LESSON 2-Solving-Systems-of-Linear-Eq.-with-3-or-more-unknowns

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Lesson 2:

Solving Systems
of Linear Eq. with
3 or more unknowns

Buaya Guirigay
Pondias Villanueva
Pescadero, A. Pescadero, J.
Lesson 2:
Solving Systems of Linear
Equations with three or more
unknowns

• Elementary Row Operation


• Gaussian Elimination and Gauss-Jordan
Reduction Method
• Other Methods
o LU Decomposition
o Gauss-Seidel Elimination
are operations that transform an augmented
matrix into a matrix representing a simpler
system of equation with identical solutions to
the original system
𝟗𝒙 − 𝟑𝒚 − 𝟐𝒛 = −𝟖 𝟒𝒙 + 𝟐𝒚 + 𝒛 = −𝟒
−𝟑𝒙 + 𝟓𝒚 − 𝟐𝐳 = 𝟏𝟐 𝟐𝒙 + 𝟒𝒚 + 𝟑𝐳 = −𝟒
𝒙 + 𝒚 + 𝟓𝒛 = −𝟏𝟎 𝒙 + 𝟓𝒚 + 𝟖𝒛 = −𝟏𝟐
𝟗𝒙 − 𝟑𝒚 − 𝟐𝒛 = −𝟖 𝟒𝒙 + 𝟐𝒚 + 𝒛 = −𝟒
−𝟑𝒙 + 𝟓𝒚 − 𝟐𝐳 = 𝟏𝟐 𝟐𝒙 + 𝟒𝒚 + 𝟑𝐳 = −𝟒
𝒙 + 𝒚 + 𝟓𝒛 = −𝟏𝟎 𝒙 + 𝟓𝒚 + 𝟖𝒛 = −𝟏𝟐
Equivalent Systems of
Linear Equations

𝟗𝒙 − 𝟑𝒚 − 𝟐𝒛 = −𝟖 𝟒𝒙 + 𝟐𝒚 + 𝒛 = −𝟒
−𝟑𝒙 + 𝟓𝒚 − 𝟐𝐳 = 𝟏𝟐 𝟐𝒙 + 𝟒𝒚 + 𝟑𝐳 = −𝟒
𝒙 + 𝟓𝒚 + 𝟖𝒛 = −𝟏𝟐
𝒙 + 𝒚 + 𝟓𝒛 = −𝟏𝟎
Swap (interchange of rows)

Scale (multiply a row by a number)

Add (add a multiple of a row to another)


Swap (interchange of rows)

- exchange two rows of the matrix

𝟒 𝟔 𝟔 𝟏𝟔
𝟓 −𝟑 −𝟐 −𝟓
𝟑𝟗 𝟎 𝟔 𝟗
Swap (interchange of rows)

𝟒 𝟔 𝟔 𝟏𝟔 Swap Row 1 and Row 2


𝟓 −𝟑 −𝟐 −𝟓
𝑹𝟏 ↔ 𝑹𝟐
𝟑𝟗 𝟎 𝟔 𝟗
𝟓 −𝟑 −𝟐 −𝟓 𝟑𝟗 𝟎 𝟔 𝟗
𝟒 𝟔 𝟔 𝟏𝟔 𝑹𝟑 ↔ 𝑹𝟏 𝟒 𝟔 𝟔 𝟏𝟔
𝟑𝟗 𝟎 𝟔 𝟗 𝟓 −𝟑 −𝟐 −𝟓
Swap (interchange of rows)

Equivalent Systems

𝟒 𝟔 𝟔 𝟏𝟔 𝟑𝟗 𝟎 𝟔 𝟗
𝟓 −𝟑 −𝟐 −𝟓 𝟒 𝟔 𝟔 𝟏𝟔
𝟑𝟗 𝟎 𝟔 𝟗 𝟓 −𝟑 −𝟐 −𝟓
Scale (multiply a row by a number)

- Multiply a row by a non-zero constant

𝟒 𝟔 𝟔 𝟏𝟔 ×𝟐
𝟓 −𝟑 −𝟐 −𝟓
𝟑𝟗 𝟎 𝟔 𝟗
𝟐𝑹𝟏 → 𝑹𝟏
Scale (multiply a row by a number)

