Untitled 2

1.
Title of the Module: NUMERICAL SOLUTION TO CE PROBLEMS
Chapter 1: Review of the Mathematical Foundation
2. Overview / Introduction
Foundations of mathematics is the study of the philosophical and logical[1] and/or algorithmic
basis of mathematics, or, in a broader sense, the mathematical investigation of what underlies
the philosophical theories concerning the nature of mathematics.[2] In this latter sense, the
distinction between foundations of mathematics and philosophy of mathematics turns out to be
quite vague. Foundations of mathematics can be conceived as the study of the basic
mathematical concepts (set, function, geometrical figure, number, etc.) and how they form
hierarchies of more complex structures and concepts, especially the fundamentally important
structures that form the language of mathematics (formulas, theories and their models giving a
meaning to formulas, definitions, proofs, algorithms, etc.) also called metamathematical
concepts, with an eye to the philosophical aspects and the unity of mathematics. The search for
foundations of mathematics is a central question of the philosophy of mathematics; the abstract
nature of mathematical objects presents special philosophical challenges.
3. Learning Outcome / Objective
The following are the learning outcome:
a. Identify appropriate numerical/mathematical tool or concepts suitable for the

solution of the CE problem;
b. Analyze the CE problem to translate it to a numerical solution
c. Use a computer software developing a solution to the problem;
d. Solve engineering problems numerically when their analytical solution is either not
available or difficult to obtain.
4. Learning Content
Mathematical Foundation
a. Derivatives and Integrals. ... The derivative can give you a precise instantaneous value for
that rate of change and lead to precise modeling of the desired quantity. The integral of a
function can be geometrically interpreted as the area under the curve of the mathematical
function f(x) plotted as a function of x.
b. TAYLOR’S THEOREM AND SERIES EXPANSIONS

The expression for Taylor's series given above may be described as the expansion of f(x+h)
about the point x. It is also common to expand a function f(x) about the point x = 0. The resulting
series is described as Maclaurin's series: f(x) = f(0) + xf (0) + x2 2!
c. Definition of Matrix and Vector, Matrix Algebra-Summation, Subtraction and
Multiplication of Matrices, Transpose, Determinant and Rank of Matrix.
MATRIX- a rectangular array of numbers

Vector – physical value with both magnitude and direction
Scalar – physical value with magnitude but no direction
ADDITION OF VECTORS
υ = (υ1 υ 2 υ 3 ... υ n )
µ = (µ1 µ2 µ3 µn )
υ + µ = (υ1 + µ1 ,+υ 2 + µ 2 ,+υ 3 + µ 3 ,+... + υ n + µ n )
Note: Add only vectors with the same dimensional vectors
MULTIPLICATION OF A VECTOR BY A SCALAR

kυ = k (υ1 υ 2 υ 3 υ 4 ) = kυ1 , kυ 2 , kυ 3 ...kυ n
THE ALGEBRA OF MATRICES

υ = [υ1 υ 2 υ 3 ... υ n ]row vector
⎡υ1 ⎤
⎢υ ⎥
υ = ⎢ 2 ⎥ column vector
⎢υ 3 ⎥
⎢ ⎥
⎣υ 4 ⎦
⎡ a11 a12 a13 ... a1n ⎤
⎢a a 22 a 23 ... a 2 n ⎥⎥
⎢ 21
A=
⎢ . . . . ⎥
⎢ ⎥
⎣a m1 a m 2 a m 3 ... a mn ⎦
if
[ai1 ai 2 ai 3 ... ain ]where i = 1,2,3...n
⎡ a1 j ⎤
⎢a ⎥
⎢ 2j⎥
⎢ a3 j ⎥ where j = 1,2,3...m
⎢ ⎥
⎢ . ⎥
⎢ a mj ⎥
⎣ ⎦
then [ ]where
A = aij
i = 1,2,3...m
j = 1,2,3...n
Where: A = matrix
aij = element of the matrix
mxn = size of the matrix
m = number of rows
n = number of columns
EQUALITY OF MATRICES
Two matrices A and B are equal iff their corresponding elements are equal
Given:
[ ]
A = aij
B = [b ]
ij
then A = B
iff aij = bij
ADDITION OF MATRICES
Two matrices A & B can be added iff their size are equal that is
[ ]
A = aij
B = [b ]
ij
i = 1,2,3...m
where
j = 1,2,3...n
[
A + B = aij + bij ]
Addition of matrices of different sizes is undefined
MULTIPLICATION OF A MATRIX BY A SCALAR

