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2.4.3 Gaussian Elimination: An Example
2.4.3 Gaussian Elimination: An Example
2.4.3 Gaussian Elimination: An Example
3 Gaussian Elimination
Gaussian Elimination is considered the workhorse of computational science for the
solution of a system of linear equations. Karl Friedrich Gauss, a great 19th century
mathematician, suggested this elimination method as a part of his proof of a particular
theorem. Computational scientists use this “proof” as a direct computational method.
The general procedure for Gaussian Elimination can be summarized in the following
steps:
An Example.
We will illustrate each step of Gaussian Elimination with a system of three linear
equations in three variables, using the compact notation of augmented matrices. As we
go through the steps of Gaussian Elimination with our 3 x 3 example system, keep in
mind that although the numbers in the augmented matrix may change significantly
after each elementary row operation, our solution set has not changed.
written to the right of row three of an augmented matrix means: Replace row three
with four times row three plus negative one-third times row two. Note that
computational scientists usually denote multiplication with an asterisk, so you will see
u*v rather than u·v or u x v when u and v are to be multiplied.
2. Use elementary row operations on the augmented matrix [A|b]
to transform A into upper triangular form.
Since all of the nonzero elements are now located in the “upper triangle” of the matrix,
we have completed the first phase of solving a system of linear equations using
Gaussian Elimination.
Notice that our original coefficient matrix had a “0” on the diagonal in row 1. Since we
needed to use multiples of that diagonal element to eliminate the elements below it, we
switched two rows in order to move a nonzero element into that position. We can use
the same technique when a “0” appears on the diagonal as a result of calculation. If it
is not possible to move a nonzero onto the diagonal by interchanging rows, then the
system has either infinitely many solutions or no solution, and the coefficient matrix is
said to be singular.
The second and final phase of Gaussian Elimination is back substitution. During this
phase, we solve for the values of the unknowns, working our way up from the bottom
row.
Substituting the value of z into this equation and solving for y gives us:
Finally, the first row of the augmented matrix represents the equation
x + y + 2z = 6.