Search results
Results from the WOW.Com Content Network
Animation of Gaussian elimination. Red row eliminates the following rows, green rows change their order. In mathematics, Gaussian elimination, also known as row reduction, is an algorithm for solving systems of linear equations. It consists of a sequence of row-wise operations performed on the corresponding matrix of coefficients.
Decomposition: = where C is an m-by-r full column rank matrix and F is an r-by-n full row rank matrix Comment: The rank factorization can be used to compute the Moore–Penrose pseudoinverse of A , [ 2 ] which one can apply to obtain all solutions of the linear system A x = b {\displaystyle A\mathbf {x} =\mathbf {b} } .
A variant called rook pivoting at each step involves search of maximum element the way rook moves on a chessboard, along column, row, column again and so on till reaching a pivot maximal in both its row and column. It can be proven that for large matrices of random elements its cost of operations at each step is similarly to partial pivoting ...
In fact, reduction of any matrix to a Hessenberg form can be achieved in a finite number of steps (for example, through Householder's transformation of unitary similarity transforms). Subsequent reduction of Hessenberg matrix to a triangular matrix can be achieved through iterative procedures, such as shifted QR -factorization.
The QR decomposition via Givens rotations is the most involved to implement, as the ordering of the rows required to fully exploit the algorithm is not trivial to determine. However, it has a significant advantage in that each new zero element affects only the row with the element to be zeroed (i) and a row above (j). This makes the Givens ...
The Gaussian elimination is a similar algorithm; it transforms any matrix to row echelon form. [51] Both methods proceed by multiplying the matrix by suitable elementary matrices, which correspond to permuting rows or columns and adding multiples of one row to another row.
In numerical analysis, solving the equation = naïvely by Gaussian elimination results in an algorithm with time complexity O(n 3). Exploiting the structure of the Vandermonde matrix, one can use Newton's divided differences method [ 5 ] (or the Lagrange interpolation formula [ 6 ] [ 7 ] ) to solve the equation in O( n 2 ) time, which also ...
In linear algebra, reduction refers to applying simple rules to a series of equations or matrices to change them into a simpler form. In the case of matrices, the process involves manipulating either the rows or the columns of the matrix and so is usually referred to as row-reduction or column-reduction, respectively.