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    System of Linear Equations

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    SAGI RATHNA PRASAD me14d210
    The document summarizes and compares several approaches for solving systems of linear equations: Cramer's Rule is computationally intensive compared to other methods. Gauss Elimination requires less computation than Cramer's Rule but is not as easy to remember. Gauss-Jordan Elimination is less complicated than Gauss Elimination but introduces more opportunities for rounding errors. LU Decomposition breaks the problem into solving triangular systems which is more efficient. Iterative methods like Jacobi and Gauss-Seidel are simpler but generally require more iterations to converge than direct methods.

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    System of Linear Equations

    Uploaded by

    SAGI RATHNA PRASAD me14d210
    177 views4 pages
    The document summarizes and compares several approaches for solving systems of linear equations: Cramer's Rule is computationally intensive compared to other methods. Gauss Elimination requires less computation than Cramer's Rule but is not as easy to remember. Gauss-Jordan Elimination is less complicated than Gauss Elimination but introduces more opportunities for rounding errors. LU Decomposition breaks the problem into solving triangular systems which is more efficient. Iterative methods like Jacobi and Gauss-Seidel are simpler but generally require more iterations to converge than direct methods.

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    The document summarizes and compares several approaches for solving systems of linear equations: Cramer's Rule is computationally intensive compared to other methods. Gauss Elimination requires less computation than Cramer's Rule but is not as easy to remember. Gauss-Jordan Elimination is less complicated than Gauss Elimination but introduces more opportunities for rounding errors. LU Decomposition breaks the problem into solving triangular systems which is more efficient. Iterative methods like Jacobi and Gauss-Seidel are simpler but generally require more iterations to converge than direct methods.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    177 views4 pages

    System of Linear Equations

    Uploaded by

    SAGI RATHNA PRASAD me14d210
    The document summarizes and compares several approaches for solving systems of linear equations: Cramer's Rule is computationally intensive compared to other methods. Gauss Elimination requires less computation than Cramer's Rule but is not as easy to remember. Gauss-Jordan Elimination is less complicated than Gauss Elimination but introduces more opportunities for rounding errors. LU Decomposition breaks the problem into solving triangular systems which is more efficient. Iterative methods like Jacobi and Gauss-Seidel are simpler but generally require more iterations to converge than direct methods.

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    of 4

    Postive and Negatives of various approaches for solving system of linear

    equations.

    Direct Methods for the Solution of Linear Algebraic Equations

    1.Cramer’s Rule:
    Advantages
    Easy to remember steps

    Disadvantages
    Computationally intensive compared to other methods: the most efficient ways of calculating the
    determinant of an n × n matrix require (n - 1)(n!) operations. So Cramer’s rule would
    require (n - 1)((n + 1)!) total operations. For 8 equations, that works out to 7(9!) = 2540160
    operations, or around 700 hours if you can perform one operation per second. Round-off error
    may become significant on large problems with non-integer coefficients.

    2. Gauss Elimination Method


    Advantages
    Much less computation required for larger problems. Gauss elimination requires n3/3
    multiplications to solve a system of n equations. For 8 equations, this works out to around
    170operations, versus the roughly 2.5 million operations for Cramer’s rule.

    Disadvantages
    Not quite as easy to remember the procedure for hand solutions.
    Round-off error may become significant, but can be partially mitigated by using more advanced
    techniques such as pivoting or scaling.

    3. Gauss-Jordan Method
    Advantages
    Gauss-Jordan method is less complicated to calculate.
    Can produce both the solution for a set of linear equations and the matrix inverse
    As efficient as most methods when it comes to finding a matrix inverse
    Solving the system of equations doesn’t take up that much more time than finding the inverse.
    Fairly stable.
    Disadvantages
    Requires more storage (bookkeeping and right hand elements)
    Takes three times as long than most methods when solving for a single set
    The additional steps increase round off errors.

    #Note: Although the methods of Gauss-Jordan and Gauss elimination can look almost identical,
    the former requires approximately 50% fewer operations. Therefore, the Gaussian elimination
    method is simple for excellence in obtaining exact solutions to simultaneous linear equations.
    One of the main reasons for including the Gauss-Jordan, is to provide a direct method for
    obtaining the inverse matrix.

    Table 1: Comparison of Computing cost of Gauss Elimination and Gauss Jordan methods

    Gauss Elimination Gauss-Jordan Elimination

    Elimination Forward Elimination – only needs to Needs to eliminate coefficients


    Step eliminate the coefficients below the below and above the diagonal.
    diagonal. 3
    Cost ~ 2 * (2n /3)
    3
    Cost ~ 2n /3

    Substitution Back Substitution No substitution step


    Step 2
    Cost ~ O(n )

    Total 3 2 3
    2n /3 + O(n ) 4n /3
    (More costly when n is big)

    4. LU Decomposition

    Advantages
    Suppose we want to solve a m×n system AX=b. If we can find a LU-decomposition for A , then
    to solve AX =b, it is enough to solve the systems. Thus the system LY = b can be solved by the
    method of forward substitution and the system UX=Y can be solved by the method of backward
    substitution.
    The advantage is that the solution of triangular set of equations is trivial to solve.
    It is direct method.
    Applicable for any matrix
    Finds all solutions 
    Easy to program
    Fast

    Disadvantages
    Does not find approximate solutions (least square)
    Could easily be unstable

    Iterative Methods for the Solution of Linear Algebraic Equations

    1. Jacobi Method
    Advantages
    Jacobi method is the simplest method for solving a system of linear equations
    Jacobi method requires non-zero diagonal entries.
    Jacobi method is known as the method of simultaneous displacement and it is very easy to
    implement

    It can be applied to any matrix with non-zero elements on the diagonals.


    Convergence is only guaranteed if the matrix is either diagonally dominant, or symmetric and
    positive definite.

    Disadvantages
    It requires more time to converge.
    It diverges when the matrix is not strictly diagonally dominant
    Error is ineffable
    For tri-diagonal matrices, the modified Jacobi method
    converges or diverges simultaneously.
    Diagonal dominance is a restrictive sufficient condition
    for the convergence of the modified Jacobi method.

    2. Gauss-Seidel Method
    Gauss-Seidel method is one of the common methods employed for solving power flow
    equations.

    Advantages

    Simplicity in technique
    Small computer memory requirement
    Less computational time per iteration
    It has linear convergence characteristics.

    Disadvantages:

    Slow rate of convergence resulting in larger number of iterations


    Increase in the number of iterations with increase in the number of equations

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