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    Linear Algebraic Equations

    Cheng-Liang ChenPSELABORATORY

    Department of Chemical EngineeringNational TAIWAN University

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    Chen CL 1

    Linear Algebraic Equations and Gauss Elimination

    x+y+ 2z = 2 (1)3x y+z = 6 (2)

    x+ 3y+ 4z = 4 (3)

    (3)(1) 2y+ 2z = 2 (4)(2)+3(1) 2y+ 7z = 12 (5)

    (5)

    (4) 5z = 10 (6) ( z= 2)z=2 in (4) y = 1 (7)

    z=2,y=1 in (1)

    x = 1 (8)

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    Chen CL 2

    Linear Algebraic Equations and Gauss Elimination

    1. Equation (1) is thepivotequation

    2. Multiply it by

    1 and add the result to (3)

    to obtain2y+ 2z = 2 (equivalent toy+ z = 1)

    x+y+ 2z = 2 (1)3x

    y+z = 6 (2)

    x+ 3y+ 4z = 4 (3)

    3. Next multiply (1) by3 and add the result to (2)to obtain 2y+ 7z= 12

    Thus we have a new set of two equations in twounknowns (y, z):

    y+z = 1 (4)

    2y+ 7z = 12 (5)

    4. Equation (4) is the newpivotequation.

    5. Multiply (4) by2 and add the result to (5)to obtain 5z = 10 (orz = 2)

    6. Substitutez = 2 into (4) to obtain y+ 2 = 1 (ory = 1)

    7. Then substitutey= 1 andz = 2 into (1)to obtainx 1 + 4 = 2 (orx= 1)

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    Chen CL 3

    Test Your Understanding

    T6.1-1

    Solve the following equations using Gauss elimination:

    6x 3y+ 4z = 4112x+ 5y

    7z =

    26

    5x+ 2y+ 6z = 14

    (Answer:x= 2, y= 3, z = 5.)

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    Chen CL 4

    Singular and Ill-Conditioned Problems

    3x 4y = 56x 10y = 2

    unique solution, x= 7, y= 4

    3x 4y = 56x 8y = 10

    singular, infinite # solution

    3x

    4y = 5

    6x 8y = 3 singular, no solution

    C C

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    Chen CL 5

    Ch CL 6

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    Chen CL 6

    function P363b

    x = [6 : 0.25 : 8];

    y_1 = (3*x-5)/4;

    y_2 = (6*x-2)/10;

    subplot(3,1,1)plot(x,y_1,x,y_2),...

    xlabel(x),ylabel(y),...

    title(Unique solution),...

    legend(Line 1,Line 2)

    y_3 = (6*x-10)/8;

    subplot(3,1,2)plot(x,y_1,x,y_3,o),...

    xlabel(x),ylabel(y),...

    title(Singular, No unique soln),...

    legend(Line 1,Line 2)

    y_4 = (6*x-3)/8;

    subplot(3,1,3)

    plot(x,y_1,x,y_4),...

    xlabel(x),ylabel(y),...

    title(Singular, No solution),...

    legend(Line 1,Line 2)

    Ch CL 7

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    Chen CL 7

    Homogeneous Equations (zero RHSs)

    6x+ay = 0 (1)

    2x+ 4y = 0 (2)

    (1)3(2)

    (a 12)y = 0

    Case 1: y = 0 only ifa = 12y=0 in (1)

    x = 0

    Case 2: 0y = 0 ifa= 12

    x = 2y infinite # of solutions

    Ch CL 8

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    Chen CL 8

    Ill-Conditioned EquationsAnIll-Conditionedset of equations is a set that is close to being

    singular

    3x 4y = 56x 8.002y = 3

    y = 3x 54

    x= 4668y =

    3x 1.54.001

    y= 3500

    But if we had carried only two significant figures We would have rounded the denominator of the latter

    expression to 4.0

    Two expressions for y have the same slope (parallel)

    No solution ill-conditioned status (soln dep.s on accuracy)

    Ch CL 9

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    Chen CL 9

    Test Your Understanding

    T6.1-2Show that the following set has no solution.

    4x+ 5y = 10

    12x 15y = 8

    T6.1-3

    For what value ofb will the following set have a solution in which

    both x and y are nonzero? Find the relation between x and y.

    4x by = 03x+ 6y = 0

    (Answer: Ifb= 8, x= 2. Ifb = 8, x=y= 0.)

