Gaussian elimination

This is probably one of the earliest techniques acquired by a student of algebra, namely the solving of simultaneous equations (initially only two in number) by the successive elimination of all the variables but one. This (known as Gaussian elimination) is achieved by using, at each stage, one of the equations to obtain an explicit expression for one of the remaining xi in terms of the others and then substituting for that xi in all other remaining equations. Eventually a single linear equation in just one of the unknowns is obtained. This is then solved and the result is resubstituted in previously derived equations (in reverse order) to establish values for all the xi . The method is probably very familiar to the reader, and so a specific example to illustrate this alone seems unnecessary. Instead, we will show how a calculation along such lines might be arranged so that the errors due to the inherent lack of precision in any calculating equipment do not become excessive. This can happen if the value of N is large and particularly (and we will merely state this) if the elements A11,A22, . . . , ANN on the leading diagonal of the matrix of coefficients are small compared with the off-diagonal elements. The process to be described is known as Gaussian elimination with interchange. The only, but essential, difference from straightforward elimination is that before each variable xi is eliminated, the equations are reordered to put the largest (in modulus) remaining coefficient of xi on the leading diagonal. We will take as an illustration a straightforward three-variable example, which can in fact be solved perfectly well without any interchange since, with simple numbers and only two eliminations to perform, rounding errors do not have a chance to build up. However, the important thing is that the reader should appreciate how this would apply in (say) a computer program for a 1000-variable case, perhaps with unforeseeable zeros or very small numbers appearing on the leading diagonal.