单词 | Gauss-Jordan Elimination |
释义 | Gauss-Jordan EliminationA method for finding a Matrix Inverse. To apply Gauss-Jordan elimination, operate on a Matrix ![]() where I is the Identity Matrix, to obtain a Matrix of the form ![]() The Matrix ![]() is then the Matrix Inverse of A. The procedure is numerically unstable unless Pivoting (exchanging rowsand columns as appropriate) is used. Picking the largest available element as the pivot is usually a good choice.See also Gaussian Elimination, LU Decomposition, Matrix Equation
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Gauss-Jordan Elimination'' and ``Gaussian Elimination with Backsubstitution.'' §2.1 and 2.2 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 27-32 and 33-34, 1992. |
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