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Gaussian Elimination http://numericalmethods.eng.usf.edu 1
Gaussian Elimination One of the most popular techniques for solving simultaneous linear equations of the form Consists of 2 steps 1. Forward Elimination of Unknowns. 2. Back Substitution
Forward Elimination The goal of Forward Elimination is to transform the coefficient matrix into an Upper Triangular Matrix
Forward Elimination Linear Equations A set of  n  equations and  n  unknowns .  . .  . .  .
Forward Elimination Transform to an Upper Triangular Matrix Step 1: Eliminate x 1  in 2 nd  equation using equation 1 as  the pivot equation Which will yield
Forward Elimination Zeroing out the coefficient of x 1  in the 2 nd  equation. Subtract this equation from 2 nd  equation Or   Where
Forward Elimination Repeat this procedure for the remaining equations to reduce the set of equations as .  . . .  . . .  . .
Forward Elimination Step 2: Eliminate x 2  in the 3 rd  equation. Equivalent to eliminating x 1  in the 2 nd  equation   using equation 2 as the pivot equation.
Forward Elimination This procedure is repeated for the remaining equations to reduce the set of equations as  .  . .  . .  .
Forward Elimination Continue this procedure by using the third equation as the pivot equation and so on.  At the end of (n-1) Forward Elimination steps, the system of equations will look like:   .  . .  . .  .
Forward Elimination At the end of the Forward Elimination steps
Back Substitution The goal of Back Substitution is to solve each of the equations using the upper triangular matrix. Example of a system of 3 equations
Back Substitution Start with the last equation because it has only one unknown Solve the second from last equation (n-1) th  using x n  solved for previously. This solves for x n-1 .
Back Substitution Representing Back Substitution for all equations by formula For  i = n -1,  n -2,….,1 and

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Gauss elimination