ABSTRACT

The most fundamental computation in numerical linear algebra is the factorization of a matrix as a product of two or more matrices with simpler structure. An important example is Gaussian elimination, in which a matrix is written as a product of a lower triangular matrix and an upper triangular matrix. The factorization is accomplished by elementary operations in which two or more rows (columns) are combined together to transform the matrix to the desired form. In Gaussian elimination, the desired form is an upper triangular matrix, in which nonzero elements below the diagonal have been transformed to be equal to zero. We say that the subdiagonal elements have been eliminated. (The transformations that accomplish the elimination yield a lower triangular matrix.)