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CPD1B17 Notes1 - Fundamental Principles & Methods

This document outlines the course content for a training program on fundamental principles and methods in power system analysis. The course covers topics such as circuit conventions and notations, power system representation including single-line and three-line diagrams, equivalent circuits of power system components like generators, transformers, transmission and distribution lines, and network equations and solution methods. It provides details on various circuit elements, notations, and modeling approaches used in power flow analysis.

Uploaded by

Reymart Manablug
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
304 views

CPD1B17 Notes1 - Fundamental Principles & Methods

This document outlines the course content for a training program on fundamental principles and methods in power system analysis. The course covers topics such as circuit conventions and notations, power system representation including single-line and three-line diagrams, equivalent circuits of power system components like generators, transformers, transmission and distribution lines, and network equations and solution methods. It provides details on various circuit elements, notations, and modeling approaches used in power flow analysis.

Uploaded by

Reymart Manablug
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Competency Training and Certification Program in Electric Power System Engineering

Distribution System Modeling and Analysis

Fundamental Principles and


Methods in Power System Analysis

U. P. NATIONAL ENGINEERING CENTER


NATIONAL ELECTRIFICATION ADMINISTRATION

Fundamental Principles and Methods in Power System Analysis

Course Outline
1. Circuit Conventions and Notations
2. Power System Representation

3. Per Unit Quantities


4. Symmetrical Components

5. Network Equations and Methods of Solution

U. P. National Engineering Center


National Electrification Administration

Competency Training & Certification Program


in Electric Power System Engineering

Fundamental Principles and Methods in Power System Analysis

Circuit Conventions & Notations


Voltage
Double

and Current Directions


Subscript Notation

Voltage,

Current and Phasor Notation

Complex

Impedance and Phasor Notation

U. P. National Engineering Center


National Electrification Administration

Competency Training & Certification Program


in Electric Power System Engineering

Fundamental Principles and Methods in Power System Analysis

Circuit Conventions & Notations


Voltage and Current Directions
Polarity Marking of Voltage Source
Terminals:
Plus sign (+) for the terminal where
positive current comes out

+
Specification of Load Terminals:
Plus sign (+) for the terminal whereVs
positive current enters
Specification of Current Direction:
Arrows for the positive current (i.e.,
from the source towards the load)

U. P. National Engineering Center


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ZA

VA
I

I
+

VB

ZB
-

Competency Training & Certification Program


in Electric Power System Engineering

Fundamental Principles and Methods in Power System Analysis

Circuit Conventions & Notations


Double Subscript Notation
The letter subscripts on a voltage indicate the nodes of the circuit
between which the voltage exists. The first subscript denotes the
voltage of that node with respect to the node identified by the second
subscript.

ZA

+
+

VS = Vao

VA
I = Iab

The current direction


is from first subscript
to the second
subscript .

Zb

Vb = Vbn

o
U. P. National Engineering Center
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Vao - IabZA - Vbn = 0


Vao - Vbn
Iab =
ZA

Competency Training & Certification Program


in Electric Power System Engineering

Fundamental Principles and Methods in Power System Analysis

Circuit Conventions & Notations


Voltage, Current and Phasor Notation
Vm
V
0 volts
2

v
0.5

Im
I
amperes
2

0
-4

-2

-0.5

-1

v Vm
i I m

jt
j t

jt

cos t j sin t
1

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Fundamental Principles and Methods in Power System Analysis

Circuit Conventions & Notations


Complex Impedance and Phasor Notation
+
+

VS Vm

i(t)

jt

R (Resistance)

VL

L (Inductance)

Applying Kirchoffs voltage law,

di( t )
Ri( t ) L
Vm
dt

jt

The first order linear differential equation has a particular


jt
solution of the form i( t ) K .
Hence, RK

jt

jLK

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jt

Vm

jt

Competency Training & Certification Program


in Electric Power System Engineering

Fundamental Principles and Methods in Power System Analysis

Circuit Conventions & Notations


Complex Impedance and Phasor Notation
Solving for the current

Vm
i( t )

R jL

jt

Dividing voltage by current to get the impedance,

v( t )
Z

i( t )

V m jt
Vm

R jL

R jL
j t

Therefore, the impedance Z is a complex


quantity with real part R and an imaginary (j)
part L
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Fundamental Principles and Methods in Power System Analysis

Circuit Conventions & Notations


Complex Impedance and Phasor Notation
+
+

VS Vm

jt

i(t)
-

R (Resistance)

VL
-

C (Capacitance)
R

1
Z R j(
)
C
Z= |Z|ej

or

.1
C

For Capacitive Circuit,

Z = |Z|(cos + jsin) or Z = |Z|

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10

Circuit Conventions & Notations


Complex Impedance and Phasor Notation
Z= |Z|ej

or

Z = |Z|(cos + jsin) or Z = |Z|

v = 141.4 cos(t + 30 ) volts


i = 7.07 cos(t) amperes
Vmax = 141.4 |V| = 100
V = 10030
Imax = 7.07

|I| = 5

I = 50

10030
Z
2030
50

Z 20(cos30 j sin 30) 17.32 j10

10

30
17.32

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Fundamental Principles and Methods in Power System Analysis

Power System Representation


Electrical

Symbols

Three-Line

and Single-Line Diagram

Equivalent

Circuit of Power System


Components

Impedance
Bus

and Admittance Diagram

Admittance Matrix

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Fundamental Principles and Methods in Power System Analysis

12

Power System representation


Electrical Symbols
G

Generator

Switch

Circuit Breaker
or

Transformer
Fuse

Transmission or
Distribution Line
Bus
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Power System representation


3-phase wye neutral ungrounded
3-phase delta connection
3-phase wye neutral grounded

Current Transformer
Potential Transformer

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Voltmeter

Ammeter

Protective Relay

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14

Power System Representation


Three Line Diagram

Circuit Recloser

Main Bus

Circuit Breaker

The three-line diagram is used to represent each phase of a threeTransformer


phase power system.
CTs

R
R

Distribution Lines

Relays

R
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Power System Representation


Single Line Diagram
The three-line diagram becomes rather cluttered for large power
systems. A shorthand version of the three-line diagram is referred
to as the Single Line Diagram.

Bus
CB

Transformer
Distribution Line
Recloser

R
CT and Relay

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Fundamental Principles and Methods in Power System Analysis

16

Power System Representation


Equivalent Circuit of Power System
Components: Generator
a

Ra jX s

Ia

Za
Ea

Eb
Zb

Ec

Zc

Ib

Ia

Eg
b

Ic

Va
-

Three-Phase Equivalent
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Single-Phase Equivalent
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Power System Representation


Equivalent Circuit of Power System
Components: Transformer
Primary
A
B
C

Secondary

Y11 Y12 Y13 Y14 Y15 Y16

Y21 Y22 Y23 Y24 Y25 Y26


Y31 Y32 Y33 Y34 Y35 Y36

Y41 Y42 Y43 Y44 Y45 Y46

Y51 Y52 Y53 Y54 Y55 Y56


Y61 Y62 Y63 Y64 Y65 Y66

6x6 Admittance Matrix


Core Loss

Three-Phase Equivalent
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Power System Representation


Equivalent Circuit of Power System
Components: Transformer
RH jX H

Ie x

VH

Rc

a 2 RX ja 2 X X

jX m

IH

aVX

RT R H a 2 R X
XT X H a2 X X
ZT

Single-Phase Equivalent

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Power System Representation


Equivalent Circuit of Power System
Components: Transmission & Distribution
Lines
T&D Lines can be represented by an infinite series of
resistance and inductance and shunt capacitance.

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Fundamental Principles and Methods in Power System Analysis

20

Power System Representation


Equivalent Circuit of Power System
Components: Distribution Lines

Equivalent
-Network

A
B
C

1/2

Yaa

Yab

Yac

Yba

Ybb

Ybc

Yca

Ycb

Ycc

Capture
Unbalanced
Characteristics
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Zaa

Zab

Zac

Zba

Zbb

Zbc

Zca

Zcb

Zcc

1/2

a
b
c
Yaa

Yab

Yac

Yba

Ybb

Ybc

Yca

Ycb

Ycc

Three-Phase Equivalent
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21

Power System Representation


Equivalent Circuit of Power System
Components: Long Transmission Lines
Length = Longer than 240 km. (150 mi.)

Z' Z c sinh l

+
Vs

Y'
1
l

tanh
2 Zc
2

IS

Characteristic Impedance

ZC

z
y

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+
Y'
2

IR

Propagation Constant

VR

zy

Single-Phase Equivalent
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22

Power System Representation


Equivalent Circuit of Power System
Components: Medium-Length
Transmission Lines
Length = 80 240 km. (50 - 150 mi.)

Z r jxL l

+
Vs

IS

Y 1 / c

2
2

+
Y
2

IR

VR

Single-Phase Equivalent
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Power System Representation


Equivalent Circuit of Power System
Components: Short Transmission Lines
Length = up to 80 km. (50 mi.)

Z r jxL l

Vs

Is = IR

+
VR

Single-Phase Equivalent

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Power System Representation


Single Phase Equivalent of
Balanced Three-Phase System
c

Ic

Eco = |E| 120 V


o

Ia

ZR
a

Eao = |E|0 V

ZR

Ebo= |E| 240 V b

ZR

Ib
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Power System Representation


a

Ia

Eao = |E| 0 V

E0
Ia
I
Z R

ZR

ZR

Ebo= |E| 240 V

Ib

b
c

Eco = |E| 120 V

E240
Ib
I( 240 )
Z R

ZR

Ic
ZR

E120
Ic
I( 120 )
Z R

ZR
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Note: Currents are Balanced


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Power System Representation


Single Phase
c
Representation
of a Balanced
Three-Phase
System

Ic
Eco = |E| 120 V

ZR

Ia
a

Eao = |E|0 V

ZR

Ebo= |E| 240 V


b

Ia

Ia

Eao = |E| 0 V
o
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ZR
b

ZR

n
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Power System Representation


Impedance and Admittance Diagrams
a
Bus

Gen

Line

1
2
3
4

a
b
c

1-3
2-3
1-4
2-4
3-4

4
Single Line Diagram
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Power System Representation


Impedance and Admittance Diagrams
0

Ea

Ea

za
1

za

Eb

zc

Generator

zb
3

zd

zf

z13
1

Ec

ze

zh

zg

3
Line
4
0

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Power System Representation


Impedance and Admittance Diagrams

Zg
Eg

VL

VL

IL

Is

Zp

IL

Eg = ISZP
Zg = Zp

The two sources will be equivalent if VL


and IL are the same for both circuits.
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Impedance and Admittance Diagrams


a
Bus

Gen

Line

1
2
3
4

a
b
c

1-3
2-3
1-4
2-4
3-4

4
Single Line Diagram
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Impedance and Admittance Diagrams


0

Ea

Ea

za
1

za

Eb

zc

Generator

zb
3

zd

zf

z13
1

Ec

ze

zh

zg

3
Line
4
0

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Impedance and Admittance Diagrams


