NUMERICAL ANALYSIS cut D3]
3.0 Solution of Algebraic and transcendental equations
INTRODUCTION : problem of great importance in applied mathematics and engineering is
fo find the roots of an equation of the form f(x) = 0. The function
f(x) = agx"
wage 2 tag prtoy
Qy Are Constants with ag#0 is known as a polynomial of degree n. The
values of 1 making f(x) zero are known as zeroes or roots of the polynomial f(x) and every
polynomial of degree ‘n' has ‘n’ roots,
(1) where n is a positive integer and
Ag. Ay, AQ...
The equation of the form {(x) = 0 is called Algebraic or Transcendental accurding as f(x) is
Purely a polynomial in x or contains some other functions such as logarithmic, exponential and
trigonometric functions ete,
egil) xt42.
3x? 4.45 =0 is am algebraic equation.
2) 2x? +log(x—I)+e* + sin.x =0 is a transcendental equation.
Not
A transcendental equation may have a finite or an infinite number
of real roots and may
have no real roots at all,
{mn this section, we shall discuss some numerical methods for the solution of equations of the
form f(x) = 0. Here f(x) may be algebraic or transcendental or a combination of both.
Numerical methods of finding approximate roots of the given equation is a repetitive type of
Process known as iteration process, In each step the result of the previous Step is used and the
Process is carried out till we get the result to the desired degree of accuracy. All the numerical
methods are only approximate techniques for the solution of any problem and computers play an
important role in various numerical methods for obtaining the result to the highest deeree of
accunicy,
3.10 Initial approximations : Initial approximations to the root are often known from the
physical considerations of the problem, Otherwise graphical methods are generally used to
-obtain initial approximations to the root. Since the value of x, at which the graph of y= f(x)
intersects the x-axis gives the root of f(x) = 0 any value in the neighbourhood of this point
may be taken as an initial approximation to the root, If the equation f(x) = 0 ean be
conveniently written in the form f(x) =f2(x) then the point of interséction of the graph of
y=f\(x) and y= f(x) gives the root of f(x) = 0 and ‘therefore any value in the
neighbourhood of this point can be taken as an initial approximation to the root.
Another commonly used method to obtain the initial approximation to
intermediate value theorem which states :
If f(x) is a continuous function on some interval fa, b] and f(a) f(b) <0, then the equation
f(x) = 0 has at least one real root or an odd number of real roots in the interval (a, b).
We study the following methods of finding solution of Algebraic and transcendental equations :
the root is based upon theue theorem. ‘The
3 of locating the root of the equation f(x) = 0 between ‘a’ and 'b’ (a
0 +. the root lies in (2, 2.25)
III Stage : (3 approximation ): x3 = —(2+2.25)=2. 125
2
(x3) = £(2.125) = (2.125) -2(2.125)-5 = 0.346>0
‘the root lies in (2, 2.125)
IV Stage (4" approximation ) : x4 = se +2.125)= 2. 0625
f(x4) = £ (2.0625) = (2.0625)>-2(2.0625) ~5 =-0.35<0 -.the root lies in (2.0625 , 2.125)
V Stage (S" approximation ): x5 = 32.0625 +2.125) = 2.00375
Hence the required approximate root correct to three decimal places =2. 094,
Note : Suppose we substitute the approximate root 2.094 in f(x) = x3-2x-5,
we get — 6.1534 which is small enough (tending to zero). Each approximation will be better
than the previous ones and obviously more number of iterative steps will lead to better accuracy
in the solution,
Example 3 : Use bisection method in six stages to obtain a root of the equation
f(x) = cosx-xe* =0
Solution : Let f(x) = cosx—xe*2.1780<0
0) =12 9,4)
e and f(1) is negative, the Toot lies in the interval (0, 1)
gince f(0) is posi
y*stage: (1" approximation) ; n=to+y=o. 5
2 .
Now f(a1) = F(0.5) = cos(0.5) -(0.5) e-5 = 0.053250
Now f(1) =~ 2.1780 <0 and £(0.5) =0.0532>0
Which implies there exists a root between 0.5 and 1
{1 Stage : (2 approximation ) : n=s05 +1) =0.75
f(xy) = £(0.75) = cos(0.75)-(0,75) e-75 = 0.8561 <0
Thus (0.5) >0 and £(0.75) <0
= aroot of f(x) =0 lies between 0.5 and 0.75
Ill Stage : (3" approximation ) : x35 Fos +0.75) = 0.625
£(x3) = f (0.625) = cos0.625 ~(0.625) e®-5 = ~0,3566 <0
Thus f(0.5) > 0 and £(0.625) <0 => aroot of f(x) = 0 lies between 0.5 and 0.625
IV stage : (4" approximation): x4= 705 +0.625) = 0.5625
f{xq) =£(0.5625) = cos(0.5625) - (0.5625) e565 = 0.1396 <0
{(0.5)>0 and £(0.5625) <0 => aroctof f(x) =0 lies between 0.5 and 0.5625
E
V Stage : (5! approximation ) : x5= os +0.5625) = 0.53125
f(x5) = £(0.53125) = cos(0.53125) - (0.53125)e9!75 = -0.04151<0
{(0.5)>0 and (0.53125) <0 => aroot lies between 0.5 and 0.53125
So x= 4.(0.5 +0.53125) = 0.515625 which is taken as the approximate root,
2
Example 4: Find the positive root of f(x) = x- cosx = 0 by bisection method correct to 3
places of decimals.
Solution: Let f(x) =x-cos x, f(0)=0-1=-1 =—ve
f(1) = 1-cos(1) = 1-0.5403 = 0.45969 = +ve :
1
Hence the root lies between Oand 1. +,.41 = (O#N)=0.5
f(x) =1(0,5) = 0.5 -0.87758 = - 0.37758 = ve <0
{(1) is +ve and £(0.5) is - ve. the root lies between 0.5 and 1
2 =F(05+0 =0.75
f(x) = £(0.75) = 0.75 — €0s(0.75) = 0.018311 = + ve>0qi and 0.75
(0.5) is - ve and £0.75) is + ve. « the root lies between 0. 5 and
(0.540.75) = 0,625
(0.625) = 0.625 -cos (0.625) = -0.18596 =-ve <0 1045
£(0.75) is +ve and £(0.625) is—ve. .. the rot lies between 0.625 and 0.
