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The array to the left of the vertical bar is called the coefficient matrix of the linear
system and is often given a capital letter name, like \(A\). The vertical array to the right
of the bar is called a constant vector.
We will sometimes use the following notation to represent an augmented
matrix.
\[\left [\begin{array}{c|c} A & \vec {b}\\ \end{array}\right ]\]
Back substitution
When a matrix is in row-echelon form, we can compute the
solution to the system by starting from the last equation and working backwards.
This process is known as back substitution.
Basic variable
See Leading variable
Coefficient matrix
A coefficient matrix is a matrix whose entries are the coefficients
of a system of linear equations. For the system
the coefficient matrix is \(A=\begin{bmatrix}a_{11}&a_{12}&\ldots&a _{1n}\\a_{21}&a_{22}&\ldots&a _{2n}\\\vdots& \vdots& \ddots& \vdots \\a_{m1}&a_{m2}&\ldots&a _{mn}\end{bmatrix}\).
Consistent system
A system of equations that has at least one solution.
Convergence
when the iterates of an iterative method approach a solution
Divergence
when the iterates of an iterative method fail to approach a solution
Elementary row operations
The following three operations performed on a linear
system are called elementary row operations.
(a)
Switching the order of equations (rows) \(i\) and \(j\):
\[R_i\leftrightarrow R_j\]
(b)
Multiplying both sides of equation (row) \(i\) by the same non-zero constant,
\(k\), and replacing equation \(i\) with the result:
\[kR_i\rightarrow R_i\]
(c)
Adding \(k\) times equation (row) \(i\) to equation (row) \(j\), and replacing equation
\(j\) with the result:
\[R_j+kR_i\rightarrow R_j\]
Equivalent linear systems
Linear systems are called equivalent if they have the same
solution set.
Free variable
When a linear system is in row-echelon form, the variables
corresponding to columns that do not have any leading coefficients (if there are any)
are known as free variables.
Gauss-Jordan elimination
The process of using the elementary row operations on a
matrix to transform it into reduced row-echelon form is called Gauss-Jordan
elimination.
Gauss-Seidel Method
An iterative method for solving linear systems that is a
refinement of the Jacobi method, where we use computed values of variables
alternately for quicker convergence.
Gaussian elimination
The process of using the elementary row operations on a
matrix to transform it into row-echelon form is called Gaussian Elimination.
Inconsistent system
A system of equations that has no solution.
Iterative method
A technique where we repeat the same procedure (called an
iteration) many times (usually using a computer), and we obtain approximate
solutions which we hope “converge to” the actual solution.
Jacobi’s method
An iterative method for solving a system of equations where one
variable is isolated in each equation in order to compute the coordinate of the next
iterate.
Leading entry (leading 1)
The first non-zero entry in a row of a matrix (when read
from left to right) is called the leading entry. When the leading entry is 1, we refer to
it as a leading 1.
Leading variable (or Basic variable)
When a coefficient matrix is in row echelon
form, a leading variable is a variable corresponding to a column of the matrix with at
least one leading entry.
Linear equation
A linear equation in variables \(x_1, \ldots , x_n\) is an equation that can be written in
the form
\[a_1x_1+a_2x_2+\ldots +a_nx_n=b\]
where \(a_1,\ldots ,a_n\) and \(b\) are constants.
Pivot
In Gaussian elimination, an entry chosen to become a leading coefficient used
to get zeros in the remaining rows.
Rank of a matrix
The rank of matrix \(A\), denoted by \(\mbox {rank}(A)\), is the number of nonzero rows
that remain after we reduce \(A\) to row-echelon form by elementary row operations.
Reduced row echelon form
A matrix that is already in row-echelon form is said to
be in reduced row-echelon form if:
(a)
Each leading entry is \(1\)
(b)
All entries above and below each leading \(1\) are \(0\)
Row echelon form
A matrix is said to be in row-echelon form if:
(a)
All entries below each leading entry are 0.
(b)
Each leading entry is in a column to the right of the leading entries in the
rows above it.
(c)
All rows of zeros, if there are any, are located below non-zero rows.
Row equivalent matrices
Two matrices \(A\) and \(B\) are said to be row equivalent if there is
a sequence of elementary row operations that converts \(A\) to \(B\).
System of linear equations
A finite set of linear (degree 1) equations each with the
same variables.