Professional Documents
Culture Documents
Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at .
http://www.jstor.org/page/info/about/policies/terms.jsp
JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of
content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms
of scholarship. For more information about JSTOR, please contact support@jstor.org.
Mathematical Association of America is collaborating with JSTOR to digitize, preserve and extend access to
The American Mathematical Monthly.
http://www.jstor.org
130 STEVEN C. ALTHOEN AND RENATE MCLAUGHLIN [February
A BriefHistory
Reduction:
Gauss-Jordan
CollegeandmyPh.D.in
STEVEN C. ALTHOEN: I receivedmyB.A. at Kenyon -
ofNewYorkunderthedirection
1973at TheCityUniversity ofEldonDyer.
StephenB. Maurerof Swarthmore
I wouldliketo thankProfessor College
forpreventing
mefromcrediting thewrongJordan in mytextsby relaying
My primary
Tucker'sobservation. researchinterest of
is theclassification
real divisionalgebras.
finite-dimensional
So faras I know,thismethod
ofviewingthereducednormalequationsdidnot
in anytreatise
appearexplicitly uponLeastSquarespriorto thethirdedition
of W. Jordan'sVermessungskunde,....
WilhelmJordan(1819-1904
[sic])devisedthepivotreduction known
algorithm,
as Gauss-Jordan forgeodetic
elimination, reasons.
Writersof current
linearalgebratextsgenerallyapplythename"Gauss-Jordan
reduction"withoutreferenceto its origins.However,it was throughWilhelm
Jordan'sHandbuchder Vermessungskunde thatGauss-Jordanreduction
was intro-
ducedto theworld.TodayClasen,whomwe discussbelow,is largelyforgotten.
2. Who was W. Jordan?We knowaboutWilhelmJordanthrough severalob-
ituaries[26],[16],[24](see also [11]and [25]).He was bornMarch1, 1842,in the
townof Ellwangen in southern Germany. Following highschool,he attendedwhat
todaywouldbe calledan engineering collegein Stuttgart.
He workedfortwoyears
as an engineering assistanton preliminary workforrailroadconstruction and as a
" trigonometer" on measuring elevations.He spenttwofurther yearsas an "Assis-
tant"in geodesyat thecollegein Stuttgart, andin 1868,whenhe wasonly26 years
old,he becamefullprofessor ofgeodesyat thetechnical collegein Karlsruhe.
Jordanwas actively involved in surveyingseveralareasofGermany. In 1873he
became editorof the Zeitschrift (Journalfor Surveying)and
fur Vermessungswesen
in thiscapacity
he remained untilhisdeath.Jordan
was a prolific His major
writer.
work startedin 1873 as Taschenbuchder PraktischenGeometrie(Pocket Book of
Practical Geometry).In latereditionsthisbecame the Handbuchder Vermessungs-
kunde(HandbookofGeodesy). By thetimeof Jordan's
death,fiveeditionsof this
book had appeared,and it had beentranslated
intoFrench,Italian,and Russian.
132 STEVEN C. ALTHOEN AND RENATE MCLAUGHLIN [February
+2 aillixl +
1987] GAUSS-JORDAN REDUCTION: A BRIEF HISTORY 133
wherewe havelistedtheterms
involving runfromi = 1
xl and all thesummations
to i = m. Then
[
matrix
AtA -Al
--(-Atl)t itl
Proof.Viewthesystem
AtA Atl]
(_Atl)t 0
as thelinearprogramming
problem:
Maximizew = (Atl) tx (2)
subjectto
AtAx = -Atl.
Thenthenumber in thelowerright
aftertriangularization ofthe
willbe thenegative
valueoftheobjective
function(Atl)txat thesolutionto thesystem. So ifwe begin
134 STEVEN C. ALTHOEN AND RENATE MCLAUGHLIN [February
Thus, if we triangularize
thesymmetric
system
L AtA -Atl1
L(-Atlit iti J'
we obtain not only the solutionto the normalequations,but also the value of the
sum of the squared errorsfortheparticularobservations.
