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Vol. 6, No. 3, 2014 Article ID IJIM-00469, 5 pages Research Article

The embedding method to obtain the solution of fuzzy linear systems

T. Allahviranloo ∗ †, A. Hashemi

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Abstract

In this paper,we study (investigates) general fuzzy linear system.The main aim of this paper is based on embedding approach.we find that it is necessary and sufficient conditions for existence of fuzzy solution.Finally,Numerical examples are presented to illustrate the proposed model.

Keywords: Fuzzy linear system; Embedding method; Fuzzy numbers.

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1

Literature review

S

yvarious areas of science.In many problems atstem of linear equation play a major role in various areas of science, can be solved by solv-ing a system of linear equation. since some of the systems are parametric and measurements are vague or imprecise, are represented by fuzzy num-bers.Development of mathematical models and numerical procedures that would appropriately treat general fuzzy linear systems and solve them, is important. The system of linear equations,

AX = b , is called fuzzy system of linear equa-tions(FSLE), in which coefficients matrix (n×n)

A is crisp and b is a column matrix and a fuzzy number vector. The fuzzy linear equations has been studied by many authors.Friedman [17] pro-posed a general model for solving such fuzzy lin-ear systems by using the embedding approach where replace the original system by (2n)×(2n) representation. In following Friedman et al. [17], Allahviranloo et al.in [3, 4, 5, 6, 7, 8] and other authors such as Abbasbandy et al. [1, 2], Asady

Corresponding author. [email protected] Department of Mathematics, Science and Research

Branch, Islamic Azad University, Tehran, Iran.

Department of Mathematics, Science and Research

Branch, Islamic Azad University, Tehran, Iran.

et al. [9], Dehghan et al. [15], Wang et al. [20], Zheng et al. [21], Ezzati et al. [16] designed some numerical methods for calculating the solution of fuzzy linear system. In this paper we propose a general model for solving an (FSLE). We use the embedding method and replace originaln×n

(FSLE) by twon×ncrisp linear systems. In the Section2, we introduce preliminary and (FSLE). In Section 3rd the proposed model for solving (FSLE) is discussed. The proposed model is il-lustrated by solving some example in section4th.

2

Preliminaries

Definition 2.1 [13] For Arbitrary fuzzy number

e

u in parametric form, is represented by an

or-dered pair of functions (u(r), u(r)),0 r 1

which satisfy the following requirements:

(i) u(r) is a bounded left-continuous

non-decreasing function over [0,1]

(ii) u(r) is a bounded left-continuous

non-increasing function over[0,1]

(iii) u(r)≤u(r),0≤r≤1 .

The set of all these fuzzy numbers is denoted by E.

(2)

Definition 2.2 [17]For arbitrary fuzzy numbers

e

x= (x(r), x(r)),ye= (y(r), y(r))and real number

k we define equality xe = ye, addition xe+ey and

multiplication as follows:

(i) xe= yeif and only if x(r) = y(r) and x(r) =

y(r).

(ii) ex+ye= (x(r) +y(r), x(r)

+y(r)).

(iii) kex= {

(kx, kx), k≥0

(kx, kx), k≤0

Definition 2.3 [17] The n×n linear system of equations

        

a11x1e +a12ex2+· · ·+a1nxne =eb1, a21x1e +a22ex2+· · ·+a2nxne =eb2,

.. .

an1ex1+an2x2e +· · ·+annxne =ebn,

(2.1)

where the coefficients matrix, A = [aij]ni,j=1 is a

crisp n×n matrix and ebi are fuzzy numbers, is

called a fuzzy linear system. The matrix form of

system (2.1 ) is as follows:

AX =b, (2.2)

whereX= (ex1,xe2, . . . ,xen)T,b= (eb1,eb2, . . . ,ebn)T

are the fuzzy number vectors.

