3.

Simultaneous linear algebraic equations

An equation is a relation where a mathematical expression is equated with another

expression. The common type of equations in mathematics is linear equations, non-linear
equations, polynomials, quadratic equations and so on. A system of two or more equations
with two or more unknown variables solved at the same time is called simultaneous
equations. They are also referred to as a system of equations. This chapter discusses about
how to solve simultaneous linear equations using direct methods and iterative methods.

3.1. Simultaneous Equations

Simultaneous equations or a system of equations consisting of two or more equations of two

or more variables that are simultaneously true. Thus, solving simultaneous equations is
nothing but to find solutions that are common to all of the given equations. Depending upon
the nature of the equations, simultaneous equations can be classified as simultaneous linear
equations, simultaneous nonlinear equations, simultaneous differential equations and so on.
Amongst the various types, the chapter will focus on simultaneous linear equations.

General form of simultaneous linear equations in three variables

a 11 x 1 + a12 x 2 + a13 x 3 =b 1
a 21 x 1 +a 22 x 2 +a 23 x 3 =b2
a 31 x 1 +a 32 x 2 +a 33 x 3 =b3

where
a 11 , a12 , a 13 , a21 , a22 , a23 , a31 , a 32 , a33 , b1 , b 2 ,b 3 are constants and x 1 , x2 , x 3 are variables to
be found.
Matrix Form
The given system of simultaneous linear equations can be written in the matrix form as
AX =B
 ( ) ()
a11 a12 a 13 b1
A= a21 a22 a 23 B= b 2
a31 a32 a 33 b3
Where is the Co-efficient matrix, is the Constant matrix and

()
x1
X = x2
x3
is the variable matrix.

Methods

In numerical methods, there are two of methods to solve simultaneous linear equations.

1. Direct method
2. Iterative method

3.2. Direct methods

There are two types of direct methods to solve simultaneous linear equations.

1. Gauss-Elimination method
2. Gauss-Jordan method

Augmented Matrix

The matrix obtained by adjoining the constant matrix B with the co-efficient matrix A is
[ A|B ]
called augmented matrix and is denoted by , given by

a11 a12 a 13 b 1
[ A|B ] =⟨ a21 a22 a 23|b 2 ⟩
a31 a32 a 33 b 3

Gauss-Elimination method
In Gauss-Elimination method, using row transformations the augmented matrix
corresponding to the given system of equations are converted in to upper triangular matrix of
the form

a11 ' a12 ' a 13 ' b 1 '

[ A|B ] ≈⟨ 0 a22 ' a 23 ' |b 2 ' ⟩
0 0 a 33 ' b 3 '
.

Using back substitution method the variable values are obtained.

Gauss-Jordan method

In Gauss Jacobi method, using row transformations the augmented matrix corresponding to
the given system of equations are converted in to diagonal or unit matrix of the form

a {} # 0 {} # 0{} # 0 {} # arSub { size 8{2 } 0 1 0 0 k1

A[ |B]≈⟨ 1 a3 {} mline matrix {brSub { size 8{1} ¿b2 {} # b rSub{ size 8{3} ¿⟩ [ A|B ] ≈⟨ 0 1 0|k 2 ⟩
0 ¿ 0 0 1 k3
or .

By direct substitution, the variable values can be found.

Example

Solve the system of equations by 1) Gauss-Elimination method and 2) Gauss-Jordan method

x +2 y+z =3 ; 2 x +3 y +3 z=10 ; 3 x− y+2 z=13 .

