Intermediate Topic 27 of 51 Math for Computing
Gaussian Elimination
Row operations solving linear systems.
How it works
Gaussian elimination solves linear systems by using row operations, swapping rows, scaling rows and adding multiples of one row to another, to reduce the augmented matrix to row echelon form, then solving by back substitution. Gauss-Jordan elimination continues to reduced row echelon form, giving the solution directly. Partial pivoting selects the largest available entry as pivot to limit numerical error. The cost is O(n cubed), and the process also computes rank, determinants and inverses, and is equivalent to LU factorization.
Where it is used
Solving small to medium dense systems in engineering and science, computing inverses, finding bases and checking linear independence use Gaussian elimination.
Common pitfall
Without pivoting, a zero or tiny pivot causes division by zero or large errors. Floating-point rounding accumulates for ill-conditioned matrices. Fill-in destroys sparsity for large sparse problems, where iterative or sparse direct solvers are better. Row operations must be applied to the right-hand side consistently. Keep track of row swaps when computing determinants.
Where it fits in the course
Gaussian Elimination is topic 27 of 51 in Math for Computing, rated Intermediate. It follows Linear Systems. The next topic is Eigenvalues and Eigenvectors.
Practice and explore
- Open the interactive lesson, with a mini quiz.
- Take the Math for Computing quiz.
How to study this topic
- Read the explanation above and restate the definition in your own words.
- Open the interactive lesson and answer its mini quiz.
- Read the common pitfall, then write a short example that avoids it.
- Check your understanding in the Math for Computing quiz, and revisit the topic if you miss a question.
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Related topics
- Linear Systems (Math for Computing)
- Eigenvalues and Eigenvectors (Math for Computing)
- Confidence Intervals (Math for Computing)
- Singular Value Decomposition (Math for Computing)
- Dead Code Elimination (Languages & Compilers)