Mathematics · Ch 1 — Applications of Matrices and Determinants
Gaussian Elimination Method
Gaussian Elimination Method
Gaussian elimination method row-reduces the augmented matrix to row-echelon form, then reads the unknowns off from the bottom equation upward -- the method of back substitution. Unlike matrix inversion and Cramer's rule, this method works even when is singular or rectangular (any number of equations, any number of unknowns), which makes it the most broadly applicable of the three.
Worked illustration. Solve . . The last row reads , a contradiction -- this particular system is inconsistent (illustrating that echelon form also detects inconsistency, not just unique solutions).
The general shape when a unique solution exists. Echelon form gives the bottom equation directly (e.g. ), substitutes upward into the middle equation to find , then upward again into the top equation to find -- the method of back substitution.
Word problems. Fitting to three data points, splitting an investment across interest-bearing bonds, or determining a polynomial's coefficients from Remainder-Theorem data, all give a linear system whose augmented matrix is row-reduced exactly as above. …