2-Sistem Persamaan Aljabar Linier-Sjk-01 (Compatibility Mode)

Lecture 2
Bab 2
Sistem Persamaan Aljabar Linier
METODE ELIMINASI DAN

DEKOMPOSISI
Sujantoko
Ocean Engineering ITS
sujantoko@oe.its.ac.id
Bab 2 Sistem Persamaan Aljabar Linier

a11 x1 + a12 x 2 + ..... + a1n x n = b1
a 21 x1 + a 22 x 2 + ..... + a 2 n x n = b2
...
a n1 x1 + a n 2 x 2 + ..... + a nn x n = bn
a 11
a
21
...
a n1
a 12
...
a 22
...
...
a n2
...
a 1n x 1
a 2 n x 2
* =
...
...
a nn x n
b1
b
2

...
b n
[A ]{X } = {b}
aij = koefisien konstanta; xj = unknown;
unknown ;
bj = konstanta; n = banyaknya persamaan
Metode-Metode untuk menyelesaikan Sistem Persamaan Aljabar Linier:
1. Metode Eliminasi
: Eliminasi Gauss; Gauss Jordan
2 Metode Iterasi
2.
: Iterasi Jacobi; Gauss Siedel
3. Metode Dekomposisi : Dekomposisi L-U; Cholesky.
2
MATR I K
baris-i
Kolom - j
a11
a
21
...
a m1
a12
a 22
...
...
...
am 2
a ij
...
Operasi Matrik
a1n
a 2 n
...
a mn
Penjumlahan / Pengurangan
Perkalian
Transpose
Invers Matrik
Determinan
mxn
Jenis jenis Matrik
Jenis-jenis
Contoh :
3
A = 8
0
1
6 ;
4
5
B=
7
9
2
Matrik Bujur Sangkar

Matrik Diagonal
Matrik Identitas
Matrik Segitiga Atas / Bawah
Matrik Simetri
Vektor Baris
Vektor Kolom
3
Penyelesaian: Ada, Tunggal

(well condition)
x2
3x1 + 2x2 = 18
-x1 + 2x2 = 2
Penyelesaian: Ada, Kondisi buruk

(ill condition)
x2
3 2 x1 18
1 2 * x = 2
1
2
2 .3 5
x1
x1
D t = 3*2 - (-1)*2
Det
( 1)*2 = 8
- x1 + x2 = 1
- x1 + x2 =
1 x1 1
* =
1 x 2 1 .1
D t = -1/2
Det
1/2 *1 - (-2.3/5)*1
( 2 3/5)*1 = -0.04
0 04
Penyelesaian: Tak berhingga
Penyelesaian: Tak ada

x2
- x1 + x2 = 1
-2.3/5 x1 + x2 = 1.1
1 x1 1
* = 1
1
x
1

2 2 2
x1
Det = -1/2 *1 - (-1/2)*1 = 0
x2
- x1 + x2 = 1
-1 x1 + 2x2 = 2
1
2
1 x1 1
* =
2 x 2 2
x1
Det = -1/2 *2 - (-1)*1 = 0
Eliminasi Gauss
a11
a
21
a 31
a12
a 22
a 32
a13 x1 b1

a 23 * x 2 = b2
a 33 x3 b3
....... E1
....... E 2
....... E 3
Forward Elimination
a11
0
a12
'
a 22
0
a13 x1 b1
'
'
a 23 * x 2 = b2
''
x3 b3''
a 33
Back Substitution
''
x3 = b3'' / a 33
'
'
x 2 = (b2' a 23
x3 ) / a 22
x1 = (b1 a12 x 2 a13 x3 ) / a11
Proses Forward Elimination :

1. Eliminasikan x1 dari E2 dan E3
Hitung: m21 = a21/a11
E2 = E2 - m21*E1
Hit
Hitung:
m31 = a31/a
/ 11
E3 = E3 m31*E1
2. Eliminasikan x2 dari E
E3
Hitung: m32 = a32/a22
E3 = E3 m32*E2
Proses Back Substitution :

