CPD1B17 Notes1 - Fundamental Principles & Methods
CPD1B17 Notes1 - Fundamental Principles & Methods
Course Outline
1. Circuit Conventions and Notations
2. Power System Representation
Voltage,
Complex
+
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)
ZA
VA
I
I
+
VB
ZB
-
ZA
+
+
VS = Vao
VA
I = Iab
Zb
Vb = Vbn
o
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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
VS Vm
i(t)
jt
R (Resistance)
VL
L (Inductance)
di( t )
Ri( t ) L
Vm
dt
jt
jt
jLK
jt
Vm
jt
Vm
i( t )
R jL
jt
v( t )
Z
i( t )
V m jt
Vm
R jL
R jL
j t
VS Vm
jt
i(t)
-
R (Resistance)
VL
-
C (Capacitance)
R
1
Z R j(
)
C
Z= |Z|ej
or
.1
C
10
or
|I| = 5
I = 50
10030
Z
2030
50
10
30
17.32
Symbols
Three-Line
Equivalent
Impedance
Bus
Admittance Matrix
11
12
Generator
Switch
Circuit Breaker
or
Transformer
Fuse
Transmission or
Distribution Line
Bus
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Node
13
Current Transformer
Potential Transformer
Voltmeter
Ammeter
Protective Relay
14
Circuit Recloser
Main Bus
Circuit Breaker
R
R
Distribution Lines
Relays
R
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Bus
CB
Transformer
Distribution Line
Recloser
R
CT and Relay
15
16
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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Secondary
Three-Phase Equivalent
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18
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
19
20
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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Z' Z c sinh l
+
Vs
Y'
1
l
tanh
2 Zc
2
IS
Characteristic Impedance
ZC
z
y
+
Y'
2
IR
Propagation Constant
VR
zy
Single-Phase Equivalent
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Z r jxL l
+
Vs
IS
Y 1 / c
2
2
+
Y
2
IR
VR
Single-Phase Equivalent
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23
Z r jxL l
Vs
Is = IR
+
VR
Single-Phase Equivalent
24
Ic
Ia
ZR
a
Eao = |E|0 V
ZR
ZR
Ib
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Ia
Eao = |E| 0 V
E0
Ia
I
Z R
ZR
ZR
Ib
b
c
E240
Ib
I( 240 )
Z R
ZR
Ic
ZR
E120
Ic
I( 120 )
Z R
ZR
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Ic
Eco = |E| 120 V
ZR
Ia
a
Eao = |E|0 V
ZR
Ia
Ia
Eao = |E| 0 V
o
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ZR
b
ZR
n
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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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Ea
Ea
za
1
za
Eb
zc
Generator
zb
3
zd
zf
z13
1
Ec
ze
zh
zg
3
Line
4
0
Impedance Diagram
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Zg
Eg
VL
VL
IL
Is
Zp
IL
Eg = ISZP
Zg = Zp
30
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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Ea
Ea
za
1
za
Eb
zc
Generator
zb
3
zd
zf
z13
1
Ec
ze
zh
zg
3
Line
4
0
Impedance Diagram
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Zg
Eg
VL
VL
IL
Is
Zp
IL
Eg = ISZP
Zg = Zp
33
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
y03
3
y13
I3 = Ec/zc
y03 = 1/zc
I2
y02
2
y23
y34
y24
4
Admittance Diagram
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at node 1:
at node 4:
0 V4 V1 y14 V4 V2 y 24 V4 V3 y34
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35
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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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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[YBUS] =
Y11
Y21
Y31
Yn 1
Y12
Y22
Y32
Yn 2
Y13 Y1 n
Y23 Y2 n
Y33 Y3 n
Yn 3 Ynn
37
Per
Unit Impedance
Changing
Consistent
System
Advantages
38
Actual Value
Base Value
Percent
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Actual Value
100
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40
=
PU Impedance
41
42
I
+
Zline = 1.4 75
Zload = 20 30
Vs = ?
2540 0 V
Determine Vs
43
44
0.07 75 p.u.
1.052.70
1.030 p.u.
1.00 p.u.
45
46
(Base Voltage)2
Base Voltage
Base Impedance =
=
Base Current
Base Power
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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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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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49
= 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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in per unit:
Positive
Sequence
Impedances
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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52
Solution
0.110 2
Low-voltage Zbase =
2.5 / 1000
PU Impedance, Zpu =
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= ______ ohms
= ______ p.u.
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440
Z 0.06
_______ ohms
110
High Voltage, Zbase =
= _______ ohms
PU Impedance, Zpu =
= _______ p.u.