𝟒 𝟔 𝟔 𝟏𝟔 𝟖 𝟏𝟐 𝟏𝟐 𝟑𝟐
𝟓 −𝟑 −𝟐 −𝟓 𝟐𝑹𝟏 → 𝑹𝟏 𝟓 −𝟑 −𝟐 −𝟓
𝟑𝟗 𝟎 𝟔 𝟗 𝟑𝟗 𝟎 𝟔 𝟗

𝟐(𝟒) 𝟐(𝟔) 𝟐(𝟔) 𝟐(𝟏𝟔)


Scale (multiply a row by a number)

𝟖 𝟏𝟐 𝟏𝟐 𝟑𝟐 −𝟏 𝟖 𝟏𝟐 𝟏𝟐 𝟑𝟐
𝟓 −𝟑 −𝟐 −𝟓 𝑹𝟑 → 𝑹𝟑 𝟓 −𝟑 −𝟐 −𝟓
𝟑
𝟑𝟗 𝟎 𝟔 𝟗 −𝟏𝟑 𝟎 −𝟐 −𝟑
𝟏 𝟏 𝟏 𝟏
− (𝟑𝟗) − (𝟎) − (𝟔) − (𝟗)
𝟑 𝟑 𝟑 𝟑
Scale (multiply a row by a number)

Equivalent Systems

𝟒 𝟔 𝟔 𝟏𝟔 𝟖 𝟏𝟐 𝟏𝟐 𝟑𝟐
𝟓 −𝟑 −𝟐 −𝟓 𝟓 −𝟑 −𝟐 −𝟓
𝟑𝟗 𝟎 𝟔 𝟗 −𝟏𝟑 𝟎 −𝟐 −𝟑
Pivot (add a multiple of a row to another row)

𝟔 𝟒 −𝟑 𝟐𝟕
+
𝟐 𝟒 𝟏 𝟏𝟓 × (−𝟑)
𝟐 −𝟑 −𝟏𝟖 𝟏𝟑

𝑹𝟏 − 𝟑𝑹𝟐 → 𝑹𝟏
Pivot (add a multiple of a row to another row)

𝟔 𝟒 −𝟑 𝟐𝟕 𝟎 −𝟖 −𝟔 −𝟏𝟖
𝟐 𝟒 𝟏 𝟏𝟓 𝑹𝟏 − 𝟑𝑹𝟐 → 𝑹𝟏 𝟐 𝟒 𝟏 𝟏𝟓
𝟐 −𝟑 −𝟏𝟖 𝟏𝟑 𝟐 −𝟑 −𝟏𝟖 𝟏𝟑

𝟔 𝟒 −𝟑 𝟐𝟕 𝟔 𝟒 −𝟑 𝟐𝟕
−𝟑(𝟐) −𝟑(𝟒) −𝟑(𝟏) −𝟑(𝟏𝟓) −𝟔 −𝟏𝟐 −𝟑 −𝟒𝟓
𝟎 −𝟖 −𝟔 −𝟏𝟖
Pivot (add a multiple of a row to another row)

𝟔 𝟒 −𝟑 𝟐𝟕
𝟐 𝟒 𝟏 𝟏𝟓
𝟐 −𝟑 −𝟏𝟖 𝟏𝟑
𝟎 −𝟖 −𝟔 −𝟏𝟖
𝟐 𝟒 𝟏 𝟏𝟓
𝟐 −𝟑 −𝟏𝟖 𝟏𝟑
Pivot (add a multiple of a row to another row)

Equivalent Systems

𝟔 𝟒 −𝟑 𝟐𝟕 𝟎 −𝟖 −𝟔 −𝟏𝟖
𝟐 𝟒 𝟏 𝟏𝟓 𝟐 𝟒 𝟏 𝟏𝟓
𝟐 −𝟑 −𝟏𝟖 𝟏𝟑 𝟐 −𝟑 −𝟏𝟖 𝟏𝟑
1. Interchange of two rows
𝟏 𝟐 𝟑 𝟒 𝟓 𝟓 𝟏 𝟎
𝟐 𝟏 𝟐 𝟑 𝟐 𝟏 𝟐 𝟑
𝟓 𝟓 𝟏 𝟎 𝟏 𝟐 𝟑 𝟒
2. Multiplication of a row by a non-zero number
𝟏 𝟐 𝟑 𝟒 𝟓 𝟓 𝟏 𝟎
𝟐 𝟏 𝟐 𝟑 -3 −𝟔 −𝟑 −𝟔 −𝟗
𝟓 𝟓 𝟏 𝟎 𝟏 𝟐 𝟑 𝟒
3. Addition of a multiple of one row to another row
𝟏 𝟐 𝟑 𝟒 𝟏 𝟐 𝟑 𝟒
𝟐 𝟏 𝟐 𝟑 -2 𝟐 𝟏 𝟐 𝟑
𝟓 𝟓 𝟏 𝟎 𝟕 𝟗 𝟕 𝟖
What ERO applied to the given matrix −𝟐 𝟏 −𝟏 𝟐
that will yield the ff. matrix?
Provide the notation. 𝟏 −𝟐 𝟑 𝟎
𝟑 𝟏 −𝟏 𝟐