Equivalent Sources

Zg
Eg

VL

VL

IL

Is

Zp

IL

Eg = ISZP
Zg = Zp

The two sources will be equivalent if VL


and IL are the same for both circuits.
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Impedance and Admittance Diagrams


0

I1 = Ea/za
y01 = 1/za
I2 = Eb/zb
y02 = 1/zb

I1

y01

I3

y14

y13 = 1/zd

y14 = 1/zf

y23 = 1/ze

y24 = 1/zg
y34 = 1/zh

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y03
3

y13

I3 = Ec/zc
y03 = 1/zc

I2

y02
2

y23
y34

y24
4

Admittance Diagram
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Nodal Voltage Equations


Applying Kirchoffs Current Law

at node 1:

I 1 V1 y01 V1 V3 y13 V1 V4 y14


at node 2:
I 2 V2 y02 V2 V3 y 23 V2 V4 y 24
at node 3:

I 3 V3Y03 V3 V2 y 23 V3 V4 y34 V3 V1 y13

at node 4:
0 V4 V1 y14 V4 V2 y 24 V4 V3 y34
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Nodal Voltage Equations


Rearranging the equations,
I1
I2
I3
0

y01 y13 y14 V1


y13V1
y14V1

y02 y23 y24 V2


y23V2
y24V2

y13V3

y14V4

y23V3
y03 y13 y23 y34 V3
y34V3

y24V4
y34V4
y14 y24 y34 V4

In matrix form,

0
- y13
- y14
I 1 y01 y13 y14
V1
I
V
0
y

y
y
y
02
23
24
23
24
2
2
I 3
V3
- y13
- y 23
y03 y 23 y 34 y13
- y 34


y14
y 24
y 34
y14 y 24 y 34 V4
0
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Nodal Voltage Equations


Y11
I1


Y21
I
2

I 3 Y31

I
Yn 1
n

Y12
Y22
Y32

Yn 2

Y13 Y1 n V1

Y23 Y2 n V 2

Y33 Y3 n V 3

Yn 3 Ynn V
n

[ I ] = [Ybus][V]
Yii = self-admittance, the sum of all admittances terminating on the
node (diagonal elements)
Yij = mutual admittance, the negative of the admittances connected
directly between the nodes identifed by the double subscripts
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Fundamental Principles and Methods in Power System Analysis

Power System Representation

[YBUS] =

Y11

Y21

Y31

Yn 1

Y12
Y22
Y32

Yn 2

Y13 Y1 n

Y23 Y2 n

Y33 Y3 n

Yn 3 Ynn

Ybus is also called Bus Admittance Matrix

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Fundamental Principles and Methods in Power System Analysis

Per Unit Quantities


The

Per Unit System

Per

Unit Impedance

Changing

Per Unit Values

Consistent

System

Per Unit Quantities of Power

Advantages

of Per Unit Quantities

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Fundamental Principles and Methods in Power System Analysis

The Per Unit System


Per Unit Value
Per Unit Value

Actual Value
Base Value

Per-unit Value is a dimensionless quantity


Per-unit value is expressed as decimal

Percent
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Actual Value
100
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Fundamental Principles and Methods in Power System Analysis

The Per Unit System


Per Unit Value
Per Unit Power
Per Unit Voltage

Per Unit Current

Per Unit Impedance

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Actual Value of Power


Base Power
Actual Value of Voltage
Base Voltage
Actual Value of Current
Base Current
Actual Value of Impedance
Base Impedance
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Fundamental Principles and Methods in Power System Analysis

The Per Unit System


Per Unit Calculations
PU Voltage
PU Current

=
PU Impedance

PU Power = PU Voltage x PU Current

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The Per Unit System


Per Unit Calculations
Example:

I
+

Zline = 1.4 75
Zload = 20 30

Vs = ?

2540 0 V

Determine Vs

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Per Unit Calculations
Choose: Base Impedance = 20 ohms (single phase)
Base Voltage = 2540 volts (single phase)
PU Impedance of the load = 2030 /20 = ______ p.u.
PU Impedance of the line = 1.475 /20 = ______ p.u.
PU Voltage at the load = 25400 /2540 = ______ p.u.
Line Current in PU = PU voltage / PU impedance of the load
= ______ / ______ = ______ p.u.
PU Voltage at the Substation = Vload(pu) + IpuZLine(pu)
= ________ + _______ x _______ = _______ p.u.
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The Per Unit System


Per Unit Calculations
1.0 -30 p.u.

0.07 75 p.u.

1.052.70

1.030 p.u.

1.00 p.u.

The magnitude of the voltage at the substation is


1.05 p.u. x 2540 Volts = _______ Volts
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The Per Unit System


Establishing Base Values
1. Base values must satisfy fundamental electrical
laws (Ohms Law and Kirchoffs Laws)
2. Choose any two electrical parameters

Normally, Base Power and Base Voltage are chosen


3. Calculate the other parameters
Base Impedance and Base Current

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The Per Unit System


Establishing Base Values
For a Given Base Power and Base Voltage,
Base Power
Base Current =
Base Voltage

(Base Voltage)2

Base Voltage
Base Impedance =

=
Base Current

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The Per Unit System


Establishing Base Values

For Single Phase System,

For Three Phase System,

Ibase =

Pbase(1)
-----------Vbase(1)

Ibase =

Zbase =

Vbase(1)
-----------Ibase(1)

Vbase(LN)
Zbase = -----------Ibase(L)

[Vbase(1)]
= -----------Pbase(1)
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Pbase(3)
-----------3Vbase(LL)

[Vbase(LL)]
= -----------Pbase(3)
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The Per Unit System


Establishing Base Values
Base Values can be established from Single Phase or Three
Phase Quantities

1
Base MVA1 Base MVA3
3
Base kVLL
Base kV1
3

Base MVA is the same base value for Apparent, Active and
Reactive Power
Base Z is the same base value for Impedance, Resistance and
Reactance
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The Per Unit System


Establishing Base Values
Example:
Base kVA3

= 30,000 kVA
= 30 MVA

Base kVA1

= 10,000 kVA
= 10 MVA

Base kVLL

= 120 kV

Base kVLN

= 69.282 kV

Base Z

= (69.282)2/10
= 480 ohms

= (120)2/30
= 480 ohms
30 x1000
Base Current
3 ( 120 )

Base Z

144.34 Amps
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10 x1000
Base Current
69.282
144.34 Amps
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Per Unit Impedance


Generators

Manufacturers provide the following impedance


1. Armature Resistance, Ra
2. Direct-axis Reactances, Xd, Xd and Xd
3. Quadrature-axis Reactances, Xq, Xq and Xq
4. Negative Sequence Reactance, X2
5. Zero Sequence Reactance, X0

in per unit:

Positive
Sequence
Impedances

The Base Values used by manufacturers are:


1. Rated Capacity (MVA, KVA or VA)
2. Rated Voltage (kV or V)

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Per Unit Impedance


Transmission and Distribution Lines

R(

pu )

X L( pu )

X C ( pu )
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R( )
Z base
X L( )
Z base

X C( )
Z base
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Fundamental Principles and Methods in Power System Analysis

Per Unit Impedance


Transformers

The ohmic values of resistance and leakage reactance of a


transformer depends on whether they are measured on the
high- or low-tension side of the transformer

The impedance of the transformer is in percent or per unit with


the Rated Capacity and Rated Voltages taken as base Power and
Base Voltages, respectively

The per unit impedance of the transformer is the same


regardless of whether it is referred to the high-voltage or lowvoltage side

The per unit impedance of the three-phase transformer is the


same regardless of the connection
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Fundamental Principles and Methods in Power System Analysis

Per Unit Impedance


Example
A single-phase transformer is rated 110/440 V, 2.5 kVA.
The impedance of the transformer measured from the lowvoltage side is 0.06 ohms. Determine the impedance in per unit
(a) when referred to low-voltage side and (b) when referred to
high-voltage side

Solution
0.110 2
Low-voltage Zbase =
2.5 / 1000
PU Impedance, Zpu =
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= ______ p.u.
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Fundamental Principles and Methods in Power System Analysis

Per Unit Impedance


If impedance had been measured on the high-voltage
side, the ohmic value would be
2

440
Z 0.06
_______ ohms
110
High Voltage, Zbase =

= _______ ohms

PU Impedance, Zpu =

= _______ p.u.

Note: PU value of impedance referred to any side of the


transformer is the same
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Fundamental Principles and Methods in Power System Analysis

Changing Per-Unit Values


Example:
Consider a three-phase transformer rated 20
MVA, 67 kV/13.2 kV voltage ratio and a reactance
of 7%. The resistance is negligible.
a) What is the equivalent reactance in ohms referred to the
high voltage side?
b) What is the equivalent reactance in ohms referred to the low
voltage side?
c) Calculate the per unit values both in the high voltage and
low voltage side at 100 MVA.
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Fundamental Principles and Methods in Power System Analysis

Changing Per-Unit Values


SOLUTION:
a) Pbase = 20 MVA
Vbase = 67 kV (high voltage)
(
kV)
Zbase =
(
MVA)

= ________ ohms

Xhigh = Xp.u. x Zbase = _______ x _______= _______ ohms

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Fundamental Principles and Methods in Power System Analysis

Changing Per-Unit Values


SOLUTION:
b) Pbase = 20 MVA
Vbase = 13.2 kV (low voltage)
Zbase =

(
(

kV)

= ________ ohms

MVA)

Xlow = Xp.u. x Zbase = _______ x _______= _______ ohms

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Fundamental Principles and Methods in Power System Analysis

Changing Per-Unit Values


c) Pbase = 100 MVA
Vbase,H = 67 kV
(67)
Zbase,H =
= ________ ohms
100
ohms
Xp.u.,H =
= ______ p.u.
ohms
Vbase,L = 13.2 kV
(13.2)
Zbase,L =
= _______ ohms
100
ohms
Xp.u.,L =
= ______ p.u.
ohms
Note that the per unit quantities are the same regardless of the voltage level.
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59

Changing Per-Unit Values


Three parts of an electric system are designated A, B
and C and are connected to each other through transformers,
as shown in the figure. The transformer are rated as follows:

A-B
B-C
SOURCE

10 MVA, 3, 13.8/138 kV, leakage reactance 10%


10 MVA, 3, 138/69 kV, leakage reactance 8%
A

B
A-B

C
B-C

LOAD
300 /
PF=100 %

Determine the voltage regulation if the voltage at the load is 66 kV.