Definition 2.4 [17]A fuzzy number vector

X = (ex1,x2, . . . ,e xne )T that has been given by

e

xj = (xj(r), xj(r)) , 1 j n , 0 r 1 is called a solution of (2.1) if

n

j=1 aijexj =

n

j=1aijexj =bi

n

j=1 aijexj =

n

j=1aijexj =bi

(2.3)

i= 1,2, . . . , n.

3

The proposed model

In this section at first we are going to define an embedding map to form a new crisp system.

Definition 3.1 For an arbitrary fuzzy numberxe

in parametric form the embedding π:R2 R2 is

defined as follows

π(x(r), x(r)) = (x(r)−x(r), x(r) +x(r)). (3.4)

Lemma 3.1 Let xe = (x(r), x(r)), ey =

(y(r), y(r))are arbitrary fuzzy numbers and

let k is real number.Then

(i) xe=ey if and only if π(xe) =π(ye) (ii) π(ex+ey) =π(ex) +π(ex)

(iii) π(k ex) = π(k(x(r), x(r))) = (|k|(x(r)

x(r)), k(x(r) +x(r)))

Proof. The properties (i) and (ii) are

clear. We just prove the item (iii): Let

k 0, since kxe = (kx, kx). Then π(k

e

x) = (k(x(r) x(r)), k(x(r) + x(r))) = (|k|(x(r)−x(r)), k(x(r) +x(r))).

Let k 0 since kex = (kx, kx). Then π(k

e

x) = (−k(x(r) x(r)), k(x(r) + x(r))) = (|k|(x(r)−x(r)), k(x(r) +x(r))).

By the previous lemma (3.1) , Eq. (2.1) can be replaced by the following parametric system:

π

 ∑n

j=1

(

aij(xj(r), xj(r)

)

=π(bi(r), bi(r)

)

,

(3.5)

i= 1,2, . . . , n.

n j=1

(

π(aij(xj(r), xj(r))

)) = (

bi(r)−bi(r), bi(r) +bi(r)

)

, i= 1,2, . . . , n.

(3.6) |aij|(xj(r)−xj(r)), aij(xj(r) +xj(r)) =

n

j=1

((

bi(r)−bi(r), bi(r) +bi(r)),(3.7)

i= 1,2, . . . , n.

|aij|(xj(r)−xj(r)),nj=1aij(xj(r) +xj(r)) = 

∑n

j=1

(

bi(r)−bi(r), bi(r) +bi(r)),(3.8)

i= 1,2, . . . , n.

Now we have the following equations :

n

j=1

|aij|(xj(r)−xj(r)) =bi(r)−bi(r), (3.9)

i= 1,2, . . . , n. n

j=1

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i= 1,2, . . . , n.

Consequently in order to solve the system given by (2.1) we must solve two (n×n) crisp linear system of Eq. (3.9) and (3.10).

The matrix form of systems (3.9) and (3.10) is as follows:

BU =Z, AY =W (3.11)

where the coefficients matrix B = [ |aij| ]ni,j=1 and A = [aij]ni,j=1 are crisp n×n matrices and

the right hand side columns are the vectors Z = (b1(r)−b1(r), . . . , bn(r)−bn(r))T ,

W = (b1(r) +b1(r), . . . , bn(r) +bn(r))T.

U = (x1(r)−x1(r), . . . , xn(r)−xn(r))T andY =

(x1(r)+x1(r), . . . , xn(r)+xn(r)) are the solutions of the crisp linear systems of Eq. (3.11) .

Theorem 3.1 The fuzzy linear system (2.1) has a unique solution if and only if the matrices A and B are both nonsingular.

Proof. It is obvious.

So the solution vector is unique but it is not still an appropriate fuzzy number vector.

The following theorems explain guarantied condi-tions for recieving fuzzy number vector solution. In order to have an appropriate solution we use following theorems.

Theorem 3.2 [17] The unique solution X of Eq. (3.9) is nonnegative for arbitrary Z if and only if

B−1 is nonnegative.