1 .
ES (0.625 +0.75) = 0.6875
(0.6875) = 0.6875 — cos (0.6875) = -0,85335 <0
(0.75) is +ve and (0.6875) is— ve... the root lies between 0.6875 and 0.75
1 ‘
K
(0.6875 +0.75) = 0.71875
(0.7185) = 0.7185 - cos(0.7185) = -0.033879 = —ve <0
(0.75) is + ve and (0.7185) is—ve. <. the root lies between 0.7185 and 0.75.
% = (0.7185+0.75) = 0.73438 :
f(x6) = £(0.73438) = 0.73438 — 668(0.73438)< 0 |
(0.75) is + ve and (0.73438) is— vex +, the root lies between 0.73438 and 0.75
> (0.73438+0.75) = 0.742190
x7
(x7) = £ (0.742190) = 0.742190 - cos(0.742190) = 0. 0051999 > 0
£(0.742190) is + ve and £(0.73438) is ve.
- the root lies between 0.73438 and 0.742190
5 (0.73438+0.742190) = 0.73829
f(xg) = £ (0.73829) = 0.73829 - cos (0.73829) = - 0.0013305 <0
X= ; (0.73829 + 0.742190) = 0.7402
f(x) = f (0.7402) = 0.7402 -. cos(0.7402) =0.0018663>0
0.73829+ 0.7402
WR eg
f(x19) = f (0.73925) = 0.73925 —cos(0.73925) = 0.00027593 > 0
xy = (0.739254+0.73829) = 0.7388 = 0.739
= 0.73925
“+ the root is 0.739
Example 5: Use the bisection method in four stages to find the real root of the equation
Solution : Let f(x) = xlogigx~102 , £(1)=1, 1ogi91-102 = 102 <9
f (2) = 2logig2 -102 = -101.4<0, £(3)=-100.57<0 ete
We observe that the values of f(x) are reducing slowly and 3t some higher value of x greater
than 50 (say)
£(55) = 55logi55 102 =-6.28< 0, £(57) =-1.91 <958) =+0-28>0 -. the real root of the equation lies in (57, 58)
pstage: 4) = 707458) =57.5
f(xy) = A = 57.5 login 57.5 -102=-0,82<0 +. the root lies in (57.5 , 58)
[Stage : x2 = 767.5458) = 57.75
f(x) = 67.75) =-0.27<0 +. the root lies in (57.75, 58)
1
UI Stage : x5 = > (57.75458) = 57.875
f(x3) = £657,875) =0.004> 0 +. the root lies in (57.75 , 57.875)
1
IV Stage: 4 = 7 O7-15+57.875) = 57.8125
Hence the required. approximate root is 57,8125 \
Example 6: Using bisection method find a real root of x logy x= 1.2 lying between 2 and
3 perform three iterations.
Solution : Let f (x) = x logigx—1.2, observe that f (2) = 2logj92—1.2<0 and
£(3)= 3logyg3-1.2>0 .. the root lies in (2, 3)
F iteration : x, =+ (24+3)=2.5
f(x) =f (2.5) = 2.5logig2.5-1.2=-02<0
+ the root lies in (2.5, 3)
I iteration : x, =5 (2.5+3)=2.75
F(x) = f (2.75) = 2.75logyg2.75- 1.2 = 0.008 <0
“the root lies in (2.75, 3) .
Uiertions 13 = 2.7543) =2875
Hence the required approximate root is 2.875 after 3 iterations.
Note: Suppose the number of stages (or iterations) is not stated in any problem, we have
‘0 continue this iterative process till we get consistency in two consecutive values of x.
EXERCISES .
(1) Perform five iterations of the bisection method to obtain the smaltest positive root of the
equation f(x) = x3 -5x+1=0 Ans: 0.203125
) Use bisection method in five stages to obtain a real root of the following equations correct
‘0 three decimal places 4 ;
() B_3,-5=0 (i) xe"-1=0 (iii) °-x-1=0 (iv) xlog.x =12
Ans: (i) 2.281 di) 0.594 (iii) 1.34375 (iv) 6.469—~
Newton Raphson Method”™"""
2
f(a +h) = fx) thE" (xy) + rca) tees
Since h is a small Quantity, h?,.h3,, . being still smaller can be neglected. Thus we have
(x9)
FOr) thf (xg) = O>h=
F'"(xq)
Using this in ay = 94h, we obtain
X= 49- al (Provided f'(x9) #0) which is the first approximation
Xo.
Similarly starting with x,
we get a better approximation i,
F(a)
ie neighbourhood of the root.
2) Hf we choose x9 close to the root then we get the Toot of the equation more rapidly
3) If £'() is very large, ie when the graph of the function when it crosses the x-axis
nearly vertical then this method is very useful,
3.18 WORKED EXAMPLES : 1
0 correct to three decimal places,
Solution : Let f(x) =x9-2x-5, f(y =1-2-S=-6 <9, £2) =8~4-52-1<0,
£(3)= 27~6~$=16>0. ‘Therefore a-teal root lies in Q, 3),
neighbourhood of 2 and let the approximate root xp = 2.
The root will be in the
The first approximation is given by x, = x0- rea
0.
£(2)
ie x we have f(x) =23—2e—5, ga) — 8-4-5
£"(2)
f'(x) =3x?-2, £2) =12-2=10
) diel oy '
oh MURA e Bet T oss
aa F(a) F(2.1
imati by ay =y-4Q0 24) | Fey
2" approximation is given by x2 =x, Poy) 2! roy
f2.1)= (2.3 - 2(2.1) = 5 = 0.061é 3
“approximation : 2x4 = *3 Fas)
peed -2 5 2) = 302,12 9 Salis
0.061
=2.