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Changing Per-Unit Values


Solve using actual quantities
XAB=10%

XBC=8%

Vc

VA
A-B
13.8/138 kV

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300 /
PF=100%

B-C
138/69 kV

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Fundamental Principles and Methods in Power System Analysis

Changing Per-Unit Values


SOLUTION USING PER UNIT METHOD:
Pbase = 10 MVA
VA,base = 13.8 kV
VB,base = 138 kV
VC,base = 69 kV
ZLOAD,p.u. =

(69)
ZC,base = -------- = _____ ohms
10

---------- = ______ + j _____ p.u.

VC,p.u. = -------------- = _______ p.u.

Ip.u. = ---------------- = _______ p.u.


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Fundamental Principles and Methods in Power System Analysis

Changing Per-Unit Values


VA = _______ + ( ________ ) x ( ________ + ________ )
= ________ + j ________ p.u.
= _________ p.u.
VNL - VL
V.R. = ---------------- x 100%
VL
V.R. = ------------------------ x 100%
=

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Fundamental Principles and Methods in Power System Analysis

Changing Per-Unit Values


Consider the previous example, What if transformer A-B is
20 MVA instead of 10 MVA. The transformer nameplate
impedances are specified in percent or per-unit using a
base values equal to the transformer nameplate rating.
The PU impedance of the 20 MVA transformer cannot be
added to the PU impedance of the 10 MVA transformer
because they have different base values
The per unit impedance of the 20 MVA can be referred to 10
MVA base power
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Fundamental Principles and Methods in Power System Analysis

Changing Per-Unit Values


Convert per unit value of 20 MVA transformer,
Pbase = 20 MVA (Power Rating)
Vbase,H = 138 kV (Voltage Rating)
(138)
Zbase,H = ---------- = _______ ohms
20
Xactual,H = 0.10 p.u. x _______ ohms = _______ ohms

At Pbase = 10 MVA (new base)


(138)
Zbase,H = ---------- = 1904.4 ohms
10
95.22
Xp.u.(new) =
---------- = 0.05 p.u.
1904.4
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The per unit impedance of


the 20MVA and 10 MVA
transformer can now be
added.
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Fundamental Principles and Methods in Power System Analysis

Changing Per-Unit Values


Note that the transformer can have different per unit
impedance for different base values (i.e., the actual ohmic
impedances of the equipment is independent of the selected
base values), then

Zactual = Zpu1 Zbase1

Zactual = Zpu2 Zbase2

Z pu1 Z base1 Z pu 2 Z base2


Z pu 2
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Z pu1
Z base2
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66

Changing Per-Unit Values


Recall:

Z base

base

voltage

base Power

kV

Then,

LL ,base1

Z pu 2 Z pu1

MVA3 ,base1

kV

LL ,base2

MVA3 ,base2
or,

Z pu 2

kVLL ,base1

Z pu1

kV
LL ,base2

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MVA

3 ,base1

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67

Changing Per-Unit Values

Z p .u .( new ) Z p .u .( given ) x

[ Vbase( given ) ]
[ Vbase( new ) ]

Pbase( new )
Pbase( given )

Example
A three-phase transformer is rated 400 MVA, 220Y/22 kV. The
impedance measured on the low-voltage side of the transformer
is 0.121 ohms (approx. equal to the leakage reactance).
Determine the per-unit reactance of the transformer for 100
MVA, 230 kV base values at the high voltage side of the
transformer.
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Fundamental Principles and Methods in Power System Analysis

Changing Per-Unit Values


Solution
On its own base the transformer reactance is
(

X=

)
(

)2

= ________ pu

On the chosen base the reactance becomes


X=(

)x

)2

)2

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= )________ pu
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Fundamental Principles and Methods in Power System Analysis

Consistent Per Unit Quantities


of Power System
Procedure:
a)

Establish Base Power and Base Voltages


Declare Base Power for the whole Power
System
Declare Base Voltage for any one of the Power
System components
Compute the Base Voltages for the rest of the
Power System Components using the voltage
ratio of the transformers

Note: Define each subsystem with unique Base Voltage based on separation due to
magnetic coupling
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Fundamental Principles and Methods in Power System Analysis

Consistent Per Unit Quantities


of Power System
b) Compute Base Impedance and Base Current
Using the Declared Base Power and Base
Voltages, compute the Base Impedances and
Base Currents for each Subsystem
c) Compute Per Unit Impedance
Using the declared and computed Base Values,
compute the Per Unit values of the impedance
by:
Dividing Actual Values by Base Values
Changing Per Unit Impedance with change in Base
Values
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Fundamental Principles and Methods in Power System Analysis

71

Consistent Per Unit Quantities


of Power System
Use Base Power = 100 MVA
T1

T2

G2

L1

G1

G3
Generator 1 (G1):

300 MVA; 20 kV; 3; Xd = 20 %

Transmission Line(L1):

64 km; XL = 0.5 / km

Transformer 1 (T1): 3; 350 MVA; 230 / 20 kV; XT1 = 10 %


Transformer 2 (T2): 3-1; 100 MVA; 127 / 13.2 kV; XT2 = 10 %
Generator 2 (G2): 200 MVA; 13.8kV, Xd = 20 %
Generator 3 (G3): 100 MVA; 13.8kV, Xd = 20 %
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Consistent Per Unit Quantities


of Power System
T1

T2

G2

Transmission Line

G1
G3
1

XT1

XLINE

XG1
E1

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XT2

XG2
E2

XG3
E3

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73

Consistent Per Unit Quantities


of Power System
a) & b) Establish Base Power, Base Voltages, Base
Impedance, and Base Current
Base Power:
SubSystem

Vbase (kV)

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Zbase (Ohm)

Ibase (Amp)

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Consistent Per Unit Quantities


of Power System
c) Compute Per Unit Impedance
G1:

G2:
G3:

L1:
T1:

T2:
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Fundamental Principles and Methods in Power System Analysis

Advantages of
Per-Unit Quantities
The computation for electric systems in per-unit
simplifies the work greatly. The advantages of Per Unit
Quantities are:
1. Manufacturers usually specify the impedances of
equipments in percent or per-unit on the base of the
nameplate rating.
2. The per-unit impedances of machines of the same type and
widely different rating usually lie within a narrow range.
When the impedance is not known definitely, it is generally
possible to select from tabulated average values.
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Fundamental Principles and Methods in Power System Analysis

Advantages of
Per-Unit Quantities
3. When working in the per-unit system, base voltages can be
selected such that the per-unit turns ratio of most
transformers in the system is equal to 1:1.
4. The way in which transformers are connected in threephase circuits does not affect the per-unit impedances of
the equivalent circuit, although the transformer connection
does determine the relation between the voltage bases on
the two sides of the transformer.
5. Per unit representation yields more meaningful and easily
correlated data.
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Fundamental Principles and Methods in Power System Analysis

Advantages of
Per-Unit Quantities
6. Network calculations are done in a much more handier
fashion with less chance of mix-up
between phase and line voltages
between single-phase and three-phase powers, and
between primary and secondary voltages.

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Fundamental Principles and Methods in Power System Analysis

Symmetrical Components
Sequence

Components of Unbalanced Phasor

Sequence

Impedance of Power System


Components

Practical

Implications of Sequence
Components of Electric Currents

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Fundamental Principles and Methods in Power System Analysis

Sequence Components of
Unbalanced Phasor
In a balanced Power System,
Generator Voltages are three-phase balanced
Line and transformer impedances are balanced
Loads are three-phased balanced
Single-Phase Representation and Analysis can
be used for the Balanced Three-Phase Power
System

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Fundamental Principles and Methods in Power System Analysis

Sequence Components of
Unbalanced Phasor
In a practical Power Systems,
Lines are not transposed.
Single-phase transformers used to form three-phase
banks are not identical.
Loads are not balanced.
Presence of vee-phase and single phase lines.
Faults
Single-phase Representation and Analysis
cannot be used for an unbalanced three-phase
power system.
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Fundamental Principles and Methods in Power System Analysis

Sequence Components of
Unbalanced Phasor
Any unbalanced three-phase system of phasors
may be resolved into three balanced systems of
phasors which are referred to as the symmetrical
components of the original unbalanced phasors,
namely:

a) POSITIVE-SEQUENCE PHASOR
b) NEGATIVE-SEQUENCE PHASOR
c) ZERO-SEQUENCE PHASOR
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Fundamental Principles and Methods in Power System Analysis

Sequence Components of
Unbalanced Phasor
REFERENCE PHASE SEQUENCE: abc
Phase c

120
120

Phase a

120

Phase b

Positive Sequence Phasors are


three-phase, balanced and have
the phase sequence as the
original set of unbalanced
phasors.

Negative Sequence Phasors are three-phase, balanced but with a


phase sequence opposite to that original set of unbalnced
phasors.

Zero Sequence Phasors are single-phase, equal


in magnitude and in the same direction.

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Fundamental Principles and Methods in Power System Analysis

Sequence Components of
Unbalanced Phasor
Each of the original unbalanced phasor is the sum
of its sequence components. Thus,

Va = Va1 + Va2 + Va0

Vb = Vb1 + Vb2 + Vb0


Vc = Vc1 + Vc2 + Vc0
Where,
Va1 Positive Sequence component of Voltage Va
Va2 Negative Sequence component of Voltage Va
Va0 Zero Sequence component of Voltage Va
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Fundamental Principles and Methods in Power System Analysis

84

Sequence Components of
Unbalanced Phasor
OPERATOR a
An operator a causes a rotation of 120 in the
counter clockwise direction of any phasor.

a = 1 120
a = 1 240
a = 1 0

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aV

120

Operating V by a

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Sequence Components of
Unbalanced Phasor
The original Phasor and Positive Sequence
components in terms of phase a
Vc = aVa

Vb in terms of Va

120

Vb = a Va
Vb1 = a Va1

120

120

Va

Vb = a2Va

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Vc in terms of Va
Vc = a Va
Vc1 = a Va1
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Fundamental Principles and Methods in Power System Analysis

Sequence Components of
Unbalanced Phasor
The Negative Sequence components
in terms of phase a

Vb in terms of Va

Vb2 = aVa2

Vb2 = aVa2
120
120

120

Va2

Vc2 = a2Va2

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Vc in terms of Va
Vc2 = aVa2

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Fundamental Principles and Methods in Power System Analysis

Sequence Components of
Unbalanced Phasor
The Zero Sequence components in
terms of phase a

Vb in terms of Va
Vb0 = Va0
Va0= Vb0 = Vc0

Vc in terms of Va
Vc0 = Va0

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Fundamental Principles and Methods in Power System Analysis

88

Sequence Components of
Unbalanced Phasor
Writing again the phasors in terms of phasor Va
and operator a,

Va = Va0 + Va1 + Va2


Vb = Va0 + aVa1 + aVa2
Vc = Va0 + aVa1 + aVa2
Computing for Va0, Va1 & Va2

Va0

1
1
Va Vb Vc
Va1 Va aVb a 2Vc
3
3
1
Va 2
Va a 2Vb aVc
3

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89

Sequence Components of
Unbalanced Phasor
Vc = 8 143.1

EXAMPLE:
Determine the symmetrical
components of the following
unbalanced voltages.

