Ecuaciones Algebraicas lineales-1

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    Ecuaciones Algebraicas lineales

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    An equation of the form ax+by+c=0 or equivalently ax+by=-

    c is called a linear equation inx andy variables.

    ax+by+cz=dis a linear equation in three variables,x, y, and

    z.

    Thus, a linear equation in n variables is

    a1x1+a2x2+ +a

    nxn = b A solution of such an equation consists of real numbers c1, c2,

    c3, , cn. If you need to work more than one linear

    equations, a system of linear equations must be solved

    simultaneously.

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    Matricesaij = elementos de una matriz

    i=nmero del rengln

    j=nmero de la columna

    Vector rengln

    Vector columna

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    Matriz cuadrada m=n

    Diagonal principal

    Nmero de incngnitas

    Nmero de

    ecuaciones

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    Reglas de operaciones con matrices

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    Representacin de ecuaciones algebraicas

    lineales en forma matricial

    Solving for X

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    Part 3 10

    Noncomputer Methods for Solving

    Systems of Equations

    For small number of equations (n 3) linear

    equations can be solved readily by simple

    techniques such as method of elimination.

    Linear algebra provides the tools to solve such

    systems of linear equations.

    Nowadays, easy access to computers makes

    the solution of large sets of linear algebraic

    equations possible and practical.

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    Part 3 11

    Gauss EliminationChapter 9

    Solving Small Numbers of Equations

    There are many ways to solve a system of

    linear equations:

    Graphical method

    Cramers rule

    Method of elimination

    Computer methods

    For n 3

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    Part 3 12

    Graphical Method

    For two equations:

    Solve both equations for x2:

    2222121

    1212111

    bxaxa

    bxaxa

    22

    21

    22

    212

    1212

    1

    112

    11

    2 intercept(slope)

    a

    bx

    a

    ax

    xxa

    bx

    a

    ax

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    Part 3 13

    Plot x2 vs. x1

    on rectilinear

    paper, the

    intersection of

    the lines

    present the

    solution.

    Fig. 9.1

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    Part 3 14

    Graphical Method

    Or equate and solve for x1

    12

    11

    22

    21

    12

    1

    22

    2

    12

    11

    22

    21

    22

    2

    12

    1

    1

    22

    2

    12

    11

    12

    11

    22

    21

    22

    21

    22

    21

    12

    11

    12

    112

    0

    a

    a

    a

    a

    a

    b

    a

    b

    a

    a

    a

    a

    a

    b

    a

    b

    x

    a

    b

    a

    bx

    a

    a

    a

    a

    a

    bx

    a

    a

    a

    bx

    a

    ax

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    Part 3 15

    Figure 9.2

    No solution Infinite solutions Ill-conditioned

    (Slopes are too close)

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    Part 3 16

    Determinants and Cramers Rule

    Determinant can be illustrated for a set of three

    equations:

    Where A is the coefficient matrix:

    bAx

    333231

    232221

    131211

    aaa

    aaa

    aaa

    A

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    Part 3 17

    Assuming all matrices are square matrices, thereis a number associated with each square matrix A

    called the determinant, D, of A. (D=det (A)). If[A] is order 1, then [A] has one element:

    A=[a11]

    D=a11 For a square matrix of order 2, A=

    the determinant is D= a11 a22-a21 a12a11 a12

    a21 a22

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    Part 3 18

    For a square matrix of order 3, the minor of

    an element aij is the determinant of the matrixof order 2 by deleting row i and columnj of A.

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    Part 3 19

    22313221

    3231

    2221

    13

    23313321

    3331

    2321

    12

    23323322

    3332

    2322

    11

    333231

    232221

    131211

    aaaaaa

    aaD

    aaaaaa

    aaD

    aaaaaa

    aa

    D

    aaa

    aaa

    aaa

    D

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    Part 3 20

    3231

    2221

    13

    3331

    2321

    12

    3332

    2322

    11aa

    aaa

    aa

    aaa

    aa

    aaaD

    Cramers rule expresses the solution of a

    systems of linear equations in terms of ratios

    of determinants of the array of coefficients ofthe equations. For example, x1 would be

    computed as:

    D

    aab

    aab

    aab

    x33323

    23222

    13121

    1

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    Part 3 23

    Method of Elimination

    The basic strategy is to successively solve one

    of the equations of the set for one of the

    unknowns and to eliminate that variable from

    the remaining equations by substitution.

    The elimination of unknowns can be extended

    to systems with more than two or three

    equations; however, the method becomesextremely tedious to solve by hand.

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    Relacin con Cramer

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    Part 3 25

    Naive Gauss Elimination

    Extension ofmethod of elimination to largesets of equations by developing a systematicscheme or algorithm to eliminate unknowns

    and to back substitute. As in the case of the solution of two equations,

    the technique for n equations consists of twophases:

    Forward elimination of unknowns

    Back substitution

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    Part 3 26

    Fig. 9.3

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    Generalizando

    Multiplicando ec 1

    Restando ec2 de la nueva ec1

    Reescribiendo ec anterior

    a32/a22 = nuevo

    elemento pivote

    Elemento pivote

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    Part 3 31

    Pitfalls of Elimination Methods

    Division by zero. It is possible that during bothelimination and back-substitution phases a divisionby zero can occur.

    Round-off errors.

    Ill-conditioned systems. Systems where small changesin coefficients result in large changes in the solution.Alternatively, it happens when two or more equationsare nearly identical, resulting a wide ranges of

    answers to approximately satisfy the equations. Sinceround off errors can induce small changes in thecoefficients, these changes can lead to large solutionerrors.

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    Part 3 32

    Singular systems. When two equations are

    identical, we would loose one degree offreedom and be dealing with the impossiblecase ofn-1 equations for n unknowns. Forlarge sets of equations, it may not be obvious

    however. The fact that the determinant of asingular system is zero can be used and testedby computer algorithm after the eliminationstage. If a zero diagonal element is created,calculation is terminated.

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    Part 3 33

    Techniques for Improving Solutions

    Use of more significant figures.

    Pivoting. If a pivot element is zero,normalization step leads to division by zero.

    The same problem may arise, when the pivotelement is close to zero. Problem can beavoided: Partial pivoting. Switching the rows so that the

    largest element is the pivot element.

    Complete pivoting. Searching for the largestelement in all rows and columns then switching.

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    Cramer o sustitucin

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    Determinant Evaluation Using Gauss Elimination

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    Casi cero !!!

    Depende del numero de cifras

    significativas

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    SCALING

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    Part 3 44

    Gauss-Jordan

    It is a variation of Gauss elimination. Themajor differences are:

    When an unknown is eliminated, it is eliminated

    from all other equations rather than just thesubsequent ones.

    All rows are normalized by dividing them by theirpivot elements.

    Elimination step results in an identity matrix. Consequently, it is not necessary to employ back

    substitution to obtain solution.

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    Descomposicin LU e inversin de

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    Descomposicin LU e inversin de

    Matrices

    [A]{X}={B}

    [A]{X}-{B}=0

    [U]{X}-{D}=0

    Gauss

    Elimination

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    De la eliminacin hacia delante de Gauss

    tenemos :

    Finalmente

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    Encontrando d aplicando la eliminacin

    hacia adelante pero solo sobre el vector B

    Encontrando X aplicando la sustitucin

    hacia atrs

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    Matriz Inversa

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    Homework

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    Homework