. 2 21— Toy =21~ 0.00543 = 2.0946
approximation is given by xy = yp - fon = 2,0946 ~ £(2:0946)
3 £%) ¥°(2.0946)
£(2.0946) = 2.0946)" ~ 2(2, 0946) -5 =o, nee
"(2.0946) =3(2.0946)? - 2 =1 1.1620
0.00054155
5 = 2.0946 — 2:00054155 _
a 1.1620 = 20946 ~ 0.000048517
5 = 2.0946
Hence the required approximate hee Correct to 3 decimal places is 2.095
Example 2: Find a reallroot of the equation xe *-2= 0 correct to three decimal places
using Newton-Raphson method.
Solution : f(x) = xe*-2, f(0) =-2<0, f(I) =e-2=0.7183>0
+, areal root lies in (0, 1) and let x9 =1
f'(x)=xe*+e*, f'(1) =e +e=2e = 5.4365,
ae F(x) _ > f@) _ 0.7183
UO to) 2 et Wigs eee
First approximation : x; = xo FC) 0) ~ 5.4365
ie x =1-0.1321 = 0.8679 ne
f(x) :
™ approximation : x2 = x1 —
proximation + 9 =~ 02
f(x) = £(0.8679) = 0.8679 e857 -2 = 0.0672
£"(x) = £'(0.8679) = (0.8679+ 1) 9°” = (1.8679) 98679 ~ 4, 4499
“x = 0.8679 - - ore S067? = 0,8679-0,01510 =0.8528
x iinatl F(x)
proximation : +3 = x2 — Fa) at .
0.8528 _9 = 0,0008453
F(x) = (0.8528) = 0.8528 €
0.8528 — 4.3471
£'(xp) = £"(0,8528) = (1.8528) €
3 =
a3 = 0.8528 - ones 0. 8528 - 0.001945 = 0.8526
e
Fs)£(x3) = £(0.8526) = 0.8526 e9-8526 -2 = - 0,00002391 __
F*(x3) = £"(0.8526) = (1.8526) €°85%8 = 4.3457
a —0.00002391 _ 0.00002391
N95 0.8526 — gy 08526 +3457
= 0.8526 + 0000005501 = 0.8526
33 and x4 are same correct to 4 decimal places. Hence the real
places is 0.853. , 1
Example 3: Use Newton-Raphson method to find a real root of xsinr + cosr = 0 near
x=a correct to three decimal places.
Solution: f(x) =xsinx+cosx +. f'(x) =xcosx+sinx—sinx = xCOSx
Also x9 = 7 (in radian measure)
f(m) =msinn + cost =-1 and f'(m) =ncosn =-7%
=I 1
fo) _ ff), oY) 1
root correct to three decimal
1 approximation : xy = x —
FG) @ (=n) m
x, = 2.8246 <
imati f(x)
2" approximation : x9 = x) -— +
‘pp 2 1 Ta)
f (x;) = £(2.8246) = 2.8246 sin(2.8246) + cos(2.8246) = — 0.06971
f'(x) = f'(2.8246) = 2.8246 cos(2.8246) = -2.6839
xy = 2.8246 — €0.06971) _ 4 goqg _ 0.06971
—2.6839 2.6839
= 2.8246 - 0.0259 = 2.7987
~ £02)
3% approximation : x3 = x2 - =
c f°)
£(x2) = £(2,7987) = 2.7987 sin(2:7987) + cos(2.7987) =0.00082742
£"(x9) = £'(2.7987) = 2.7987 cos(2.7987) = — 2.6358
=0.00082742. _ 4.7987 — 9-00082742
2.6358 2.6358
= 2.7987 - 0.003139 =2.7983 +. The required root is 2.798
Example 4: use Newton - Raphson method to find 937
Solution : Let x= 937 = 2°=37 or 'x3~37 =0 | a
f(x) = 8-37, (G)=27-37=-10 <0, £(4) = 64-37 =27 39
areal root lies in (3, 4). Let x9 =3 be the initial approximation»
x3 = 2.7987 -
correct to 3 decimal places.
oo fo) £@)
1 approximation : 1= 40 — F.C) nesen f@)= -10 and f'(x)=3,? | £3) =27
op OS 54 0 9
Bp. attop ope = 3303
| pPapprosimation : xy=.x, £0. _ 3 5993 £8.3703)
Pa) (3.3703)
| 1.3703) = (3.3703)° ~37 = 1.2830
1163703) = 3(3.3703)? = 34.0767"
; 1.2830 :
3 ay 233703-5 7 = 3.3703~ 0.03765 = 3.3327
3 approximation :, x3= x - f() = 3.3327 £33327)
F(x) “= £*(3,3327)
+ £83327) = 8.3327) -37 = 0.01592 ,
£83327) = 3(3.3327)? = 33.3206
ou nites 2 ards
oe = 3.3327 0.000478 = 3.3322
=3.3327-
4 - correct to,3 decimal places is 3.332
earl: 5: Applying Newton - Raphson method to find the real root of the equation
x4~x-10=0 which is neat to x = 2 correct to 3 places of decimal.
| Solution : f(x) =x*-x-10 given ay=2 ©
(x)=4x3-1 fx) =£(2)=16-2-10=4,, and, f'(%o)=£'(2)=31
2 fO0) 29 -£@ a 58.
