The document discusses some pitfalls of using elimination methods to solve systems of equations:
1) Division by zero errors can occur during elimination or back-substitution if a pivot element is equal to zero.
2) Round-off errors can accumulate over multiple calculations.
3) Ill-conditioned systems where small changes in coefficients result in large changes to the solution are prone to errors from round-off.
Techniques like partial pivoting and using more significant figures can help address these issues by choosing pivot elements farther from zero and improving precision.
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The document discusses some pitfalls of using elimination methods to solve systems of equations:
1) Division by zero errors can occur during elimination or back-substitution if a pivot element is equal to zero.
2) Round-off errors can accumulate over multiple calculations.
3) Ill-conditioned systems where small changes in coefficients result in large changes to the solution are prone to errors from round-off.
Techniques like partial pivoting and using more significant figures can help address these issues by choosing pivot elements farther from zero and improving precision.
The document discusses some pitfalls of using elimination methods to solve systems of equations:
1) Division by zero errors can occur during elimination or back-substitution if a pivot element is equal to zero.
2) Round-off errors can accumulate over multiple calculations.
3) Ill-conditioned systems where small changes in coefficients result in large changes to the solution are prone to errors from round-off.
Techniques like partial pivoting and using more significant figures can help address these issues by choosing pivot elements farther from zero and improving precision.
Copyright:
Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online from Scribd
The document discusses some pitfalls of using elimination methods to solve systems of equations:
1) Division by zero errors can occur during elimination or back-substitution if a pivot element is equal to zero.
2) Round-off errors can accumulate over multiple calculations.
3) Ill-conditioned systems where small changes in coefficients result in large changes to the solution are prone to errors from round-off.
Techniques like partial pivoting and using more significant figures can help address these issues by choosing pivot elements farther from zero and improving precision.
Copyright:
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Download as PPT, PDF, TXT or read online from Scribd
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Pitfalls of Elimination Methods
• Division by zero. It is possible that during both
elimination and back-substitution phases a division by zero can occur. • Round-off errors. • Ill-conditioned systems. Systems where small changes in coefficients result in large changes in the solution. Alternatively, it happens when two or more equations are nearly identical, resulting a wide ranges of answers to approximately satisfy the equations. Since round off errors can induce small changes in the coefficients, these changes can lead to large solution errors. • Singular systems. When two equations are identical, we would lose one degree of freedom and be dealing with the impossible case of n-1 equations for n unknowns. For large sets of equations, it may not be obvious however. The fact that the determinant of a singular system is zero can be used and tested by computer algorithm after the elimination stage. If a zero diagonal element is created, calculation is terminated. Techniques for Improving Solutions • Use of more significant figures. • Pivoting. If a pivot element is zero, normalization step leads to division by zero. The same problem may arise, when the pivot element is close to zero. Problem can be avoided: – Partial pivoting. Switching the rows so that the largest element is the pivot element. – Complete pivoting. Searching for the largest element in all rows and columns then switching. Partial Pivoting • Consider solving the following equations. A method known as Gaussian Elimination with Partial Pivoting will be shown:
3 1 6 x 1 5 4 2 y 12 1 3 8 z 3 Partial Pivoting • With just three unknowns, this can be solved relatively easily by hand. If there were seven unknowns, the calculations would be very tedious, and with 20, almost impossible simply because of the amount of calculation involved – an ideal situation for a computer. Partial Pivoting • We will walk down the elements of the leading diagonal. The first one is 3. We look for the largest element underneath this entry, and if it is larger than 3, swap the two rows over. In this case,5 is the largest element, so the first two rows are swapped: 5 4 2 x 12 3 1 6 y 1 1 3 8 z 3 Partial Pivoting • Now, looking at the 5 in the diagonal, we subtract the correct multiple of the top row from each of the rows beneath it to make all the numbers below the 5 into 0s. This means subtracting 3/5 of the top row from the second row and 1/3 of the top row from the third. This gives: 5 4 2 x 12 0 7 5 24 5 y 31 5 0 11 5 38 5 z 27 5 • The first diagonal element is now complete, so we move on to the second diagonal element and repeat the same procedure. The diagonal element is -7/5. We look at every element beneath it to see if any of them is larger, and if so swap the rows over. In this case, 11/5 is larger, so we swap the second and third rows to give:
5 4 2 x 12 0 11 5 38 5 y 27 5 0 7 5 24 5 z 31 5 Partial Pivoting • Now, keeping our eyes on the 11/5, we subtract the right multiple of the second row to make every element below the 11/5 into 0. In this case, it means adding 7/11 of the second row to the third to give: 5 4 2 x 12 0 11 5 38 5 y 27 5 0 0 106 11 z 106 11 Partial Pivoting • The matrix is now in upper triangular form. The values of x, y and z can be easily calculated with back substitution. • The method could be broken down using a top down development to give:
Gaussian Elimination with partial pivoting to solve the equations
Input the data Pivot the matrix For each element on the leading diagonal Find the largest element below leading diagonal Swap so that the row of largest element swaps with current one Perform forward elimination For each row below current element Eliminate elements Perform back substitution For each row from bottom to top Use constant on right and known answers to get t he next answer Store the results