    Chen CL 10

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    Chen CL 10

    Matrix Methods for Linear Equations

    2x1+ 9x2 = 5

    3x1

    4x2 = 7

    2 9

    3 4

    A

    x1

    x2

    x

    =

    5

    7

    b

    Ax = b

    a11x1+a12x2+ +a1nxn = b1a21x1+a22x2+ +a2nxn = b2

    am1x1+am2x2+ +amnxn = bm

    a11 a12 a1na21 a22 a2n

    am1 am2 amn

    A

    x1

    x2...

    xn

    x

    =

    b1

    b2...

    bm

    b

    Ax = b

    Chen CL 11

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    Chen CL 11

    Determinant and Singular Problems

    A=

    3 4 16 10 2

    9 7 8

    A = [3,-4,1; 6,10,2; 9,-7,8];

    det(A)

    ans =

    8

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    Chen CL 13

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    Chen CL 13

    Left-division Method With Three Unknowns

    Example: Use the left-division method to solve the following set:

    3x+ 2y 9z = 659x 5y+ 2z = 16

    6x+ 7y+ 3z = 5

    Solution:

    A =

    3 2

    9

    9 5 26 7 3

    We can use MATLAB to check the determinant ofA to see

    whether the problem is singular.

    Chen CL 14

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    Chen CL 14

    A = [3, 2, -9; -9, -5, 2; 6, 7, 3];

    b = [-65; 16; 5];det_A = det(A),...

    soln = A\b ,... % Ax=b

    A*soln

    det_A =

    288

    soln =

    2.0000-4.0000

    7.0000

    ans =

    -65.0000

    16.0000

    5.0000

    Chen CL 15

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    Chen CL 15

    Example: An Electrical-resistance Network

    The circuit shown in the following Figure has five resistances and applied voltages.Assuming that the positive directions of current flow are in the directions shown inthe figure, Kirchhoffs voltage law applied to each loop in the circuit gives

    v1+R1i1+R4i4 = 0R4+R2i2+R5i5 = 0R5i5+R3i3+v2 = 0

    Conservation of charge applied at each node in the circuit gives

    i1 = i2+i4

    i2 = i3+i5

    You can use these two equations to eliminate i4 andi5 from the first three

    Chen CL 16

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    Chen CL 16

    equations. The results is:

    (R1+R4)i1 R4i2 = v1

    R4i1+ (R2+R4+R5)i2

    R5i3 = 0

    R5i2 (R3+R5)i3 = v2

    Thus we have three equations in three unknowns: i1, i2, and i3.

    Write a MATLAB script file that uses given values of the applied voltages v1andv2 and given values of the five resistances to solve for the currents i1, i2, and

    i3. Use the program to find the currents for the case R1= 5, R2= 100,

    R3= 200, R4= 1504, R5= 250 k, v1= 100, andv2= 50 volts. (Note that 1

    k = 1000)

    Chen CL 17

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    Chen CL 17

    Solution:

    % File resist.m % Solvers for the currents i_1, i_2, i_3

    R = [5, 100, 200, 150, 250]*1000;v1 = 100; v2 = 50;

    A1 = [R(1) + R(4), -R(4), 0];

    A2 = [-R(4), R(2) + R(4) + R(5), -R(5)];

    A3 = [0, R(5), -(R(3) + R(5))];

    A = [A1; A2; A3];

    b = [v1; 0; v2];current = A\b;

    disp(The currents are:)

    disp(current)

    >> resist % run resist.m

    The currents are:

    1.0e-003*

    0.9544

    0.3195

    0.0664 % i_1,i_2,i_3 = 0.9544, 0.3195, 0.0664 mA

    Chen CL 18

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    Chen CL 18

    Example: Ethanol Production

    Engineers in the food and chemical industries use fermentation in many processes.