=2-—Sis2-= ie, x= 31.871
FG) FQ
f(a) _ gn £08)
} F(x) 1.871)
t(.gmi) =(1.871}* -(1.871)-10=03834
( 987 ky =1.871- 0.3834 1 g71- 000152 = 1
871) =4( (1.971) -1=25.1 ok 251987 .0152 = 1.8558
id pei ral f(a), a g — £18558)
3" approximation: x3= 2 — em 1.855857 g558) (1.8558)
f(1.8558) =(1,8558)* - (1.8558) -10= 0.005292
F(.8558) =4( 1.8558) -1 = 24,5654
1 ays 1.asse ~ 2.005292 1,858 0,0002154 = 1.8556
24.5654
From xp and x3 we find that the value of the root is 1.855
1 approximation’! “x=
2 approximation : xy =x) —EXERCISES
Using Newton — Raphson method find a real root of the foll
three decimal places
1) x? -Sx42=0 Ans : 4.561
3) xt 4dsinx=0 Ans : - 1.933
5) ¥22 Ans : 2.802
1) ¥24 Ans : 2,884
9) 2 _x-3=0 in(2,2.5) Ans : 2.130
11) x4 433-71? — x45 =0 in (2,3) Ans : 2.061
lowing equations correct to
2) x3-3x-5=0 Ans : 2.279
4) xlogigx-1-2=0 Ans : 2741
6 Vi7 Ans : 4.123
8) tanx-x=0 Ans : 4.493
10) x3-5x+1=0 in (0,1) Ans:0.201
12) e* -4x=0 in (2, 3) Ans : 2,153We have so far discussed root-finding methods which require an interval in
which the root lies. We now describe methods which require one or more
approximate values to start the solution and these values need not necessarily
bracket the root. The first is the iteration method which requires one starting
value of x,
To describe this method for finding a root of the equation
F(%) = 0, (2.1)
we rewrite this equation in the form
x= 9) (2.8)
There are many ways of doing this. For example, the equation
et+e-2=0
can be expressed in different forms
= [2 ase = (2- #3
“lay * 2-x*, x= (2-7) etc.
Now, let xp be an approximate root of Eq. (2.8). Then, substituting in
Eq. (2.8), we get the first approximation as
x1 = 9 (0)
Successive substitutions give the approximations
= OC), 3 = O02), --5Example 1, Solve e* ~3x=0 by the method of iteration.
Solution..Let f(x) =e*-3x=0
fOsrhat ves [Maze Tsar ve
. a root lies between 0 and 1.
Let xt 2=66)goede and $(0)=1/3,0U) =O(x)
o 2 1
(x) = 2. ——___
¥O53 (2x45)
1 o’@) | <1 for all x in (2, 3).
Take xy=2-0
x, = (2x9 + 5)'7 = 9" = 2.0801
xy = (91602) = 2.0924 ; x3 = (9:1848)' = 2-0942
x4= (91884) = 2.0945 ; x5 = (9-1890)' = 2.0945:
Therefore the root is 2-0945.
Example 6. Find a positive root of 3x- v1 + sinx =0 by iteration
method.
Solution. Writing the given equation as
x=qVirsing = 60), oy =
6V1 + sinx
The root of given equation lies in (0, 1)
since f(0) =— ve and f(1)=+ve
In, 1), | 6@) | <1. for all x
So, we can use iteration method.
Taking x)=0-4, 4 a i+ sin (0-4) = 0-39291
=F T+ sin (039291) = 0.39199
%3= ; V1 + sin (039199) = 0-39187
x4= 039185
x5 = 0:39185
The root is 0-39185.Srinivasa Ramanujan (1887-1920) described an iterative procedure* to
determine the smallest root of the equation
f@) = 0, QD
where f(x) is of the form
LQ) = 1 = (ax + ax? + ay +) (2.32)Tae ie (a, a tO at O° 4+)
bee Ob +O, bo bo bt O by
bg. Ob, +h by tO, b +O. L,- tb 7
ba. Ob +O. b+ Ob, a, bp tO, be
sacs be
Ronan outs Comver gaat abe
The ratios - called the convergents, approach, in the limit, the smallest
7
root of f(x) = 0. The method is demonstrated in the following examples.
Example 2.21, Find the smallest root of the equation
f(x) = 9 — 97 + 26x — 24 = 0
We have
Fj=1- 8 74 2 2 -1s
24° 24” 2A
Here
Now,
b=1
13
= a =~ = 1.0833,
bra
Therefore,
hi
A= _0923
b 1B
bs = aby + andy
13 3
== (1.0833) —= (1) = 0.7986
R ( ) 3”
Therefore,
by = aby + aby + ashy
- + (2 )\nosp e 2
= 1.0833 (0.7986) + {5 |(1.0833) + 54 (0)
= 0.5007
Therefore,
bs
3 = 1.595
by
By = aby + aghy + ayy
= 1.0833(0.5007) + (-3) (0.7986) + yil.0833)
= 0.2880Therefore,
by _ 0.5007
by 0.2880
By = abs + aghy + aghy
=0.1575
41 g286.
4
7382.
Therefore,
by = 0.0835
Therefore,
AL 8862.
by 1 .
by = 0.0434
Therefore,
be
Fen} 920.
by = 0.0223
Therefore,
AL
pone.
The roots of the given equation are 2, 3 and 4 and it can be seen that the
successive convergents approach the value 2.
Example 2.22. Find a root of the equation xe* = 1.
Let
xeX = 1 @
Expanding e* in ascending powers of x and simplifying, we can rewrite
Eq. (i) as
Gi)
which is of the form of the right side of Eq. (2.32).
Here,
1 1
a=l, a=1, a= 5, a= 7, as
2 6
We then have
b= 1,
by = a =1,
bs = ayby + aby = 1 +1 =2
by = aybs + ayy + ayb) = 2414
niebs = ayby + anb3 + azby + aghy
= 7 +24 7 + .
2 2 6
-—2 6.1667,
6
261
= =10.8750;
& 24
Hence, we obtain
Bylby = 1,
by/b3 = 0.5,
bylby = 0.5714,
bylbs = 0.5676,
bslbg = 0.5670.
It can be seen that Newton’s method (see Example 2.17) gives the value
0.5671433 to this root.
Example 2.23 Find the smallest root, correct to 4 decimal places, of the
equation
f(x) = 3x — cose -1=0.
We have
f(x) =1-3x+ cos x
Ao¥
ar 6!
x x
=2-3y-2 42%
oan a
a lero atc nel
w1-3x41-2 +
2!
2 4 48 1440 80640
a ee ae
1-(Jot- 2] =D + byxt bx +.
=3 = a =0, a=-4
2 Bg BRN Mae
1 1
=0, =, a =0, 4=-—L....
