Linear Algebra
This section introduces methods to solve systems of
linear equations, expressed in terms of a matrix equation, Ax=b,
in which the vector, x, is to be determined.
The Gauss-Jordan Elimination method is one in which the inverse of
the matrix, A, is calculated.
If the inverse is not needed, then using Gaussian Elimination
with backsubstitution is preferred, as it is about 3 times faster.
For repeated solutions to problems that involve the
same matrix, but various right hand sides, the
LU decomposition method is recommended.
Iterative improvements to the solution, dealing with singular problems,
and methods for sparse matrices are briefly discussed.
The exercise is an application of these methods
to solve a general resistor divider network.
Reference:
Numerical Recipies, chapter 2.
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