Va = 4 0

Vb = 3 -90
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Fundamental Principles and Methods in Power System Analysis

Sequence Components of
Unbalanced Phasor
For Phasor Va:
1
Va 0 ( Va Vb Vc )
3
1
( 4 0 3 - 90 8 143.1)
3
1 143.05
1
Va 1 ( Va aVb a 2Vc )
3
1
4 0 (1 120)(3 - 90) (1 240)(8 143.1)
3
4.9 18.38
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Fundamental Principles and Methods in Power System Analysis

Sequence Components of
Unbalanced Phasor
For Phasor Va:

Va 2

1
( Va a 2Vb aVc )
3
1
4 0 (1 240)(3 - 90) (1 120)(8 143.1)
3
2.15 86.08

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Fundamental Principles and Methods in Power System Analysis

Sequence Components of
Unbalanced Phasor
Components of Vb can be obtained by operating the
sequence components of phasor Va.

Vb0 Va0

1 143.05

1 143.05

Vb1 a 2Va 1
(1 240)(4.9 18.38)
4.9 258.38
4.9 - 101.62
Vb2 aVa2
(1 120)(2.15 - 86.08)
2.15 33.92
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Fundamental Principles and Methods in Power System Analysis

Sequence Components of
Unbalanced Phasor
Similarly, components of phasor Vc can be obtained by
operating Va.

Vc0 Va0
1 143.05
Vc1 aVa 1

1 143.05

(1 120)(4.9 18.38)
4.9 138.38
Vc2 a 2Va2
(1 240)(2.15 - 86.08)
2.15 153.92
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94

Sequence Components of
Unbalanced Phasor

4.9 138.380

Va0 = Vb0 = Vc0 = 1 143.050

Vc1

143.05

Va1
18.38

4.9 18.380 Zero Sequence Components


2.15

-86.080

2.15 33.920
Vb2

Vc2
86.08

Vb1 4.9 -101.380


Positive Sequence Components
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Va2

2.15 -86.080

Negative Sequence Components


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Sequence Components of
Unbalanced Phasor
Add Sequence Components Graphically

Va1
Va0

Vc2

Va = 4 0

Components of Va

Va2

Vb0
Vb1

Vb = 3 -90

Vc1
Vc = 8 143.1

Vb2
Vc0

Components of Vb

Components of Vc
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Fundamental Principles and Methods in Power System Analysis

Sequence Components of
Unbalanced Phasor
The results can be checked either mathematically or
graphically.

Va Va0 Va1 Va2


1 143.05 4.9 18.38 2.15 - 86.08
4 0
Vb Vb0 Vb1 Vb2
1 143.05 4.9 - 101.62 2.15 33.92
3 - 90
Vc Vc0 Vc1 Vc2
1 143.05 4.9 138.38 2.15 153.92
8 143.1
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Fundamental Principles and Methods in Power System Analysis

97

Sequence Components of
Unbalanced Phasor
Ia
a

Ia1 + Ia2 + Ia0

c
Ib

Ib1 + Ib2 + Ib0

Ic
Ic1 + Ic2 + Ic0

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98

Sequence Impedance of
Power System Components
Sequence Networks
+

Ia1

Ia2

Z1

Va1

Va2

Ia0

Z2

Va0

Z0

+
Vf
-

V V I Z
a1

a1

Positive Sequence

Va2 - I a2 Z 2

Vao - I ao Z o

Negative Sequence

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Zero Sequence

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Fundamental Principles and Methods in Power System Analysis

Sequence Impedance of
Power System Components

In general,

Z1 Z2 Z0

for generators

Z1 = Z2 = Z0

for transformers

Z1 = Z2 Z0

for lines

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Fundamental Principles and Methods in Power System Analysis

100

Practical Implications of Sequence


Components of Electric Currents
ZERO-SEQUENCE CURRENTS:
IA0

Ia0
A

IC0
C

a
B

3I0

IB0

Ic0

b
c

3Io

Ib0

The neutral return (ground) carries the in-phase zerosequence currents.


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101

Practical Implications of Sequence


Components of Electric Currents
ZERO-SEQUENCE CURRENTS:
I0 = 0

IC0

Ia0
a

C
A
I0 = 0
I0 = 0

IA0

IB0

In-phase zero-sequence currents


circulates in the delta-connected
transformer windings.

There is balancing ampere-turns


for the zero-sequence currents.
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Ic0

b
c

3Io

Ib0

The neutral return (ground)


carries the in-phase zerosequence currents.
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102

Practical Implications of Sequence


Components of Electric Currents
NEGATIVE-SEQUENCE CURRENTS:
A three-phase unbalanced load produces a reaction field which
rotates synchronously with the rotor-field system of generators.
Any unbalanced condition will have negative sequence components.
This negative sequence currents rotates counter to the
synchronously revolving field of the generator.
The flux produced by sequence currents cuts the rotor field at twice
the rotational velocity, thereby inducing double frequency currents
in the field system and in the rotor body.
The resulting eddy-currents are very large and cause severe heating
of the rotor.

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103

Network Equations and Methods of


Solution
Network
Matrix
Type

Equations

Representation of System of Equations

of Matrices

Matrix

Operations

Direct

Solutions of System of Equations

Iterative

Solutions of System of Equations

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104

Network Equations
The standard form of n independent equations:
Y11 Y12 Y13 Y1 n V1
I1

V
Y
Y
Y

Y
21
22
23
2n
2
I2

I 3 Y31 Y32 Y33 Y3 n V 3

I
Yn 1 Yn 2 Yn 3 Ynn V

[ I ] = [Ybus][V]

Ypp = self-admittance, the sum of all admittances terminating on the


node (diagonal elements)
Ypq = mutual admittance, the negative of the admittances connected
directly between the nodes identifed by the double subscripts
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105

Network Equations
a
Bus

Gen

Line

1
2
3
4

a
b
c

1-3
2-3
1-4
2-4
3-4

4
Single Line Diagram
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Network Equations
0

Ea

Ea

za
1

za

Eb

zc

Generator

zb
3

zd

zf

z13
1

Ec

ze

zh

zg

3
Line
4
0

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Network Equations
0

I1 = Ea/za
y01 = 1/za
I2 = Eb/zb
y02 = 1/zb

I1

y01
1

y13

I3 = Ec/zc
y03 = 1/zc

I3

y03
3

y14 = 1/zf

y23 = 1/ze

y24 = 1/zg
y34 = 1/zh

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y02
2

y23

y14

y13 = 1/zd

I2

y24
4

Admittance Diagram
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Network Equations
I1
I2
I3
0

y01 y13 y14 V1


y13V1
y14V1

y02 y23 y24 V2


y23V2
y24V2

y13V3

y14V4

y23V3
y03 y13 y23 y34 V3
y34V3

y24V4
y34V4
y14 y24 y34 V4

In matrix form,

0
- y13
- y14
I 1 y01 y13 y14
V1
I
V
0
y

y
y
y
02
23
24
23
24
2
2
I 3
V3
- y13
- y 23
y03 y 23 y 34 y13
- y 34


y14
y 24
y 34
y14 y 24 y 34 V4
0
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Matrix Representations of
System of Equations

System of n Linear Equations

In the following system of equations:

a11 x1 a12 x2 a13 x3 y1


a21 x1 a22 x2 a23 x3 y2
a31 x1 a32 x2 a33 x3 y3
x1, x 2, and x3, are unknown variables, a11, a12, , a33
are the coefficient of these variables and y1, y2, and y3
are known parameters.
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Matrix Representations of
System of Equations
The coefficients form an array

a11

A a21

a31

a12
a22
a32

a13

a23

a33

which is called the Coefficient Matrix of the system of


equations.
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Matrix Representations of
System of Equations
Similarly, the variables and parameters can be
written in matrix form as.

x1

X x2

x3

and

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y1

Y y2

y3
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Matrix Representations of
System of Equations

System of Equations in Matrix Form

The system of equations in matrix notation is

a11
a
21
a31

a13 x1 y1

a23 x2 y2

a33 x3 y3

a12
a22
a32

AX = Y
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Matrix Representations of
System of Equations
Sequence Components of Unbalanced Phasor

Va = Va0 + Va1 + Va2


Vb = Va0 + aVa1 + aVa2
Vc = Va0 + aVa1 + aVa2
Rearranging and writing in matrix form

Va 1 1
V 1 a 2
b
Vc 1 a
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1 Va 0

a Va 1
2
a Va 2
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Matrix Representations of
System of Equations
Va0

1
Va Vb Vc
3
Va 2

Va1

1
Va aVb a 2Vc
3

Va a 2Vb aVc
3

In matrix form

Va0
1 1
V 1 1 a
a1 3
Va 2
1 a 2
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1 Va
a 2 Vb
a Vc
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Definition of a MATRIX
A matrix consists of a rectangular array of elements
represented by a single symbol.
[A] is a shorthand notation for the matrix and aij
designates an individual element of the matrix.

A horizontal set of elements is called a row and a


vertical set is called a column.
The first subscript i always designates the number of
the row in which the element lies. The second
subscript j designates the column. For example,
element a23 is in row 2 and column 3.

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Definition of a MATRIX
a11
a
21
A a ij a31


am1

a12

a13

a22

a23

a32

a33

am3

am2

a 1n

a2n

a3n


amn

The matrix has m rows and n columns and is said to


have a dimension of m by n (or m x n).