Solution

The augmented matrix is given by

1 2 1 3
[ A|B ]=⟨ 2 3 3|10 ⟩
3 −1 2 13
Gauss-Elimination method

a 11=1
The pivotal element is

1 2 1 3 R1 → R1
[ A|B ] =⟨ 2 3 3|10 ⟩ R2 →1 R2 −2 R1
3 −1 2 13 R3 →1 R3 −3 R1

1 2 1 3
[ A|B ]≈⟨ 0 −1 1 |4 ⟩
0 −7 −1 4

a 22=−1
The pivotal element is

1 2 1 3 R1 →R 1
[ A|B ] =⟨ 0 −1 1 |4 ⟩ R2 →R 2
0 −7 −1 4 R →(−1) R −(−7 )R
3 3 2

1 2 1 3
[ A|B ]≈⟨ 0 −1 1 | 4 ⟩
0 0 −8 −24

⇒ x +2 y + z=3
− y + z=4
−8 z=−24

−8 z=−24 ⇒ z=3
− y +z=4 ⇒ y=−1
x +2 y+z=3⇒ x=2 .
 ()
2
X = −1
3

Gauss-Jordan method

a 11=1
The pivotal element is

1 2 1 3 R1 → R1
[ A|B ] =⟨ 2 3 3|10 ⟩ R2 →1 R2 −2 R1
3 −1 2 13 R3 →1 R3 −3 R1

1 2 1 3
[ A|B ]≈⟨ 0 −1 1 |4 ⟩
0 −7 −1 4

a 22=−1
The pivotal element is

1 2 1 3 R1 →(−1)R 1−2 R2
[ A|B ] =⟨ 0 −1 1 |4 ⟩ R2 →R 2
0 −7 −1 4 R →(−1) R −(−7 )R
3 3 2

1 0 3 11
[ A|B ]≈⟨ 0 −1 1 | 4 ⟩
0 0 −8 −24

a 33=−8
The pivotal element is
 1 0 3 11 R 1 →(−8 )R1 −3 R3
[ A|B ] =⟨ 0 −1 1 | 4 ⟩ R 2 →(−8 )R2 −R3
0 0 −8 −24 R 3 → R3

−8 0 0 −16
[ A|B ]≈⟨ 0 8 0 | −8 ⟩
0 0 −8 −24

⇒−8 x=16
8 y=−8
−8 z=−24

x=2 ; y=−1 ; z=3 .

()
2
X = −1
3

Example

Solve the system of equations by 1) Gauss-Elimination method and 2) Gauss-Jordan method

x + y +z+w=2; 2 x− y +2 z−w=−5 ; 3 x+2 y +3 z +4 w=7 ; x−2 y−3 z+2 w=5.

Solution

The augmented matrix is given by

1 1 1 1 2
[ A|B ]=⟨ 2 −1 2 −1 |−5 ⟩
3 2 3 4 7
1 −2 −3 2 5
Gauss-Elimination method

a 11=1
The pivotal element is

1 1 1 1 2 R1 → R1
R →1 R2 −2 R1
[ A|B ] =⟨ 2 −1 2 −1 |−5 ⟩ 2
3 2 3 4 7 R3 →1 R3 −3 R1
1 −2 −3 2 5 R →1 R −1 R
4 4 1

1 1 1 1 2
[ A|B ]≈⟨ 0 −3 0 −3|−9 ⟩
0 −1 0 1 1
0 −3 −4 1 3

a 22=−3
The pivotal element is

1 1 1 1 2 R1 →R 1
R2 →R 2
[ A|B ] =⟨ 0 −3 0 −3 |−9 ⟩
0 −1 0 1 1 R3 →(−3 )R 3 −(−1) R2
0 −3 −4 1 3 R →(−3 )R −(−3 )R
4 4 2

1 1 1 1 2
[ A|B ]≈⟨ 0 −3 0 −3 | −9 ⟩
0 0 0 −6 −12
0 0 12 −12 −36

a 33=0 R3 R4
The pivotal element is . Interchanging and
 1 1 1 1 2
[ A|B ]=⟨ 0 −3 0 −3 | −9 ⟩
0 0 12 −12 −36
0 0 0 −6 −12

⇒ x + y + z +w=2
−3 y−3 w=−9
12 z−12 w=−36
−6 w=−12

−6 w=−12 ⇒ w=2
12 z−12 w=−36 ⇒ z=−1
−3 y−3 w=−9⇒ y=1
x+ y+z+w=2⇒ x=0

()
0
1
X=
−1
2

Gauss-Jordan method

a 11=1
The pivotal element is

1 1 1 1 2 R1 → R1
R →1 R2 −2 R1
[ A|B ] =⟨ 2 −1 2 −1 |−5 ⟩ 2
3 2 3 4 7 R3 →1 R3 −3 R1
1 −2 −3 2 5 R →1 R −1 R
4 4 1
 1 1 1 1 2
[ A|B ]≈⟨ 0 −3 0 −3|−9 ⟩
0 −1 0 1 1
0 −3 −4 1 3

a 22=−3
The pivotal element is

1 1 1 1 2 R1 →(−3) R1 −1 R 2
R2 →R 2
[ A|B ] =⟨ 0 −3 0 −3 |−9 ⟩
0 −1 0 1 1 R3 →(−3 )R 3 −(−1) R2
0 −3 −4 1 3 R →(−3 )R −(−3 )R
4 4 2