Multiply each element of the matrix by the scalar
Given
[ ]
A = aij an mxn matrix
k = scalar
[ ] [ ]
then : kA = k aij = kai j
Multiplication of matrices is possible only between conformable matrices
TYPES OF MATRICES
1. Row Matrix – matrix consisting of a single row
2. Column Matrix – matrix consisting of a single column
3. Square Matrix of Order n = an nxn matrix with n rows and columns
4. Zero Matrix – a matrix where the element is equal to zero
5. Conformable Matrix – two matrices A & B are said to be conformable in the order of AB
if the number of columns of A is equal to the number of rows of B
SPECIAL MATRICES
T
A. TRANSPOSE OF A MATRIX, A
If A=[aij] ;any mxn matrix
AT = a ji [ ]
;the transpose is an nxm matrix
B. CONJUGATE OF A MATRIX, A
If A=[aij] ; any mxn matrix
[
A = conjugate of aij ]
T * T
C. TRANJUGATE OR HEMETIAN CONJUGATE, A , A , A
1. If A = any mxn matrix
AT= transpose of A
Then A* = conjugate of the transpose of A = tranjugate of A
2. If A = any mxn matrix
A = any conjugate of A
Then A* = transpose of the conjugate of A = tranjugate of A
D. SUBMATRIX,As
If A=[aij] ;any mxn matrix
where i = 0,1,2,3…m
j = 0,1,2,3…n
then As = [akl] if 0 < k ≤ m and 0 < l ≤ n
E. TRIANGULAR MATRICES (Possible iff m=n)
1. Upper Triangular
A=[aij] ;any mxn matrix
where aij = 0 if i>j
2. Lower Triangular
A=[aij] ;any mxn matrix
where aij = 0 if i<j
F. DIAGONAL MATRICES,Dg
1. Diagonal Matrix
Dg(a11,a22,a33…anm)
A=[aij] ;a square matrix
where aij = 0 if i ≠ j
2. Scalar Diagonal Matrix
Dg(a,a,a…a)
3. Identity Matrix
Dg(1,1,1…1)
5. Teaching and Learning Activities
Homework ( assignments), Research works, etc.
Assignment:
What is log (2 + x)?

6. Flexible Teaching Learning Modality (FTLM) adopted
Remote (module, exercises, problem sets.)
7. Assessment Task
Quizzes, Major Exams, Problems Set, Mastery Test.
Quizzes:
Quiz 1
Using Taylors theorem
a. cos x
b. 1/(1-x)
8. References
• Numerical Methods for Engineers and Scientist: An Introduction with Application using
MATLAB, Amos Gilat and Vish Subramaniam, John Wiley, First Edition 2007/2008 (Most but
not all topics are covered in the text).
• Applied Numerical Analysis - Using MATLAB, Laurene V. Fausett, Prentice Hall, 1999
• Applied Numerical Method with MATLAB for Engineers and Scientist, Steven C. Chapra,
McGraw Hill, 2nd Edition 2007/2008
1. Title of the Module: NUMERICAL SOLUTION TO CE PROBLEMS
Chapter 2: Solving System of Linear Equation
In mathematics, a system of linear equations is a collection of one or more linear

equations involving the same set of variables. For example, is a system of three equations in
the three variables x, y, z.

4. Learning Content
a. Trivial and non Trivial Solution.

A solution or example that is ridiculously simple and of little interest. Often, solutions or
examples involving the number 0 are considered trivial. Nonzero solutions or examples are
considered nontrivial. For example, the equation x + 5y = 0 has the trivial solution x = 0, y =
0.
b. Gauss Elimination Method and Gauss Elimination and Row Pivoting.
DETERMINANTS
a11 a12 a 13 ... a1n
a 21 a 22 a 23 ... a2n
A = a31 a32 a33 ... a3n
... ... ... ... ...
a m1 a m 2 a m 3 ... a mn
Properties of Determinants
1. For every matrix A of order n, for each
n
1 ≤ i ≤ n , det A = ∑ aik Aik
k =1
n
1 ≤ j ≤ n , det A = ∑ a kj Akj
k =1
where Aik or Akj = cofactor of element aik or akj respectively

Aij = (−1) i + j M ij
Mij = submatrix formed by deleting the ith row and jth column
The property shows that if the elements of any row, not just the first, or of any
column of a determinant are multiplied by their respective cofactors and then
added, the sum is the same for all rows and for all columns.
2. For every square matrix A, det AT = det A
3. If A is triangular matrix of order n, then det A =a11a22…ann, that is to say, the determinant
of a triangular matrix is equal to the product of its diagonal elements
4. If a square matrix A has either a zero row or zero column, then det A = 0
5. If each element in one row (column) of a determinant is multiplied by a number c, the
value of the determinant is multiplied by c
A = [v1 ... f j + g j ...v n ]
6. If is a square matrix, then
det A = det[v1 ... f j ...v n ]+ det[v1 ...g j ...v n ]
7. If B matrix is a matrix obtained by interchanging any two rows (columns) of a square
matrix A, then B =-det A
8. If one row (column) vector of a square matrix A is equal to a number c times some other
row (column) vector, then det A = 0
9. If a matrix B is obtained from a square matrix A by adding to one row (column) vector of
A a number c times a different row (column) vector, then det B = det A
10. Let any m rows (columns) be selected from a determinant ,det A. Then det A is equal to
the sum of the products of all the mth-order minors contained in the chosen rows
(columns) each multiplied by its algebraic complement
11. If A and B are matrices of the same order, then
(det A)(det B) = det( AB)
LINEAR ALGEBRAIC EQUATIONS

Algebraic System of m equations and n unknowns
a11 x1 + a12 x 2 + a13 x3 ...a1n x n = b1
a 21 x1 + a 22 x 2 + a 23 x3 ...a 2 n x n = b2
a31 x1 + a32 x 2 + a33 x3 ...a3n x n = b3
a m 1 x1 + a m 2 x 2 + a m 3 x3 ...a mn x n = bm
Solution of Linear Algebraic Equation by Gaussian Reduction

