584 Chapter 20Numerical methods
(2). The latter is therefore chosen as pivot equation. Similarly forx
2
in step 2, and
so on. A further refinement, called total pivoting, is to look for the largest relative
coefficient of any variable in each step.
Elimination method for the value of a determinant
A determinant can be reduced to triangular form by the first stage of the Gauss
elimination method. The value of the determinant is then the product of the diagonal
elements of the triangular form, as discussed in Section 17.6.
20.8 Gauss–Jordan elimination for the inverse of a matrix
The inverse matrix A
− 1
of a nonsingular matrix Aof order nsatisfies the matrix
equation
AA
− 1
1 = 1 I (20.47)
We write
A
− 1
1 = 1 (x
1
x
2
x
3
= x
n
), I 1 = 1 (e
1
e
2
e
3
= e
n
)
wherex
k
is the column vector formed from the elements of the kth column ofA
− 1
,
ande
k
is formed from the kth column of the unit matrix I. The matrix equation
(20.47) is then equivalent to the nmatrix equations
Ax
k
1 = 1 e
k
(k 1 = 1 1, 2, =,n) (20.48)
each of which represents a system of nsimultaneous linear equations, and each
of which can therefore be solved by Gauss elimination. The systematic way of doing
this is called Gauss–Jordan elimination, whereby an augmented matrix(A|I) is
transformed into (I|A
− 1
) by the two stage process demonstrated in the following
example.
9
EXAMPLE 20.17Gauss–Jordan elimination for the inverse of
The augmented matrix of the problem is
()AI| =−
−−
123
212
311
100
010
001
A=−
−−
123
212
311
9
Wilhelm Jordan (1842–1899), German geodesist.