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Solution of Linear Systems

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Matrix Algebra

Part of the book series: Springer Texts in Statistics ((STS))

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Abstract

One of the most common problems in numerical computing is to solve the linear system

$$\displaystyle{Ax = b;}$$

that is, for given A and b, to find x such that the equation holds. The system is said to be consistent if there exists such an x, and in that case a solution x may be written as A − b, where A − is some inverse of A. If A is square and of full rank, we can write the solution as A −1 b.

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Authors and Affiliations

  1. Fairfax, VA, USA

    James E. Gentle

Authors
  1. James E. Gentle
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Gentle, J.E. (2017). Solution of Linear Systems. In: Matrix Algebra. Springer Texts in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-64867-5_6

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