Augmented Matrix
a11 a12 a13 ... a1n b1
a 21 a 22 a 23 ... a 2 n b2
a31 a32 a33 ... a3n b3
... ... ... ... ... ...
a m1 a m 2 a m 3 ... a mn bm
GAUSSIAN MATRIX
Row Echelon Form (Gaussian Elimination)
1 q12 q13 ... q1n c1
0 1 q 23 ... q2n b2
0 0 1 ... q3n b3
... ... ... ... ... ...
0 0 0 ... q mn cm
Row-Reduced Echelon Form (Gauss-Jordan Elimination)
1 0 0 ... 0 c1
0 1 0 ... 0 b2
0 0 1 ... 0 b3
... ... ... ... ... ...
0 0 0 ... q mn c m
Elementary Row Operations

1. An interchange of rows
2. Multiplication of a row by a non zero number
3. Addition of a number times the elements of one row to the corresponding elements of
another row
Solution of Linear Algebraic Equation by the Method of Inverses
a11 x1 + a12 x 2 + a13 x3 ...a1n x n = b1

a 21 x1 + a 22 x 2 + a 23 x3 ...a 2 n x n = b2
a31 x1 + a32 x 2 + a33 x3 ...a3n x n = b3
a m 1 x1 + a m 2 x 2 + a m 3 x3 ...a mn x n = bm
⎡ a11 a12 a13 ... a1n b1 ⎤ ⎡ x1 ⎤ ⎡ b1 ⎤

⎢a a 22 a 23 ... a2n b2 ⎥⎥ ⎢⎢ x 2 ⎥⎥ ⎢⎢b2 ⎥⎥
⎢ 21
⎢ a31 a32 a33 ... a3n b3 ⎥ ⎢ x3 ⎥ = ⎢b3 ⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢ ... ... ... ... ... ... ⎥ ⎢ ... ⎥ ⎢ ... ⎥
⎢⎣a m1 am2 a m3 ... a mn bm ⎥⎦ ⎢⎣ x n ⎥⎦ ⎢⎣bn ⎥⎦
A x B
where A = inverse of the matrix of the coefficient

B = column matrix of constants
X = column matrix of the unknowns
Ax = B
B
x=
A
1
x = A− B
Solution of an Inverse
Given A=[aij]
Am = matrix of the determinant of the minors of each element of A
Am =[ Mij ]
AmT = transpose of Am
Adjoint of A = AmT
adjA
A −1 =
Therefore det A
Solution of Linear Algebraic Equation by the Cramer’s Rule
a11 x1 + a12 x 2 + a13 x3 ...a1n x n = b1

a 21 x1 + a 22 x 2 + a 23 x3 ...a 2 n x n = b2
a31 x1 + a32 x 2 + a33 x3 ...a3n x n = b3
a11 a12 a13 b1 a12 a13 a11 b1 a13 a11 a12 b1
A = a 21 a 22 a 23 Dx1 = b2 a 22 a 23 Dx 2 = a 21 b2 a 23 Dx3 = a 21 a 22 b2
a31 a32 a3 3 b3 a32 a3 3 a31 b3 a3 3 a31 a32 b3
Dx1 Dx 2 Dx3
x1 = x2 = x3 =
A A A
LINEAR SYSTEMS OF THE FORM Ax = λx
a11 x1 + a12 x 2 + a13 x3 ...a1n x n = λx1

a 21 x1 + a 22 x 2 + a 23 x3 ...a 2 n x n = λx 2
a31 x1 + a32 x 2 + a33 x3 ...a3n x n = λx3
a m 1 x1 + a m 2 x 2 + a m 3 x3 ...a mn x n = λx n
Characteristic Equation
(λ − a11 ) x1 − a12 x 2 − a13 x3 ...a1n x n = 0
− a 21 x1 + (λ − a 22 ) x 2 − a 23 x3 ...a 2 n x n = 0
− a31 x1 − a32 x 2 + (λ − a33 ) x3 ...a3n x n = 0
− a m 1 x1 − a m 2 x 2 − a m 3 x3 ...(λ − a mn ) x n = 0
Characteristics Value Matrix

⎡ x1 ⎤
⎢x ⎥
⎡λ − a11 − a12 −a 13 ... − a1n ⎤ ⎢ 2⎥
⎢ −a λ − a 22 − a 23 ... − a 2 n ⎥⎥ x = ⎢ x3 ⎥ Eigen Vector
⎢ 21
⎢ ⎥
⎢ − a31 − a32 λ − a33 ... − a3n ⎥ = f (λ ) ⎢ ... ⎥
⎢ ⎥
⎢ ... ... ... ... ... ⎥ ⎢⎣ x n ⎥⎦
⎢⎣ − a n1 − an2 − a n3 ... λ − a nn ⎥⎦ λ = Eigen Value
Example: GAUSSIAN REDUCTION
Solve the system of linear equation

