8. Gaussian Elimination

Linear Algebra



Weiqi Zhou

Examples

  • there are some some rabbits and chicken in the barn. What will be their respective numbers if there are 94 legs and 35 heads in total?

  • eleminate first the bottom left, then the top right:

Examples



  • swap the first two rows, then eliminate

Diagonal Matrices

  • diagonal matrix:a matrix filled with except on the main diagonal, example:

  • left/right multiplying a diagonal matrix corresponds to row/column scaling, example:

Triangular Matrices

  • upper/lower trangular matrix: a matrix filled with below/above the main daigonal
    example:

  • strictly upper/lower trangular matrix: a matrix filled with below/above and including the main daigonal
    example:

Inverses and Products

  • the inverse of a diagonal matrix is still diagonal

  • the inverse of an upper/lower triangular matrix is still upper/lower triangular

  • the product of an upper/lower triangular matrices is still upper/lower triangular

The Strategy for Elimination

Transform the matrix into a triangular/diagonal matrix by using elementary row operations

Elementary Row Operation I

  • swap two rows

  • let be the matrix obtained by swapping the -th and -th rows in

  • then is the matrix obtained by swapping the -th and -th rows in

Elementary Row Operation I

Elementary Row Operation II

  • multiply the -th row by

  • let be the matrix obtain by multiplying the -th row in by

  • then is the matrix obtain by multiplying the -th row in by

Elementary Row Operation II

Elementary Row Operation III

  • adding a multiple of one row to anther row

  • let be the matrix obtained by adding an mutliple of the -th row to the -th row in

  • then is the matrix obtained by performing the same operation on

Elementary Row Operation III

Exercises

find determinants of I, II and III

Exercises

find inverses of I, II and III

Decompostion of Eliminations

keep applying I/II/III to until it becomes :

Cases for using I

when there are s on the main diagonal:

Inversion by elimination

  • put and together side by side

  • apply elementary row operations on both simultaneously

  • eleminate to get

  • then the transformed part is

Examples





Exercises

find the inverse of the following matrix

Summary

  • Gaussian elimination

  • elementary row operations and their matrix forms

  • computation of the inverse using eliminations