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Gaussian elimination is a method for solving matrix equations of the form
| (1) |
To perform Gaussian elimination starting with the system of equations
| (2) |
compose the "augmented matrix equation"
| (3) |
Here, the column vector in the variables is carried along for labeling the matrix rows. Now, perform elementary row operations to put the augmented matrix into the upper triangular form
| (4) |
Solve the equation of the th row for
, then substitute back into the equation of the
st row to obtain a solution for
, etc., according to the formula
| (5) |
In Mathematica, RowReduce performs a version of Gaussian elimination, with the equation being solved by
GaussianElimination[m_List?MatrixQ, v_List?VectorQ] :=
Last /@ RowReduce[Flatten /@ Transpose[{m, v}]]
LU decomposition of a matrix is frequently used as part of a Gaussian elimination process for solving a matrix equation.
A matrix that has undergone Gaussian elimination is said to be in echelon form.
For example, consider the matrix equation
| (6) |
In augmented form, this becomes
| (7) |
Switching the first and third rows (without switching the elements in the right-hand column vector) gives
| (8) |
Subtracting 9 times the first row from the third row gives
| (9) |
Subtracting 4 times the first row from the second row gives
| (10) |
Finally, adding times the second row to the third row gives
| (11) |
Restoring the transformed matrix equation gives
| (12) |
which can be solved immediately to give , back-substituting to obtain
(which actually follows trivially in this example), and then again back-substituting to find
Labels: Gaussian Elimination, Numerical Method