Elimination with Matrices

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Elimination with Matrices

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Method of Elimination

Elimination is the technique most commonly used by computer software to

solve systems of linear equations. It nds a solution x to Ax = b whenever

the matrix A is invertible. In the example used in class,

1 2 1

2

A = 3 8 1 and b = 12 .

0 4 1

2

The number 1 in the upper left corner of A is called the rst pivot. We recopy

the rst row, then multiply the numbers in it by an appropriate value (in this

case 3) and subtract those values from the numbers in the second row. The rst

number in the second row becomes 0. We have thus eliminated the 3 in row 2

column 1.

The next step is to perform another elimination to get a 0 in row 3 column

1; here this is already the case.

The second pivot is the value 2 which now appears in row 2 column 2. We

nd a multiplier (in this case 2) by which we multiply the second row to elimi

nate the 4 in row 3 column 2. The third pivot is then the 5 now in row 3 column

3.

We started with an invertible matrix A and ended with an upper triangular

matrix U; the lower left portion of U is lled with zeros. Pivots 1, 2, 5 are on

the diagonal of U.

1 2

A= 3 8

0 4

1

1 2

1 0 2

1

0 4

1

1 2

2 U = 0 2

1

0 0

1

2

5

2

12

2

For example, we multiply the 2 in the rst position by 3 and subtract from

12 to get 6 in the second position. When calculating by hand we can do this

efciently by augmenting the matrix A, appending the vector b as a fourth or

nal column. The method of elimination transforms the equation Ax = b into

A and c =

2

6

10

1

0

0

2

2

0

1

2

5

comes from

comes from b.

z = 2, y = 1 and x = 2. This is also a solution to the original system Ax = b.

The determinant of U is the product of the pivots. We will see this again.

Pivots may not be 0. If there is a zero in the pivot position, we must ex

change that row with one below to get a non-zero value in the pivot position.

If there is a zero in the pivot position and no non-zero value below it, then

the matrix A is not invertible. Elimination can not be used to nd a unique

solution to the system of equations it doesnt exist.

Elimination Matrices

The product of a matrix (3x3) and a column vector (3x1) is a column vector

(3x1) that is a linear combination of the columns of the matrix.

The product of a row (1x3) and a matrix (3x3) is a row (1x3) that is a linear

combination of the rows of the matrix.

We can subtract 3 times row 1 of matrix A from row 2 of A by calculating

the matrix product:

1 0 0

1 2 1

1 2

1

3 1 0 3 8 1 = 0 2 2 .

0 0 1

0 4 1

0 4

1

The elimination matrix used to eliminate the entry in row m column n is denoted

Emn . The calculation above took us from A to E21 A. The three elimination steps

leading to U were: E32 ( E31 ( E21 A)) = U, where E31 = I. Thus E32 ( E21 A) = U.

Matrix multiplication is associative, so we can also write ( E32 E21 ) A = U.

The product E32 E21 tells us how to get from A to U. The inverse of the matrix

E32 E21 tells us how to get from U to A.

If we solve Ux = EAx = Eb, then it is also true that Ax = b. This is why

the method of elimination works: all steps can be reversed.

A permutation matrix exchanges two rows of a matrix; for example,

0 1 0

P = 1 0 0 .

0 0 1

The rst and second rows of the matrix PA are the second and rst rows of

the matrix A. The matrix P is constructed by exchanging rows of the identity

matrix.

To exchange the columns of a matrix, multiply on the right (as in AP) by a

permutation matrix.

Note that matrix multiplication is not commutative: PA = AP.

Inverses

We have a matrix:

E21

1

= 3

0

2

0

1

0

0

0

1

which subtracts 3 times row 1 from row 2. To undo this operation we must

add 3 times row 1 to row 2 using the inverse matrix:

1 0 0

1

E21

= 3 1 0 .

0 0 1

1

In fact, E21

E21 = I.

MIT OpenCourseWare

http://ocw.mit.edu

Fall 2011

For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

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