−3 0 −3 0 3
[ A|B ]≈⟨ 0 −3 0 −3 | −9 ⟩
0 0 0 −6 −12
0 0 12 −12 −36

a 33=0 R3 R4
The pivotal element is . Interchanging and

−3 0 −3 0 3
[ A|B ]=⟨ 0 −3 0 −3 | −9 ⟩
0 0 12 −12 −36
0 0 0 −6 −12

a 33=12
The pivotal element is .

−3 0 −3 0 3 R 1 →(12 )R1 −(−3 )R 3

R2 → R 2
[ A|B ] =⟨ 0 −3 0 −3 | −9 ⟩
0 0 12 −12 −36 R3 → R3
0 0 0 −6 −12 R →R 4 4
 36 0 0 −36 −72
[ A|B ]=⟨ 0 −3 0 −3 | −9 ⟩
0 0 12 −12 −36
0 0 0 −6 −12

The pivotal element is

a 44=−6 .

36 0 0 −36 −72 R1 →(−6 )R 1−(−36) R 4

R →(−6 ) R2 −(−3) R4
[ A|B ] =⟨ 0 −3 0 −3 | −9 ⟩ 2
0 0 12 −12 −36 R3 →(−6 ) R3 −(−12) R4
0 0 0 −6 −12 R →R 4 4

36 0 0 0 0
[ A|B ]=⟨ 0 −3 0 0 | −3 ⟩
0 0 12 0 −12
0 0 0 −6 −12

⇒36 x =0⇒ x=0

−3 y=−3 ⇒ y =1
12 z=−12 ⇒ z=−1
−6 w=−12⇒ w=2 .

()
0
1
X=
−1
2

3.3. Matrix inversion using Gauss-Elimination method

( ) ( )
a11 a12 a 13 1 0 0
A= a21 a22 a 23 I= 0 1 0
a31 a32 a 33 0 0 1
Augment the given matrix with identity matrix of same
order.

The augmented matrix is given by

 a11 a12 a 13 1 0 0
[ A|I ] =⟨ a21 a22 a 23|0 1 0⟩
a31 a32 a 33 0 0 1

Using linear transformation the augmented matrix reduced into the following form

a11 ' a12 ' a13 ' b 11 b 12 b13

[ A|I ]≈ ⟨ 0 a22 ' a23 ' |b 21 b 22 b23 ⟩
0 0 a33 ' b 31 b 32 b33

Example

Find, by Gaussian elimination method, the inverse of

( )
3 −1 1
A= −15 6 −5
5 −2 2

Solution

The augmented matrix is given by

3 −1 1 1 0 0
[ A|I ]=⟨−15 6 −5|0 1 0 ⟩
5 −2 2 0 0 1

Upper triangular matrix conversion

a 11=3
The pivotal element is
 3 −1 1 1 0 0 R1 →R 1
[ A|I ] =⟨−15 6 −5|0 1 0 ⟩ R2 →3 R2 −(−15 )R 1
5 −2 2 0 0 1 R3 →3 R3 −5 R1

3 −1 1 1 0 0
[ A|I ]=⟨0 3 0 |15 3 0 ⟩
0 −1 1 −5 0 3

a 22=6
The pivotal element is

3 −1 1 1 0 0 R1 →R1
[ A|I ] =⟨ 0 3 0 |15 3 0 ⟩ R2 →R 2
0 −1 1 −5 0 3 R3 →6 R 3 +2 R2

3 −1 1 1 0 0
[ A|I ]=⟨0 3 0 |15 3 0 ⟩
0 0 6 0 6 18

The system is equivalent to three systems,

i)

3 −1 1 1
⟨ 0 3 0 |15 ⟩
0 0 6 0

⇒3 x− y+z =1
3 y =15
6 z=0
 6 z=0 ⇒ z=0
3 y=15 ⇒ y=5
3 x− y +z=1 ⇒ x=2 .