[aij]mxn
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Definition of a Vector
A vector X is defined as an ordered set of elements. The
components x1, X2,
Xn may be real or complex
numbers or functions of some dependent variable.

x1
x
2


xn
n defines the dimensionality or size of the vector.
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Matrices with only one row (n = 1) are called Row


Vectors while those with one column (m=1) are called
Column Vectors. The elements of a vectors are
denoted by single subscripts as the following:

R r1

r2

rn

c1
c
2

C


c m

Thus, R is a row vector of dimension n while C is a


column vector of dimension m.
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Type of Matrices
Square

Matrix
Upper Triangular Matrix
Lower Triangular Matrix
Diagonal Matrix
Identity or Unit Matrix
Null Matrix
Symmetric Matrix
Skew-symmetric Matrix
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Type of Matrices
A square matrix is a matrix in which m = n.
For a square, the main or principal diagonal consists
of the elements of the form aii; e.g., for the 3 x 3
matrix shown

a11

A a21

a31

a12
a22
a32

a13

a23

a33

the elements a11, a22, and a33 constitute the principal


diagonal.
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Type of Matrices
An
upper triangular matrix is one where all the
elements below the main diagonal are zero.

u11

U 0

0
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u12
u22
0

u13

u23

u33
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Type of Matrices
A lower triangular matrix is one where all elements
above the main diagonal are zero.

l11

L l21

l31
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0
l22
l32

l33
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Type of Matrices
A diagonal matrix is a square matrix where all
elements off the diagonal are equal to zero.
Note that where large blocks of elements are zero,
they are left blank.

d 11

D 0

0
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0
d 22
0

d 33

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Type of Matrices
An identity or unit matrix is a diagonal matrix where
all elements on the main diagonal are equal to one.

I 0

0
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0
1
0

0
1

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Type of Matrices
The null matrix is matrix whose elements are
equal to zero.

N 0

0
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0
0
0

0
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Type of Matrices
A symmetric matrix is one where aij = aji for all is and js.

S 1

1
3
7

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a12 a21 1
a13 a31 2
a23 a32 7
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Type of Matrices
A skew-symmetric matrix is a matrix which has the
property aij = -aji for all i and j; this implies aii = 0

K 5

5
0
6

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a12 5
a21 5
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Matrix Operations
Addition

of Matrices
Product of a Matrix with a Scalar
Multiplication of Matrices
Transpose of a Matrix
Kron Reduction Method
Determinant of a Matrix
Minors and Cofactors of a Matrix
Inverse of a Matrix
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Addition of Matrices
Two matrices A = [aij] and B = [bij] can be added
together if they are of the same order (mxn). The sum
C = A + B is obtained by adding the corresponding
elements.

C = [cij] = [aij + bij]

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Addition of Matrices
Example:

1
A
2

4
7

0
3

5
B
0

6
1

2
1

then,

(1 5)
A B
(2 0)
(1 5)
A B
(2 0)

(4 2)
(7 1)
(4 2)
(7 1)

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(0 6) 6

(3 1) 2
(0 6) 4

(3 1) 2

6
8
2
6

4
6
2

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Addition of Matrices
Example:

1 j 2
A 4 j1

6 j 3

then,

4 j1
5 j3
1 j1

6 j 3
3 j 2
1 j1 B 2 j1

7 j 5
8 j 9

1 j 2 3 j 2
A B 4 j1 2 j1

6 j 3 7 j 5
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2 j1
4 j6
5 j4

7 j5
5 j4

6 j 5

4 j1 2 j1 6 j3 7 j5
5 j3 4 j6 1 j1 5 j4
1 j1 5 j4 8 j9 6 j5
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Addition of Matrices
4 j4
A B 6 j2

13 j 2
2 j0

A B 2 j0

1 j 8
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6 j2

13 j 2
9 j9
6 j5

6 j 5 14 j14
2 j0 1 j 8

1 j3 4 j3

4 j 3 2 j 4
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Product of a Matrix with a Scalar


A matrix is multiplied by a scalar k by multiplying
all elements mn by k , that is,

ka11
ka
21

kA Ak

kam1
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ka12
ka22

kam 2

ka1n

ka2 n

kamn

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Product of a Matrix with a Scalar


Example:

A 5

B kA 3 5

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and

k 3

12

B 15

18

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Product of a Matrix with a Scalar


Example:

4 j1

A 5 - j2

6 j3

4 j1

B kA 3 5 - j2

6 j3

3 j6

2 j 5 and

1 j 4

3 - j6
12 j 3

2 j5 B 15 j6

18 j 9
1 - j4

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k 3

9 j18

6 j15

3 j12

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Multiplication of Matrices
Two matrices A = [aij] and B = [bij] can be multiplied in
the order AB if and only if the number of columns of A is
equal to the number of rows of B .
That is, if A is of order of (m x l), then B should be of
order (l x n).
If the product matrix is denoted by C = A B, then C is of
order (m x n).

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Multiplication of Matrices
An easy way to check whether two matrices can
be multiplied.

Am x l Bl x n C m x n
Interior dimensions are equal
multiplication is possible
Exterior dimensions define
the dimensions of the result
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Multiplication of Matrices
If the product matrix is denoted by C = A B, then C is of
order (m x n). The elements cij are given by
l

cij aik bkj


k 1

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for all i and j.

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Multiplication of Matrices
a11

A a21
a31

Example:

then

C =AB =
2

cij aik bkj


k 1

a12

a22 and
a32 3 x 2

a11
a
21
a31

b11 b12
B

b21 b22 2 x 2

a12
b11

a22
b21
a32

b12

b22

c11 a11b11 a12 b21

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Multiplication of Matrices
2

cij aik bkj


k 1

(a11b11 a12b21 ) (a11b12 a12b22 )

C AB ( a21b11 a22b21 ) ( a21b12 a22b22 )


(a 31b11 a32b21 ) ( a31b12 a32b22 )

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Multiplication of Matrices
Example:

then

1 4

A 2 5
3 6 3 x 2

and

C AB 2

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7 8
B

9 0 2 x 2

4
7

5
9

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Multiplication of Matrices
(1x7 4 x9) (1x8 4 x0)
C AB (2 x7 5 x9) (2 x8 5 x0)
(3x7 6 x9) (3x8 6 x0) 3 x 2
43
C
59

75

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8
16

24
3x2
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Multiplication of Matrices
Example:

1 j 2
A 4 j1

6 j 3

4 j1
5 j3
1 j1

6 j 3
3 j 2
1 j1 B 2 j1

7 j 5
8 j 9

2 j1
4 j6
5 j4

7 j5
5 j4

6 j 5

c11 1 j 2 3 j 2 4 j12 j1 6 j 37 j 5 35 j 41

c12 1 j 2 2 j1 4 j14 j6 6 j 35 j 4 44 j16

c13 1 j 2 7 j 5 4 j15 j 4 6 j 36 j 5 72 j 42

c21 4 j13 j 2 5 j 32 j1 1 j17 j 5 29 j 24

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Multiplication of Matrices
c21 4 j13 j 2 5 j 32 j1 1 j17 j 5 29 j 24
c22 4 j12 j1 5 j 34 j6 1 j15 j 4 20 j 41
c23 4 j17 j 5 5 j 35 j 4 1 j16 j 5 37 j73

c31 6 j 33 j 2 1 j12 j1 8 j 9 7 j 5 116 j 43


c32 6 j 32 j1 1 j14 j6 8 j 9 5 j 4 101 j15
c33 6 j 37 j 5 1 j15 j 4 8 j 9 6 j 5 39 j144

35 j 41
A xB 29 j 24
116 j 43
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44 j16
20 j 41
101 j15

72 j 42
37 j73

39 j144

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Transpose of a Matrix
If the rows and columns of an m x n matrix are
interchanged, the resultant n x m matrix is the
transpose of the matrix and is designated by AT.
For the matrix

The transpose is

a11
A
a12
a11
AT a21

a31

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a21
a22

a31

a32 2 x 3

a12
a22

a32 3 x 2
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Transpose of a Matrix
Example:

then,

1
A
2
1
T

A 3

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3
4

6 2 x3
2

6 3 x 2

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Transpose of a Matrix
Example:

1 j 4
A
2 j 5

3 j6
4 j1

5 j 2
6 j 3

then,

1 j 4
T

A 3 j6

5 j 2
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2 j 5

4 j1

6 j 3
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Determinant of a Matrix
Determinant of a 2 x 2 Matrix

Two simultaneous equations:

a11 x1 a12 x2 y1
a21 x1 a22 x2 y2

(1)
(2)

In Matrix Form

a11 a12 x1 y1

a

21 a22 x2 y2
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Determinant of a Matrix
The solutions of two simultaneous equations can be
obtained by eliminating the variables one at a time.
Solving for x2 in terms of x1 from the second equation
and substituting this expression for x2 in the first
equation, the following is obtained:

a22 x2 y2 a21 x1

y2 a21
x2 x1
a22 a22
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Determinant of a Matrix
substituting x2 and solving for x1

y 2 a21
a11 x1 a12 (

x1 ) y1
a22 a22
a11 a22 x1 a12 y 2 a12 a21 x1 a22 y1
( a11 a22 a12 a21 ) x1 a22 y1 a12 y 2
a22 y1 a12 y 2
x1
a11 a22 a12 a21
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Determinant of a Matrix
Then, substituting x1 in either equation (1) or (2), x2 is
obtained

a11 y2 a21 y1
x2
a11 a22 a12 a21

The expression (a11a22 a12a21) is the value of the


determinant of the coefficient matrix A, denoted by |A|.

| A|
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a11 a12
a21 a22
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Determinant of a Matrix
The determinant of A is can be determined by reducing
the size of the original matrix by eliminating rows.
For example:

1
A 1

6
1
| A | 1
6

2
1

1
2

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Eliminate row 1 by
striking out the
row1 and jth column
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Determinant of a Matrix
The determinant of A is
1
1
2

| A | 1

2
| A | ( 1 ) 1
4
11

1
1
1 2
( 1 ) 1
2
6

1
1
1 3
( 1 ) 2
2
6

2
4

| A | (1)(1)(2)(2) (1)(4) (1)(1)(1)(2) (1)(6)


(1)(2)(1)(4) (2)(6)

(1) 4 4 (1) 2 6 (2) 4 12


| A | 44
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Determinant of a Matrix
Minors and Cofactors of a Matrix

The determinant obtained by striking out the ith


row and jth column is called the minor element aij.
Example:

a11
a21

a12
a22

a31

a32

a13
a12
a23
a32
a33

a13
a33

The minor of a21 ( a12 a33 a32 a13 )


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Determinant of a Matrix
Minors and Cofactors of a Matrix
The cofactor of an element aij designated by Aij is

Aij ( 1 )

i j

Example:

minor of

aij

A 21 (1) 21 * ( the minor of a 21 )


(-1)3 * ( the minor of a 21 )

A 21 - 1 * the minor of a 21

Since the minor of a21 ( a12 a23 a32 a13 )

the cofactor of A21 1( a12 a33 a32 a13 )


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Determinant of a Matrix
Minors and Cofactors of a Matrix

Example: A - 1

- 6

2
1

1
-2
4
1

A11 ( 1 )11 1
6
1
A12 ( 1 )12 1
6

1
2
4
1
2
4

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2
1 1[( 2 )( 2 ) ( 1 )( 4 )] 8
2
2
1 1[( 1 )( 2 ) ( 1 )( 6 )] 4
2
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Determinant of a Matrix
Minors and Cofactors of a Matrix
1

