Math 2.0

Linear and multilinear algebra; matrix theory Concept

Gauss–Jordan elimination

Summary

Gauss–Jordan elimination is the variant of Gaussian elimination that continues until the matrix is in reduced row echelon form. After the forward phase gives a row echelon form, it scales each pivot row to make the pivot equal to 11. Then it adds multiples of each pivot row to the rows above it, to make every other entry in each pivot column zero. Applied to the augmented matrix of a system, the result shows the solutions directly, with no back substitution.

Remarks

The result of Gauss–Jordan elimination does not depend on the choices in the algorithm. The reason is that the reduced row echelon form of a matrix is unique. Applied to [A∣I][A \mid I] for an invertible matrix AA, it gives [I∣A−1][I \mid A^{-1}], see computing the inverse by row reduction.

Further reading

  1. Web https://en.wikipedia.org/wiki/Gaussian_elimination, lead section
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MSC15A06, 65F05
SpecializesGaussian elimination

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