #
0 x + 1 y = #
"zeros" below and above the diagonal and "ones" on the diagonal.
  • Start with 3x3 system:
a1 x + b1 y + c1 z = d1
a2 x + b2 y + c2 z = d2
a3 x + b3 y + c3 z = d3

Steps to achieving "Gauss Elimination" ... 3x3
Step 1:
make a1 = 1
=
Step 2:
make a2 = 0
Step 4:
make b2 = 1
=
Step 3:
make a2 = 0
Step 5:
make b2 = 1
Step 6:
make b3 = 1
=

Gauss Elimination ==>
Gauss Form
1 x + # y + # z = #
0 x + 1 y + # z = #
0 x + 0 y + 1 z = #
"zeros" below and "ones" on the diagonal...

Further Elimination ==>
Gauss-Jordan Form
1 x + 0 y + 0 z = #
0 x + 1 y + 0 z = #
0 x + 0 y + 1 z = #
"zeros" below and above the diagonal and "ones" on the diagonal.

Gauss Elimination using Augmented Matrix
Writing the system of equations over and over again can get a bit tedious.
A short hand is available in which we represent a system of equations by a rectangular array of numbers called an augmented matrix.
eg.
2 x + 4 y + 6 z = 4
1 x + 5 y + 9 z = 2
2 x + 1 y + 3 z = 7

can be written in augmented matrix form as:

2
4
6
4
1
5
9
2
2
1
3
7


Example 1 - Solve 2x2 Systems of Equations using Gauss Elimination
Example 2 - Solve 2x2 Systems of Equations using Gauss Elimination
Example 3 - Solve 3x3 Systems of Equations using Gauss Elimination
Example 4 - Solve 3x3 Systems of Equations using Gauss Elimination
Example 5 - Solve 3x3 Systems of Equations using Gauss Elimination (Augmented Matrix)

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