1. x3 = b3 / a3
a11
0
a12
'
a 22
a11
0
a12
'
a 22
0
'
a 32
a13 x1 b1 ....... E1
'
'
'
a 23
*
x
3 2 = b2 ....... E 2
'
x3 b3' ....... E 3'
a 33
a13 x1 b1 ....... E1
'
'
'
a 23
x
*
=
b
.......
E
2
2
2
''
'
'
a 33 x3 b3 ....... E 3''
bnn 1
x n = n 1
a nn
i 1
i
b
2. x2 = (b2 a23*x3) / a22
x1 = (b1 - a12*x2 - a13*x3) / a11
xi =
i 1
a
ij x j
j = i +1
i 1
ii
Untuk i = n-1, n-2, , 1
Algoritma Eliminasi Gauss
Pivoting:
i pivot = k
i_pivot
big = |a(k,k)|
for ii = k+1n
dumy = |a(ii,k)|
if ( dumy>big )
big = dumy
i_pivot = ii
end if
end
Forward Elimination:
for k=1n-1
for i=k+1n
pivot
i t = A(i
A(i,k)/A(k,k)
k)/A(k k)
for j=kn
A(i,j) = A(i,j) - pivot * A(k,j)
end
B(i) = B(i) - pivot * B(k)
end
end
Back Substitution:
X(n) = B(n)/A(n,n);
for i=n-11 step-1
sum = 0
for j=i+1n
sum = sum + A(I,j)*X(j)
end
X(i) = (B(i)-sum) / A(i,i)
end
bnn 1
x n = n 1
a nn
i 1
i
b
xi =
i 1
a
ij x j
j = i +1
i 1
ii
if (i_pivot ~= k)
f jj = kkn
for
dummy = A(pivot,jj)
A(i_pivot,jj)=A(k,jj)
( ,jj)
y;
A(k,jj)=dummy;
end
dummy = C(i_pivot)
C(i_pivot) = C(k)
C(k) = dummy
End if
7
Contoh-1
Selesaikan sistem persamaan linier dengan metode Eliminasi
Gauss. (Solusi eksak : x1 = 1, x2 = -2, x3 = 7/5 )
10 x1 + x2 5 x3 = 1 ..E1
-20 x1 + 3 x2 + 20 x3 = 2 ..E2
5 x1 + 3 x2 + 5 x3 = 6 ..E3
E3
Penyelesaian:
y
Persamaan aljabar linier disusun bentuk matrik
a 21 = 20 = 2
m21 =
a11 10
E2' = E2 - m 21 E1
= - 20 - (-2) * 10 = 0
m31 =
a 31 = 5 = 1
a11 10 2
E3' = E3 - m31 E1
= 5 - ( 1 ) * 10 = 0
2
a 32 = 2 = 1
=
m32
a 22 5 2
E3' ' = E3'-m32 E2'
= 5 - ( 1) * 5 = 0
2 2
10
20
1 5 x1 1

3 20 x 2 = 2

3
5 x 3 6

Forward Eliminatio n :
Eleminasi kolom 1
10
1
5
5
2
5 x1 1

10 x 2 = 4
15 x 11
2 3 2
Eleminasi kolom 2
10
1 5 x1 1

5 10 x 2 = 4

5
x 7
0
2 3 2
Backward Eliminatio n
5x =7 x =7
3
5
2 3 2
5x 2 + 10x 3 = 4
5x 2 + 10( 7 ) = 4 x 2 = 2
5
x1 1

x 2 = 2
x 7
3 5
10 x1 + x 2 5x 3 = 1
10 x1 + (2) 5( 7 ) = 1 x1 = 1
5
10
Masalah dalam Metode Eliminasi