    The following equation describes Bakers yeast fermentation.

    a(C6H12O6) +b(O2) +c(N H3)

    C6H10N O3+d(H2O) +e(CO2) +f(C2H6O)

    The variables a, b, . . . , f represent the masses of the products involved in theequation. In this formula C6H12O6 representsglucose, C6H10N O3 representsyeast, andC2H6O representsethanol. This reaction produces ethanol, in additionto water and carbon dioxide. We want to determine the amount of ethanol fproduced. The number ofC, O, N, and Hatoms on the left must balance thoseon the right side of the equation. This gives four equations:

    Cbalance 6a = 6 +e+ 2f

    O balance 6a+ 2b = 3 +d+ 2e+f

    N balance c = 1

    Hbalance 12a+ 3c = 10 + 2d+ 6f

    Chen CL 19

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    Chen CL 19

    The fermentor is equipped with anoxygensensor and acarbon dioxidesensor.These enable us to compute the respiratory quotient R:

    R=CO2

    O2=

    e

    b

    Thus the fifth equation is Rb e= 0. The yeast yield Y (grams of yeastproduced per gram of glucose consumed) is related to a as follows .

    Y =

    144

    180a

    Where 144 is the molecular weight of yeast and 180 is the molecular weight of

    glucose. By measuring the yeast yield Ywe can compute a as follows:

    a= 144/180Y. This is the sixth equation.

    Write a user-defined function that computes f, the amount of ethanol produced,

    withR andYas the functions arguments. Test your function for two cases where

    Y is measure to be 0.5: (a) R= 1.1 and (b) R= 1.05.

    Chen CL 20

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    Chen CL 20

    Solution: let x1 b, x2 d, x3 e, x4 f

    x3

    2x4 = 6

    6(144/180Y)

    2x1 x2 2x3 x4 = 3 6(144/180Y)2x2 6x4 = 7 12(144/180Y)

    Rx1 x3 = 0

    In matrix form:

    0 0 1 2

    2 1 2 10 2 0 6

    R 0 1 0

    x1

    x2x3

    x4

    = 6 6(144/180Y)

    3 6(144/180Y)7 12(144/180Y)

    0

    The function file and the the session:

    Chen CL 21

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    funtion E = ethanol(R,Y)

    % Computes ethanol produced

    % from yeast reaction.

    A = [0, 0,-1,-2; 2,-1,-2,-1; ...0,-2, 0,-6; R, 0,-1, 0];

    b = [6 - 6*(144./(180*Y)); ...

    3 - 6*(144./(180*Y)); ...

    7 - 12*(144./(180*Y)); 0];x = A\b;

    E = x(4);

    E_1 = ethanol(1.1, 0.5)

    E_2 = ethanol(1.05,0.5)

    E_1 =

    0.0654E_2 =

    -0.0717

    Chen CL 22

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    Matrix Inverse

    Ax = b

    A1A = AA1 = I

    A1Ax = A1b

    x = A1b

    Chen CL 23

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    Example: Calculation Of Cable Tension

    A mass m is suspended by three cables attached at the three points B, C, and D,

    as shown in the following figure. Let T1, T2, and T3 be the tensions in the threecables AB, AC, and AD, respectively. If the mass m is stationary, the sum of thetension components in the x, in the y, and in the z directions must each be zero.This requirement gives the following three equations:

    T135

    3T234

    + T3

    42= 0

    3T135

    4T342

    = 0

    5T135

    + 5T2

    34+ 5T

    342

    mg = 0

    Use MATLAB to findT1, T2, andT3 in terms of an unspecified value of theweight mg.

    Solution: set mg= 1

    Chen CL 24

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    A =

    135

    334

    142

    335

    0 442

    535

    534

    542

    x =

    T1

    T2

    T3

    b =

    0

    0

    1

    % File cable.m

    % Computes the tensions in three cables.

    A1 = [1/sqrt(35), -3/sqrt(34), 1/sqrt(42)];

    A2 = [3/sqrt(35), 0, -4/sqrt(42)];

    A3 = [5/sqrt(35), 5/sqrt(34), 5/sqrt(42)];

    A = [A1; A2; A3];

    b = [ 0; 0; 1];

    x = A\b;

    disp(The tension T_1 is:)

    disp(x(1))disp(The tension T_2 is:)

    disp(x(2))

    disp(The tension T_3 is:)

    disp(x(3))

    The tension T_1 is:

    0.5071 % 0.5071 mg

    The tension T_2 is:

    0.2915 % 0.2915 mg

    The tension T_3 is:0.4166 % 0.4166 mg

    Chen CL 25

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    Example: The Matrix Inverse Method

    Solve the following equations using the matrix inverse:

    2x+ 9y = 5

    3x 4y = 7

    Solution:

    A = 2 9

    3 4

    Its determinant is|A| = 2(4) 9(3) = 35, and its inverse is

    A

    1

    =

    1

    35 4 93 2 = 135 4 93 2 The solution is

    x = A1b = 1

    35 4 9

    3 2 5

    7 = 1

    35 83

    1

    Chen CL 26

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    The Matrix Inverse inMATLAB

    A = [2, 9; 3, -4];

    b = [5; 7]x = inv(A)*b

    x =

    2.37140.0286

    Chen CL 27

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    Test Your Understanding

    T6.2-1

    Use the matrix inverse method to solve the following set by handby using MATLAB: (Answer:x= 7, y= 4.)