4. What was Gauss's Methodand Notation?In 1810, in his Disquisitiode
ElementisellipticisPalladis, Gauss [8], [9, p. 123] sets out to determinedetails
("elliptical elements")about the orbitof Pallas, the second-largestasteroidof the
solar system.He obtainsa systemof linearequationsin six unknowns,wherenot all
equations can be satisfiedsimultaneously. Hence he needs to determinevalues for
the unknownsthatwill minimizethe totalsquared error.Instead of merelysolving
theproblemat hand,Gauss digressesand introducesa methodfordealingwithsuch
systemsof linear equations in general.This is where his characteristic notation
appears forthe firsttime.
To save space, we use the symbolsof Section 3 above (Gauss lets p, q, r,...
denote the variables and writes 2 = w2 + w'2 + w",2+ for the sum of the
squared errors,etc.). Gauss's startingpointis thesystem
{ allxl + ***+ alnXn + 11 Vl X
fromthe
x1,..., xn need to be determined
and so forth.Hence the unknowns
equations
{
[alal]xl + ?[alan]xn + [all] = 0,
(3)
[anal]xl + *+ ?[anan]Xn + [anl] 0-
Gauss nowusesa procedure (butnotmatrix notation) thatis essentially
equivalent
to whattodayis knownas Gaussianelimination. He expresses in terms
E explicitly
ofx1,..., x and showsthatE - R2/[alal] is independent ofx1.HereR1 denotes
theleft-handsideofthefirstrowofthesystem above.Nexthe eliminates x2 from
E(1) - E - R /[alal], and so forth.In thisway he obtainsa representation
An(Xn)
= 0.
in Section3 above.
Thisis whatwe calledGauss'sTheorem
5. WhatwasJordan's MethodandNotation?On page 83 of thethirdeditionof
his Handbuchder Vermessungskunde [17],Jordanpresentsa numericalexample,
ingeodesy,
derivedfroma leastsquaresapplication themethodthathas
toillustrate
cometo be knownas Gauss-Jordan reduction.The particular he considers
system
wouldnowbe written as
{
17.50x- 6.50y- 6.50z = 2.14,
-6.50x + 17.50y - 6.50z = 13.96,
- 6.50x - 6.50y + 20.50z = - 5.40,
-2.14x - 13.96y + 5.40z = w - 100.34,
of
wherethe w in thelast lineis fromequation(2). However,sinceall systems
136 STEVEN C. ALTHOEN AND RENATE MCLAUGHLIN [February
x = 11.79/17.50 = 0.67
y = 17.60/15.09 = 1.17
z = 4.10/12.83 = 0.32
Total squarederror= 84.35
a b c 1
+ 17.50 - 6.50 -6.50 -2.14
+ 17.50 -6.50 - 13.96
-2.41a -2.41a - 0.79a
+ 20.50 + 5.40
- 2.41a - 0.79a
+ 100.34
-0.26b
To describeproblems usesandextendsthenotation
Jordan
in general, ofGauss.
He attempts, in thefashionofthetimes,
togiverecursive
formulae withoutthehelp
ofan indexor subscripts.Thus,theinputdataarelabeleda, b, c, etc.and 1.In [17,
p. 77] he writesthegeneralnormalequationsas:
becomes
anl
. . a ,,, b,l ..
an anl, ant2 an3 .
Here,
all a12
m = alla22 - a2la12 = a2l a22
and
all a12 a13
R = a2l a22 a23
a31 a32 a33
The arrowsindicatetheobviousrowoperations.
Clasen points out repeatedlythat his method does not involve division-a
definitesign of precalculatordays. He also insertsextraequationsas checks.
Clasen himselfdoes not use matrixnotation,ratherhe writesthe successively
occuringequations in a sequence that seems ratherlaborious.For example,if he
were to solve a 3 x 3 system,he would proceedas follows.
REFERENCES
1. L'AcademieRoyaledes Sciences, et des Beaux-arts
des Lettres de Belgique, National
Biographie
Bruxelles,
Bruylant, 30 (1959)540-542.
11 (1887)16,35; 25 (1901)19.
de Bruxelles,
2. Annalesde la SocieteScientifique
26 (1902)46.
de Bruxelles,
3. Annalesde la SocieteScientifique
142 STEVEN C. ALTHOEN AND RENATE MCLAUGHLIN [February