Solving systems of linear equations
Basic numerical methods - Numerical algebra

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Solving systems of linear equations


Basic numerical methods - Numerical algebra

Author : Claude BREZINSKI

Publication date: April 10, 2006 | Lire en français

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2. Solving systems of linear equations

Let A be a square matrix with n rows and n columns whose elements a ij are known. Let b be a vector whose n components b i are known. We search for the vector x, of components x 1 , x 2 , ..., x n , which verifies the system of linear equations :

Ax = b

The solution to this problem is well known, and can be found in all linear algebra courses: x i is equal to a ratio of determinants, with the determinant of the matrix A in the denominator and the same determinant in the numerator, in which...

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