Proof. Let B−1 = (tij), 1 ≤i, j ≤n. Then U = B−1Z and Z = (b1(r)−b1(r), . . . , bn(r)

bn(r))T

ui =

n

j=1

tijzj (3.12)

Letui 0 , 1≤i≤n, since zj 0 , 1≤j≤n,

thentij 0 , 1≤i, j≤n.

Because, if we consider ∃i∃j , tij < 0 and can choose zj = ej consequently ui < 0 and this is

contradiction. Converse case is obvious .

Theorem 3.3 [19] The inverse of a nonnegative matrix A is nonnegative if and only if A is a gen-eralized permutation matrix.

Theorem 3.4 The fuzzy linear system (2.1) has a fuzzy solution

If B−1 , B−1−A−1 ,B−1+A−1 are nonnegative

matrices.

Proof. Let B−1 = (t

ij) and A−1 = (sij) , 1 i, j≤nthen

U =B−1Z, Y =A−1W (3.13)

ui=xi(r)−xi(r) and yi=xi(r) +xi(r) , 1≤i≤ n , respectively are the solutions of Eq.(3.9) and Eq.(3.10) . Thus we can write : xi = 12(yi+ui)

xi= 1 2

 ∑n

j=1

sijwj +

n

j=1 tijzj

 (3.14)

With replacement zj = (bj(r)−bj(r)) andwj = (bj(r) +bj(r)) in Eq. (3.14) , the result will be

xi = 1 2

 ∑n

j=1

(sij+tij)bj +

n

j=1

(sij −tij)bj

 

(3.15) Since bj is monotonically decreasing and bj is monotonically increasing for all j ,and according to assumptions of theorem, xi to be monoton-ically decreasing. Similarly xi = 12(yi−ui) is monotonically increasing.

Theorem 3.5 With notation of theorem (3.4), the fuzzy linear system (2.1) has a fuzzy number solution, if and only if

  

ui 0

|dyi

dr|≤ − dui

dr

(3.16)

where U =B−1Z andY =A−1W.

Proof. Let (FSLE) (2.1) has a fuzzy number so-lution vector X = (ex1,x2, . . . ,e exn)T which xie = (xi(r), xi(r)). Therefore, ui = xi(r)−xi(r) 0,

i = 1, . . . , n. Since xi = 12(yi−ui) is

monotoni-cally increasing andxi = 12(yi+ui) is monotoni-cally decreasing, then dxi

dr 0 and dxi

dr 0.Thus d(yi−ui)

dr 0,

d(yi+ui)

dr 0 i.e. dui

dr ≥ − dyi

dr and

−dui

dr dyi

dr. Consequently, | dyi

dr|≤ − dui

dr.

Con-versely is obvious.

4

Numerical example

Example 4.1 [17] Consider the2×2 fuzzy sys-tem

e

x1−ex2 = (r,2−r),

e

(4)

det(A) = 4 and det(B) = 2, therefore Eq. (3.9)

and Eq. (3.10) will have solutions as follow:

U = ( u1 u2 ) = (

x1(r)−x1(r)

x2(r)−x2(r)

)

=B−1Z =

(

1.5 0.5 0.5 0.5

) ( 22r

33r

) =

(

1.51.5r

0.50.5r

) Y = ( y1 y2 ) = (

x1(r) +x1(r)

x2(r) +x2(r)

)

=A−1W = (

0.75 0.25 0.25 0.25

) ( 2 11−r

) =

(

4.250.25r

2.250.25r

)

∀r,0≤r 1,u1 = 1.5−1.5randu2 = 0.5−0.5r,

both are nonnegative . Also ∀r,0 r 1, |dyi

dr|≤ − dui

dr , i = 1,2. The

result will be

x1 =

1

2(y1+u1) = 2.8750.875r,

x1 = 1

2(y1−u1) = 1.375 + 0.625r

x2 =

1

2(y2+u2) = 1.3750.375r,

x2 = 1

2(y2−u2) = 0.875 + 0.125r

Therefore the fuzzy number solutions are ex1 =

(x1(r), x1(r)),xe2= (x2(r), x2(r))