SN = Tyg’ 7 = 9 =~ EOGI‘we then obtain,
1
25, 4.125,
6.79167, 11.18750,
18.4278, 30.35365
‘The successive eonvergents are
A be
p-ocaa67: i e.c0000
b by
2 =0.60608: = 0.00738,
cy b
& by
2 = 0.00708; peo.so7t0,
& 4
by
Z=oso7102
a
Hence the required root, correct to four decimal places, is 0.6071.
Example 2.24 Using Ramanujan's method, find a real reat of the equation
aot
en
oF aye a?
Let
o
wwe have
“9
“The successive convergens are:
4408,
where the last result is correct to three significant figures.gins : neous Linear
Solution of Simulta ; :
Algebraic Equations
DIRECT METHODS
at hn oe
2-1 Introduction . .
We come across, very often, simultaneous linear algebraic eee for
s ji i 5 wer.
its solutions, especially, in the fields of science and See (Getermineth
classes, we have solved such equations by Cramer’s ee ten i
methods) or by matrix methods. These methods become tedi :
number of unknowns in the system is large. After the availability 0! eal
we go to numerical methods which are suited for’ computer seen ese.
numerical methods are of two types namely : (i) direct (ii) iterative.
We will study a few methods below:
ion of Simultaneous Linear Algebraic Equations
22 Ganson Met (ex method). This is a direct
metho e elimination of the unknowns by combining equations
such that the n equations in n unknowns are reduced to an equivalent
upper triangular system which could be solved by back substitution.
Consider the n linear equations in n unknowns, viz.
pry t Aye + + Ay X= dy
Aa1Xy + gg +o + Aa Xy = by )
Anh + Oya Xy + Oak = Dy
ij and b; are known constants and x;'s are unknowns.
The system (1) is equivalent to
where a,
Ax=8 0
41142 ay, x by
where Azn| 921922" Gq, he 2 ie b,
thee = n =
Fn Ba a,1. Solve the system of equations by (i) Gauss elimination
method
x+2ytz=3, 2xt+3y+3z=10; 3x-y+2z=13.
Solution. (By Gauss method)
The given system is equivalent to
1 2 1\(x 3
2 3 3]/y |=} 10
3-1 2)lz 13
A X= B
1 21/3
(A,B)=|2 3 3 |10
3d 62 113
(MKU 1981)
wl)Now, we will make the matrix A upper triangular.
1 21/3
(A,B)=|2 3 3 | 10
3° i 22 13
fo 2 LIB) mee ak te, Re
0-7-1 |4 Ry+(-3)R, ie, Ry (-3)
Now take b2=— 1 as the pivot and make by, as zero.
2 3
(4,B)~}0 -1 1 4| Ry(-7) ++(2)
0 oO -8 |-24
From this, we get
x+2y+z2=3
z=3,y=-1,x=2 by back substitution.
ie, x=2,y=-1,2=3
by Gauss-Elimination method
Example 2. Solve the system 3 and 2x—3y+20=2. (MKU 1980]
2x+3y-z=5; 4xt4y—3e=
facani 0
Solution. The system is equivalent t2). 3nc1 \px 5
4 4 -3i}ly l=] 3
2-3 2)z2 2
A X=8B
2+.3 -1°]5
(A,B)=|4 4 -3 |3
2-3 2 {2
Step 1. Taking ay, = 2 as the pivot, reduce all elements below that to
zero.
2:3, -l 5
(A,B)~| 0 -2 -1 al
OF 6 Sie k 3
Ry (- 2), Ra 1)
Step 2. Taking the element — 2 in the position (2, 2) as pivot, reduce
all elements below that to zero.
2inigcceay 5
(A,B)~| 0 -2 -1 [-7] Rx(-3)
0 oO 6 18
Hence 2xt+3y-z=5
-2y-z=-7
6z= 18
. 2=3,y=2,x= 1. by back substitution.Ges system equations is 2x =e a
xeayer ©
bre ye et
‘The augmented matrix of the above system is [A}B] = [1 2-1] 3
‘Transforming augmented matrix to echelon form ve get
[2-2 2/27 mom, [!
tla ee *
5
|
Fines i ii pS
rye 3 et
-y 2 :
-O
> youo4
Substeuting y= 4 in equation (5) we get
W6xdetr 2 nd
20 4
Substituting y = 4 and z= 4 im equation (1) we get
rated-d 8 3 3 xeB-4 6 3 SB re aed
1, The required solutions of the system is x = —1, y
given system of equations ise + Ay 4 6. =
weetye st
exe yeh 2 2
24 6/27
‘The augmented mats to the above system is [AJB] = | 3 8 9 *|
safe
‘Transforming augmented snattx to echelon form we got
|
‘The given system of equations using row - echelon form reduces to
xeyyeoe 2 on
yoo =
“Mn = 44
Substituting 2 = 2 in equation (S) we get y4+9%2=> 19 3 y= 9-8 = 1
Substituting 2 = 2 and y = 1 in equation (4) we get
kA DHL oan?
"
ee2e6 © 5 wens wo
‘The roquired solution b x= 3, yai algebraic
3.19 Numerical Solutions of non-homogencous systems of linear alg
equations in 3 variables.
Introduction : Sinwultancous linear algebraic equations oct er’s hile-aiid “imam;
engineering, In lower classes, we have solved such equations by cram is
method. But these methods are found to be impracticable for large asta the
calculations are tedious. To solve such equations there are other numerical met ss which
are particularly suited for computer operations. These numerical methods are of two types
i) direct and ii) iterative
wns occur in various fields of science and
We study the following iterative methods of solving, non — homogeneous system of linear
algebraic equations in three variables.
1) Jacobi’s m ss -seidel method
Consider the system of equations
ayx +byy+eyz = dy
agx+bzy+c9z = do
a3x +b3y-+c3z = dy
in which the numerically large coefficients are along the leading diagonal of the coefficient
matrix. Such a system is called a diagonally dor int system. Some times we may have to
rearrange the given system of equations to-meet this requirement. If this condition is satisfied,
the solution exists as the iteration will converge.” ;
(1)
1
From the given system, wehave x =—(4,—biy—cy2) .