A13 ( 1 )13 1
6

1
A21 ( 1 )21 1

2
4

1 1[( 1 )( 4 ) ( 2 )( 6 )] 16
2

1
2

2
1 1[( 1 )( 2 ) ( 4 )( 2 )] 6

A22 ( 1 )22 1
6

2
4

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1 1[( 1 )( 2 ) ( 2 )( 6 )] 14
2
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Determinant of a Matrix
Minors and Cofactors of a Matrix

A23 ( 1 )23 1
6
1
A31 ( 1 )31 1

2
4

2
1

A32 ( 1 )3 2 1
6

1 1[( 1 )( 4 ) ( 1 )( 6 )] 10

2
4

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2
1 1[( 1 )( 1 ) ( 2 )( 2 )] 5
2
2
1 1[( 1 )( 1 ) ( 1 )( 2 )] 3
2
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Determinant of a Matrix
Minors and Cofactors of a Matrix

1
A33 ( 1 )33 1
6

2
4

1 1[( 1 )( 2 ) ( 1 )( 1 )] 1
2

Therefore the cofactors of matrix A are:

A11 8

A21 6

A31 5

A12 4

A22 14

A32 3

A13 16

A23 10

A33 1

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Determinant of a Matrix
Minors and Cofactors of a Matrix

and in matrix form:

A11
Cofactors of A A21
A31

A32

A13
A23
A33

8 4
Cofactors of A 6 14
5 3

16
10
1

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A22

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Inverse of a Matrix
Division does not exist in matrix algebra except in the
case of division of a matrix by a scalar. However, for a
given set of equations.

a11 x1 a12 x2 a13 x3 y1


a21 x1 a22 x2 a23 x3 y2
a31 x1 a32 x2 a33 x3 y3
or in matrix form [AX] = [Y]. It is desirable to
express x1, x2, and x3 a function of y1, y2, and y3, i.e..
[X] = [BY], where B is the inverse of A designated
by A-1.
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Inverse of a Matrix
If the determinant of A is not zero, the equations can
be solved for x s as follows;

A11
A21
A31
x1
y1
y2
y3
| A|
| A|
| A|

A12
A22
A32
x2
y1
y2
y3
| A|
| A|
| A|
A13
A23
A33
x3
y1
y2
y3
| A|
| A|
| A|
where A11, A12, , A33 are cofactors of a11, a12,,a33 and
|A| is the determinant of A.
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Inverse of a Matrix
Thus,

B A -1

A11
| A |

A12

| A |
A13

| A |

A21
| A|
A22
| A|
A23
| A|

A31
| A |

A32 or
| A |
A33

| A |

A
A
| A|
-1

A+ is called the adjoint of A. It should be noted that the


elements of A+ are the cofactors of the elements of A, but
are placed in transposed position.
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Inverse of a Matrix
Example: Get the inverse of A

1
A - 1

- 6

1
-2
4

2
1

A -1

| A|

the Adjoint of A is

A11

A A12

A13

A21
A22
A23

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A32 4

A33 16

6
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Inverse of a Matrix
Hence, the inverse of matrix A is

A 1

6
5
8
4

14

A 16 10 1

A
44

448

444
16
44

6
44
14
44
10
44

5
44
3
44
1
44

6
5
8
1

4
14 3
44
16 10 1

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Kron Reduction Method


y1 a11
y a
2 21
y3 a31

0 a41

a12
a22
a 32
a42

a13
a23
a33
a43

a14 x1
a24 x2

a34 x3

a44 x4

y1 a11
y a
2 21
y3 a31

0 a41

a12
a22
a 32
a42

a13
a23
a33
a43

a14 x1
a24 x2

a34 x3

a44 x4

The four equations can be reduced to three equations by Kron Reduction


Method since the independent variable of the fourth equation is zero.
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Kron Reduction Method


y1
Y1 y2
y3

a11
A1 a21
a31

Y2 0 A a
3

41

a32

a13
a23

a33

a14
A2 a24
a34

x1
X 1 x2
x3

a42

a43

A4 a44

X 2 x4

a12
a22

Y1 A1
0 A
3
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A4 X 2
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Kron Reduction Method

Y1 A1

0 A
3
Y1 A1 X1 A2 X 2
0 A3 X 1 A4 X 2

A2 X 1

A4 X 2
(1)
(2)

From (2)

A4 X 2 A3 X 1
X 2 A4 1A3 X 1
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Kron Reduction Method


Substitute [X2] to equation (1)

Y1 A1 X 1 A2 A4 1A3 X 1

Thus,

Y1 A1 A2 A4 A3 X 1
1

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Kron Reduction Method


Example:

y1 1
y 8
2
y3 3

0 2

2
7
4
4

3
6
5
7

4 x1
5 x2

6 x3

8 x4

x1
y1 1 2 3 4
y 8 7 6 5812 4 7 x
2
2

x
y3 3 4 5 6
3
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Kron Reduction Method


x1
y1 1 2 3 4

y 8 7 6 50.1252 4 7 x
2
2

x
y3 3 4 5 6
3

x1
y1 1 2 3 0.5

y 8 7 6 0.6252 4 7 x
2
2

x
y3 3 4 5 0.75
3
2
3.5 x1
y1 1 2 3 1

y 8 7 6 1.25 2.5 4.375 x


2

2
y3 3 4 5 1.5
3
5.25 x3
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Kron Reduction Method


The 4x4 matrix was reduced to a 3x3matrix.

y1 1
y 8
2
y3 3

0 2

2
7
4
4

3
6
5
7

4 x1
5 x2

6 x3

8 x4

0 0.50 x1
y1 0
y 6.75 4.5 1.625 x
2
2
y3 1.50 1.0 0.25 x3
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Direct Solutions
of System of Equations
Cramers
Matrix

Rule of Determinants

Inversion Method

Gaussian

Elimination Method

Gauss-Jordan

Method

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Solutions of System of
Equations by Cramer s Rule
The system of three linear equations in three
unknowns x1, x2, x3:

a11 x1 a12 x2 a13 x3 y1


a21 x1 a22 x2 a23 x3 y2
a31 x1 a32 x2 a33 x3 y3

written in matrix form as :

a11
a
21
a31

a12
a22
a32

a13 x1 y1

a23 x2 y2

a33 x3 y3

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AX = Y

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can be solved by Cramers Rule of determinants. The


determinant of coefficient matrix A is

a11
| A | a 21
a31

a12
a 22
a32

a13
a 23
a33

x1 can be obtained by :

x1

y1
y2

a12
a22

a13
a23

y3

a32
| A|

a33

Note that values in the numerator are the values of the


determinant of A with the first column were replaced by the Y
vector elements.
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Similarly, x2 and x3 can be obtained by:

x2

a11
a21

y1
y2

a13
a23

a31

y3
| A|

a33

a11
a21

a12
a22

y1
y2

a31

a32
| A|

y3

and

x3

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Solutions of System of Equations by


Cramers Rule
Example:

x1 x2 2x3 3
- x1 2x2 x3 7
- 6x1 4x2 2x3 14

1
- 1

- 6

1
-2
4

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1 x2 7

2

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Solutions of System of Equations by


Cramers Rule
1
A - 1

- 6

x1

1
-2
4

2
1

1
| A| - 1

1
2

y1
y2

a12
a22

a13
a23

y3

a32
| A|

a33

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x1

3
7
14

2
1 44

1
2
4
- 44

2
1
2

88

2
44

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Solutions of System of Equations by


Cramers Rule

x2

x3

a11
a21

y1
y2

a13
a23

a31

y3
| A|

a33

a11
a21

a12
a22

y1
y2

a31

a32
| A|

y3

Therefore,

x2

1
1
6

1
1

6
x3

x1 - 2

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3
7
14
- 44
1
2
4
- 44

2
1
2
3
7

14

x 2 -1

44

1
44

132

3
44

x3 3

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Solutions of System of
Equations by Matrix Inversion
The system of equations in matrix form can be
manipulated as follows:

AX Y
A-1 AX A-1Y
IX A Y
-1

X A Y
-1

Hence, the solution X can be obtained by multiplying


The inverse of the coefficient matrix by the constant
matrix Y.
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Solutions of System of
Equations by Matrix Inversion
Example:

x1 x2 2x3 3
- x1 2x2 x3 7
- 6x1 4x2 2x3 14
1
A - 1

- 6

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-2
4

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Solutions of System of
Equations by Matrix Inversion
8
1
-1
A
4

44
16
8
1
X A-1Y 4
44
16
8( 3 )
1
-1
X A Y
4( 3 )

44
16( 3 )
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6
14
10

5
3

6
14
10

5 3
3 7

1 14

6( 7 )

14( 7 )

10( 7 )

5( 14 )
3(14)

1( 14 )

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Solutions of System of
Equations by Matrix Inversion
88 2
1
-1
X A Y
44 1

44
132 3
Therefore:

x1 - 2
x2 - 1
x3 3

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Gaussian Elimination Method


The following are the rules in matrix
manipulation:
(1) Interchange rows
(2) Multiply row by constant
(3) Add rows

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Gaussian Elimination Method


Example:

1
1

x1 x2 2x3 3
- x1 2x2 x3 7
- 6x1 4x2 2x3 14

3
7

14

Add row 1 to row 2 to get row 2.


Add 6 times row 1 to row 3 to get row 3.

1
0

10

14

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10

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Gaussian Elimination Method


1
0

10

14

3
10

32

Multiply row 2 by 10 then add to row 3 to


obtained row 3.

1
0

44

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Gaussian Elimination Method


By Back Substitution:

0x1 0 x2 44 x3 132
0 x1 x2 3( 3 ) 10
x1 ( 1 ) 2( 3 ) 3
Therefore:

x3 3
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Gaussian
Elimination
Method
The two phases of
Gauss Elimination:
forward elimination
& back substitution.
The primes indicate
the number of times
that the coefficients
and constants have
been modified.

a11
a
21
a31

a12
a22
a32

a13
a23
a33

188

c1
c2

c3

a11

a 12
a22'

a13
a23'
a33"

c1
c2'

c3"

Forward
elimination

x3 c3" / a33"
x2 ( c2 a23 x3 ) / a22
'

'

'

Back
substitution

x1 ( c1 a12 x2 a13 x3 ) / a11

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Gauss-Jordan Method
From Gauss Elimination Method

1
0

44

44

3
10

132

Multiply row 2 by -1.

1
0

0
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10

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Gauss-Jordan Method
Divide row 3 by 44.

1
0

3
10

Multiply row 2 by -1 then add to row 1 to get row 1.