    3x 4y = 5

    6x 10y = 2

    T6.2-2

    Use the matrix inverse method to solve the following set by hand

    and by using MATLAB:

    3x 4y = 56x 8y = 2

    (Answer: no solution.)

    Chen CL 28

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    Cramers Method

    a11x+a12y = b1

    a21x+a22y = b2 a22(a11x+a12y) = a22b1a12(a21x+a22y) = a12b2

    x = b1a22

    b2a12

    a22a11 a12a21 =

    b1 a12

    b2 a22

    a11 a12

    a21 a22

    D1

    D

    y = b2a11 b1a21a22a11 a12a21

    =

    a11 b1

    a21 b2

    a11 a12a21 a22

    D2

    D

    Note: IfD= 0 but D1 = 0 then x is undefinedIfD= 0 andD1= 0 then x has infinitely many soln.s

    Chen CL 29

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    Test Your Understanding

    T6.3-1Use Cramers method to solve for x and y in terms of the

    parameter b. For what value ofb is the set singular ?

    4x

    by = 5

    3x+ 6y = 3

    (Answer: x= (10 +b)/(8 b), y = 9/(8 b) unless b= 8.)

    Chen CL 30

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    T6.2-2

    UseCramers method to solve for y.

    UseMATLAB to evaluate the determinants.

    2x+y+ 2z = 17

    3y+z = 6

    2x 3y+ 4z = 19

    (Answer: y= 1.)

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    Chen CL 32

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    2x 4y+ 5z = 44x 2y+ 3z = 4

    2x+ 6y 8z = 0A = [2,-4,5; -4,-2,3; 2,6,-8];

    b = [-4, 4, 0];

    soln_left_div = A\b

    soln_pseudoin = pinv(A)*b

    Warning: Matrix is singular

    to working precision.

    soln_left_div =

    Inf

    Inf

    Inf

    soln_pseudoin =

    -1.2148

    0.2074

    -0.1481

    Chen CL 33

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    Matrix Rank

    Anm

    n matrix A has a rank r

    1 if and only if

    |A

    |contains a

    nonzeror r determinant and every square sub-determinant withr+ 1 or more rows is zero

    Example: The rank ofA=

    3 4 16 10 2

    9 7 3

    is 2 because|A| = 0

    whereas A contains at least one nonzero 2 2 subdeterminant.

    eg,|A| =

    10 2

    7 3

    = 44

    A = [3,-4,1; 6,10,2; 9,-7,3];

    rank(A)

    ans =

    2

    Chen CL 34

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    Existence and Uniqueness of Solutions

    Existence and Uniqueness of SolutionsThe set Ax= b with m equations and n unknowns has solutions

    if and only ifrank(A) = rank([A b])

    Letr= rank(A).

    1. If previous condition is satisfied and ifr=n,

    then the solution is unique

    2. If previous condition is satisfied and but r < n,

    an infinite number of solution exists andrunknown variables can

    be expressed as linear combination of the other n r unknownvariables, whose values are arbitrary.

    Chen CL 35

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    Homogeneous Case

    1. For the homogeneous set Ax = 0, rank(A) = rank([A b])

    always, and thus the set always has the trivial solution x= 0.

