Solution to LINEAR ALGEBRAIC EQUATIONS
by GAUSS-JORDAN METHOD
Learning Outcomes:
At the end of the topic, the students have:
1. Solved problems involving linear algebraic equations.
2. Understood the importance of the diagonal dominance
of a system of equations and the application of pivoting.
3. Mastered the technique of eliminating the unknowns.
4. Developed a computer program to solve a system of
linear algebraic equations using the Gauss-Jordan
method.
Concept:
The GAUSS-JORDAN Method:
The Gauss-Jordan method is a variation of Gauss
Elimination. The difference is that the unknowns are
eliminated from all other equations rather than just the
subsequent ones. The final result of the elimination is an
identity matrix rather than the triangular matrix.
The graphical depiction of Gauss-Jordan method is
shown below.
a11 a12 a13 c1
a21 a22 a23 c2
a31 a32 a33 c3
1 0 0 c 1n
0 1 0 c 2n
0 0 1 c 3n
x1 0 0 = c 1n
0 x2 0 = c 2n
0 0 x3 = c 3n
Note: The superscript n means that the
elements of the right hand side vector have been
modified n times (for this case, n = 3)
The method is best illustrated by example.
Problem:
Use the Gauss-Jordan technique to solve the following
system of linear equations.
3x1 – 0.1x2 – 0.2x3 = 7.85
0.1x1 + 7x2 - 0.3x3 = -19.3
0.3x1 – 0.2x2 + 10x3 = 71.4
Procedure/Solution:
1. Express the coefficients and the right-hand-side as an
augmented matrix.
Pivot element
3 -0.1 -0.2 7.85 R1
0.1 7 -0.3 -19.3 R2
0.3 -0.2 10 71.4 R3
2. Arrange the rows such that the diagonal elements are
dominant and non-zero. This is to avoid division by zero
and to reduce round-off error.
The diagonal elements are already dominant. Hence,
no arrangement is needed.
3. Normalize the first row by dividing it by the pivot
element, a11 = 3.
1 -0.033333 -0.066667 2.616667 R1
0.1 7 -0.3 -19.3 R2
0.3 -0.2 10 71.4 R3
4. Eliminate the rest of x1 in the first column:
For the second row; R2 – R1(a21)
For the third row; R3 – R1(a31)
Pivot element
1 -0.033333 -0.066667 2.616667 R1
0 7.003333 -0.293333 -19.5617 R2
0 -0.190000 10.0200 70.6150 R3
5. Normalize the second row by dividing it by the pivot
element, a22’ = 7.003333.
1 -0.033333 -0.066667 2.616667 R1
0 1 -0.014885 -2.79320 R2
0 -0.190000 10.0200 70.6150 R3
6. Eliminate the rest of x2 in the second column:
For the first row; R1 – R2(a12’)
For the third row; R3 – R2(a32’)
Pivot element
1 0 -0.068063 2.52356 R1
0 1 -0.014885 -2.79320 R2
0 0 10.01200 70.0843 R3
7. Normalize the third row by dividing it by the pivot
element, a33” = 10.01200.
1 0 -0.068063 2.52356 R1
0 1 -0.014885 -2.79320 R2
0 0 1 7.00003 R3
8. Eliminate the rest of x3 in the third column:
For the first row; R1 – R3(a13’’)
For the second row; R2 – R3(a23’’)
1 0 0 3.00000
0 1 0 -2.50000
0 0 1 7.00000
9. The values of the unknowns are the last column after
the last elimination.
X1 = 3.00
X2 = -2.50
X3 = 7.00
Notice that no back substitution was required to
obtain the solution.
References:
Chapra (2005). Applied Numerical Methods with MATLAB.
Musto, J and Howard, W. (2009). Engineering Computation: An
Introduction using MATLAB & EXCEL.
Chapra and Canale (2002).Numerical Methods for Engineers.