𝟏 −𝟐 𝟑 𝟎 −𝟐 𝟏 −𝟏 𝟐
1. −𝟐 𝟏 −𝟏 𝟐 3. 𝟏 −𝟐 𝟑 𝟎
𝟑 𝟏 −𝟏 𝟐 𝟎 𝟕 −𝟏𝟎 𝟐

𝟎 −𝟑 𝟓 𝟐 −𝟐 𝟏 −𝟏 𝟐
2. 𝟏 −𝟐 𝟑 𝟎 4. 𝟏 −𝟐 𝟑 𝟎
𝟑 𝟏 −𝟏 𝟐 𝟎. 𝟕𝟓 𝟎. 𝟐𝟓 −𝟎. 𝟐𝟓 𝟎. 𝟓
Gaussian Elimination
(With Back Substitution)
PRESENTER: PETRONIO BUAYA
4

How does it work?


Step 1: Transform the matrix
into Row Echelon Form
Row Echelon Form

1 # # #
0 1 # #
0 0 1 #
1 # # #
0 1 # #
0 0 1 #
1 # # #
0 1 # #
0 0 1 #
4

How does it work?


Step 1: Transform the matrix
into Row Echelon Form
Step 2: Substitute values
Example 1

x + y - z = 9
y + 3z = 3
-x – 2z = 2
1 1 −1 9
0 1 3 3
−1 0 −2 2
1 1 −1 9
0 1 3 3
−1 0 −2 2
𝑅1
1 1 −1 9
0 1 3 3
−1 0 −2 2
𝑅1
1 1 −1 9
0 1 3 3
−1 0 −2 2
𝑅1 𝑅3
1 1 −1 9
0 1 3 3
−1 0 −2 2
𝑅1 𝑅3 𝑅3
1 1 −1 9
0 1 3 3
𝟎 𝟏 −𝟑 𝟏𝟏
1 1 −1 9
0 1 3 3
0 1 −3 11
−1 • 𝑅2
1 1 −1 9
0 1 3 3
0 1 −3 11
−1 • 𝑅2
1 1 −1 9
0 1 3 3
0 1 −3 11
−1 • 𝑅2 𝑅3
1 1 −1 9
0 1 3 3
0 1 −3 11
−1 • 𝑅2 𝑅3 𝑅3
1 1 −1 9
0 1 3 3
𝟎 𝟎 −𝟔 𝟖
1 1 −1 9
0 1 3 3
0 0 −6 8
𝟏

𝟔
• 𝑅3
1 1 −1 9
0 1 3 3
0 0 −6 8
1

6
• 𝑅3 𝑅3
1 1 −1 9
0 1 3 3
0 0 1 − 4
3
x y z constants

1 1 −1 9
0 1 3 3
0 0 1 − 4
3
4

x + y - z = 9
y + 3z = 3
4
z = −
3
4

y + 3z = 3
4
y + 3(− ) = 3
3
y + (−4) = 3
y = 7
x + y - z = 9
x + 7-(− 3) = 9
4

x + 7 + 3 = 9
4

3•(x + 7+ 4
3 ) = (9)•3
3x + 21 + 4 = 27
3x + 25 = 27
3x = 2
x = 2
3
Therefore, the solution is:
(x, y, z) = (2/3, 7, -4/3)
Example 2

