Math 2.0

Numerical analysis Direct methods for linear systems Theorem

Bareiss algorithm

Builds on DeterminantMinorIntegral domainGaussian eliminationHadamard's inequality

Statement

Let RR be an integral domain and let A=(aij)A = (a_{ij}) be an n×nn \times n matrix over RR, with n≥2n \ge 2. Put aij(0)=aija^{(0)}_{ij} = a_{ij}. For k=1,…,n−1k = 1, \dots, n - 1 and k<i,j≤nk < i, j \le n, the Bareiss algorithm sets aij(k)=akk(k−1) aij(k−1)−aik(k−1) akj(k−1)ak−1,k−1(k−2),a^{(k)}_{ij} = \frac{a^{(k-1)}_{kk} \, a^{(k-1)}_{ij} - a^{(k-1)}_{ik} \, a^{(k-1)}_{kj}}{a^{(k-2)}_{k-1, k-1}}, where the denominator is 11 for k=1k = 1. Assume that the leading principal minors of AA of orders 1,…,n−11, \dots, n - 1 are nonzero. Then:

  1. for each kk and each i,j>ki, j > k, the entry aij(k)a^{(k)}_{ij} equals the determinant of the (k+1)×(k+1)(k+1) \times (k+1) submatrix of AA with rows 1,…,k,i1, \dots, k, i and columns 1,…,k,j1, \dots, k, j;
  2. in particular, every division in the algorithm is exact in RR, every pivot akk(k−1)a^{(k-1)}_{kk} is the leading principal minor of order kk, and ann(n−1)=det⁡Aa^{(n-1)}_{nn} = \det A.

Remarks

Clause 1 is proved by induction on kk with Sylvester's determinant identity, which expresses a bordered minor of the reduced matrix as a ratio of minors of AA. For k=1k = 1 it is the direct check aij(1)=a11aij−ai1a1j=det⁡(a11a1jai1aij)a^{(1)}_{ij} = a_{11} a_{ij} - a_{i1} a_{1j} = \det \begin{pmatrix} a_{11} & a_{1j} \\ a_{i1} & a_{ij} \end{pmatrix}. Example: for A=(231415623)A = \begin{pmatrix} 2 & 3 & 1 \\ 4 & 1 & 5 \\ 6 & 2 & 3 \end{pmatrix} over ℤ\Z, step 11 gives a22(1)=−10a^{(1)}_{22} = -10, a23(1)=6a^{(1)}_{23} = 6, a32(1)=−14a^{(1)}_{32} = -14, a33(1)=0a^{(1)}_{33} = 0, and step 22 gives a33(2)=((−10)⋅0−6⋅(−14))/2=42=det⁡Aa^{(2)}_{33} = \big((-10) \cdot 0 - 6 \cdot (-14)\big)/2 = 42 = \det A. Over ℤ\Z, clause 1 and Hadamard's inequality bound the size of every intermediate entry. So the bit length of the numbers grows only polynomially, unlike naive fraction-free elimination, where it can double at each step. If a pivot is zero, rows can be exchanged as in Gaussian elimination, which changes the sign of the determinant. The algorithm uses O(n3)O(n^3) operations in RR.

Going deeper

For a student

It is fraction-free Gaussian elimination: the work is the same order as ordinary elimination, but all intermediate values are minors of the input matrix. It is a standard method in computer algebra for determinants, ranks and exact solutions of linear systems over ℤ\Z or over polynomial rings. The final pivot is the determinant, and the earlier pivots are the leading principal minors.

Reading path

To understand this page from the ground up, read these 18 pages in order. The foundations come first.

Show the path as a graph
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Determinant concept
  2. Gaussian elimination concept
  3. Integral domain concept
  4. Minor concept
  5. Norm concept
  6. Orthogonal vectors concept
  7. Positive semidefinite matrix concept
  8. Vector space definition
  9. Inner product definition
  10. Linear combination definition
  11. Linear subspace definition
  12. Orthogonal vectors definition
  13. Linear independence definition
  14. Linear span definition
  15. Orthonormal family definition
  16. Gram–Schmidt process concept
  17. Hadamard's inequality statement
  18. Bareiss algorithm statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Bareiss_algorithm
About this page
TagZDBW3AB587
URIm2://ZDBW3AB587
Kindstatement, theorem
WritingW0 stub
MSC65F40, 15A15, 68W30
StatusThis copy of the site has no build data. Run m2 status ZDBW3AB587.
AboutDeterminant
UsesDeterminant, Minor, Integral domain, Gaussian elimination, Hadamard's inequality
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