1
0

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13
10

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Gauss-Jordan Method
Multiply row 3 by -5 then add to row 1 to get row 1.
Multiply row 3 by 3 then add to row 2 to get row 2.

1
0

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Gauss-Jordan Method
Therefore:

Then,

1
0

0
1
0

0 x1 2
0 x2 1

1 x3 3

x1 2
x2 1
x3 3

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Gauss-Jordan Method
The

Gauss-Jordan method is a variation of


Gauss Elimination. The major differences is
that when an unknown is eliminated in the
GJM, it is eliminated from all other equations
rather than just the subsequent ones.

In

addition, all rows are normalized by


dividing them by their pivot elements. Thus,
the elimination steps results in an identity
matrix rather than a triangular matrix.

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Gauss-Jordan
Method
Graphical depiction of the
Gauss-Jordan Method.
The superscript (n) means
that the elements of the
right-hand-side vector
have been modified n
times (for this case, n=3).

a11
a
21
a31

a12
a22
a32

a13
a23
a33

c1
c2

c3

1
0

0
1

0
0

c1(n)
c2(n)
c3(n)

x1
x2

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194

c1(n)

c2(n)

x3

c3(n)

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Iterative Solutions
of System of Equations
Gauss

Iterative Method

Gauss-Seidel

Method

Newton-Raphson

Method

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Iterative Solutions
of System of Equations
An iterative method is a repetitive process for
obtaining the solution of an equation or a system of
equation. It is applicable to system of equations
where the main-diagonal elements of the coefficient
matrix are larger in magnitude in comparison to the
off-diagonal elements.

The Gauss and Gauss-Seidel iterative techniques are


for solving linear algebraic solutions and the NewtonRaphson method applied to the solution of non-linear
equations.
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Iterative Solutions
of System of Equations
The solutions starts from an arbitrarily
chosen initial estimates of the unknown
variables from which a new set of estimates
is determined. Convergence is achieved when
the absolute mismatch between the current
and previous estimates is less than some
pre-specified precision
index for
all the
variables.

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Gauss Iterative Method


Example:

4x1 x2 x3 4
x1 4x2 x3 6
x1 x2 3x3 5

Assume a convergence index of = 0.001 and the


following initial estimates:

a) x1 x2 x3 0.0
0

b) x1 x2 x3 0.5
0

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Gauss Iterative Method


Solution:
a) The system of equation must be expressed
in standard form.
k 1

x1

k 1

x2

x3k 1

1
( 4 x2k - x3k )
4
1
( 6 - x1k - x3k )
4
1
( 5 - x1k - x2k )
3

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Gauss Iterative Method


a) with x1 0 x20 x30 0
Iteration 1 (k = 0):

1
( 4 0 - 0 ) 1.0
4
1
1
x2 ( 6 - 0 - 0 ) 1.5
4
1
x3 1 ( 5 - 0 - 0 ) 1.6667
3
x10 1 0 1
x1 1

x20 1.5 0 1.5


x30 1.6667 0 1.6667
max x30 1.6667
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Gauss Iterative Method


Iteration 2 (k = 1):

1
x1 ( 4 1.5 - 1.6667 ) 0.958333
4
1
2
x2 ( 6 - 1.0 - 1.6667 ) 0.833333
4
1
x3 2 ( 5 - 1.0 - 1.5 ) 0.833333
3
x11 0.958325 1 0.041667
2

x21 0.833333 1.5 0.66667


x31 0.833333 1.6667 0.83334
max x31 0.83334
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Gauss Iterative Method


Iteration 3 (k = 2):

1
x1 ( 4 0.8333 - 0.8333 ) 1.0
4
1
3
x2 ( 6 - 0.9583 - 0.8333 ) 1.0521
4
1
3
x3 ( 5 - 0.9583 - 0.8333 ) 1.0695
3
x12 1 0.958325 0.041667
3

x22 1.0521 0.833325 0.21877


x32 1.0695 0.8333 0.23617
max x32 0.23617
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Gauss Iterative Method


Iteration 4 (k = 3):

1
x1 ( 4 1.0521 - 1.0695 ) 0.9956
4
1
4
x2 ( 6 - 1.0 - 1.0695 ) 0.9826
4
1
4
x3 ( 5 - 1.0 - 1.0521 ) 0.9826
3
x13 0.9956 1 0.0044
4

x23 0.9826 1.0521 0.0695


x33 0.9826 1.0695 0.0869
max x33 0.0869
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Gauss Iterative Method


Iteration 5 (k = 4):

1
x1 ( 4 0.9826 - 0.9826 ) 1.0
4
1
5
x2 ( 6 - 0.9956 - 0.9826 ) 1.0054
4
1
5
x3 ( 5 - 0.9956 - 0.9826) 1.0073
3
x14 1 0.9956 0.0044
5

x24 1.0054 0.9826 0.0228


x34 1.0073 0.9826 0.0247
max x34 0.0247
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Gauss Iterative Method


Iteration 6 (k = 5):

1
x1 ( 4 1.0054 - 1.0073 ) 0.9995
4
1
6
x2 ( 6 - 1.0 - 1.0071 ) 0.9982
4
1
6
x3 ( 5 - 1.0 - 1.0054 ) 0.9982
3
x15 0.9995 1 0.0005
6

x25 0.9982 1.0054 0.0072


x35 o.9982 1.0073 0.0091
max x35 0.0091
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Gauss Iterative Method


Iteration 7 (k = 6):

1
x1 ( 4 0.9982 - 0.9982 ) 1.0
4
1
7
x2 ( 6 - 0.9995 - 0.9982 ) 1.0006
4
1
7
x3 ( 5 - 0.9995 - 0.9982) 1.0008
3
x16 1 0.9995 0.0005
7

x 62 1.0006 0.9982 0.0024


x36 1.0008 0.9982 0.0026
max x36 0.0026
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Gauss Iterative Method


Iteration 8 (k = 7):

1
x1 ( 4 1.0006 - 1.0008 ) 0.9995
4
1
8
x2 ( 6 - 1.0 - 1.0008 ) 0.9998
4
1
8
x3 ( 5 - 1.0 - 1.0008 ) 0.9998
3
x17 0.9995 1 0.0005
8

x27 0.9998 1.0006 0.0008


x37 0.9998 1.0008 0.0010
max x37 0.0010
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Gauss Iterative Method


The Gauss iterative method has converged at
iteration 7. The method yields the following
solution.

x1 0.9995
x2 0.9998
x3 0.9998

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Gauss Iterative Method


b) with x1 x2 x3 0.5
0

Iteration 1 (k = 0):

x1 1
x2 1
x3 1

x10
x20
x30
max x
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Gauss Iterative Method


Iteration 2 (k = 1):

x1 2
x2 2
x3 2

x11
x21
x31
max x 1
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Gauss Iterative Method


Iteration 3 (k = 2):

x1 3
x2 3
x3 3

x1
2
x 2
x32
2

max x 2
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Gauss Iterative Method


Iteration 4 (k = 3):

x1 4
x2 4
x3 4

x13
x23
x33
max x 3
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Gauss Iterative Method


Iteration 5 (k = 4):

x1 5
x2 5
x3 5

x
x24
x34
4
1

max x 4
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Gauss Iterative Method


Iteration 6 (k = 5):

x1 6
x2 6
x3 6

x15
x25
x35
max x 5
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Gauss Iterative Method


Iteration 7 (k = 6):

x1 7
x2 7
x3 7

x16
x26
x36
max x 6
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Gauss Iterative Method


Iteration 8 (k = 7):

x18
x2 8
x3 8

x17
x27
x37
max x 7
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Gauss Iterative Method


x1
x2
x3
Note: Number of iterations to achieve
convergence is also dependent on
initial estimates
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Gauss Iterative Method


Given the system of algebraic equations,

a 11x1 a 12 x 2 a 1n x n y1
a 21x1 a 22 x 2 a 2n x n y 2

a 31x1 a 32 x 2 a nn x n y n
In the above equation, the xs are unknown.
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Gauss Iterative Method


From the first equation,

a11 x1 y1 a12 x2 a1n xn


1
x1
( y1 a12 x2 a1n xn )
a11

Similarly, x2, x3xn of the 2nd to the nth equations can


be obtained.

1
x2
(b2 a21 x1 a23 x3 a2n xn )
a22

1
xn
( bn an1 x1 an2 x2 an,n-1 xn-1 )
ann
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Gauss Iterative Method


In general, the jth equation may be written
as

1
n
xj
( b j i 1 a ji xi )
a jj

equation a

i j

j 1, 2,n

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Gauss Iterative Method


In general, the Gauss iterative estimates are:

x1
x2

xn

k 1

k 1

k 1

a1n k
y1
a12 k a13 k

x2
x3 ...
xn
a11 a11
a11
a11
a2n k
y2
a21 k a23 k

x1
x3 ...
xn
a22 a22
a22
a22
an,n-1
yn
an1 k an2 k
k

x1
x2 ...
x n -1
ann ann
ann
ann

where k is the iteration count


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Gauss Iterative Method


From an initial estimate of the unknowns (x10,
x20,xn0), updated values of the unknown variables
are computed using equation a. This completes one
iteration. The new estimates replace the original
estimates. Mathematically, at the kth iteration,

k 1

xj

1
n
k

( b j i 1 a ji x )
a jj
i j

equation b

j 1, 2,n
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Gauss Iterative Method


A convergence check is conducted after each
iteration. The latest values are compared with their
values respectively.

x x j

k 1

xj

equation c

j 1, 2,n
The iteration process is terminated when

max | x kj |

k itermax
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(NON-CONVERGENT)
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Gauss-Seidel Method
Example: Solve the system of equations using the
Gauss-Seidel
method.
Used
a
convergence index of = 0.001

4x1 x2 x3 4
x1 4x2 x3 6
x1 x2 3x3 5
x1 x2 x3 0.5
0

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Gauss-Seidel Method
Solution:
a) The system of equation must be expressed
in standard form.
k 1

x1

k 1

x2

x3k 1

1
( 4 x2k - x3k )
4
1
k 1
k
( 6 - x1 - x3 )
4
1
( 5 - x1k 1 - x2k 1 )
3

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Gauss-Seidel Method
with x1 x2 x3 0.5
0

Iteration 1 (k =0):

1
x1 ( 4 0.5 - 0.5 ) 1.0
4
1
1
x2 ( 6 - 1.0 - 0.5 ) 1.125
4
1
1
x3 ( 5 - 1.0 - 1.125 ) 0.9583
3
x10 1 0.5 0.50
1

x20 1.125 0.50 0.625


x30 0.9583 0.50 0.4583
max | x20 | 0.625
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Gauss-Seidel Method
Iteration 2 (k = 1):