x + y + z = 3
x + 2y + 3z = 0
x + 3y + 2z = 3
1 1 1 3
1 2 3 0
1 3 2 3
1 1 1 3
1 2 3 0
1 3 2 3
𝑅2
1 1 1 3
1 2 3 0
1 3 2 3
𝑅2
1 1 1 3
1 2 3 0
1 3 2 3
𝑅2 𝑅1
1 1 1 3
1 2 3 0
1 3 2 3
𝑅2 𝑅1 𝑅2
1 1 1 3
𝟎 𝟏 𝟐 −𝟑
1 3 2 3
1 1 1 3
0 1 2 −3
1 3 2 3
𝑅3
1 1 1 3
0 1 2 −3
1 3 2 3
𝑅3 𝑅1
1 1 1 3
0 1 2 −3
1 3 2 3
𝑅3 𝑅1 𝑅3
1 1 1 3
0 1 2 −3
𝟎 𝟐 𝟏 𝟎
1 1 1 3
0 1 2 −3
0 2 1 0
2 • 𝑅2
1 1 1 3
0 1 2 −3
0 2 1 0
2 • 𝑅2 𝑅2
1 1 1 3
𝟎 𝟐 𝟒 −𝟔
0 2 1 0
1 1 1 3
0 2 4 −6
0 2 1 0
𝑅3
1 1 1 3
0 2 4 −6
0 2 1 0
𝑅3
1 1 1 3
0 2 4 −6
0 2 1 0
𝑅3 𝑅2
1 1 1 3
0 2 4 −6
0 2 1 0
𝑅3 𝑅2 𝑅3
1 1 1 3
0 2 4 −6
0 0 −3 6
x y z constants

1 1 1 3
0 2 4 −6
0 0 −3 6
4

x + y + z = 3
2y + 4z = -6
-3z = 𝟔
-3z = 6
4

-1/3(-3z)=(6)-1/3
z = -2
4

2y + 4z = -6
2y + 4(-2) = -6
2y - 8 = -6
y = 1
4

x + y + z = 3
x + 1 + (-2) = 3
x - 1 = 3
x = 4
Therefore, the solution is:
(x, y, z) = (4, 1, -2)
Your Turn!

-3x + 2y - 6z = 6
5x + 7y - 5z = 6
x + 4y - 2z = 8
GAUSS-
JORDAN
REDUCTION
METHOD
76
Hello!
I am JEANNELYN V. PONDIAS
I am here to discuss how to solve System of Linear
Equation using Gauss-Jordan Reduction Method
for the subject MATH 102 (Advance Linear
Algebra) with the code (1798) S.Y. 2021-2022 1 st

sem
77
What is GAUSS-JORDAN ELIMINATION?
➜ A matrix in row-echelon form is said to be in Gauss-Jordan
form, if all the entries above leading entries are zero.
➜ The method of Gaussian elimination with back substitution to
solve system of linear equations can be refined by, first further
reducing the augmented matrix to a Gauss-Jordan form and
work with the system corresponding to it. This method is called
Gauss-Jordan elimination method of solving linear systems.
➜ The Gauss-Jordan elimination method starts the same way that
the Gauss elimination method does, but then instead of back
substitution, the elimination continues.
➜ The Gauss-Jordan method consists of:
-Creating the augmented matrix [A|b]
-Forward elimination by applying EROs (Elementary Row Operations)
to get an upper triangular form
-Back elimination to a diagonal form that yields the solution
For a 2 × 2 system, this
method would yield

Example:
X+2y=2
-2y=2 Now, to continue
with back
elimination, we
need a 0 in the
𝒂𝟏𝟐 position

So, the solution is


x= 4
−2y = 2
y= −1
For forward substitution (done
and for a 3 × 3
systematically by first getting a 0 in the then getting a 0 in the a12 position,
system, a21 position, then a31, and finally a32): then a13, and finally a23

Here is an example of
a 3 × 3 system:
𝑥 + 3𝑦 = 1
2𝑥 + 𝑦 + 3𝑧 = 6 Thus,
X = -2
4𝑥 + 2𝑦 + 3𝑧 = 3
In matrix form, the -5y = -5
augmented matrix [A|b] y=1
is -3z = -9
z=3
80


**Once the values
are found we can
always check by
plugging back into
original equation.**
81
Let’s try another example
X - 2y + 3z = 9
- x + 3y = - 4
2x - 5y + 5z = 17
Let’s try another example Answer 82
:

X - 2y + 3z = 9
- x + 3y = - 4
2x - 5y + 5z = 17

X=1
Y=-1
Z=2
83
You try!
2X + y-z = 1
3x +2y + z = 10
2x – y + 2z = 6
84

Thanks!
Jester E. Pescadero
Suppose we have the system of equations
AX = B.

The motivation for an LU decomposition is based on the


observation that systems of equations involving
triangular coefficient matrices are easier to deal with.
Indeed, the whole point of Gaussian elimination is to
replace the coefficient matrix with one that is
triangular.

