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system. We reduce the system to the triangular form by adding multiples of one
equation to another equation, eliminating some unknown from the second equation.
Additional row operations are used in the modifications given later. We define the algorithm
in the following:
These are used in eliminating the term form equation 2 through n. Define
Also, the first rows of A and b are left undisturbed, and the first column of , below the
diagonal, is set to zero. The system looks like
We continue to eliminate unknowns, going onto columns 2, 3, etc., and this is expressed
generally as follows.
(1)
Use these to remove the unknown's from equations k+1 through n. Define
(2)
The earlier rows 1 through k are left undisturbed, and zeros are introduced into column k
below the diagonal element. By continuing in this manner, after n-1 steps, we obtain
i.e.
Let and . The system Ux=g is upper triangular and easy to solve by
back substitution; i.e
and
This completes the Gaussian elimination algorithm.