Gaussian elimination

(3.4 hours to learn)

Summary

Gaussian elimination is an algorithm for solving systems of linear equations, computing matrix inverses, and computing the LU factorization of a matrix.

Context

This concept has the prerequisites:

Core resources (read/watch one of the following)

-Free-

MIT Open Courseware: Linear Algebra (2011)
Videos for an introductory linear algebra course focusing on numerical methods.
Author: Gilbert Strang
A First Course in Linear Algebra (2012)

-Paid-

See also

  • Gaussian elimination can be viewed as factorizing a matrix into a lower triangular and an upper triangular matrix.
  • If the matrix is symmetric positive definite, we never need to pivot; in this case, the algorithm is known as the Cholesky decomposition .