1
1
y= dy -agx-c22) sessed (2) 5 — (d3-a3x—-b3y) 2.0...)
by c3 ¢
Initially we give the values x=x9, y=Yo, 229 using these values: (first iterative) in the
equations (1), (2) and (3) we have, ti4 ati biyo-c1z9) ; MF amg 72 ; 21= (sata bao)
siniay the second iterative values of the unknowns can be ima by substituting f first
iterative values in (1). (2) and (3), we have
7 ay-by eas Pree 5 ante cy) 5 = 7 (d3—a3%-b3y1)
The above process is repeated until two consecutive iterative values are same. The solutions are
obtained from the values in the last iteration,
Note : In the Jacobi’s iterative method, we start with some initial approximation x9. Yo. 2 for
the values of the unknowns. This initial value usually chosen as x= 0, yo= 0, 29= 0 if initial
approximation is not given,
WORKED EXAMPLES :
Example 1 : Solve by Gauss-Jacobi method
10x+2y+Z=9, x+10y-z=-22, +2x + 3y+10z = 22
Solution : Here we see that the diagonal elements are dominant. Hence the iteration method
can be applied. Solving for x, y, 2 we obtain
1 1 “1
= (9-2y 2) sree 1) 5 YS (22-242) QQ) ¢ 2=— (2242x-3y) «.-+B)
x 0° YZ) eve(1) sy nv XZ) evee(2) 5 Z 10° 73y:
First iteration : Let the initial values be (0, 0, 0) using these values in (1) , (2) and (3), we get
ij 1 1
=—(9)=0.9, =—(-22)=-2.2, 2=—(22)=2.2
eerie n= 79) 417 79)
Second iteration : Using x, yy, 2) in(1) ,(2) and (3), we get
gp -2(-2.2)-2.2)=112 : va=pL-22-0.9+2.2]=-2.07
ty =pbe+ 2(0.9) — 3(-2.2) ]= 3.04
Third iteration :
Substituting these values in (1), (2) and (3) , we get the third approximations
% = pb-2(-2.07 -3.04]=1.01 ; y3 = 22-1112 +3.08]= 2.008
23 = thes 2(1.12) - 3(-2.07) = 3.045
Fourth iteration : :
1
%4=119-2(-2.008) ~3.045]=0.9971 5 y= wpbz2-1.01 +3.045] = -1,9965
1
Zs 2 + 2(1.01) ~ 3(-2.008) ]=3.004°, continuing the above process, we getFifth iteration: x5 = 0.9989 , ys =-1.9993, 25 =2.998
Sixth iteration: x6 =1.0000 , yg=-2.000 , zg = 2.999
Seventh iteration: x7 =1.0000, yy =-2.000, 27 =3.000
The values in the 6" and 7" iterations are almost same so, we can stop the iterations and thus the
solution is x= 1, y=—2 and 2=3
Example 2 : Solve the following system of equations by Jacobi’s method correct to three
decimal places x +y+54z=110, 27x + 6y-z =85, Gx + 15y + 22=72 g
Solution : As the coefficient matrix is not diagonally dominant we re-write the equation as
follows so that the coefficient matrix becomes diagonally dominant.
2Ix+6y-2=85 ; 6x+lSy+2z2=72 ; x+y+54z=110
Solving for x,y,2 we get = (85 ~6y42) sessed a
1 1 ‘
¥= 75 (72 -6x-22) some 2= 57 (110 -x-y)........3)
First iteration : Starting with initial value x=0,y=0, z=0 in(1), (2) and (3) we get the
Hi 1
first approximation x, = 57 65) = 3.1481, yy = 4 (n= 48> m= (110) = 2.0370
Second iteration : Using x, =3.1481, y =4.8, 2)=2.0370 in (1) ,(2) and (3) we obtain
x2'= [email protected]) + 2.0370) = 2.1569
y2 = Hl2-00.1481) — 2(2.0370) ) = 3.2691
zy = 2(110-3.1481- 4.8) = 1.8898
54 a
Third iteration : Substituting x, = 2.1569, y=3.2691, 29 = 1.8808
In (1), (2) and (3) we get 2x3 = F7(65-603.2601 + 1.8898) = 2.4916
y3 = Fylt2-6(2.1569) 21.8898) ) = 3.6852
23 = st 10 ~ 2.1569 ~ 3.2691) = 1.9365
continuing the above iterative process, we obtain
Fourth iteration : x4 = 2.4009, yg 5451, z4= 1.9226
Fifth iteration : x5 = 2.4315, ys =3.5833, z5=1.9269
Sixth iteration : xg = 2.4232, yg = 3.57048, 26=1.9256
Seventh iteration : x7 =2.426, y7 = 3.573, 26=1.926
Fight iteration ; xg = 2.425, yg =3.573, zg=1.926; ih ths
e values In the 7° and 8" iterations are a
je terations and thus the solution is x= 2. a Sarre aoe “
. » y=3.573, z=1.926
gg Gauss — Seidel Method :
ris is another numerical iterative method giving approximate solution. ‘This method is a
seplcable when the numerically large coefficients are along the leading diagonal of the
qoefficient- matrix (as in the case of Gauss-Jacobi's method) . Here also we may have to
arrange the given system of equations to meet the above condition: This method is a
nodification to Jacobi’s iteration method. The method is illustrated as below
Consider the system of equations
qyrtbyy tei = 41» age bay +en2 = dy, agxtbsy tex = 3
From the given system, we have ,
1
.Q)
(dy-byy- 12)
1
4 Al) oy = 5, Gemee) ae
3)
1
—Gs-ast—bay) :
3
zo respectively,
ues for the unknown x, y» 2 as Xo, Yor
To start with we give the initial val
(2) and (3) becomes
using these values the equations a),
1
Yt = (dy —agxj-62%0) 3 21
bg
1
ay =— (dy -byyo-€120) 5 —(d3—a3x1— bs)
ay 63
‘As soon as the new value of the
immediately in the following equation. This is the modification
d to Gauss-Jacobi’s method which is studied
‘The reader should carefully, observe the above equations.
variables is found, it is used
in the Gauss-Seidel method as compares
earlier.
alculated by substituting first
Simitarly the second iterative values of the unknowns can be
wane values in (1), (2) and (3). weave
n = Lea,-bon-er ; 2 = paren :
ra consecutive iterative values of Yo ae same.
resser number of iterations when compared to
ue for a variable immediately in the following
1
225 sg a3 x9 —b3 ¥2)
‘The above process is repeated until s
Note : Gauss - Seidel method converses in
Gauss-Jacobi method as we use the new val
equation.