Example 4.2 [17] Consider the 3 × 3 fuzzy system

e

x1+xe2−xe3 = (r,2−r),

e

x1−2ex2+x3e = (2 +r,3),

2ex1+ex2+ 3ex3= (−2,−1−r).

det(A) = 13 and det(B) = 1, therefore

Eq. (3.9) will has solution as follow:

U =  u1u2

u3

 =

x1x2((rr))−−xx12((rr))

x3(r)−x3(r)

=B−1Z =

51 −21 −10

3 1 1

 

 21−−2rr

1−r

 =

71 +7rr

4 + 4r

 

∀r,0≤r 1 ,u1 = 77r≥0 , u2 =−1 +r≤0

and u3 = 4 + 4r 0, so this (FSLE) will not have fuzzy number solution.

Example 4.3 Consider the 2×2 fuzzy system

e

x12ex2 = (r,2−r),

e

x1+ 3ex2 = (r,2.91.9r).

det(A) = 5 and det(B) = 1, therefore Eq.

(3.9) and Eq. (3.10) will have solutions as

follow: U = ( u1 u2 ) = (

x1(r)−x1(r)

x2(r)−x2(r)

)

=B−1Z =

(

3 −2

1 1 ) (

22r

2.92.9r

) =

(

0.20.2r

0.90.9r

) Y = ( y1 y2 ) = (

x1(r) +x1(r)

x2(r) +x2(r)

)

=A−1W = (

0.6 0.4 0.2 0.2

) ( 2 2.90.9r

) =

(

2.360.36r

0.180.18r

)

∀r,0≤r≤1,u1 = 0.20.2r andu2 = 0.90.9r,

both are nonnegative .

Also ∀r,0≤r≤1, |dy1

dr |≥ − du1

dr , | dy2

dr|≤ − du2

dr so

this (FSLE) can not have fuzzy number solution.

5

Conclusion

In this paper we propose a general model for solv-ing a systemn×nof (FSLE).The original system with a matrix ˜A is replaced by two crisp linear system with two matrix A and B which matrix

n×n,B is formed with absolute matrix element

A. Therefore, the matrixB may be singular even ifA is nonsingular.

References

[1] S. Abbasbandy, R. Ezzati, A. Jafarian, LU decomposition method for solving fuzzy

sys-tem of linear equations, Applied

Mathemat-ics and Computation 172 (2006) 633-643.

[2] S. Abbasbandy, A. Jafarian,Steepest descent

method for system of fuzzy linear equations,

Applied Mathematics and Computation 175 (2006) 823-833.

[3] T. Allahviraloo, Discussion: A comment on

fuzzy linear systems, Fuzzy Sets and Systems

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[4] T. Allahviraloo,Numerical methods for fuzzy

system of linear equations, Applied

Mathe-matics and Computation 155 (2004) 493-502.

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linear equations, Applied Mathematics and

Computation 162 (2005a) 189-196.

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method for fuzzy system of linear equations,

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So-lution of a fuzzy system of linear equation,

Applied Mathematics and Computation 175 (2006) 519-531.

[8] T. Allahviranloo, E. Ahmady, N. Ahmady, Kh. Shams Alketaby,Block Jacobi two stage method with Gauss Sidel inner iterations for

fuzzy systems of linear equations, Applied

Mathematics and Computation 175 (2006) 1217-1228.

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general linear systems, Applied Mathematics

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Tofigh Allahviranloo was born in the west Azarbayejan, khoy. He has got Phd degree in 2001 now he is a professor of applied mathemat-ics. He has published more than 130 papers in international jour-nals and he is editing more than 5 journals as an editor in chief and associated ed-itor.

References

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