3
Linear Systems of Equations
In this chapter, we shall study direct and iterative methods to solve linear system of equations. Among the direct methods, we shall study Gauss elimination method and its modification by Jordan, Crout, and triangularization methods. Among the iterative methods, we shall study Jacobi and Gauss–Seidel methods.
3.1 DIRECT METHODS
Matrix Inversion Method
Consider the system of n linear equations in n unknowns:
The matrix form of the system (3.1) is
AX = B, (3.2)
where
Suppose A is non-singular, ...
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