13 x − 10 y + 7 z = −4
− 4x + 3y − 2z = 1
2x + y − 4z = 7
⎡ 13 − 10 7 − 4⎤
⎢− 4 3 − 2 1 ⎥⎥
⎢
⎢⎣ 2 1 − 4 7 ⎥⎦ R2 (3) + R1
⎡ 1 − 1 1 − 1⎤
⎢− 4 3 − 2 1 ⎥
⎢ ⎥ R1 (4) + R2
⎢⎣ 2 1 − 4 7 ⎥⎦ R1 (−2) + R3
⎡1 − 1 1 − 1⎤
⎢0 − 1 2 − 3⎥
⎢ ⎥
⎢⎣0 3 − 6 9 ⎥⎦ R2 (−1)
⎡1 − 1 1 − 1⎤
⎢0 1 − 2 3 ⎥
⎢ ⎥
⎢⎣0 3 − 6 9 ⎥⎦ R2 (−3) + R3
⎡1 − 1 1 − 1⎤ x − y + z = −1
⎢0 1 2 3 ⎥
⎢ ⎥ y + 2z = 3
⎢⎣0 0 0 0 ⎥⎦ 0 = 0
Let z = c
y − 2c = 3
y = 2c + 3
x − (2c + 3) + c = −1
x = 2c + 3 − c − 1
x=c+2 ⎡ x⎤ ⎡1 ⎤ ⎡ 2 ⎤
⎢ y ⎥ = c ⎢ 2⎥ + ⎢ 3⎥
y = 2c + 3 ⎢ ⎥ ⎢ ⎥ ⎢ ⎥
z=c ⎢⎣ z ⎥⎦ ⎢⎣1 ⎥⎦ ⎢⎣0⎥⎦
Example: METHOD OF INVERSES

x1 − x 2 + 2 x3 = 1
2 x1 − x3 = 2
x1 + x 2 + x3 = 3
⎡1 − 1 2 ⎤ ⎡ x1 ⎤ ⎡1 ⎤
⎢2 0 − 1⎥ ⎢ x ⎥ = ⎢2⎥
⎢ ⎥⎢ 2 ⎥ ⎢ ⎥
⎢⎣1 1 1 ⎥⎦ ⎢⎣ x3 ⎥⎦ ⎢⎣3⎥⎦
A x B
x = A −1 B
adjA adjA
A −1 = =
det A A
Where:
T
adjA = Am
[ ]
Am = M ij
Am = matrix of the determinants of the minors of each element
AmT = transpose of Am
adjA = adjoint of A
⎡ 0 −1 2 −1 2 0 ⎤
⎢+ − + ⎥
⎢ 1 1 1 1 1 1 ⎥
⎡1 − 3 2 ⎤
⎢ −1 2 1 2 1 −1 ⎥ ⎢
Am = ⎢ − + − ⎥ = ⎢3 − 1 − 2⎥⎥
⎢ 1 1 1 1 1 1 ⎥
⎢1 5 2 ⎥⎦
⎢ −1 2 1 2 1 −1⎥ ⎣
⎢+ 0 − 1 − 2 − 1 + 2 0 ⎥⎦
⎣
⎡1 3 1⎤
adjA = ⎢− 3 − 1 5⎥⎥
⎢
⎢⎣ 2 − 2 2⎥⎦
1 −1 2 1 −1
A = 2 0 −1 2 0
1 1 1 1 1
A = (1)(0)(1) + (−1)(−1)(1) + (2)(2)(1) − (1)(0)(2) − (1)(−1)(1) − (1)(2)(−1) = 8
⎡1 3 1⎤
⎢− 3 − 1 5⎥
⎢ ⎥
⎢ 2 − 2 2 ⎥⎦
A −1 = ⎣
8
x = A −1 B
⎡1 3 1 ⎤ ⎡1 ⎤ ⎡10⎤
1⎢ ⎥ ⎢ ⎥ 1⎢ ⎥
x = ⎢− 3 − 1 5⎥ ⎢2⎥ = ⎢10⎥
8 8
⎢⎣ 2 − 2 2⎥⎦ ⎢⎣3⎥⎦ ⎢⎣ 4 ⎥⎦
⎡ x1 ⎤ ⎡5 ⎤
⎢ x ⎥ = 1 ⎢5 ⎥
⎢ 2⎥ 4 ⎢ ⎥
⎢⎣ x3 ⎥⎦ ⎢⎣2⎥⎦
Example: CRAMER’S RULE

3 x1 − 5 x 2 + 7 x3 = 2
x1 − 2 x 2 + 3 x3 = 17
3 x1 − 2 x 2 − x3 = 11
3 −5 7 3 −5
A= 1 −2 3 1 −2
3 − 2 − 1 3 − 2 = (6 − 45 − 14 + 42 + 18 − 5) = 2
2 −5 7 2 −5
Dx1 = 17 − 2 3 17 − 2 = (4 − 165 − 238 + 154 + 12 − 85) = −318
11 − 2 − 1 11 − 2
3 2 7 3 2
Dx 2 = 1 17 3 1 17 = (−51 + 18 + 77 − 357 − 99 + 2) = −410
3 11 − 1 3 11
3 −5 2 3 −5
Dx3 = 1 − 2 17 1 − 2 = (−66 − 255 − 4 + 12 + 102 + 55) = −156
3 − 2 11 3 − 2
Dx1 − 318
x1 = = = −159
A 2
Dx 2 − 410
x2 = = = −205
A 2
Dx3 − 156
x3 = = = −78
A 2
⎡ x1 ⎤ ⎡ − 159 ⎤
⎢ x ⎥ = ⎢− 205⎥
⎢ 2⎥ ⎢ ⎥
⎢⎣ x3 ⎥⎦ ⎢⎣ − 78 ⎥⎦
Example: CHARACTERISTIC VALUE PROBLEM
Find the characteristic values and the corresponding characteristic vectors of the following
matrix
⎡4 6 6⎤ ⎡λ − 4 − 6 −6 ⎤
⎢1 3 ⎥
2 ⎥⎯ ⎯→⎢ − 1 λ − 3 − 2 ⎥⎥
⎢
⎢
⎢⎣− 1 − 5 − 2⎥⎦ ⎢⎣ 1 5 λ + 2⎥⎦
λ −4 −6 −6 λ −4 −6
−1 λ − 3 − 2 −1 λ − 3 (λ − 4)(λ − 3)(λ + 2) + 12 + 30
1 5 λ+2 1 5
= + 6(λ − 3) + 10(λ − 4) − 6(λ + 2)
(λ2 − 7λ + 12)(λ + 2) + 42 + 6λ − 18 + 10λ − 40 − 6λ − 12

