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Gauss Elimination Method<br />Gaussian elimination is a method of solving a linear system  (consisting of  equations in  unknowns) by bringing the augmented matrix<br />                                                                                                                                                                              <br />to an upper triangular form<br />The process of Gaussian elimination has two parts. The first part (Forward Elimination) reduces a given system to either triangular or echelon form, or results in a degenerate equation with no solution, indicating the system has no solution. This is accomplished through the use of elementary row operations. The second step uses back substitution to find the solution of the system above.<br />Stated equivalently for matrices, the first part reduces a matrix to row echelon form using elementary row operations while the second reduces it to reduced row echelon form, or row canonical form.<br />Another point of view, which turns out to be very useful to analyze the algorithm, is that Gaussian elimination computes a matrix decomposition. The three elementary row operations used in the Gaussian elimination (multiplying rows, switching rows, and adding multiples of rows to other rows) amount to multiplying the original matrix with invertible matrices from the left. The first part of the algorithm computes an LU decomposition, while the second part writes the original matrix as the product of a uniquely determined invertible matrix and a uniquely determined reduced row-echelon matrix.<br />This elimination process is also called the forward elimination method.<br />The following examples illustrate the Gauss elimination procedure.<br />EXAMPLE 2.2.11   Solve the linear system by Gauss elimination method. <br />   <br />Solution: In this case, the augmented matrix is  The method proceeds along the following steps.<br />Interchange  and  equation (or  ).<br />Divide the  equation by  (or  ).<br />Add  times the  equation to the  equation (or  ).<br />Add  times the  equation to the  equation (or  ).<br />                     <br />Multiply the  equation by  (or  ).<br />The last equation gives  the second equation now gives  Finally the first equation gives  Hence the set of solutions is  A UNIQUE SOLUTION.<br />EXAMPLE 2.2.12   Solve the linear system by Gauss elimination method. <br />   <br />Solution: In this case, the augmented matrix is  and the method proceeds as follows:<br />Add  times the first equation to the second equation.<br />Add  times the first equation to the third equation.<br />Add  times the second equation to the third equation<br />Thus, the set of solutions is  with  arbitrary. In other words, the system has INFINITE NUMBER OF SOLUTIONS.<br />Bibliograpgy<br />http://nptel.iitm.ac.in/courses/Webcourse-contents/IIT-KANPUR/mathematics-2/node18.html<br />http://en.wikipedia.org/wiki/Gaussian_elimination<br />Numerical Methods for engineers. Steven C. Chapra-<br />Raymond P. Canale. Five edition. Mc Graw Hill <br />
Gauss elimination method
Gauss elimination method
Gauss elimination method

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Gauss elimination method

  • 1. Gauss Elimination Method<br />Gaussian elimination is a method of solving a linear system  (consisting of  equations in  unknowns) by bringing the augmented matrix<br /> <br />to an upper triangular form<br />The process of Gaussian elimination has two parts. The first part (Forward Elimination) reduces a given system to either triangular or echelon form, or results in a degenerate equation with no solution, indicating the system has no solution. This is accomplished through the use of elementary row operations. The second step uses back substitution to find the solution of the system above.<br />Stated equivalently for matrices, the first part reduces a matrix to row echelon form using elementary row operations while the second reduces it to reduced row echelon form, or row canonical form.<br />Another point of view, which turns out to be very useful to analyze the algorithm, is that Gaussian elimination computes a matrix decomposition. The three elementary row operations used in the Gaussian elimination (multiplying rows, switching rows, and adding multiples of rows to other rows) amount to multiplying the original matrix with invertible matrices from the left. The first part of the algorithm computes an LU decomposition, while the second part writes the original matrix as the product of a uniquely determined invertible matrix and a uniquely determined reduced row-echelon matrix.<br />This elimination process is also called the forward elimination method.<br />The following examples illustrate the Gauss elimination procedure.<br />EXAMPLE 2.2.11   Solve the linear system by Gauss elimination method. <br />   <br />Solution: In this case, the augmented matrix is  The method proceeds along the following steps.<br />Interchange  and  equation (or  ).<br />Divide the  equation by  (or  ).<br />Add  times the  equation to the  equation (or  ).<br />Add  times the  equation to the  equation (or  ).<br /> <br />Multiply the  equation by  (or  ).<br />The last equation gives  the second equation now gives  Finally the first equation gives  Hence the set of solutions is  A UNIQUE SOLUTION.<br />EXAMPLE 2.2.12   Solve the linear system by Gauss elimination method. <br />   <br />Solution: In this case, the augmented matrix is  and the method proceeds as follows:<br />Add  times the first equation to the second equation.<br />Add  times the first equation to the third equation.<br />Add  times the second equation to the third equation<br />Thus, the set of solutions is  with  arbitrary. In other words, the system has INFINITE NUMBER OF SOLUTIONS.<br />Bibliograpgy<br />http://nptel.iitm.ac.in/courses/Webcourse-contents/IIT-KANPUR/mathematics-2/node18.html<br />http://en.wikipedia.org/wiki/Gaussian_elimination<br />Numerical Methods for engineers. Steven C. Chapra-<br />Raymond P. Canale. Five edition. Mc Graw Hill <br />