    2. A nonzero solution (at least one unknown is nonzero) exists ifand only ifrank(A) < n

    3. Ifm < n, the homogeneous set always has a nonzero solution

    Chen CL 36

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    Example: A Set Having A Unique Solution

    Determine whether the following set has a unique solution, and ifso,find it:

    3x 2y+ 8z = 486x+ 5y+z = 129x+ 4y+ 2z = 24

    Solution:

    A =

    3 2 8

    6 5 1

    9 4 2

    b =

    48

    12

    24

    x =

    x

    y

    z

    Chen CL 37

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    A = [3, -2, 8; -6, 5, 1; 9, 4, 2];

    b = [48; -12; 24];

    rank(A)

    ans =3

    rank([A b])

    ans =

    3

    x=A\b

    x =

    2

    -1

    5

    Chen CL 38

    Y U d di

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    Test Your Understanding

    T6.4-1

    UseMATLAB to show that the following set has a unique solutionand then find the solution:

    3x+ 12y 7z = 55x 6y 5z = 8

    2x+ 7y+ 9z = 5

    (Answer: The unique solution is

    x= 1.0204, y= 0.5940, z= 0.1332.)

    Chen CL 39

    Th Mi i E lid N S l i

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    The Minimum Euclidean Norm Solution

    Thepinvcommand can obtain a solution of an

    underdetermined set

    v = [x y z]

    N =

    vTv =

    [x y z]T

    xy

    z

    =

    x2 +y2 +z2

    Chen CL 40

    E l A U d d i d S

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    Example: An Under-determined Set

    Show that the following set does not have a unique solution. How many of the

    unknowns will be undetermined ? Interpret the results given by the left-divisionmethod.

    2x 4y+ 5z = 44x 2y+ 3z = 4

    2x+ 6y 8z = 0

    Solution:A = [2, -4, 5; -4, -2, 3;...

    2, 6, -8];

    b = [-4; 4; 0];r1 = rank(A)

    r2 = rank([A b])

    r1 =

    2

    r2 =

    2

    infinite no. of solutions

    soln = pinv(A)*b

    soln =

    -1.2148

    0.2074

    -0.1481

    Chen CL 41

    E A S i ll I d i P bl

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    Ex: A Statically-Indeterminate Problem

    Determine the forces in the three equally spaced

    supports that hold up a light fixture. The supports

    are5 feet apart. The fixture weights 400 pounds,

    and its mass center is 4 feet from the right end.

    (a) Solve the problem by hands. (b) obtain the

    solution using the MATLABleft-division method

    and the pseudoinverse method.

    Solution:

    vertical force must cancel; total moments about right endpoint are zero

    Chen CL 42

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    T1+T2+T3 400 = 0400(4)

    10T1

    5T2 = 0

    or T1+T2+T3 = 400

    10T1+ 5T2+ 0T3 = 1600

    1 1 110 5 0

    A

    T1

    T2

    T3

    x

    = 400

    1600

    b

    [A b] = 1 1 1 40010 5 0 1600 T2 =

    1600 10T15

    = 320 2T1T1 = T3 80T2 = 320

    2T1= 320

    2(T3

    80) = 480

    2T3

    Chen CL 43

    l l ft A\b

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    A = [1, 1, 1; 10, 5, 0];

    b = [400; 1600];

    rank(A)

    ans =

    2

    rank([A b])

    ans =

    2

    soln_left = A\b

    soln_pseu = pinv(A)*b

    soln_left =

    160.0000

    0240.0000

    soln_pseu =

    93.3333 % min norm soln

    133.3333

    173.3333

    norm_left = sqrt(sum(soln_left.^2))norm_pseu = sqrt(sum(soln_pseu.^2))

    norm_left =

    288.4441

    norm_pseu =

    237.7674

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    Chen CL 45

    Th R d d R E h l F

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    The Reduced Row Echelon Form

    T1

    = T3

    80

    T2 = 480 2T3 T1 T3 = 80

    T2+ 2T3 = 480

    1 0 10 1 2

    T1

    T2

    T3

    = 80480

    1 0 1 800 1 2 480

    rref([A b])command provides a procedure to reduce an underdetermined set tosuch a reduced row echelon form

    Its output is the augmented matrix [C d] that corresponds to the equation set

    Cx= d

    Chen CL 46

    E l A Si l S t

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    Example: A Singular Set

    The following under-determined equation set was analyzed in

    previous Example. There it was shown that an infinite number of

    solutions exists. Use the pinv and the rrefcommands to obtain

    solutions.

    2x 4y+ 5z = 4

    4x 2y+ 3z = 42x+ 6y 8z = 0

    Solution:

    Chen CL 47

    A = [2 4 5; 4 2 3;

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    A = [2, -4, 5; -4, -2, 3;...