WORKED EXAMPLES :
Example 1: Solve by Gauss-Seidel
S2x'+ 3Y +10 z= 22
Solution : Solving for x,y,z we have
“ay, yep yt)
method 10x +2y+#2=9, x4 10y-2
(2)
1
neq Or-2; th his oat
qhe values in the 7" and 8" iterations are
‘ almost same to the 3" decimal place, so we can stop
the iterations and thus the solution is
2.425, y=3.573, 2=1.926
3.21 Gauss-Seidel Method :
jother numerical iterative method giving approximate solution. This method is also
le when the Numerically large coefficients are along the leading diagonal of the
coefficient- matrix Cas in the case of Gauss-Jacobi's method) . Here also we may have to
rearrangs the given system of equations to meet the above condition, This method is a
modification to Jacobi’s iteration method. The method is illustrated as below
Consider the system of equations
axtbyy te = dy, agxtbyytegz =dy, agx+b3y+eyz = dy
From the given system, we have .
1 1
(dy -byy-C12) Dy
ay
applic
(dy -agx-c9z) ..
2.3)
1
2=—(d3—aga—bay) ...
c3
To start with we give the initial values for the unknown x, y,Z a8 X9, Yo. Zo respectively,
using these values the equations (1) , (2) and (3) becomes
1 1 1
4 = (di byyo-c12o) 5 ¥1 = (dy -apxj-egz9) 3 21 =—(d3—agx -byy,)
ay be 6
The reader should carefully, observe the above equations. As soon as the new value of the
variables is found, it is used immediately in the following equation. This is the modification
in the Gauss-Seidel method as compared to Gauss-Jacobi’s method which is studied
earlier.
Similarly the second iterative values of the unknowns can be calculated by substituting first
iterative values in (1), (2) and (3), we have
1 1 1
%=—(dy—byyy C24) Y2 =~ (dg-aQxy C224) § 2 =—(d3—a3.x9 —b3 yo)
ay by 3
‘The above process is repeated until two consecutive iterative values of x, y, z are same,
Note : Gauss — Seidel method converges in lesser number of iterations when compared to
Gauss-Jacobi method as we use the new yalue for a variable immediately in the following
equation,
WORKED EXAMPLES :
Example 1: Solve by Gauss-Seidel method 10x + 2y+z=9, x+l0y-z2=-22,
y = (12-6 0.14815) -200) = 3.54074
= a (110 -3.14815 -3.54074) = 1.91317
Second iteration : x) = = (85 - 6(3.54074) + 1.91317) = 2.4321
y2 “4 (72 ~6 (2.43218)-20.91317) = 3.5720
= = (110 -2.4321 -3.5720) = 1.9258
Third iteration : x3 = = (85 - 6(3.5720) + 1.9258) = 2.4256
y3= = (72 -6 (2.4321) -2(1.9258)) = 3.5729
23 4 (110 -2.4256 -3.5729) = 1.9259
Fourth iteration : x4 = s (85- 63.5729) + 1.9259) = 2.4254
yg= = (12 -6 (2.4256) ~2(1.9259)) = 3.5730
= = (110 -2.4254 3.5730) = 1.9259
x=2.4256 y=3,573 2=1.926
EXERCISES
Solve the system of equations by i) Gauss-Jacobi method and (ii) Gauss-seidel 1..chod
1) lOxty+2=12, x+l0ytz=12, xty+10z=12
Anstx=1, y=1, z=1
2) Set2ytz=12, xt4y+2z=15, x+2y+52=0
Ans:x=0,995, y=195, 2=3.153) 28x+4y 2x4 Ty tdz = 35, x 3y+102 = 24
Ans rx = 0.994, Y=1507, z= 1.849
2) Sem 2ytz=-4, ve 6y-22=-1, xt y452=13
Ansix=-1.001, y=0.999, 2=3
5) x-2y+10z = 30.6, 2x+y-2=10.5, 3xty+z=9.3,
Ans 1.2315, y=2.2618, 2=3,3823
6) 30x-2y+3z =75, 2x+2y+18z=30, 3x+17y—22z = 48
Ans: x=2.579, y=2.797, 221.069
7) 9x+2y+4z =20, x+1l0y+4z=6, 2x-4y+10z =-15
Ans : x = 2.7333, y = 0.986, 652
8) Sx—-3y+2z=20, 6x+3y+122=35, 4xt1ly—-2=33
Ans:x=3.02, y=1.99, 2=0.91
9) 8x+y+z=8, Qxt4ytz=4, x+3y+5z=5
Ans: x= 0.876, y=0.419, 2=0.574
10) 10x-2y+z=12, x+9y-z=10, 2x-y+1lz =20
Ans : x =~ 8.2989, y = 14.3995, z= 0.10039
JI) 10x+y+z=12, 2x+10y+z = 13, 2x+ 2y+10z =14
Ans:x=1, y=-1, z=1 ~-
12) 20x+2y+6z=28, x+20y+92=-23, 2x-7y-20z =-57
Ans: x=0.5149, y= -2.9451, z=3,9323CG) sole Re Ogle 2 by Goto Cdsdnadion
Wollod — + LAGE TEV qo BU
Beka 23 .
