Explain and use a computer algorithm for using Gauss Elimination.

Gauss elimination (sometimes called Gaussian elimination) is a scheme which

uses the Elimination of Unknowns process as described above to solve a set of
equations, however large.

Two phases:
o forward elimination

The goal during this phase is to reduce the set of equations to an

upper triangular system where the only nonzero entries in the
matrix form a triangle in the upper-right corner of the matrix that
is augmented to the right with a vector formed by the equations'
constants. This matrix is called an augmented matrix.

A pivot equation is chosen which has the maximum coefficient

value in the first column. The maximum coefficient value in this
column is called the pivot coefficient (or pivot element). If
necessary, you can swap any two rows (i.e. equations) in the
augmented matrix in order to place the pivot equation at the top
of the matrix.

The pivot equation is divided by the value equal to its pivot

coefficient as long as this does not cause division by zero. This
process is called normalization.

The coefficient of the term in the same column on the next

equation is multiplied with the pivot equation so as to be able to
eliminate that term when the two equations are added or
subtracted.

This process is continued until all of this term's coefficients in the

other equations are eliminated.

These three operations can be and are performed on the

augmented matrix formed by the system of equations:
1. You can multiply any row of the augmented matrix by a
nonzero number.
2. You can add any row of the augmented matrix to any
multiple of another row.
3. You can swap any two rows.

The following pseudocode to perform forward elimination could

be used:

For k = 1 to n-1
For i = k+1 to n
factor = Aik / Akk
For j = k+1 to n
Aij = Aij - factor * Akj
Bi = BI - factor * Bk
o back substitution

After an upper-triangular matrix has been formed, the last

equation will indicate the solution for one of the unknowns.

This result can be back-substituted in the next-to-last equation in

order to evaluate one of the other unknowns.

This process can be continued until all of the unknowns have

been determined.

The following pseudocode to perform back substitution could be

used:
Xn = Bn / Ann
For i = n-1 to 1 by -1
sum = 0
For j = i+1 to n
sum = sum + Aij * Xj
Xi = (BI - sum) / Aii

Potential errors
o Division by zero - The method of Gauss Elimination outlined above is
sometimes called Naive Gauss Elimination because it is possible to
divide by zero during the forward elimination or the back substitution
phases when blindly following the algorithm. The process called partial
pivoting is used to swap two rows of coefficients when necessary in
order to place the maximum coefficient of a given term in the proper row
and avoid division by zero. (Complete pivoting involves swapping
columns but is rarely used due to extra, difficult-to-program side
requirements.)
The following pseudocode for partial pivoting could be used:
p=k
big = abs(Akk)
For ii = k+1 to n
dummy = abs(Aii,k)
If dummy > big
big = dummy
p = ii

If p != k
For jj = k to n
dummy = Ap,jj
AP,jj = Ak,jj
AK,jj = dummy
dummy = Bp
BP = Bk
Bk = dummy
o Round-off errors - As always, a computer must round off values in
order to compute and store values. In systems, with large numbers of
equations, these round-off errors can snowball (propagate) into larger
errors as the algorithm proceeds. Also, if some coefficients are extremely
large and others are very small, round-off errors tend to affect answers.
So scaling the equations so that the maximum coefficient for each term
is the value one will decrease round-off error. Sometimes, scaling is just
used to determine if equations should be pivoted. Always, backsubstitute results into the original equations of the system in order to
check your answers to decide if round-off error is significant.
o Ill-conditioned systems - If a small change in one or more coefficients'
values leads to a great change to the solution of the system, the system is
said to be ill-conditioned. Otherwise, the system is considered to be wellconditioned. In fact, round-off errors can cause large errors in the
computed solutions in ill-conditioned systems. It is sometimes possible
to scale the equations so that the maximum element in any row is 1.
Using the most precise data type is advisable to avoid having an illconditioned system spoil your attempt at finding a solution.
o Singular systems - If a system is singular, then it's determinant is zero.
Furthermore, the determinant of a triangular system can easily be
computed by multiplying the diagonal entries. Therefore, it is worthwhile
to check the determinant of a system with this simple computation after
forward elimination.

Pseudocode for Gauss Elimination - Notice that the scaling is not used to
manipulate the equations only to check if pivoting should be performed. Also,
notice that the determinant is checked by computing the diagonal terms to find
singular systems. The term er is used to indicate whether or not a singular
system has been found. The term tol is set by the user to determine the user's
tolerance for near-zero occurrences.
Sub Gauss(A,B,n,X,tol,ER)
Dim S(n)
ER= 0
For i = 1 to n
Si = abs(Aij)
For j = 2 to n
If abs(Aij) > Si Then Si = abs(Aij)
Call Eliminate(A, S, n, B, tol, ER)

If ER != -1 Then Call Substitute(A, n, B, X)

Sub Eliminate(A,S,n, B, Tol, ER)
For k = 1 to n-1
Call Pivot(A, B, S, n, k)
If (abs(Akk/Sk) < tol Then
ER = -1
break
For i = k+1 to n
factor = Aij
For j = k+1 to n
Aij = Aij - factor * Bk
If abs(Akk/SK) < tol Then ER = -1
Sub Pivot(A, B, S, n, k)
p=k
big = abs(Akk / SK)
For ii = k+1 to n
dummy = abs(Aii,k / Sii)
If dummy > big Then
big = dummy
p = ii
If p != k Then
For jj = k to n
dummy = AP,jj
AP,jj = AK,jj
AK,jj = dummy
dummy = BP
BP = Bk
Bk = dummy
dummy = Sp
SP = SK
SK = dummy
Sub Substitute(A, n, B, X)
Xn = Bn/Ann
For i = n-1 to 1 by -1
sum = 0
For j = i+1 to n
sum = sum + Aij * Xj
XI = (BI - sum)/Aii

Another form of Gauss Elimination pseudocode is found on p. 434 in C

Program Design for Engineers:
p=0
For i = p to n-1
pivot using the maximum pivot strategy
if a solution is still possible
scale the pivot row

eliminate the coefficients beneath the pivot row

go to the next row
If last coefficient is 0
no unique solution exists
Else if there is a solution
scale the last row