    2, 6, -8];

    b = [-4; 4; 0];

    x = pinv(A)*b

    x =-1.2148

    0.2074

    -0.1481

    rref([A b])

    ans =

    1 0 -0.1 -1.2000

    0 1 -1.3 0.40000 0 0 0

    The answer corresponds to the augmented matrix [C d],

    [C d] =

    1 0 0.1 1.20 1 1.3 0.40 0 0 0

    The matrix corresponds to the matrix equation Cx= d, or

    x+ 0y 0.1z = 1.20x+y 1.3z = 0.40x+ 0y+ 0z = 0.0

    x = 0.1z 1.2y = 1.3z+ 0.4

    z = arbitrary value

    Chen CL 48

    E a le P od ctio Pla i

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    Example: Production Planning

    The following table shows how many hours reactors A and B need to produce 1ton each of the chemical products 1, 2, and3. The two reactors are available for

    40 hours and 30 hours per week, respectively. Determine how many tons of eachproduct can be produced each week.

    Hours Product 1 Product 2 Product 3

    Reactor A 5 3 3

    Reactor B 3 3 4

    Solution:

    5x+ 3y+ 3z = 40

    3x+ 3y+ 4z = 30

    A =

    5 3 3

    3 3 4

    b =

    40

    30

    x =

    x

    y

    z

    Chen CL 49

    Note: rank(A) = rank([A b]) = 2 which is less than the number of unknowns

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    Note: rank(A) = rank([A b]) = 2, which is less than the number of unknowns(3). Thus an infinite number of solution exists, and we can determine two of thevariables in terms of the third.Usingrref([A b]), whereA=[5,3,3; 3,3,4]andb=[40;30], we obtain the following

    reduced echelon augmented matrix,

    1 0 0.5 50 1 1.8333 5

    x 0.5z = 5y+ 1.8333z = 5

    x = 5 + 0.5zy = 5 1.8333z

    Suppose we make a profit of$400, $600, $100 per ton for products 1, 2 and3,

    Chen CL 50

    respectively

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    respectively.

    P = 400x+ 600y+ 100z

    = 400(5 + 0.5z) + 600(5

    1.8333z) + 100z

    = 5000 800z

    To maximize profit P, choose z = 0 x= y = 5 tons.

    Chen CL 51

    Example: Traffic Engineering

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    Example: Traffic Engineering

    A traffic engineer wants to know whether measurements of traffic flow entering

    and leaving a road network are sufficient to predict the traffic flow on each street

    in the network. For example, consider the network of one-way streets shown in the

    following Figure. The numbers in the figure give the measured traffic flows in

    vehicles per hour. Assume that no vehicles park anywhere within the network. If

    possible, calculate the traffic f1, f2, f3, andf4. If this is not possible, suggest

    how to obtain the necessary information.

    Chen CL 52

    Solution:

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    Solution:

    100 + 200 = f1+f4

    f1+f2 = 300 + 200

    600 + 400 = f2+f3

    f3+f4 = 300 + 500

    A =

    1 0 0 1

    1 1 0 00 1 1 0

    0 0 1 1

    b = 300

    5001000

    800

    x = f1

    f2f3

    f4

    rref([A b])

    1 0 0 1 3000 1 0 1 2000 0 1 1 800

    0 0 0 0 0

    f1 = 300 f4

    f2 = 200 +f4

    f3 = 800 f4

    Chen CL 53

    Test Your Understanding

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    Test Your Understanding

    T6.4-3

    Use the rref and pinv commands and the left-division method to solve thefollowing set:

    3x+ 5y+ 6z = 6

    8x

    y+ 2z = 1

    5x 6y 4z = 5

    (Answer: The set has an infinite number of solutions. The result obtainedwith the rref commands is x = 0.2558 0.3721z, y = 1.0465 0.9767z, z isarbitrary. The pinv commands gives x= 0.0571, y = 0.5249, z = 0.5340. The

    left-division method generates an error message.)

    Chen CL 54

    T6.4-4

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    T6.4 4Use the rref and pinv commands and the left-division method to solve thefollowing set:

    3x+ 5y+ 6z = 4x 2y 3z = 10

    (Answer: The set has an infinite number of solutions. The result obtained withtherrefcommands isx = 0.2727z + 5.2727 0.3721z,y = 1.3636z 2.3636,z is arbitrary. The pinv commands gives x= 4.8000, y = 0, z = 1.7333. Thepseudoinverse method gives x= 4.8396, y= 0.1972, z= 1.5887.)

