SCIENTIFIC COMPUTATION

UNIT � I

1.1 INTRODUCTION:

Very often simultaneous linear algebraic equations are encountered especially in

the field of Science and engineering and hence methods are needed to solve them.
Simultaneous equations can be solved using Cramer�s rule or matrix method. These
methods are tedious when they are applied to equations involving larger number of
variables. Birth of computers leads to new methods which prove handy to solve
larger variable problems. New methods are two types: (1) Direct method (2) Indirect
method.

Consider system of n linear algebraic equations in n unknowns.

a11 x1+a12 x2 + ��. + a1n xn = b1

a21 x1 + a22 x2 + �. + a2nxn = b2 ���.(1)

.
.
.

a n1 x1 + an2 x2 +�� + annxn = bn.

Where aij, i= 1,2 �.n j = 1,2 �..n are known coefficients, bi, i=1,2 �.. n
are the known values and xi i = 1,2 �. n are the unknowns to be found.

1.2 Gauss � Elimination method.

The above system of equations may be represented in the matrix equation

A X = B ------------------- 2

Where A = a11 a12 ��.a1n x1 b1

a21 a22 �. a2n x2 b2
������� x = . and B = .
an1 an2 ann. . .
. .
xn bn

The matrix (A,B) got by adjoining column B to A is called augmented matrix.

(A,B) = a11 a12 ��.a1n b1

a21 a22 �. a 2n b2
������� . ------------------ 3
an1 an2 ann. .
bn

Now reduce the (A,B) to upper triangular matrix. If a11 ? 0 divide first row by
a11. To make a21 zero multiply first row by � a21 and add it to second row.
Similarly to make a31 zero the required operation is � a31 first row + third row.
-----
a11
Similar operations to all the rows reduce the matrix to the form
a11 a12 a13 � a1n b1
a21 a22 b23 �. b2n c2
0 �������..
 0 bn2 ����..bnn cn

To make the elements b22, b32 �..bn2 zero the operation required is
-b i2
------- x second row + i th row b 22