54
55
= ________ ohms
56
(
(
kV)
= ________ ohms
MVA)
57
58
59
A-B
B-C
SOURCE
B
A-B
C
B-C
LOAD
300 /
PF=100 %
60
XBC=8%
Vc
VA
A-B
13.8/138 kV
300 /
PF=100%
B-C
138/69 kV
(69)
ZC,base = -------- = _____ ohms
10
61
62
63
64
Z base1
Z pu1
Z base2
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66
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
MVA3 ,base2
MVA
3 ,base1
67
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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X=
)
(
)2
= ________ pu
)x
)2
)2
= )________ pu
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Note: Define each subsystem with unique Base Voltage based on separation due to
magnetic coupling
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69
70
71
T2
G2
L1
G1
G3
Generator 1 (G1):
Transmission Line(L1):
64 km; XL = 0.5 / km
72
T2
G2
Transmission Line
G1
G3
1
XT1
XLINE
XG1
E1
XT2
XG2
E2
XG3
E3
73
Vbase (kV)
Zbase (Ohm)
Ibase (Amp)
G2:
G3:
L1:
T1:
T2:
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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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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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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.
77
Symmetrical Components
Sequence
Sequence
Practical
Implications of Sequence
Components of Electric Currents
78
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
79
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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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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Sequence Components of
Unbalanced Phasor
REFERENCE PHASE SEQUENCE: abc
Phase c
120
120
Phase a
120
Phase b
82
Sequence Components of
Unbalanced Phasor
Each of the original unbalanced phasor is the sum
of its sequence components. Thus,
83
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
aV
120
Operating V by a
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
Vc in terms of Va
Vc = a Va
Vc1 = a Va1
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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
Vc in terms of Va
Vc2 = aVa2
86
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
87
88
Sequence Components of
Unbalanced Phasor
Writing again the phasors in terms of phasor Va
and operator a,
Va0
1
1
Va Vb Vc
Va1 Va aVb a 2Vc
3
3
1
Va 2
Va a 2Vb aVc
3
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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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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90
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
91
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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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
Vc1
143.05
Va1
18.38
-86.080
2.15 33.920
Vb2
Vc2
86.08
Va2
2.15 -86.080
95
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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Sequence Components of
Unbalanced Phasor
The results can be checked either mathematically or
graphically.
96
97
Sequence Components of
Unbalanced Phasor
Ia
a
c
Ib
Ic
Ic1 + Ic2 + Ic0
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
Zero Sequence
Sequence Impedance of
Power System Components
In general,
Z1 Z2 Z0
for generators
Z1 = Z2 = Z0
for transformers
Z1 = Z2 Z0
for lines
99
100
Ia0
A
IC0
C
a
B
3I0
IB0
Ic0
b
c
3Io
Ib0
101
IC0
Ia0
a
C
A
I0 = 0
I0 = 0
IA0
IB0
Ic0
b
c
3Io
Ib0
102
103
Equations
of Matrices
Matrix
Operations
Direct
Iterative
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
Yn 1 Yn 2 Yn 3 Ynn V
[ I ] = [Ybus][V]
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
Impedance Diagram
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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
y02
2
y23
y14
y13 = 1/zd
I2
y24
4
Admittance Diagram
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Network Equations
I1
I2
I3
0
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
110
Matrix Representations of
System of Equations
The coefficients form an array
a11
A a21
a31
a12
a22
a32
a13
a23
a33
111
Matrix Representations of
System of Equations
Similarly, the variables and parameters can be
written in matrix form as.
x1
X x2
x3
and
y1
Y y2
y3
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Matrix Representations of
System of Equations
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 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.
116
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
[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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R r1
r2
rn
c1
c
2
C
c m
119
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
121
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
124
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
125
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
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
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.
130
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)
(0 6) 6
(3 1) 2
(0 6) 4
(3 1) 2
6
8
2
6
4
6
2
131
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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ka11
ka
21
kA Ak
kam1
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ka12
ka22
kam 2
ka1n
ka2 n
kamn
134
A 5
B kA 3 5
and
k 3
12
B 15
18
135
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
k 3
9 j18
6 j15
3 j12
136
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).
137
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
139
Multiplication of Matrices
a11
A a21
a31
Example:
then
C =AB =
2
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
140
Multiplication of Matrices
2
141
Multiplication of Matrices
Example:
then
1 4
A 2 5
3 6 3 x 2
and
C AB 2
7 8
B
9 0 2 x 2
4
7
5
9
142
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
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
c13 1 j 2 7 j 5 4 j15 j 4 6 j 36 j 5 72 j 42
144
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
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
145
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
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
3
4
6 2 x3
2
6 3 x 2
147
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
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
| 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
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
154
Determinant of a Matrix
Minors and Cofactors of a Matrix
a11
a21
a12
a22
a31
a32
a13
a12
a23
a32
a33
a13
a33
155
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 * the minor of a 21
156
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
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
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
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
A11 8
A21 6
A31 5
A12 4
A22 14
A32 3
A13 16
A23 10
A33 1
160
Determinant of a Matrix
Minors and Cofactors of a Matrix
A11
Cofactors of A A21
A31
A32
A13
A23
A33
8 4
Cofactors of A 6 14
5 3
16
10
1
A12
A22
161
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.
