Numerical Analysis, 1/e

3

Solution of System of Linear Algebraic Equations

3.0 INTRODUCTION

Very often we encounter simultaneous linear equations in various fields of science and engineering. We have seen the analysis of electronic circuits consisting of invariant elements ultimately depend on the solution of such equations by determinant and matrix methods. These methods become tedious for large systems of equations. To solve such equations there are numerical methods which are suitable for computations using computers. The methods of solution of linear algebraic equations may broadly be classified into two types, namely, direct methods and indirect methods.

Direct methods produce exact solution after a finite number of steps (disregarding round off errors). So direct ...