Pembagian dengan NOL
2x2 + 3x3 = 8
4x1 + 6x2 + 7x3 = -3
3
2x1 + x2 + 6x3 = -5
Kesalahan dalam pembulatan
Sistem ILL Condition
x1 + 2x2 = 10
1.1 x1 + 2x
2 2 = 10.4
10
x1 = 4
x2 = 3
x1 + 2x2 = 10
1.05 x1 + 2x2 = 10.4
x1 = 8
x2 = 1
(8) + 2
2*(1)
(1) = 10
1.1*(8) + 2(1) = 10.8 10.4
11
Solusi :
1. Penggunaan angka signifikan LEBIH BANYAK
2. Pivoting
Pertukarkan baris
baris-baris
baris sehingga elemen pivot adalah
elemen terbesar
Contoh-2.
Contoh
2
0.0003 x1 + 3.0000 x2 = 2.0001
1.0000 x1 + 1.0000 x2 = 1.0000
x2 = 2/3
x1 = 2.0001 3*(x2)
0.0003
Angka Sig.
Sig
3
4
5
6
7
X2
0.667
0.6667
0 66667
0.66667
0.666667
0.6666667
1.0000 x1 + 1.0000 x2 = 1.0000

0.0003 x1 + 3.0000 x2 = 2.0001
x2 = 2/3
x1 = 1 x2
1
X1
-3.000
0.0000
0 30000
0.30000
0.330000
0.3300000
Angka Sig.
3
4
5
6
7
X2
0.667
0.6667
0.66667
0.666667
0.6666667
X1
0.333
0.3333
0.33333
0.333333
0.3333333
12
3. Penskalaan
K fi i M
Koefisien
Maksimun
k i
d
dalam
l
setiap
ti b
baris
i adalah
d l h1
(dilakukan jika ada persamaan yang mempunyai koefisien terlalu
besar relatif terhadap persamaan lainya)
Contoh-2. Tentukan penyelesaian sistem pers. linier dibawah ini dengan
eliminasi gauss (solusi eksak : x1=1,00002 x2=0,99998)
2 x1 + 100000 x2 = 100000
x1 +
x2 = 2
Tanpa Penskalaan:
2 x1 + 100000 x2 = 100000
x1 +
x2 = 2
2 x1 + 100000 x2 = 100000
49999 x2 = 49998
x2 = 1,00
x1 = 0,00
Dengan Penskalaan:
0,00002 x1 + x2 = 1
x1 + x2 = 2
x1 + x2 = 2
0,00002 x1 + x2 = 1
x2 = 2
x1 +
0.99998x2 = 0,99996
x2 = 1,00
1 00
x1 = 1,00
13
Invers Matrik
Eliminasi Gauss-Jordan
a11
a
21
a 31
a12
a 22
a 32
a13 x1 b1

a 23 * x 2 = b2
a 33 x3 b3
a11
a 21
a 31
a12
a 22
a 32
a13
a 23
a 33
[A]
1
0
0
0
1
0
0
1
[I]
Forward Elimination
1
0
0
1
0
0 x1 b

0 * x 2 = b
1 x3 b
*
1
*
2
*
3
NO Back Substitution
x1 = b1*
x 2 = b2*
x3 = b3*
Forward Elimination
0
0
0 a111
a121
1
0 a 21
1
a 22
1
1 a 31
1
a 32
[I]
a131
1
a 23
1
a 33
[A]-1
A*x=b
x = A-1 * b
14
Algorithma Gauss-Jordan
Algorithma Invers-Matrik
( dengan Gauss-Jordan
Gauss Jordan )
f k=1n
for
k 1
dummy = A(k,k)
for j=1n+1
A(k,j)
( ,j) = A(k,j)/dummy
( ,j)/du
y
end
f k=1n
for
k 1
dummy = A(k,k)
for j=12*n
A(k,j) = A(k,j)/dummy
end
for i=1n
if (i<>k)
dummy = A(i,k)
for j=1n+1
A(i,j) = A(i,j) dummy * A(k,j)
end
end if
end
end
d
for i=1n
if (i<>k)
dummy = A(i,k)
for j=12*n
A(i,j) = A(i,j) dummy * A(k,j)
end
end if
end
end
d
15
Dekomposisi [L] [U]

