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    3.2 Matrix Inverse: Zar97/09/03 Numerical Methods For Engineers Page 3-22

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    Muhammad Firdaws
    This document discusses matrix inversion using Gauss-Jordan elimination. It provides an example showing the steps to invert a 3x3 matrix to solve a set of 3 linear equations. The key steps are: 1) arrange the original matrix and identity matrix in augmented form; 2) perform Gauss-Jordan elimination operations to reduce the matrix to an upper triangular form with the identity matrix on the right; 3) the columns of the identity matrix then represent the inverse of the original matrix. Matrix conditioning is also introduced to avoid ill-conditioned systems.

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    3.2 Matrix Inverse: Zar97/09/03 Numerical Methods For Engineers Page 3-22

    Uploaded by

    Muhammad Firdaws
    31 views5 pages
    This document discusses matrix inversion using Gauss-Jordan elimination. It provides an example showing the steps to invert a 3x3 matrix to solve a set of 3 linear equations. The key steps are: 1) arrange the original matrix and identity matrix in augmented form; 2) perform Gauss-Jordan elimination operations to reduce the matrix to an upper triangular form with the identity matrix on the right; 3) the columns of the identity matrix then represent the inverse of the original matrix. Matrix conditioning is also introduced to avoid ill-conditioned systems.

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    LAE_INV

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    This document discusses matrix inversion using Gauss-Jordan elimination. It provides an example showing the steps to invert a 3x3 matrix to solve a set of 3 linear equations. The key steps are: 1) arrange the original matrix and identity matrix in augmented form; 2) perform Gauss-Jordan elimination operations to reduce the matrix to an upper triangular form with the identity matrix on the right; 3) the columns of the identity matrix then represent the inverse of the original matrix. Matrix conditioning is also introduced to avoid ill-conditioned systems.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    31 views5 pages

    3.2 Matrix Inverse: Zar97/09/03 Numerical Methods For Engineers Page 3-22

    Uploaded by

    Muhammad Firdaws
    This document discusses matrix inversion using Gauss-Jordan elimination. It provides an example showing the steps to invert a 3x3 matrix to solve a set of 3 linear equations. The key steps are: 1) arrange the original matrix and identity matrix in augmented form; 2) perform Gauss-Jordan elimination operations to reduce the matrix to an upper triangular form with the identity matrix on the right; 3) the columns of the identity matrix then represent the inverse of the original matrix. Matrix conditioning is also introduced to avoid ill-conditioned systems.

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    © All Rights Reserved
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    of 5

    zar97/09/03

    Numerical Methods For Engineers

    page 3-22

    3.2 Matrix Inverse


    In this section, we investigate new methods for solving sets of LAEs. The first
    technique is an extension of Gauss elimination method: Gauss-Jordan elimination
    method which can be used to invert a matrix..
    Gauss-Jordan Elimination. The method can be illustrated by starting with the upper
    triangular form of the matrix produced by Gauss elimination. Using the three basic
    row operations, we further reduce eq.(3.16) into the new form
    1 0 0 b1*

    *
    0 1 0 b2
    0 0 1 b*
    3

    (3.17)

    Therefore, the values of the solution are


    x1 = b*1

    x2 = b*2

    x3 = b*3

    Procedures:
    '
    1 a12

    0 1
    0 0

    '
    a13

    a'23
    1

    '
    b1' R1' R1 a12
    R2

    '
    b2
    b'3

    ''
    '
    1 0 a13
    b1'' R1'' R1' a13
    R3

    '
    ' ''
    '
    0 1 a 23 b2 R2 R2 a23R3
    0 0 1 b'
    3

    ''
    1 0 a13
    b1''

    '
    '
    0 1 a 23 b2
    0 0 1 b'
    3

    1 0 0 b1*

    *
    0 1 0 b2
    0 0 1 b'
    3

    zar97/09/03

    Numerical Methods For Engineers

    page 3-23

    Example 3.6: Gauss-Jordan Elimination with partial pivoting


    Problem Statement: Solve the following system of linear algebraic equations by
    Gauss-Jordan elimination method with partial pivoting.
    2x2 + x3 = 5
    4x1 + x2 - x3 = -3
    -2x1 + 3x2 - 3x3 = 5
    Solution:

    Rearrange in the augmented form,


    0 2 1
    [ A| b] 4 1 1
    2 3 3

    5
    3
    5

    From example 3.3, the upper triangular matrix of the above augmented matrix is
    1 1 1
    4
    4

    0
    1

    0 0 1

    1 1 1
    4
    4

    0
    1

    0 0 1

    3
    4

    1
    1

    3 R' R 1 R
    1
    1
    4 2
    4
    '
    1 R2 R2 R 3

    Thus, the solution vector is x1 = -1 , x2 = 2, and x3 = 1.