λ3 − 7λ2 + 12λ + 2λ2 − 14λ + 24 − 28 + 10λ
λ3 − 5λ2 + 8λ − 4
1 −5 8 −4
1 −4 4
1 −4 4 0 λ =1
λ 2 − 4λ + 4 = 0 λ = 2(twice)
If λ = 1
⎡− 3 − 6 − 6⎤
⎢ − 1 − 2 − 2⎥
⎢ ⎥ R1 ÷ (−3)
⎢⎣ 1 5 3 ⎥⎦ R2 ↔ R3
⎡1 2 2⎤
⎢1 5 3 ⎥⎥ R1 (−1) + R2
⎢
⎢⎣− 1 − 2 − 2⎥⎦ R1 + R3
⎡1 2 2⎤
⎢0 3 1 ⎥
⎢ ⎥ 1
⎢⎣0 0 0⎥⎦ x 3
x + 2 x 2 + 2 x3 = 0
⎡1 2 2 ⎤ 1
⎢ 1⎥ 1
⎢0 1 3 ⎥ x 2 + 3 x 3 = 0
⎢0 0 0 ⎥
⎣ ⎦ 0=0
Let λ =1
x3 = c1
1
x 2 = − c1 ⎡ 4⎤
3 ⎢− 3 ⎥
⎛ 1⎞ ⎡ x1 ⎤ ⎢ ⎥ ⎡4⎤
x1 + 2⎜ − ⎟ + 2c1 = 0 ⎢ x ⎥ = c ⎢ − 1 ⎥ = − c1 ⎢1⎥
⎝ 3⎠ ⎢ ⎥ 2 1
⎢ 3⎥ 3 ⎢ ⎥
4 ⎢⎣ x3 ⎥⎦ ⎢ 1 ⎥ ⎢⎣− 3⎥⎦
x1 = − c1 ⎢⎣ ⎥⎦
3
If λ = 2
⎡− 2 − 6 − 6⎤
⎢ − 1 − 1 − 2⎥
⎢ ⎥
⎢⎣ 1 5 4 ⎥⎦ R1 ÷ (−2)
⎡1 3 3⎤
⎢ − 1 − 1 − 2⎥
⎢ ⎥ R1 + R2
⎢⎣ 1 5 4 ⎥⎦ R1 (−1) + R3
⎡1 3 3⎤ 1
⎢0 2 1⎥ R2 ÷
⎢ ⎥ 2
⎢⎣0 2 1⎥⎦ R2 (−2) + R3
x + 3 x 2 + 3 x3 = 0
⎡1 3 3 ⎤ 1
⎢ 1⎥ 1
⎢0 1 2 ⎥ x 2 + 2 x 3 = 0
⎢0 0 0 ⎥
⎣ ⎦0=0
Let
x3 = c 2 ⎡ 3⎤
⎢− 2 ⎥
1 ⎡ x1 ⎤ ⎢ ⎥ ⎡3⎤
x2 = − c2 ⎢ x ⎥ = c ⎢− 1 ⎥ = c ' ⎢ 1 ⎥
2 ⎢ 2⎥ 2 2 ⎢ ⎥
⎢ 2⎥
⎛ 1 ⎞ 3 3 ⎢⎣ x3 ⎥⎦ ⎢ 1 ⎥ ⎢
⎣ ⎥⎦
− 2
x1 = −3⎜ − c 2 ⎟ − 3c 2 = c 2 − 3c 2 = − c 2
⎝ 2 ⎠ 2 2 ⎢⎣ ⎥⎦
REVIEW OF MATRIX ALGEBRA
The Gaussian Elimination
Procedure:
The equations are first arranged in rows; similar terms on the same column. The literals may be
omitted resulting into the so called “Augmented Matrix”. This is a more concise way of writing
the system.
The method entails the task of reducing the square matrix into an “upper triangular matrix” by a
series of row operations also known as “forward elimination.” Solving the other variables from
the upper triangular matrix is called “back substitution”.
Example:
12x + 4y – 3z = 50
2x +32y +2z = 180
X + 6y - 18z = -74
Writing in matrix format,
12 4 −3 x 50
[ ]
2 32 2 y = 180
1 6 −18 z −74
The Augmented Matrix is
12 4 −3 50
A,B = 2 32 2 180
1 6 −18 −74
Using forward elimination and considering the requirement to increase zeros before the first
nonzero entry of each row successively row by row by elimination(with 1st row as “pivot” for the
first round), the upper triangular matrix of A,B becomes
1 0.333 −0.25 4.167