Cara Menyelesaikan Sistem Pers. Linier dengan merubah Matrik sistem A
menjadi Matrik Segitiga Bawah L dan Matrik Segitiga Atas U
a11
a
21
a 31
a12
a 22
a 32
a13 x1 b1

a 23 * x 2 = b2
a 33 x3 b3
[A] * {x} ={b}
l11
l
21
l31
0
l 22
l32
0 1
0 * 0
l33 0
u12
1
0
[L]* [U] * {x}
u13 x1 b1

u 23 * x 2 = b2
1 x3 b3
= {b}
16
Flow Chart
[A ] * { x} = { b}
Proses Dekomposisi
[L ]*
] [U ]*
] {x} = {b}
Untuk memperoleh U dan L
Jika [U] * {x} = {y}

[L] * {y} = {b}
Proses Subs. Maju

Untuk memperoleh y
Proses Subs. Mundur
[U] * {x} = {y}
Untuk memperoleh
p
x
17
Dekomposisi LU : Naif
Diturunkan dari proses Eliminasi Gauss, dimana
L : Elemen Pengali mij dalam proses eliminasi
U : Matrik Segitiga Atas hasil dari proses eliminasi
a11
a
21
a 31
a12
a 22
a 32
[A]
a13 x1 b1

a 23 * x 2 = b2
a 33 x3 b3
* {x} ={b}
Proses Eliminasi Gauss
1
L = m 21
m 31
0
1
m 32
0
0
1
a11
U = 0
0
a12
'
a 22
a13
'
a 23
''
a 33
18
Dekomposisi LU : Crout
Matrik L dan U dicari dengan menyelesaikan persamaan
l11
l
21
l31
l 41
0
l 22
l32
l 42
0 1
0 0
*
0 0

l 44 0
0
0
l33
l 43
l11=a11, l21=a21,
l11*u12 = a12,
u12 = a12/l11,
u12
1
u13
u 23
0
0
1
0
l31=a31,
u14 a11
u 24 a 21
=
u 34 a 31

1 a 41
l41=a41
a12
a 22
a 32
a 42
[ L] * [U] = [A]
a13
a 23
a 43
a 43
a14
a 24
a 34
a 44
. . . . . . li1= ai1, utk i = 1,..,n
l11*u13 = a13,
u13 = a13/l11,
l11*u14 = a14
u14 = a14/l11 . . . . . u1j = a1j/l11, utk j = 2,..,n
li2 = ai2-li1u12, utk i = 2,..,n
u2j = (a2j-l21u1j)/l22, utk j = 3,..,n
li3 = ai3-lli1u13-lli2u23, utk i = 3,..,n

3 n
u3j = (a3j-ll31u1j-ll32u2j)/l33, utk j = 4,..,n

4 n
li4 = ai4-li1u14-li2u24-li3u34, utk i = 4,..,n
19
Algorithma Crout
li1= ai1,
utk i = 1,..,n
u1j = a1j/l11, utk j = 2,..,n

utk j = 2,3,n-1
j 1
lij = a ij lik u kj
k =1
j 1
u jk =
a ki l ji u ik
k =1
l jj
n 1
l nn = a nn l nk u kn
k =1
utk i = j, j+1,,n
utk k = j+1, j+2,n
for j=2n
a(i,j) = a(i,j)/a(1,1)
end
for j=2n-1
for i=jn
sum = 0
for k=1j-1
sum = sum + a(i,k)*a(k,j)
end
a(i,j) = a(i,j)-sum
end
for k=j+1n
sum=0
for i=1..j-1
sum = sum + a(j,i)*a(i,k)
end
a(j,k) = (a(j,k) sum)/a(j,j)
end
end
sum = 0
for k=1n-1
sum = sum + a(n,k)*a(k,n)
end
a(n,n) = a(n,n) - sum
20
Dekomposisi LU : Choleski
Digunakan jika Matrik Sistem [A ] adalah matrik Simetri, yaitu [A ]= [A]T
Matrik Simetri A bisa didekomposisi menjadi : [L] * [L]T = [A]
l11
l
21
l31
l 41
0
l 22
l32
l 42
0
0
l33
l 43
0 l11
0 0
*
0 0

