Page 17 - Matrix Analysis & Applied Linear Algebra
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1.2 Gaussian Elimination and Matrices                                                9


                                    •  Type II:  Replace row i by a nonzero multiple of itself to produce
                                                                  
                                                              M 1∗
                                                                .
                                                               . .  
                                                                  
                                                             αM i∗  ,  where  α  =0.             (1.2.8)
                                                                   
                                                            
                                                                .
                                                                  
                                                               . .  
                                                              M m∗
                                    •  Type III:  Replace row j by a combination of itself plus a multiple of row
                                       i to produce
                                                                            
                                                                      M 1∗
                                                                       .
                                                                      . .   
                                                                            
                                                                            
                                                                      M i∗
                                                                            
                                                                      .     
                                                                       .
                                                                      .       .                  (1.2.9)
                                                                            
                                                                            
                                                                 M j∗ + αM i∗ 
                                                                       .
                                                                            
                                                                       .
                                                                      .     
                                                                     M m∗
                                        To solve the system (1.2.4) by using elementary row operations, start with
                                    the associated augmented matrix [A|b] and triangularize the coefficient matrix
                                    A by performing exactly the same sequence of row operations that corresponds
                                    to the elementary operations executed on the equations themselves:
                                                                                        
                                            11         1                  2   1    1     1
                                           2
                                                                             -1
                                          621        −1    R 2 − 3R 1 −→    0    −2  −4  
                                         −221          7    R 3 + R 1     0   3    2     8   R 3 +3R 2
                                                                                          
                                                                          2   1    1      1
                                                                    −→    0  −1  −2    −4    .
                                                                          0   0  −4     −4
                                    The final array represents the triangular system
                                                            2x + y +    z =    1,
                                                               − y − 2z = − 4,
                                                                     − 4z = − 4
                                    that is solved by back substitution as described earlier. In general, if an n × n
                                    system has been triangularized to the form
                                                                                 
                                                           t 11  t 12  ···  t 1n  c 1
                                                          0    t 22  ···  t 2n  c 2 
                                                           .    .  .     .     .                (1.2.10)
                                                          .     .   .    .     . 
                                                            .    .    .   .     .
                                                            0    0  ··· t nn   c n
                                    in which each t ii  = 0 (i.e., there are no zero pivots), then the general algorithm
                                    for back substitution is as follows.
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