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ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 12 System of Linear Equations

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ECIV 301. Programming & Graphics Numerical Methods for Engineers Lecture 12 System of Linear Equations. Objectives. Introduction to Matrix Algebra Express System of Equations in Matrix Form Introduce Methods for Solving Systems of Equations Advantages and Disadvantages of each Method. - PowerPoint PPT Presentation

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Page 1: ECIV 301

ECIV 301

Programming & Graphics

Numerical Methods for Engineers

Lecture 12

System of Linear Equations

Page 2: ECIV 301

Objectives

• Introduction to Matrix Algebra

• Express System of Equations in Matrix Form

• Introduce Methods for Solving Systems of Equations

• Advantages and Disadvantages of each Method

Page 3: ECIV 301

Matrix Algebra

nm3n2n1n

m3333231

m2232221

m1131211

aaaa

aaaa

aaaa

aaaa

A

Rectangular Array of Elements Represented by a single symbol [A]

Page 4: ECIV 301

Matrix Algebra

nm3n2n1n

m3333231

m2232221

m1131211

aaaa

aaaa

aaaa

aaaa

A

Row 1

Row 3

Column 2 Column m

n x m Matrix

Page 5: ECIV 301

nm3n2n1n

m3333231

m2232221

m1131211

aaaa

aaaa

aaaa

aaaa

A

Matrix Algebra

32a

3rd Row

2nd Column

Page 6: ECIV 301

Matrix Algebra

m321 bbbbB

1 Row, m Columns

Row Vector

B

Page 7: ECIV 301

Matrix Algebra

n

3

2

1

c

c

c

c

C

n Rows, 1 Column

Column Vector

C

Page 8: ECIV 301

Matrix Algebra

5554535251

4544434241

3534333231

2524232221

1514131211

aaaaa

aaaaa

aaaaa

aaaaa

aaaaa

A

If n = m Square Matrix

e.g. n=m=5e.g. n=m=5Main Diagonal

Page 9: ECIV 301

Matrix Algebra

9264

2732

6381

4215

A

Special Types of Square Matrices

Symmetric: aSymmetric: aijij = a = ajiji

Page 10: ECIV 301

Matrix Algebra

9000

0700

0080

0005

A

Diagonal: aDiagonal: aijij = 0, i = 0, ijj

Special Types of Square Matrices

Page 11: ECIV 301

Matrix Algebra

1000

0100

0010

0001

I

Identity: aIdentity: aiiii=1.0 a=1.0 aijij = 0, i = 0, ijj

Special Types of Square Matrices

Page 12: ECIV 301

nm

m333

m22322

m1131211

a000

aa00

aaa0

aaaa

A

Matrix Algebra

Upper TriangularUpper Triangular

Special Types of Square Matrices

Page 13: ECIV 301

nm3n2n1n

333231

2221

11

aaaa

0aaa

00aa

000a

A

Matrix Algebra

Lower TriangularLower Triangular

Special Types of Square Matrices

Page 14: ECIV 301

nm

3332

232221

1211

a000

0aa0

0aaa

00aa

A

Matrix Algebra

BandedBanded

Special Types of Square Matrices

Page 15: ECIV 301

Matrix Operating Rules - Equality

nm3n2n1n

m3333231

m2232221

m1131211

aaaa

aaaa

aaaa

aaaa

A

pq3p2p1p

q3333231

q2232221

q1131211

bbbb

bbab

bbbb

bbbb

B

[A]mxn=[B]pxq

n=p m=q aij=bij

Page 16: ECIV 301

Matrix Operating Rules - Addition

nm3n2n1n

m3333231

m2232221

m1131211

aaaa

aaaa

aaaa

aaaa

A

pq3p2p1p

q3333231

q2232221

q1131211

bbbb

bbab

bbbb

bbbb

B

[C]mxn= [A]mxn+[B]pxq

n=p

m=qcij = aij+bij

Page 17: ECIV 301

Matrix Operating Rules - Addition

Properties

[A]+[B] = [B]+[A]

[A]+([B]+[C]) = ([A]+[B])+[C]

Page 18: ECIV 301

Multiplication by Scalar

nm3n2n1n

m3333231

m2232221

m1131211

gagagaga

gagagaga

gagagaga

gagagaga

AgD

Page 19: ECIV 301

Matrix Multiplication

nm3n2n1n

m3333231

m2232221

m1131211

aaaa

aaaa

aaaa

aaaa

A

pq3p2p1p

q3333231

q2232221

q1131211

bbbb

bbab

bbbb

bbbb

B

[A] n x m . [B] p x q = [C] n x q

m=p

n

1kkjikij bac

Page 20: ECIV 301

Matrix Multiplication

nm3n2n1n

m3333231

m2232221

m1131211

aaaa

aaaa

aaaa

aaaa

A

pq3p2p1p

q3333231

q2232221

q1131211

bbbb

bbab

bbbb

bbbb

B

1nn13113

2112111111

baba

babac

11c

C

Page 21: ECIV 301

nm3n2n1n

m3333231

m2232221

m1131211

aaaa

aaaa

aaaa

aaaa

A

Matrix Multiplication

pq3p2p1p

q3333231

q2232221

q1131211

bbbb

bbab

bbbb

bbbb

B

3nn23323

2322132123

baba

babac

23c

C

Page 22: ECIV 301

Matrix Multiplication

Example

Page 23: ECIV 301

Matrix Multiplication - Properties

Associative: [A]([B][C]) = ([A][B])[C]

If dimensions suitable

Distributive: [A]([B]+[C]) = [A][B]+[A] [C]

Attention: [A][B] [B][A]

Page 24: ECIV 301

nmm3m2m1

3n332313

2n322212

1n312111

T

aaaa

aaaa

aaaa

aaaa

A

nm3n2n1n

m3333231

m2232221

m1131211

aaaa

aaaa

aaaa

aaaa

A

Operations - Transpose

Page 25: ECIV 301

Operations - Inverse

[A] [A]-1

[A] [A]-1=[I]

If [A]-1 does not exist[A] is singular

Page 26: ECIV 301

Operations - Trace

5554535251

4544434241

3534333231

2524232221

1514131211

aaaaa

aaaaa

aaaaa

aaaaa

aaaaa

A

Square Matrix

tr[A] = tr[A] = aaiiii

Page 27: ECIV 301

Linear Equations in Matrix Form

10z8y3x5

6z3yx12

24z23y6x10

Page 28: ECIV 301

Linear Equations in Matrix Form

10z8y3x5

10

z

y

x

835

Page 29: ECIV 301

Linear Equations in Matrix Form

6

z

y

x

3112

6z3yx12

Page 30: ECIV 301

Linear Equations in Matrix Form

24

z

y

x

23610

24z23y6x10

Page 31: ECIV 301

23610

3112

835

z

y

x

24

6

10

10

z

y

x

835

6

z

y

x

3112

24

z

y

x

23610

Page 32: ECIV 301

Homework

Problems 9.1, 9.2, 9.3

Due Date: Oct 6