l 44 0
l 21
l 22
0
0
l31
l32
l33
0
l 41 a11
l 42 a 21
=
l 43 a 31

l 44 a 41
a 21
a 22
a 32
a 42
a 31
a 32
a 43
a 43
l11*l11 = a11, l21*l11 = a21,
l31*l11 = a31,
l41*l11=a41
l11 = a11,
l31 = a31/l11,
l41 =a41/l11
l21 = a21/l11,
l21*l21 + l22*l22 = a22, l31*l21+ l32*l22 = a32,
l41*l21 + l42*l22=a42
l22 = (a22-l21*l21),
l42 = (a42-l41*l21)/l22
l32= (a32 -l31*l21)/l22 ,
a 41
a 42
a 43
a 44
i 1
l kk =
k 1
a kk l
j =1
2
kj
l ki =
a ki lij l kj
j =1
lii
untuk
i=1,2,,k-1
21
y Setelah [L] didapat maka:
[L]*{y}={b}
forward subs. didapat {y}
[L]T *{x}={y} Backward subs didapat {x}
22
Algorithma Choleski
for k=1n
for i=1k-1
sum = 0
for j=1i-1
sum = sum + a(I,j)*a(k,j)
end
a(k,i)
(k i) = ((a(k,i)-sum)/a(i,i)
(k i)
)/ (i i)
end
sum = 0
for j=1k-1
sum = sum + (a(k,j))2
end
a(k,k)
(k k) = (a(k,k)
( (k k) - sum))
end
i 1
l ki =
a ki lij l kj
j =1
lii
untuk
l kk =
i=1,2,,k-1
k 1
a kk l kj2
j =1
23

2-Sistem Persamaan Aljabar Linier-Sjk-01 (Compatibility Mode)

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Lecture 2

METODE ELIMINASI DAN

Bab 2 Sistem Persamaan Aljabar Linier

Matrik Bujur Sangkar

Penyelesaian: Ada, Tunggal

Penyelesaian: Ada, Kondisi buruk

Penyelesaian: Tak ada

Proses Forward Elimination :

Proses Back Substitution :

Untuk i = n-1, n-2, , 1

Algoritma Eliminasi Gauss

Persamaan aljabar linier disusun bentuk matrik

Masalah dalam Metode Eliminasi

1.0000 x1 + 1.0000 x2 = 1.0000

Dekomposisi [L] [U]

[A] * {x} ={b}

[L]* [U] * {x}

Untuk memperoleh U dan L

Jika [U] * {x} = {y}

Proses Subs. Maju

Proses Subs. Mundur

[U] * {x} = {y}

. . . . . . li1= ai1, utk i = 1,..,n

li2 = ai2-li1u12, utk i = 2,..,n

u2j = (a2j-l21u1j)/l22, utk j = 3,..,n

li3 = ai3-lli1u13-lli2u23, utk i = 3,..,n

u3j = (a3j-ll31u1j-ll32u2j)/l33, utk j = 4,..,n

li4 = ai4-li1u14-li2u24-li3u34, utk i = 4,..,n

u1j = a1j/l11, utk j = 2,..,n

utk k = j+1, j+2,n

l11*l11 = a11, l21*l11 = a21,

l21*l21 + l22*l22 = a22, l31*l21+ l32*l22 = a32,

l32= (a32 -l31*l21)/l22 ,

y Setelah [L] didapat maka:

forward subs. didapat {y}

[L]T *{x}={y} Backward subs didapat {x}

Anda mungkin juga menyukai

l11l11 = a11, l21l11 = a21,

l21l21 + l22l22 = a22, l31l21+ l32l22 = a32,