7.2 Gaussian Elimination
In this section, we discuss the problem of solving a system of n linear equations in n unknowns. Gaussian elimination is generally considered to be the most efficient computational method, since it involves the least amount of arithmetic operations. If the coefficient matrix A is nonsingular, then the reduction to strict triangular form can be carried out using only row operations I and III. The algorithm is much simpler if we do not have to interchange rows and can do all of the eliminations using only row operation III. For simplicity, we will consider this first, although it should be pointed out that, in general, it is necessary to interchange rows to achieve numerical stability. The more general elimination algorithm ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access