Gauss–Jordan elimination

In linear algebra, 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. The method is named after Carl Friedrich Gauss (1777–1855), although it was known to Chinese mathematicians as early as 179 CE (see History section).

To perform 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: 1) Swapping two rows, 2) Multiplying a row by a non-zero number, 3) Adding a multiple of one row to another row. Using these operations, a matrix can always be transformed into an upper triangular matrix, and in fact one that is in row echelon form. Once all of the leading coefficients (the left-most non-zero entry in each row) are 1, and every column containing a leading coefficient has zeros elsewhere, the matrix is said to be in reduced row echelon form. This final form is unique; in other words, it is independent of the sequence of row operations used. For example, in the following sequence of row operations (where multiple elementary operations might be done at each step), the third and fourth matrices are the ones in row echelon form, and the final matrix is the unique reduced row echelon form.

Using row operations to convert a matrix into reduced row echelon form is sometimes called Gauss–Jordan elimination. Some authors use the term Gaussian elimination to refer to the process until it has reached its upper triangular, or (non-reduced) row echelon form. For computational reasons, when solving systems of linear equations, it is sometimes preferable to stop row operations before the matrix is completely reduced.

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