()
2
X 1= 5
0

ii)

3 −1 1 0
⟨ 0 3 0 |3 ⟩
0 0 66

⇒3 x− y+z =0
3 y =3
6 z=6

6 z=6 ⇒ z=1
3 y=3 ⇒ y=1
3 x− y +z=0 ⇒ x =0 .

()
0
X 2= 1
1

iii)

3 −1 1 0
⟨ 0 3 0| 0 ⟩
0 0 6 18
 ⇒3 x− y+z =0
3 y =0
6 z=18

6 z=18 ⇒ z=3
3 y=0⇒ y=0
3 x− y +z=0 ⇒ x =−1.

()
−1
X 3= 0
3

( )
2 0 −1
−1
A =5 1 0
0 1 3
Hence,

Example

Find, by Gaussian elimination method, the inverse of

( )
0 1 1
A= 1 2 0
3 −1 −4

Solution

The augmented matrix is given by

0 1 1 1 0 0
[ A|I ]=⟨1 2 0 |0 1 0 ⟩
3 −1 −4 0 0 1

Upper triangular matrix conversion

 a 11=0 . R1 R2 . a 11=1 .
The pivotal element is Interchanging and The pivotal element is

1 2 0 0 1 0 R1 →R1
[ A|I ] =⟨0 1 1 |1 0 0 ⟩ R2 →1 R2 −(0 )R 1
3 −1 −4 0 0 1 R →1 R −3 R
3 3 1

1 2 0 0 1 0
[ A|I ]=⟨0 1 1 |1 0 0 ⟩
0 −7 −4 0 −3 1

a 22=1
The pivotal element is

1 2 0 0 1 0 R1 →R 1
[ A|I ] =⟨ 0 1 1 |1 0 0 ⟩ R2 →R 2
0 −7 −4 0 −3 1 R3 →1 R3 +7 R2

1 2 00 1 0
[ A|I ]=⟨0 1 1 |1 0 0 ⟩
0 0 3 7 −3 1

The system is equivalent to three systems,

i)

1 2 00
⟨ 0 1 1|1 ⟩
0 0 37
 ⇒ x +2 y=0
y + z =1
3 z=7

7
3 z=7 ⇒ z=
3
−4
y + z=1 ⇒ y =
3
8
x +2 y=0 ⇒ x= .
3

()
8
3
−4
X 1=
3
7
3

ii)

1 2 0 1
⟨ 0 1 1| 0 ⟩
0 0 3 −3

⇒ x +2 y=1
y +z=0
3 z=−3

3 z=−3 ⇒ z=−1
y +z=0⇒ y=1
x +2 y=1⇒ x=−1 .
 ()
−1
X 2= 1
−1

iii)

1 2 00
⟨ 0 1 1|0 ⟩
0 0 31

⇒ x +2 y=0
y +z=0
3 z=1

1
3 z=1⇒ z=
3
−1
y + z=0⇒ y=
3
2
x +2 y=0 ⇒ x= .
3

()
2
3
−1
X 3=
3
1
3

( )
8 2
−1
3 3
−1 −4 −1
A = 1
3 3
7 1
−1
3 3
Hence, .
3.4. Iterative methods

There are two types of direct methods to solve simultaneous linear equations.

1. Gauss Jacobi method

2. Gauss Seidel method

Condition for convergence

The given system of linear equations are

a 11 x 1 + a12 x 2 + a13 x 3 =b 1
a 21 x 1 +a 22 x 2 +a 23 x 3 =b2
a 31 x 1 +a 32 x 2 +a 33 x 3 =b3

a 11 , a12 , a 13 , a21 , a22 , a23 , a31 , a 32 , a33 , b1 , b 2 ,b 3 x 1 , x2 , x 3

Where are constants and are variables to
be found.

The system of equations are said to be diagonally dominant if

|a 11| > |a12|+ |a13|

|a 22| > |a21|+ |a23|
|a 33| > |a31|+ |a32| .

In iterative methods, the solution converges if the given system are diagonally dominant.

If the given equations are not diagonally dominant then rearrange the equations such that the
systems are diagonally dominant.