A, B = 0 1 0.0798 5.479
0 0 1 6
Note: A,B above is said to be in “echelon form”. The first nonzero entry of each row is called
“distinguished entry”.
Writing A,B in conventional linear system form,
X + 0.333y - 0.25z = 4.167
Y + 0.0798z = 5.479
Z =6
The third equation shows that z = 6. Thus by “back substitution” to equation 2 and then to
equation 1, the values of x and y are 4 and 5 respectively.
The Gauss-Jordan Elimination
This method is very similar to the Gaussian elimination but the process of elimination is
continued with respect to each “distinguished entry” of a row, such that these distinguished
entries shall:
1. Be equal to 1 only;
2. Be the only nonzero entry of the column where it is found.
The resulting matrix reduced using the Gauss-Jordan elimination is called the “row reduced
echelon form” (rref) of the given matrix.
Thus, when an Augmented Matrix A,B is reduced further to rref, the solution of the equivalent
linear system is established without the need of using back substitution. The rref of A,B above is
shown as
1 0 0 4
A, B = 0 1 0 5
0 0 1 6
SQUARE MATRICES
A square matrix is a matrix whose number of rows and columns are equal; thus the shape of the
matrix is n-square or n x n. Sometimes it is convenient to indicate the shape of the square matrix
as “order n”.
The following are examples of matrices of order 3 (3 x 3 ):
1 2 3 2 −5 1
[ ]
A = −4 −4 0 B = 0 3 −2
5 6 1 1 2 −4
Note: The rules for addition and matrix multiplication of matrices shall also apply to square
matrices.
DIAGONAL AND TRACE
Let A = n-square matrix
The diagonal or main diagonal of the square matrix are the entries with the same i-j subscripts:
a11, a22, a33, … ann
The “trace” of A, tr(A), is the sum of these diagonal elements…
tr(A) = : a11 + a22 + a33. . . + ann
IDENTITY OR UNIT MATRICES
The unit or Identity matrix denoted by I, is a square matrix whose diagonal entries are all equal
to 1 and all other entries zeros.
1 0 0
[0 0 1] [0 1]
1 0
I= 0 1 0 I=
For any square matrix A,

AI = IA = A
POWERS OF A SQUARE MATRIX A
A2 = AA A 3 = A 2A A(n+1) = AnA A0 = I (Identity Matrix)
POLYNOMIALS IN MATRICES
Consider the polynomial f(x) = a0 + a1x + a2x2 + . . . + anxn
f(A) = a0I + a1A + a2A2 + . . . + anAn
ai = scalars
Note: If f(A) results into the zero matrix, A is a root of the polynomial f(x).
INVERTIBLE MATRICES
Let A and B = n-square matrices
If AB = BA = I, then A and B are invertible matrices. I = Identity matrix
Let B = A-1
Then A-1 is the inverse of A.
[c d]
a b
For a 2 x 2 matrix A =
[c d] z w [0 1]
[ ]
a b x y 1 0
=
Solve for x, y, z and w by expansion of the matrix product on the left side of the equation. These
are the elements of the inverse of A, A-1
If A = determinant of matrix A = ad – bc
1
[−c a ] (see matrix A above and its elements a, b, c and d)
Then A-1 = d −b
A
The above condition applies to all 2 x2 matrices only; however if A = 0, then A is non-
invertible (no inverse). This also applies to all n-square matrices.
Consider a 3 x 3 matrix A and its inverse A-1 :
a b c x1 x2 x3 1 0 0
(0 0 1)
A= d e f A-1 = x4 x5 x6 I= 0 1 0
g h i x7 x8 x9
Expanding the matrix product AB = I yields nine equations in nine unknowns x1, x2, x3, …etc
By solving these 9 equations, the values of x1, x2, x3, etc are obtained through elimination and
substitution and they represent the entries of the inverse.
Another solution: Consider the matrices A and I above:
a b c 1 0 0
Let B = d e f 0 1 0
g h i 0 0 1
If B is reduced to rref (row reduced echelon form) using Gauss-Jordan elimination, the elements
of the last 3 columns of B are the elements of A-1
Note: A ≠0 above
c. Iterative Method, Jacobi Method and Gauss-Seidel Method

Problem Sets:
Problem Set No. 1 –MATRIX

1. Find all numbers z such that Az3 + Bz2 + Cz = D
⎡ 2 4 2⎤ ⎡− 1 1 1⎤ ⎡ 2 4 2⎤ ⎡ 1 − 1 − 1⎤
A=⎢ ⎥ B=⎢ ⎥ C=⎢ ⎥ D=⎢ ⎥
⎣1 3 1 ⎦ ⎣ 1 − 2 − 1⎦ ⎣1 3 1 ⎦ ⎣− 1 2 1 ⎦
2. Find DA and AD, if possible where D=Dg(3,0,2,-1) and also

⎡− 2 1 0 3⎤ ⎡3 0 0 0⎤
⎢9 8 − 5 9 ⎥⎥ ⎢0 0 0 0 ⎥⎥
A=⎢ D=⎢
⎢ 0 − 2 3 − 4⎥ ⎢0 0 2 0⎥
⎢ ⎥ ⎢ ⎥
⎣ 7 − 6 4 − 1⎦ ⎣0 0 0 − 1⎦
3. Let S1,S2 and S3 be the submatrices of

