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Reduction Algorithm

The following algorithm corrects the one in section 1.6 in the book:

1.
Start assuming that the pivot will be the first unknown, i.e. unknown number u=1, and the first equation, e=1.
2.
If aeu is nonzero, select it as pivot. Otherwise, scan through the equations below it for an equation e' for which ae'u is nonzero and interchange it with the e-th equation. If that is not possible since all coefficients below aeu are also zero, try the next unknown, i.e., increment u by one and repeat. If that is not possible since there are no unknowns left, done.
3.
Use the pivot aeu to eliminate unknown u from all equations below the pivot. In other words, for all e'>e, add -ae'u/aeu times the e-th equation to the e'-th equation.
4.
If there are no equations and/or unknowns left, done. Otherwise, go to the next unknown and equation, (increment u and e by 1), and repeat from step 2.

This will create an echelon matrix. To obtain a canocical matrix from the echelon form, eliminate all nonzero elements above the pivots, starting from the last one, and then divide each equation by its pivot.

What is wrong with the book: Step 1 in the book procedure is impossible if the first row is zero. Deleting equations or unknowns is a no-no with your instructor. And step 4 may not be possible since there may not be any equations left after step 3 following the book.


Next: Operations Counts Up: Notes Previous: Partial Pivoting
09/21/01 0:19:43
09/24/01 0:03:14