Gauss Jacobi method

In this method previous iterative values are used for evaluating new values for variables and
the equations for evaluating variables are
 b1 −a12 x i +a13 x i
2 3
x i +1=
1 a11
b2 −a21 x i +a 23 x i
1 3
x i +1=
2 a22
b3 −a 31 x i +a 32 x i
1 2
x =
3i +1 a
33

Gauss Seidel method

In this method current values are used for evaluating new values for variables and the
equations for evaluating variables are

b1 −a12 x i +a13 x i
2 3
x i +1=
1 a11
b2 −a21 x i+1 + a23 x i
1 3
x i +1=
2 a22
b3 −a 31 x i+1 +a32 x i +1
1 2
x i +1 = .
3 a33

Example

Solve the following system by Gauss-Jacobi and Gauss-Seidel methods

10 x−5 y−2 z=3 ; 4 x −10 y+3 z=−3; x +6 y +10 z=−3 .

Solution

Diagonally dominant
 10> 5+ 2
10 > 4+3
10 > 1+ 6 .

The given system is diagonally dominant.

Gauss-Jacobi method

3+5 y i +2 z i
x i+1 =
10
−3−4 xi −3 z i
y i+1=
−10
−3−x i−6 y i
z i+1 = .
10

Substituting i=0

3+5 y 0 +2 z 0
x 1=
10
0 0
1 −3−4 x −3 z
y =
−10
−3−x 0 −6 y 0
z 1= .
10

Initial values

x 0 =0 ; y 0 =0 ; z 0=0;

1 3+5 y 0 +2 z 0
x= =0 .3
10
−3−4 x 0 −3 z 0
y 1= =0 .3
−10
0 0
1 −3−x −6 y
z= =−0 . 3 .
10
Substituting i=1

3+5 y 1 +2 z1
x 2= =0 . 39
10
1 1
2 −3−4 x −3 z
y= =0 . 33
10
−3−x 1 −6 y 1
z2= =−0 .51 .
10

The process is continued and the values are tabulated below

Iteration x y z

initial 0 0 0
1 0.3 0.3 -0.3
2 0.39 0.33 -0.51
3 0.363 0.303 -0.537
4 0.3441 0.2841 -0.5181
5 0.33843 0.2822 -0.50487
6 0.34013 0.28391 -0.50316
7 0.34182 0.28510 -0.50436
8 0.34168 0.28522 -0.50519
9 0.34168 0.28522 -0.50519

The solution correct to three decimal places are

x=0 . 342; y=0 . 285; z=−0 . 505.

Gauss-Seidel method
 3+5 y i +2 z i
x i+1 =
10
−3−4 xi+1 −3 z i
y i+1=
−10
−3−x i+1 −6 y i+1
z i+1 = .
10

Substituting i=0

3+5 y 0 +2 z 0
x 1=
10
1 0
1 −3−4 x −3 z
y=
−10
−3−x 1 −6 y 1
z 1= .
10

Initial values

x 0 =0 ; y 0 =0 ; z 0=0;

1 3+5 y 0 +2 z 0
x= =0 .3
10
−3−4 x 1 −3 z 0
y 1= =0. 42
−10
1 1
1 −3−x −6 y
z= =−0 .582 .
10

Substituting i=1
 3+5 y 1 +2 z1
x 2= =0 . 3936
10
−3−4 x 2 −3 z1
y 2= =0 . 28284
10
−3−x 2 −6 y 2
z2= =−0 . 50906.
10

The process is continued and the values are tabulated below

Iteration x y z

initial 0 0 0
1 0.3 0.42 -0.582
2 0.3936 0.28284 -0.50906
3 0.33961 0.28312 -0.50383
4 0.34079 0.28517 -0.50518
5 0.34155 0.28508 -0.50520
6 0.34149 0.28504 -0.50517
7 0.34149 0.28504 -0.50517

The solution correct to three decimal places are

x=0 . 342; y=0 . 285; z=−0 . 505.

Example

Solve the following system by Gauss-Jacobi and Gauss-Seidel methods

x + y +54 z=110; 27 x +6 y −z=85 ; 6 x+15 y +2 z=72 .

Solution

Diagonally dominant

1<1+ 54
6 < 27+1
2 <6 + 15 .

The given system is not diagonally dominant. Hence re-arranging the equation such that it
is diagonally dominant as follows

27 x+6 y−z=85 ;
6 x+15 y+2 z=72;
x + y+54 z=110.