⎡10 0 − 3 7 0⎤
⎢0 1 2 8 6⎥⎥
A= ⎢
⎢17 6 − 5 6 4⎥
⎢ ⎥
⎣− 1 − 2 1 − 9 5⎦
Whose respective arrays are the elements common to the following rows and
columns of A:
S1: rows 2 and 3, columns 3 and 4
S2: rows 1 and 4, columns 3,4 and 5
S3: rows 1,2 and 4, columns 1 and 2
a. Write the submatrices S1, S2, and S3
b. Find the product S1S2S3 and show that (S1S2S3)T = S3TS2TS1T
c. Are any of the matrices (S1 + S2)T, (S1 + S3)T, or (S2 +S3)T defined?
4. Evaluate the matrix polynomial x3-4x2-x+4I for each of the following matrices
⎡1 − 1⎤
⎢ ⎥
a. ⎣2 0 ⎦
⎡1 1 2 ⎤
⎢1 2 1 ⎥
⎢ ⎥
⎢⎣2 1 1 ⎥⎦
b.
Problem Set No. 2 LINEAR ALGEBRAIC EQUATIONS
1. Solve the following systems by Gauss-Jordan Elimination

A. B.
2 x + 5 y + 2 z − 3w = 3 8 x − 4 y + 12 z + 5w = 18
3x + 6 y + 5 z + 2w = 2 7 x − 6 y + 13 z + 5w = 17
4 x + 5 y + 14 z + 14 w = 11 4 x − 4 y + 8 z + 3w = 10
5 x + 10 y + 8 z + 4 w = 4 3x − 2 y + 5 z + 2w = 7
2. Solve the following systems by Method of Inverses

A. B.
3 x1 − 5 x 2 + 7 x3 = 2 7 w + 2 x + 11 y − 3 z = 42
x1 − 2 x 2 + 3 x3 = 17 10 w − 3 x + 6 y + 4 z = 40
3 x1 − 2 x 2 − x3 = 11 4 w + 5 x − 4 y + 2 z = 28
5w + 2 x + 9 y − 5 z = 34
3. Solve the following systems using Cramer’s Rule
A. B.
− x1 − 4 x 2 + 2 x3 + x 4 = −32 w − x + 2y + z = 0
2 x1 − x 2 + 7 x3 + 9 x 4 = 14 − w + 3y + 2z = 2
− x1 + x 2 + 3 x3 + x 4 = 11 2w + x − z = 1
x1 − 2 x 2 + x3 − 4 x 4 = −4 2 w + 2 x + y + 3 z = 14
7. Assessment Task
Quizzes:
Quiz 1
1. Solve the following systems by Gauss-Jordan Elimination

A. B.
2 x + 5 y + 2 z − 3w = 3 8 x − 4 y + 12 z + 5w = 18
3x + 6 y + 5 z + 2w = 2 7 x − 6 y + 13 z + 5w = 17
4 x + 5 y + 14 z + 14 w = 11 4 x − 4 y + 8 z + 3w = 10
5 x + 10 y + 8 z + 4 w = 4 3x − 2 y + 5 z + 2w = 7
Quiz 2
Apply the Jacobi method to the given system.
8. References
•Numerical
Methods for
Engineers
and Scientist: An
Introduction
with Application
using MATLAB, Amos Gilat and Vish Subramaniam, John Wiley, First Edition 2007/2008
(Most but not all topics are covered in the text).
Chapter 3: Curve Fitting and Interpolation
Curve-fitting is when you have a dataset of scattered points and find a line (or
curve) that best fits the general shape of the data. Interpolation is when you have two
points of data and want to know what a value between the two would be.

4. Learning Content
a. Polynomial Interpolation
Lagrange’s interpolation formula
The Newton’s forward and backward interpolation formulae can be used only when the values of x are at
equidistant. If the values of x are at equidistant or not at equidistant, we use Lagrange’s interpolation
formula.
Let y = f( x) be a function such that f ( x) takes the values y0 , y1 , y2 ,......., yn corresponding to x= x0 ,

x1, x2 ..., xn That is yi = f(xi),i = 0,1,2,...,n . Now, there are (n + 1) paired values (xi, yi),i = 0, 1, 2, ..., n
and hence f ( x) can be represented by a polynomial function of degree n in x.
Then the Lagrange’s formula is
Example 5.22
Using Lagrange’s interpolation formula find y(10) from the following table:
Solution:
Here the intervals are unequal. By Lagrange’s interpolation formula we have
b. Newton Polynomials
c. Cubic and Quadratic Spline Interpolation
Problem Sets:
1. Use both Lagrange and Newton polynomials to interpolate the data sets:
(a) (0,1), (2,3), (3,0);
(b) (-1,0), (2,1), (3,1), (5,2);
(c) (0,-2), (2,1), (4,4)
Show that, in each example, the two polynomials are identical.
7. Assessment Task
Quizzes:
Quiz 1
(a) Determine the table of divided differences for the following data set and then write
out the Newton form of the interpolating polynomial.
x -1 0 1 2
y 5 1 1 11
(b) Suppose we add two more points, (−2,5) and (3,35), to the data set. Using the
calculations in part (a), determine the new interpolating polynomial.
Quiz 2
The production of vegetable oil is recorded on a fiscal year basis in alternate years:

1990 – 1996 – 1998 –

Year: 1992 – 93 1994 – 95
91 97 99
Production
35.5 42.8 45.8 46.5 50.3
(000)TONS:
Estimate the production during 1997 – 98.
8. References
Chapter 4: Numerical Differentiation
In numerical analysis, numerical differentiation describes algorithms for
estimating the derivative of a mathematical function or function subroutine using values
of the function and perhaps other knowledge about the function.

