2. Gaussian elimination
(also called row reduction) is a method used to solve systems of linear equations. It
is named after Carl Friedrich Gauss, a famous German
mathematician who wrote about this method,
Gaussian elimination include two methods
• Without pivot
• With pivot
3. Solving the linear system without pivot
We denote this linear system by Ax = b.
The augmented matrix
for this system is
4. Solving the linear system
1- eliminate x1 from equations 2, 3, and 4
R2=R2-2R1 M2,1=2
R3=R3+R1 M3,1=-1
R4=R4-2R1 M4,1=2
This will introduce zeros into the positions
below the diagonal in column 1, yielding
5. Solving the linear system
2- eliminate x2 from equations 3 and 4
R3=R3-2R2 M3,2=2
R4=R4-3R2 M4,2=3
This reduces the augmented matrix to
6. Solving the linear system
2- eliminate x3 from equation 4
R4=R4+R3 M4,3=-1
This reduces the augmented matrix to
Ms values take revers sign
8. Solving the linear system
There is a surprising result involving matrices associated with this
elimination process
U which resulted from the
elimination process.
L the lower triangular matrix constructed from M values ..
9. A = LU
when the process of Gaussian elimination without pivoting is applied to solving
a linear system Ax = b, we obtain A = LU
19. In the case in which partial pivoting is used P as a permutation matrix.
For example , consider
The matrix P A is obtained from A by switching around rows of A
The result LU = P A means that the LU - factorization is valid for the matrix A with its
rows suitably permuted.
Solving linear system with pivot