Page 25 - Numerical Methods for Chemical Engineering
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14      1 Linear algebra



                   We use the notation (A, b) (2,1)  for the augmented matrix obtained after placing a zero at
                   the (2,1) position through the operation 2 ← 2 − λ 21 × 1,
                                                                             
                               a 11      a 12     ...      a 1N         b 1
                               0   (a 22 − λ 21 a 12 )  ... (a 2N − λ 21 a 1N )(b 2 − λ 21 b 1 ) 
                                                                             
                   (A, b) (2,1)    a 31  a 32    ...      a 3N         b 3          (1.69)
                           = 
                               .         .                 .            .    
                               . .       . .               . .          . .  
                                                                              
                                                  ...
                               a N1     a N2              a NN          b N
                   Again, it is important to note that the linear system A (2,1) x = b (2,1)  has the same solution(s)
                   x as the original system Ax = b.
                     As we develop this method, let us consider the example (1.2),
                                    x 1 + x 2 + x 3 = 4        1114      
                                  2x 1 + x 2 + 3x 3 = 7  (A, b) =   2137            (1.70)
                                  3x 1 + x 2 + 6x 3 = 2         3162
                   Since a 11  = 0,
                                                    a 21  2
                                              λ 21 =   =   = 2                        (1.71)
                                                    a 11  1
                   and the row operation 2 ← 2 − λ 21 × 1 yields
                                                                                 
                                           1          1          1           4
                         (A, b) (2, 1)  =    [2 − (2)(1)]  [1 − (2)(1)]  [3 − (2)(1)]  [7 − (2)(4)]  
                                           3          1          6           2
                                      1   1   1   4
                                                   
                                  =    0  −11   −1                                  (1.72)
                                      3   1   6   2
                   We now define
                                     (2, 1)               (2, 1)
                                    a    ≡ a 2 j − λ 21 a 1 j  b  ≡ b 2 − λ 21 b 1    (1.73)
                                     2 j                  2
                   and write (A, b) (2,1)  as
                                                                        
                                         a 11  a 12  a 13  ...  a 1N  b 1
                                             (2, 1)  (2, 1)   (2, 1)  (2, 1)  
                                         0   a     a      ... a     b
                                              22    23         2N    2
                                                                        
                                                                        
                            (A, b) (2,1)  =  a 31  a 32  a 33  ...  a 3N  b 3       (1.74)
                                       
                                                                         
                                        .     .     .     .    .     .  
                                       
                                        . .   . .   . .   . .  . .   . .  
                                                                         
                                                          ...
                                        a N1  a N2  a N3      a NN   b N
                   We continue this process and place zeros in all elements in the first column below the
                   diagonal, considering next the element in row 3. If a 11  = 0,
                                                        a 31
                                                  λ 31 =                              (1.75)
                                                        a 11
                   and the row operation 3 ← 3 − λ 31 × 1 yields the new (3, 1) element

                                                      a 31
                                   a 31 − λ 31 a 11 = a 31 −  a 11 = a 31 − a 31 = 0  (1.76)
                                                      a 11
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