1
x1 2 ( 4 1.125 - 0.9583 ) 1.0417
4
1
x2 2 ( 6 - 1.0417 - 0.9583 ) 1.0
4
1
2
x3 ( 5 - 1.0417 - 1.0 ) 0.9861
3
x11 1.0417 1 0.0417

x21 1 1.125 0.125


x31 0.9861 0.9583 0.0323
max | x21 | 0.125
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Gauss-Seidel Method
Iteration 3 (k = 2):

1
( 4 1.0 - 0.9861) 1.0035
4
1
3
x 2 ( 6 - 1.0035 - 0.9861) 1.0026
4
1
x 33 (5 - 1.0035 - 1.0026 ) 0.9980
3
x12 1.0035 1.0417 0.0382
x1 3

x22 1.0026 1 0.0026


x32 0.9980 0.9861 0.0119
max | x 32 | 0.0119
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Gauss-Seidel Method
Iteration 4 (k = 3):

1
x1 4 ( 4 1.0026 - 0.9980 ) 1.0012
4
1
x2 4 ( 6 - 1.0012 - 0.9980) 1.0002
4
1
4
x3 ( 5 - 1.0 - 1.0012 - 1.0002) 0.9995
3
x13 1.0012 1.0035 0.0023

x23 1.0002 1.0026 0.0024


x33 0.9995 0.9980 0.0015
max | x23 | 0.0024
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Gauss-Seidel Method
Iteration 5 (k = 4):

1
x1 ( 4 1.0002 - 0.9995 ) 1.0002
4
1
x2 5 ( 6 - 1.0002 - 0.9995) 1.0001
4
1
5
x3 ( 5 - 1.0002 - 1.0001) 0.9999
3
x14 1.0002 1.0012 0.001
5

x24 1.0001 1.0002 0.0001


x34 0.9999 0.9995 0.0004
max | x 4 | 0.001
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Gauss-Seidel Method
The Gauss-Seidel Method has converged after 5
iterations only with the following solutions:

x1 1.0002
x2 1.0001
x3 0.9999

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Gauss-Seidel Method

The Gauss-Seidel method is an improvement over the


Gauss iterative method. As presented in the previous
section, the standard form of the jth equation may be
written as follows.

1
n
xj
( b j i 1 a ji xi )
a jj

j 1, 2,n

i j

From an initial estimates (x10, x20,xn0), an updated


value is computed for x1 using the above equation with j
set to 1.This new value replaces x10 and is then used
together with the remaining initial estimates to compute
a new value for x2. The process is repeated until a new
estimate is obtained for xn. This completes one iteration.
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Gauss-Seidel Method
Note that within an iteration, the latest computed
values are used in computing for the remaining
unknowns. In general, at iteration k,

k 1
j

( b j i 1 a ji xi )
a jj
i j

j 1, 2,n
where k
if i j
k 1 if i j
After each iteration, a convergence check is
conducted. The convergence criterion applied is the
same with Gauss Iterative Method.
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Gauss-Seidel Method
An improvement to the Gauss Iterative Method
k 1

x1

k 1

x2

a1n k
y1
a12 k

x2 ...
xn
a11 a11
a11
a2n k
y2
a21 k 1

x1 ...
xn
a22 a22
a22

ai,i-1 k 1 ai,i 1 k 1 ain k 1


yi aij k 1
x i xi ... xi-1
xi 1 xn
aii aii
aii
aii
aii
k 1

k 1

xn

an,n -1
yn
an1 k 1
k 1

x1 ...
x n -1
ann ann
ann

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Newton-Raphson Method
Solve the non-linear equations

x12 4 x2 4
2 x1 x2 2
The Newton-Raphson method is applied when the
system of equations is non-linear.
Consider a set of 2 non-linear equations in 2 unknowns.

y1 f1 x1 , x2

y2 f 2 x1 , x2
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Newton-Raphson Method
The system of non-linear equations can be linearized
using the first order Taylors Series
y1 f1 ( x0 )

f1 0
f
0
0
( x )x1 1 ( x0 )x2
x1
x2

y2 f 2 ( x 0 )

f 2 0
f
0
0
( x )x1 2 ( x0 )x2
x1
x2

Where:
x0 = (x10, x20) are set of initial estimates
fi(x0) = the function fi (x1,x2) evaluated using the set of initial
estimates.
0
f i ( x )
= the partial derivatives of the function fi(x1,x2)
x j
evaluated using the set of original estimates.
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Newton-Raphson Method
The equation may be written in matrix form as
follows:

y1 f1 ( x )

0
f 2 ( x 0 )
y2 f 2 ( x ) x1
0

f 1 ( x o )
x1

x 0
1

0
f 2 ( x 0 )
x2
x 2
f 1 (x0 )
x 2

The matrix of partial derivatives is known as the


Jacobian. The linearized system of equations may be
solved for xs which are then used to update the initial
estimates.

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Newton-Raphson Method
At the kth iteration:

x1

k 1

x1 x1

k 1

x2 x2

x2

Convergence is achieved when

y1 f1 ( x k )
y2 f 2 ( x k )
Where is pre-set precision indices.
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Newton-Raphson Method
Solve the non-linear equation

x12 4 x2 4
2 x1 x2 2
use : x1 1, x2 1
0

Solution:

First, form the Jacobian

f 1 x 4 x2
2
1

f 2 2 x1 x2

f1
2 x1
x1
f 2
2
x1

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4
x2
f 2
1
x2

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Newton-Raphson Method
In Matrix form

f 1 ( x )
0
y1 f 1 ( x ) x1
y f ( x ) f ( x 0 )
2
2
2
0
x1

f 1 ( x )
x2 x1
0
f 2 ( x ) x2
x2

4 ( x1 4 x2 )
2 x1
2 ( 2 x x ) 2

1
2
2

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1 x2

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Newton-Raphson Method
Iteration 0:

f 1 ( x 0 ) 12 4( 1 ) 5 , y1 4
f 1
2(1) 2
x1
f 1
4
x2

f 2 ( x 0 ) 2( 1 ) ( 1 ) 3 , y 2 2
f 2
2
x1
f 2
1
x2

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Newton-Raphson Method
The equations are:

In matrix form:

4 5 ( 2 )x1 ( 4 )x2
0

2 3 ( 2 )x1 ( 1 )x2
0

1 2
1 2

4 x10

1 x2 0

Solving,

x1 0.5
0
x2 0
0

Thus,

x1 1 ( 0.5 ) 0.5
1

x 2 1 0 1
1

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Newton-Raphson Method
Repeating the process with the new estimates,
Iteration 1:

f 1 ( x 1 ) ( 0.5 )2 4( 1 ) 4.25 , y1 4
f 1 ( x 1 )
2( 0.5 ) 1.0
x1
f 1 ( x )
4
x2
1

f 2 ( x 1 ) 2( 0.5 ) ( 1 ) 2

, y2 2

f 2 ( x 1 )
2
x1
f 2 ( x 1 )
1
x2

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Newton-Raphson Method
The equations are:

In matrix form:

4 4.25 x1 4 x2

2 2 2 x1 x2

0.25 1
0 2

4 x11

1 x2 1

Solving,

x1 0.03571
1

x2 0.07143
1

Thus,

x1 0.5 0.03571 0.53571


2

x2 1 0.07143 0.92857
2

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Newton-Raphson Method
Repeating the process with the new estimates,
Iteration 2:

f 1 ( x 2 ) ( 0.53571 )2 4( 0.92857 ) 4.001265 , y1 4


f 1 ( x 2 )
2( 0.53571 ) 1.07142
x1
f 1 ( x 1 )
4
x2

f 2 ( x 2 ) 2( 0.53571 ) ( 0.92857 ) 1.99999 2


f 2 ( x 2 )
2
x1

y2 2

f 2 ( x 2 )
1
x2
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Newton-Raphson Method
The equations are:

4 4.001265 1.07142x1 4 x2
2

2 2.0 2 x1 x2
2

Solving,

In matrix form:

0.001265 1.07142

0
2

4 x1 2

1 x2

x1 0.00018
2

x2 0.00036
2

Thus,

x1 0.53571 0.00018 0.53553


3

x2 0.92857 0.00035 0.92893


3

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Newton-Raphson Method
Substituting to the original equation:

f 1 ( x1 ) ( 0.53553 )2 4( 0.92893 ) 4.0025124 , y1 4


3
f 2 ( x1 ) 2( 0.53553 ) ( 0.92893 ) 1.99928 , y2 2
3

y1 f 1 0.0025
y 2 f 2 0.00072

Therefore,

x1 0.53553
x2 0.92893
Note the rapid convergence of the Newton-Raphson
Method.
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Newton-Raphson Method
The Newton-Raphson method is applied when the
system of equations is non-linear.
Consider a set of n non-linear equations in n unknowns.

y1 f 1 ( x1 , x2 , , xn )
y 2 f 2 ( x1 , x2 , , xn )

y n f n (x 1 , x2 , , xn )
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Newton-Raphson Method
The system of non-linear equations can be linearized
using Taylors Series

f 1 0
f 1 0
f 1 0
0
0
0
y1 f 1 ( x )
( x )x1
( x )x2
( x )xn
x1
x2
xn
0

f 2 0
f 2 0
f 2 0
0
0
0
y2 f 2 ( x ) ( x )x1
( x )x2
( x )xn
x1
x2
xn
0

f n 0
f 1 0
f 1 0
0
0
0
yn f n ( x ) ( x )x1
( x )x2
( x )xn
x1
x2
xn
0

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Newton-Raphson Method
Where:
X0 = (x10,x20, , xn0)
= set of initial estimates
fi(x0) = the function fi (x1,x2, , xn)
evaluated using the set of initial
estimates.

f i ( x )
= the partial derivatives of the
x j
function fi(x1,x2,,xn) evaluated using
0

the set of original estimates.

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Newton-Raphson Method
The equation may be written in matrix form as
follows:

y1

y2

yn

f1( x )
f ( x0 )
0
f 2 ( x ) 2x
1

0
f n ( x 0 )
f n ( x ) x
1
0

f 1 ( x o )
x1

f 1 (x0 )
x2
f 2 ( x 0 )
x2

f n ( x 0 )
x2

x 0
1

0
f 2 ( x 0 )
x2

xn


0
f n ( x 0 )

xn
xn

f 1 (x0 )
xn

The matrix of partial derivatives is known as the


Jacobian. The linearized system of equations may be
solved for xs which are then used to update the initial
estimates.
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Newton-Raphson Method
At the kth iteration:
k 1

x j x j x j
k

j 1, 2, ..., n

Convergence is achieved when

y j f j (x k 1 ) 1
or

x j

k 1

j 1, 2, ..., n
j 1, 2, ..., n

Where 1 and 2 are pre-set precision indices.


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