162
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
164
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
A31 8
A32 4
A33 16
6
14
10
165
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
166
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
167
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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A2 X 1
A4 X 2
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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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169
Y1 A1 X 1 A2 A4 1A3 X 1
Thus,
Y1 A1 A2 A4 A3 X 1
1
170
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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171
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
172
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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173
Direct Solutions
of System of Equations
Cramers
Matrix
Rule of Determinants
Inversion Method
Gaussian
Elimination Method
Gauss-Jordan
Method
174
Solutions of System of
Equations by Cramer s Rule
The system of three linear equations in three
unknowns x1, x2, x3:
a11
a
21
a31
a12
a22
a32
a13 x1 y1
a23 x2 y2
a33 x3 y3
or
AX = Y
175
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
176
x2
a11
a21
y1
y2
a13
a23
a31
y3
| A|
a33
a11
a21
a12
a22
y1
y2
a31
a32
| A|
y3
and
x3
177
x1 x2 2x3 3
- x1 2x2 x3 7
- 6x1 4x2 2x3 14
1
- 1
- 6
1
-2
4
2 x1 3
1 x2 7
2
x3
14
178
- 6
x1
1
-2
4
2
1
1
| A| - 1
1
2
y1
y2
a12
a22
a13
a23
y3
a32
| A|
a33
x1
3
7
14
2
1 44
1
2
4
- 44
2
1
2
88
2
44
179
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
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
180
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
181
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
1
-2
4
2
1
182
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 )
183
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
184
185
1
1
x1 x2 2x3 3
- x1 2x2 x3 7
- 6x1 4x2 2x3 14
3
7
14
1
0
10
14
3
10
32
186
10
14
3
10
32
1
0
44
10
132
187
0x1 0 x2 44 x3 132
0 x1 x2 3( 3 ) 10
x1 ( 1 ) 2( 3 ) 3
Therefore:
x3 3
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x2 - 1
x1 -2
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
189
Gauss-Jordan Method
From Gauss Elimination Method
1
0
44
44
3
10
132
1
0
0
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3
10
132
190
Gauss-Jordan Method
Divide row 3 by 44.
1
0
3
10
1
0
13
10
191
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
2
1
192
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
193
Gauss-Jordan Method
The
In
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
194
c1(n)
c2(n)
x3
c3(n)
195
Iterative Solutions
of System of Equations
Gauss
Iterative Method
Gauss-Seidel
Method
Newton-Raphson
Method
196
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.
197
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.
198
4x1 x2 x3 4
x1 4x2 x3 6
x1 x2 3x3 5
a) x1 x2 x3 0.0
0
b) x1 x2 x3 0.5
0
199
x1
k 1
x2
x3k 1
1
( 4 x2k - x3k )
4
1
( 6 - x1k - x3k )
4
1
( 5 - x1k - x2k )
3
200
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
201
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
202
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
203
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
204
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
205
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
206
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
207
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
208
x1 0.9995
x2 0.9998
x3 0.9998
209
Iteration 1 (k = 0):
x1 1
x2 1
x3 1
x10
x20
x30
max x
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x1 2
x2 2
x3 2
x11
x21
x31
max x 1
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x1 3
x2 3
x3 3
x1
2
x 2
x32
2
max x 2
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x1 4
x2 4
x3 4
x13
x23
x33
max x 3
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x1 5
x2 5
x3 5
x
x24
x34
4
1
max x 4
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x1 6
x2 6
x3 6
x15
x25
x35
max x 5
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x1 7
x2 7
x3 7
x16
x26
x36
max x 6
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x18
x2 8
x3 8
x17
x27
x37
max x 7
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218
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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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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1
n
xj
( b j i 1 a ji xi )
a jj
equation a
i j
j 1, 2,n
221
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
222
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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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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in Electric Power System Engineering
224
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
225
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
226
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
227
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
228
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
229
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
230
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
231
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
232
Gauss-Seidel Method
1
n
xj
( b j i 1 a ji xi )
a jj
j 1, 2,n
i j
233
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
k 1
xn
an,n -1
yn
an1 k 1
k 1
x1 ...
x n -1
ann ann
ann
235
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
238
Newton-Raphson Method
At the kth iteration:
x1
k 1
x1 x1
k 1
x2 x2
x2
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:
f 1 x 4 x2
2
1
f 2 2 x1 x2
f1
2 x1
x1
f 2
2
x1
f1
4
x2
f 2
1
x2
240
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
- 4 x1
1 x2
241
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
242
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
243
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
244
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,
x2 1 0.07143 0.92857
2
245
Newton-Raphson Method
Repeating the process with the new estimates,
Iteration 2:
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,
247
Newton-Raphson Method
Substituting to the original equation:
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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249
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
250
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
251
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
252
Newton-Raphson Method
At the kth iteration:
k 1
x j x j x j
k
j 1, 2, ..., n
y j f j (x k 1 ) 1
or
x j
k 1
j 1, 2, ..., n
j 1, 2, ..., n
253