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» (ars) = ye
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% +2% AGoly 216 om
ox, — 8% + 6% lo %Xy2 6 @®
3X, — 1S A V4y ASK = —I4
a te & Xe — Jan, = 34
> 6
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3-1 qa git
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2 8 ateExample 2, Solve the following system of equations by using
Gauss-Jacobi and Gauss-Seidel methods (correct to 3 decimal places) :
8x- 3y+2z=20
4x+ lly-z=33
6x + 3yt 12z7=35.are dol 3
Solution. Since the diagonal elements inant in the
coefficient matrix, we write x, y, 2 as follows
sot [20 + 3y - 22] Ae
ye 7 (33-4x+2) (2)
ay [35- 6x - 3y] =)
Gauss-Jacobi method :
First iteration: Let the initial values be x=0, y= 0, z=0
Using the values x=0, y=0, z=0 in (1), (2), (3) we get,
We 3 [20 + 3(0) — 2(0)] =2:5
yO =e (33-40) +01=30
WL i 7 135 - 6(0) — 3(0)] = 2.916666
Second iteration : Using these values x, y, 2 again in (1), 2)
(3), we get
Mea 7 [20 +3 (3-0) — 2 (2-916666)] = 2895833
y= aR [33 —4 (2-5) + (2:916666)] = 2:356060
(2) 3 [35-6 (2-5) - 3 (3-0)] = 0-916666
Third interation :
Oat g [20 +3 (2:356060) — 2 (0-916666)] = 3-154356
9) = [33 - 4 (2-895833) + (0.916666)] = 2.030303
3) 1
29 = 5 [35 - 6 (2895833) — 3 (2.356060)] = 0879735
Fourth iteration :
Ome
x0" = [20 + 3 (2.030303) ~ 2 (0.879735)] = 3.041430
4
y= 77 (33-4 (3-154356) + (0.879735) = 1.932937
(4) _ 1
2°" = 7q7 5 ~ 6 B-154359 — 3 (2.030303) = 0.831913Fifth iteration :
x= : [20 + 3 (1.932937) — 2 (0:831913)] = 3-016873
1
y? = 7 83 - 4 3.041430) + (0-831913)] = 1.969654
1
= Jz 35 - 6 (3:041439 - 3 (1.932937) =0912717
Sixth iteration : i
1
x= 4g [20+ 3 (1-969654) — 2 (0.912717)] = 3.010441
1
y= 7 33 - 4 (3.016873) + (0.912717) = 1.985930
Oa + [35 - 6 (3.016873) - 3 (1-969654)] = 0.915817
Seventh iteration :
ad [20 + 3 (1-985930) - 2 (0-915817)] = 3015770
y? =+ [33 - 4 (3-010441) + (0-915817)] = 1988550
= 4 [35 — 6 (3-010441) — 3 (1-985930)] = 0.914964
Eigth iteration :
Os ‘ [20 + 3 (1-988550) - 2 (0-914964)] = 3-016946
yOu + [33 - 4 (3-015770) + (0-914964)] = 1.986535
® =4 [35 - 6 (3.015770) ~3 (1-988550)] = 0.911644
He al
Ninth iteration :
Ma ‘ [20 + 3 (1.986535) ~ 2 (0-911644)] = 3017039
y ot [33 - 4 (3:016946) + (0-911644)] = 1.985805
2 =$ (35 — 6 (3-016946) — 3 (1-986535)] =0911560 _
Tenth iteration :
x 4 [20 +3 (1-985805) — 2 (0-911560)] = 3-01678682 [33 —4 (3.017039) + (091 15601 = 1.985764
20 24 35 ~ 6 (4.017039) ~ 3 (1985805) = 0911696
In Sth, Oth and 10th iterations the values of x, y, Z are same correct
to 3 decimal places. Hence we stop at this level.
Gauss-Seidel method :
We take the initial values as y=0,2=0 and use equations (1)
First iteration +
x = 2043) -2O1=25
We + [33-4 (2:5) + 0] = 2090909
Me oS [35 — 6 (2:5) — 3 (2:090909)} = 1143939
Second iteration :
Me i [20 + 3 (2:090909) — 2 (1:143939)] = 2998106
a [33 - 4 (2998106) + (1-143939)] =2:013774
me)
ot [35 — 6 (2998106 — 3 (2:013774] = 0914170
Third iteration :
x= a [20 +3 (2013774) — 2 (0-914170)] = 3026623
1
9° = 77 [33 — 4 (6-026623) + (0.914170)] = 1.982516
@ 1 1
w= [35 — 6 (3-026623) — 3 (1-982516)] = 0907726
Fourth iteration :
1
x =~ [20 +3 (1-982516) ~ 2 (0:907726)} = 3.016512
oot
aT (33 - 4 (3-016512) + (0-907726)} = 1.985607
ot
eng (35 - 6 (3016512) -3 (1-:985607)] = 0912009
Fifth iteration :
wil
Mas {20 + 3 (1:985607) -2 (0912009) = 3-0166001
ys Tz 83 ~ 4 G-016600) + (0-912009)] = 1.985964
= s [35 ~ 6 (3-016600) ~ 3 (1-985964)] = 0-911876
Sixth iteration :
We : (20 +3 (1-985964) — 2 (0-911876)] = 3:016767
1
y = [33 - 4 (3-016767) + (0-911876)] = 1:985892
o -3 [35 - 6 (3-016767),- 3 (1-985892)] = 0911810
(The values of x, y, z got by Jacobi method correct to 3 decimal
places are got even in the 6th iteration by Gauss-Seidel method.)
Seventh iteration :
Mm =; [20 + 3 (1.985892) - 2 (0911810)] = 3.016757
ya + [33- 4 (3016757) + (0:911810)] = 1-985889
ao at [35 - 6 (3016757) — 3 (1-985889)] = 0911816
Since the seventh and eighth iterations give the same values for x, y,
z correct to 4 decimal places, we stop here.
“ x=3-0168, y= 1-9859, z=0-9118Coouls Helio .
Koour
——
An % A Ne Me
Sb Ayg%s abo.
+ Aighs ahi
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> 10
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er ae
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Ng = 240g” 9.53-S430 = 1-9259,
As 24255 | 4az.sago , Ze (9259) |