Systems of Linear Equations

  • J. Stoer
  • R. Bulirsch


In this chapter direct methods for solving systems of linear equations
$$ Ax = b,A = \left[ \begin{array}{l} {a_{11}}...{a_{1n}}\\ \vdots \quad \quad \vdots \\ {a_{n1}}... \end{array} \right],b = \left[ \begin{array}{l} {b_1}\\ \vdots \\ {b_n} \end{array} \right] $$
will be presented. Here A is a given n × n matrix, and b is a given vector. We assume in addition that A and b are real, although this restriction is inessential in most of the methods. In contrast to the iterative methods (Chapter 8), the direct methods discussed here produce the solution in finitely many steps, assuming computations without roundoff errors.


Simplex Method Triangular Matrix Feasible Point Positive Definite Matrix Gaussian Elimination 
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Copyright information

© Springer Science+Business Media New York 1980

Authors and Affiliations

  • J. Stoer
    • 1
  • R. Bulirsch
    • 2
  1. 1.Institut für Angewandte MathematikUniversität Würzburg am HublandWürzburgFederal Republic of Germany
  2. 2.Institut für MathematikTechnische UniversitätMünchenFederal Republic of Germany

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