    1 0 0 1
    0 1 0 2

    0 0 1 1

    zar97/09/03

    Numerical Methods For Engineers

    page 3-24

    Matrix Inversion
    The elimination method can be used to get the inverse of the matrix. In the case of
    our interest, If the matrix of the coefficient A is nonsingular, then there exists the
    inverse of A denoted by A-1 such that
    A-1 A = A A-1 = I
    Then, we can show that (from

    where I is an identity matrix.

    Ax = b ),

    A-1 Ax = A-1 b
    I x = A-1 b
    x = A-1 b

    (3.18)

    From Gauss-Jordan elimination, we can represent the entire processes in the form

    [A:I]

    [ I : A-1 ]

    (3.19)

    in other words, the Gauss-Jordan elimination is used primarily for obtaining the
    inverse of the matrix. Lets illustrate the method of matrix inverse through the
    following example.
    Remark:
    The computation of an inverse requires about 3 times as many operations as the
    Gauss elimination method and the effect of RErs is more pronounced. Therefore, it
    is only used in cases when the matrix inverse is actually needed.1

    zar97/09/03

    Numerical Methods For Engineers

    page 3-25

    Example 3.7: Matrix inverse by Gauss-Jordan elimination.


    Problem Statement: Solve the following set of linear algebraic equations using
    matrix inverse by Gauss-Jordan elimination.
    5x1 + 2x2 + x3 = 3
    4x1 + x2 - x3 = -3
    -2x1 + 3x2 - 3x3 = 5
    Solution:

    Arrange matrices A and I in the augmented form,


    5 2 1 1 0 0
    [ A| I] 4 1 1 0 1 0
    2 3 3 0 0 1

    Original matrix

    Operation

    5 2 1 1 0 0
    4 1 1 0 1 0

    2 3 3 0 0 1
    Starting matrix
    Operation
    2
    1
    1
    1
    0 0
    5
    5
    5

    3
    9
    4
    1 0
    0 5
    5
    5
    0 19 13 2 0 1
    5
    5
    5

    Starting matrix
    Operation
    1 2 1 1 0
    0
    5
    5
    5

    4
    5
    0
    0 1 3 3
    3
    0 0 1 1 19 1
    3
    42
    14

    Starting matrix
    1 0 1 1
    3

    1
    0
    1
    0

    3
    0 0 1 1
    3

    Answer:

    2
    3
    13
    42
    19
    42

    Operation
    0
    3
    14
    1
    14

    Resultant matrix
    1
    1
    1 2
    5
    5
    5

    3
    9
    4
    0

    5
    5
    5
    0 19 13 2
    5
    5
    5

    0 0

    1 0
    0 1

    Resultant matrix
    1
    1
    1 2
    5
    5
    5

    4
    0
    1
    3

    3
    0 0 14 14
    3

    Resultant matrix
    1 0 1 1
    3

    1
    0
    1
    0

    3
    0 0 1 1
    3

    0
    1

    0
    5
    3
    19
    3
    2
    3
    13
    42
    19
    42

    Resultant matrix
    1 0 0 0 3
    14

    1
    13
    0
    1
    0

    3
    42
    0 0 1 1 19
    3
    42

    0
    3
    14
    1
    14
    1
    14
    3
    14
    1
    14

    zar97/09/03

    Numerical Methods For Engineers

    page 3-25.2

    Matrix Conditioning
    Matrix conditioning is a concept introduced to avoid any ill-conditioned system.
    Vector and matrix norms:
    n
    2
    x
    xi
    i 1

    n
    A

    i 1

    Euclidean norm

    Frobenius norm

    aij

    j 1

    Condition number of a nonsigular matrix A:


    cond( A ) A A 1

    If the cond(A) is a large number (i.e > 1000), a matrix A is ill-conditioned.

    Yakowitz, S.,An Introduction to Numerical Computations, 1989, Macmillan


    Publishing company, Inc., p.72,ISBN 0-02-430821-8.

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