Linear Systems of Equations
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Solving a system of linear equations is one of the most frequent tasks in numerical computing. The reason is twofold: historically, many phenomena in physics and engineering have been modeled by linear differential equations, since they are much easier to analyze than nonlinear ones. In addition, even when the model is nonlinear, the problem is often solved iteratively as a sequence of linear problems, e.g., by Newton’s method (Chapter 5).
KeywordsLinear System Gaussian Elimination Elimination Process Triangular Decomposition Principal Submatrix
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