4. Learning Content
a. Finite Difference Method
In numerical analysis, finite-difference methods (FDM) are discretizations used for solving
differential equations by approximating them with difference equations that finite differences
approximate the derivatives.
5.
Teaching and Learning Activities
Assignment:
7. Assessment Task
Quizzes:
8. References
Chapter 5. Numerical Integration
In analysis, numerical integration comprises a broad family of algorithms for
calculating the numerical value of a definite integral, and by extension, the term is also
sometimes used to describe the numerical solution of differential equations. This article
focuses on calculation of definite integrals.

4. Learning Content
a. Euler
It is the most basic explicit method for numerical integration of ordinary differential equations
and is the simplest Runge–Kutta method. The Euler method is named after Leonhard Euler,
who treated it in his book Institutionum calculi integralis (published 1768–1870).
Problem Sets:
7. Assessment Task
Quizzes:
1.
8. References
Chapter 5. Numerical Integration
In analysis, numerical integration comprises a broad family of algorithms for
calculating the numerical value of a definite integral, and by extension, the term is also
sometimes used to describe the numerical solution of differential equations. This article
focuses on calculation of definite integrals.

4. Learning Content
Problem Sets:
7. Assessment Task
Quizzes:
8. References
Chapter 6. Solution of Ordinary Differential Equations: Initial Value Problems.
A lot of the equations that you work with in science and engineering are derived
from a specific type of differential equation called an initial value problem. The problem
of finding a function y of x when we know its derivative and its value y0 at a particular
point x 0 is called an initial value problem.

4. Learning Content
a. Euler Method
b. Runge-Kutta Methods
Problem Sets:
7. Assessment Task
Quizzes:
8. References
Chapter 7. Solution of Ordinary Differential Equations: Boundary Value Problems
A Boundary value problem is a system of ordinary differential equations with
solution and derivative values specified at more than one point. Most commonly, the
solution and derivatives are specified at just two points (the boundaries) defining a two-
point boundary value problem.

4. Learning Content
a. Shooting Method
b. Finite Difference Method
Problem Sets:
7. Assessment Task
Quizzes:
1.
2. Approximate the solution of the nonlinear ordinary differential equation
10y” + yy’ = 2x +35 y(1) = 18, y(4) = 45 on the interval 1< x < 4, h = 1
8. References

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1.

Title of the Module: NUMERICAL SOLUTION TO CE PROBLEMS

Chapter 1: Review of the Mathematical Foundation

3. Learning Outcome / Objective

The following are the learning outcome:

a. Identify appropriate numerical/mathematical tool or concepts suitable for the

b. Analyze the CE problem to translate it to a numerical solution

c. Use a computer software developing a solution to the problem;

b. TAYLOR’S THEOREM AND SERIES EXPANSIONS

MATRIX- a rectangular array of numbers

MULTIPLICATION OF A VECTOR BY A SCALAR

THE ALGEBRA OF MATRICES

MULTIPLICATION OF A MATRIX BY A SCALAR

5. Teaching and Learning Activities

Homework ( assignments), Research works, etc.

What is log (2 + x)?

Remote (module, exercises, problem sets.)

Quizzes, Major Exams, Problems Set, Mastery Test.

Using Taylors theorem

1. Title of the Module: NUMERICAL SOLUTION TO CE PROBLEMS

Chapter 2: Solving System of Linear Equation

In mathematics, a system of linear equations is a collection of one or more linear

The following are the learning outcome:

a. Identify appropriate numerical/mathematical tool or concepts suitable for the

b. Analyze the CE problem to translate it to a numerical solution

c. Use a computer software developing a solution to the problem;

a. Trivial and non Trivial Solution.

b. Gauss Elimination Method and Gauss Elimination and Row Pivoting.

where Aik or Akj = cofactor of element aik or akj respectively

LINEAR ALGEBRAIC EQUATIONS

Solution of Linear Algebraic Equation by Gaussian Reduction

Elementary Row Operations

Solution of Linear Algebraic Equation by the Method of Inverses

a11 x1 + a12 x 2 + a13 x3 ...a1n x n = b1

⎡ a11 a12 a13 ... a1n b1 ⎤ ⎡ x1 ⎤ ⎡ b1 ⎤

where A = inverse of the matrix of the coefficient

Solution of Linear Algebraic Equation by the Cramer’s Rule

a11 x1 + a12 x 2 + a13 x3 ...a1n x n = b1

LINEAR SYSTEMS OF THE FORM Ax = λx

a11 x1 + a12 x 2 + a13 x3 ...a1n x n = λx1

Characteristics Value Matrix

Example: GAUSSIAN REDUCTION

Solve the system of linear equation

Example: METHOD OF INVERSES

Example: CRAMER’S RULE

Solve the system of linear equation

Example: CHARACTERISTIC VALUE PROBLEM

(λ2 − 7λ + 12)(λ + 2) + 42 + 6λ − 18 + 10λ − 40 − 6λ − 12

Writing in matrix format,

The Augmented Matrix is

1 0.333 −0.25 4.167

Writing A,B in conventional linear system form,

X + 0.333y - 0.25z = 4.167

The Gauss-Jordan Elimination

The following are examples of matrices of order 3 (3 x 3 ):

DIAGONAL AND TRACE

Let A = n-square matrix

The “trace” of A, tr(A), is the sum of these diagonal elements…

tr(A) = : a11 + a22 + a33. . . + ann

IDENTITY OR UNIT MATRICES