GaussJordan elimination

From Wikipedia, the free encyclopedia

(Redirected from Gauss-Jordan elimination)
In linear algebra, GaussJordan elimination is a version of Gaussian elimination that puts
zeros both above and below each pivot element as it goes from the top row of the given
matrix to the bottom. Every matrix has a reduced row echelon form, and both algorithms are
guaranteed to produce it.
It is named after Carl Friedrich Gauss and Wilhelm Jordan, because it is a modification of
Gaussian elimination as described by Jordan in 1887. However, the method also appears in
an article by Clasen published in the same year. Jordan and Clasen probably discovered
GaussJordan elimination independently.
[1]

In computer science, GaussJordan elimination as an algorithm has a time complexity
of O(n
3
) for an n by n matrix.
[edit]Application to finding inverses
If GaussJordan elimination is applied on a square matrix, it can be used to calculate the
matrix's inverse. This can be done by augmenting the square matrix with the identity
matrix of the same dimensions, and through the following matrix operations:

If the original square matrix, A, is given by the following expression:

Then, after augmenting by the identity, the following is obtained:

By performing elementary row operations on the [AI] matrix until it
reaches reduced row echelon form, the following is the final result:

The matrix augmentation can now be undone, which gives the following:

A matrix is non-singular (meaning that it has an inverse matrix) if
and only if the identity matrix can be obtained using only elementary
row operations.