The LU decomposition is another approach designed


to exploit triangular systems.
We suppose that we can write

A = LU
where L is a lower triangular matrix and
U is an upper triangular matrix.
Our aim is to find L and U and once we
have done so we have found an LU
decomposition of A.
An LU decomposition of a
matrix A is the product of a
lower triangular matrix and an
upper triangular matrix that is
equal to A.
Find the LU decomposition of
1 2 4
3 8 14
2 6 13
SOLUTION:
Always remember that LU = A therefore the given matrix is assume to be A.
It turns out that we need only consider lower triangular matrices L that have 1s down
the diagonal. Thus, we have
1 0 0 𝑈11 𝑈12 𝑈13
L= 𝐿21 1 0 U= 0 𝑈22 𝑈23
𝐿31 𝐿32 1 0 0 𝑈33
Using the idea that LU = A, we have
1 0 0 𝑈11 𝑈12 𝑈13 1 2 4
𝐿21 1 0 0 𝑈22 𝑈23 = 3 8 14
𝐿31 𝐿32 1 0 0 𝑈33 2 6 13
Solving for the right side of the equation using rules of multiplying matrices, we have

𝑈11 𝑈12 𝑈13 1 2 4


𝐿21 𝑈11 𝐿21 𝑈12 + 𝑈22 𝐿21 𝑈13 + 𝑈23 = 3 8 14
𝐿31 𝑈11 𝐿31 𝑈12 + 𝐿32 𝑈22 𝐿31 𝑈13 + 𝐿32 𝑈23 + 𝑈33 2 6 13
Solving for each unknown
𝑈11 = 1, 𝑈12 = 2, 𝑈13 = 4
We will use this value to find the other unknown
𝐿21 𝑈11 = 3 𝐿21 𝑈12 + 𝑈22 = 8 𝐿21 𝑈13 + 𝑈23 = 14
𝐿21 (1) = 3 (3)(2) + 𝑈22 = 8 (3)(4) + 𝑈23 = 14
𝐿21 = 3 𝑈22 = 8 − 6 𝑈23 = 14 − 12
𝑈22 = 2 𝑈23 = 2

𝐿31 𝑈11 = 2 𝐿31 𝑈12 + 𝐿32 𝑈22 = 6 𝐿31 𝑈13 + 𝐿32 𝑈23 + 𝑈33 = 13
𝐿31 1 = 2 (2)(2) + 𝐿32 (2) = 6 (2)(4) + (1)(2) + 𝑈33 = 13
𝐿31 = 2 2 𝐿32 = 6 − 4 𝑈33 = 13 − 8 − 2
2
𝐿32 = 𝑈33 = 3
2
𝐿32 =1
Substituting the value we just solve to each L and U matrix earlier, makes it as,

1 0 0 1 0 0
L= 𝐿21 1 0 = 3 1 0
𝐿31 𝐿32 1 2 1 1

𝑈11 𝑈12 𝑈13 1 2 4


U= 0 𝑈22 𝑈23 = 0 2 2
0 0 𝑈33 0 0 3
Which means that the LU decomposition of the given matrix is,

1 2 4 1 0 0 1 2 4
3 8 14 = 3 1 0 0 2 2
2 6 13 2 1 1 0 0 3
Applying LU Decomposition in solving System of Linear Equation,

SOLUTION:
The first step is to calculate the LU decomposition of the coefficient matrix on
the left-hand side. In this case that job has already been done since this is the matrix
we considered earlier. We found that
The next step is to solve LY = B for the vector That is we consider

which can be solved by forward substitution. From the top equation we see that y1 =
3. The middle equation states that 3y1 + y2 = 13 and hence y2 = 4. Finally the bottom
line says that 2y1 + y2 + y3 = 4 from which we see that y3 = −6.
Now that we have found Y we finish the procedure by solving UX = Y for X. That is we
solve

by using back substitution. Starting with the bottom equation we see that 3x3 = −6 so
clearly x3 = −2. The middle equation implies that 2x2 + 2x3 = 4 and it follows that x2
= 4. The top equation states that x1 + 2x2 + 4x3 = 3 and consequently x1 = 3.
Therefore we have found that the solution to the system of simultaneous equations
GAUSS-SEIDEL
ELIMINATION
ALGORITHM
GAUSS-SEIDEL METHOD EXAMPLE

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