    Chen CL 55

    Overdetermined Systems: The Least

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    Overdetermined Systems: The LeastSquares Method

    Suppose we have the following three data points, and we want to find the straightline y=mx+b that best fits the data in some sense.

    x y0 2

    5 6

    10 11

    (a) Find the coefficients m andb by using the least squares criterion. (b) Find the

    coefficients by using MATLAB to solve the three equations (one for each data

    point) for the two unknowns m andb. Compare the answers from (a) and (b).

    Solution:

    Chen CL 56

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    J=

    i=3i=1

    (mxi+b yi)2

    J= (0m+b 2)2

    + (5m+b 6)2

    + (10m+b 11)2

    Chen CL 57

    J2(5 b 6)(5) 2(10 b 11)(10)

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    m = 2(5m+b 6)(5) + 2(10m+b 11)(10)

    = 250m+ 30b 280 = 0J

    b

    = 2(b

    2) + 2(5m+b

    6) + 2(10m+b

    11)

    = 30m+ 6b 38 = 0

    250m+ 30b = 280

    30m+ 6b = 38 m= 0.9, b= 11

    6 (y = 0.9x+ 11/6)

    Evaluate y=mx+b at each data point:

    0m+b = 2

    5m+b = 6

    10m+b = 11

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    Chen CL 59

    Example: An Over-determined Set

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    Example: An Over-determined Set

    (a) Solve the following equations by hand and (b) solve them using MATLAB.

    Discuss the solution for two cases: c= 9 andc= 10.

    x+y = 1

    x+ 2y = 3

    x+ 5y = c

    Solution:

    A =

    1 1

    1 2

    1 5

    [A b] = 1 1 1

    1 2 3

    1 5 c

    c= 9 rank(A) = rank([A b]) = 2 A\bgives unique solution x= 1, y= 2

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    Chen CL 61

    Fitting Models by Least Squares

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    Fitting Models by Least Squares

    inputs = xi1, xi2,

    , xip output=yi, i= 1, . . . , n

    (y1 ; x11, x12, , x1p) (1st observation data)(y2 ; x21, x22, , x2p) (2nd observation data)

    ... ...

    (yn ; xn1, xn2, , xnp) (nth observation data)y = 1x1+2x2+ +pxp (linear model)

    y1 = 1x11+2x12+ +px1p+1y2 = 1x21+2x22+ +px2p+2

    ... ...

    yn

    obs= 1xn1+2xn2+ +pxnp model output

    + n

    error

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    Chen CL 64

    Test Your Understanding

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    Test Your Understanding

    T6.5-1

    Use MATLAB to solve the following set:

    x 3y = 23x+ 5y = 7

    70x

    28y = 153

    (Answer: The unique solution, x = 2.2143, y = 0.0714, is given by theleft-division method.)

    T6.5-2

    Use MATLAB to solve the following set:

    x 3y = 23x+ 5y = 7

    5x

    2y =

    4

    (Answer: no exact solution.)

    Chen CL 65

    AMATLABProgram to Solve Linear Equations

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    g t S q t

    Chen CL 66

    % Script file lineq.m

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    p q

    % Solve the set Ax=b, given A and b

    % Check the ranks of A and [A b]

    if rank(A) == rank([A b]) % A, [A b]: equal ranks

    size_A = size(A);

    if rank(A) == size_A(2) % rank of A = no unknowns

    disp(There is a unique solution: )

    x = A\b % solve using left division

    else % rank of A # no unknownsdisp(There is an infinite no of solutions.)

    disp(The augmented matrix of reduced system: )

    rref([A b]) % compute augmented matrix

    endelse % A, [A b]: not equal ranks

    disp(There are no solutions )

    end

    Chen CL 67

    A = [1, -1; 1, 1]; b = [3; 5];

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    lineq

    There is a unique solution:

    x =

    41

    A = [1, -1; 2, -2]; b = [3; 6];

    lineq

    There is an infinite no of solutions.

    The augmented matrix of reduced system:

    ans =

    1 -1 3

    0 0 0

    A = [1, -1; 2, -2]; b = [3; 5];

    lineq

    There are no solutions

    Chen CL 68

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    Thank You for Your AttentionQuestions Are Welcome