MIT18.06学习笔记 - Lecture 2: Elimination with Matrices

这个系列文章是我重温Gilbert老爷子的线性代数在线课程的学习笔记。
Course Name：MIT 18.06 Linear Algebra
Text Book: Introduction to Linear Algebra
章节内容: 2.2-2.3

---

课程提纲
1. Elimination and Back-Substitution
2. Elimination Matrix E and Permutation Matrix P
3. The Augmented Matrix

课程重点
Gaussian elimination (also known as row reduction) is an algorithm for solving systems of linear equations. It is usually understood as a sequence of operations performed on the corresponding matrix of coefficients. This method can also be used to find the rank of a matrix, to calculate the determinant of a matrix, and to calculate the inverse of an invertible square matrix.

---

Elimination and Back-Substitution

The systematic way to solve linear equations: elimination, 所有软件如matlab的求解矩阵的方法。
Elimination produces an upper triangular system，and use back substitution to solve it:

The word “entry” for a matrix corresponds to “component” for a vector. General rule: $a_{ij} = A(i,j)$ is in row $i$, column $j$.
To perform Gaussian Elimination (row reduction) on a matrix, one uses a sequence of elementary row operations to modify the matrix until the lower left-hand corner of the matrix is filled with zeros, as much as possible. There are three types of elementary row operations:

• Swapping two rows,
• Multiplying a row by a nonzero number,
• Adding a multiple of one row to another row.

The pivots are on the diagonal of the triangle after elimination.

Failure, breakdown of elimination: For