Gauss-Jacobi method

85−6 y i +z i
x i+1 =
27
72−6 xi −2 z i
y i+1=
15
110−x i− yi
z i+1 = .
54

Substituting i=0

1 85−6 y 0 +z 0
x=
27
72−6 x 0 −2 z0
y 1=
15
0 0
1 110−x − y
z= .
54

Initial values

x 0 =0 ; y 0 =0 ; z 0=0;
 85−6 y 0 +z 0
x 1= =3 .14815
27
72−6 x 0 −2 z0
y 1= =4 . 8
15
110−x 0 − y 0
z 1= =2 . 03704
54

Substituting i=1

2 85−6 y1 +z 1
x = =2 . 15693
27
72−6 x 1 −2 z 1
y 2= =3 . 26913
15
1 1
2 110− x − y
z= =1 .88985
54

The process is continued and the values are tabulated below

Iteration x y z

initial 0 0 0
1 3.14815 4.8 2.03704
2 2.15693 3.26913 1.88985
3 2.49167 3.68525 1.93655
4 2.40093 3.54513 1.92265
5 2.43155 3.58327 1.92692
6 2.42323 3.57046 1.92565
7 2.42603 3.57395 1.92604
8 2.42527 3.57278 1.92593

The solution correct to three decimal places are

x=2 . 425 ; y=3 . 573 ; z=1 . 926.

Gauss-Seidel method

i+1 85−6 y i +z i
x =
27
72−6 xi+1 −2 z i
y i+1=
15
i+1 i+1
i+1 110−x − y
z = .
54

Substituting i=0

85−6 y 0 +z 0
x 1=
27
1 0
1 72−6 x −2 z
y =
15
110−x 1 − y 1
z 1= .
54

Initial values

x 0 =0 ; y 0 =0 ; z 0=0;

85−6 y 0 +z 0
x 1= =3 .14815
27
1 0
1 72−6 x −2 z
y = =3 . 54074
15
110−x 1 − y 1
z 1= =1. 91317
54
Substituting i=1

2 85−6 y1 +z 1
x = =2 . 43218
27
72−6 x 2 −2 z 1
y 2= =3 . 57204
15
2 2
2 110− x − y
z= =1 . 92585
54

The process is continued and the values are tabulated below

Iteration x y z

initial 0 0 0
1 3.14815 3.54074 1.91317
2 2.43218 3.57204 1.92585
3 2.42569 3.57294 1.92595
4 2.42549 3.57301 1.92595
5 2.42548 3.57301 1.92595
6 2.42548 3.57301 1.92595

The solution correct to three decimal places are

x=2 . 425 ; y=3 . 573 ; z=1 . 926.

Exercise

1. Solve the following systems by i) Gauss-Elimination ii) Gauss-Jordan methods

2 x+ y=3 ; 7 x−3 y=4 .
a.
2 x1 +7 x 2=16 ; 11 x1 + 3 x 2 =17 .
b.
3 x+ y−z=3 ; 2 x−8 y +z=−5 ; x −2 y +9 z=8.
c.
x +3 y+10 z=24 ; 2 x+17 y+4 z=35; 28 x +4 y−z=32 .
d.
 2 x− y+3 z+w=9; 3 x+ y−4 z+3 w=3;
5 x−4 y+3z−6w=2; x−2 y−z+2w=−2.
e.
2. Find the inverse of the following matrices by Gauss-Elimination method

( )
2 1 1
3 2 3
1 4 9
a.

( )
3 −3 4
2 −3 4
0 −1 1
b.
3. Solve the following systems by i) Gauss-Jacobi ii) Gauss-Seidel methods
5 x−2 y+ z=−4 ; x +6 y−2 z=−1 ; 3 x+ y+5 z=13 .
a.
30 x−2 y +3 z=75 ; 2 x+2 y +18 z=30 ; x +17 y−2 z=48 .
b.
14 x−5 y=5. 5 ; 2 x+7 y=19 .3 .
c.
10 x−2 y−z−t=3 ; −2 x+10 y−z−t=15 ;
−x− y+10 z−2 t=27 ; −x− y−2 z+10 t=−9 .
d.
y−x +10 z=35 . 61; x+z+10 y=20 . 08 ; y −z+10 x=11. 19 .
e.