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Gauss-Jordan Elimination for RREF

The document discusses the Gauss-Jordan elimination algorithm for computing the row-reduced echelon form (RREF) of a matrix A. The algorithm involves choosing pivots and using elementary row operations to transform A into an upper triangular matrix with leading coefficients of 1. An example applies the algorithm to compute the RREF of a sample matrix. Key points made include: 1) the RREF of a matrix is unique regardless of the order of pivots chosen; 2) if R=RREF(A) then R and A are row equivalent; and 3) systems with row equivalent coefficient matrices have the same solution set.

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0% found this document useful (0 votes)
32 views3 pages

Gauss-Jordan Elimination for RREF

The document discusses the Gauss-Jordan elimination algorithm for computing the row-reduced echelon form (RREF) of a matrix A. The algorithm involves choosing pivots and using elementary row operations to transform A into an upper triangular matrix with leading coefficients of 1. An example applies the algorithm to compute the RREF of a sample matrix. Key points made include: 1) the RREF of a matrix is unique regardless of the order of pivots chosen; 2) if R=RREF(A) then R and A are row equivalent; and 3) systems with row equivalent coefficient matrices have the same solution set.

Uploaded by

RAJ MEENA
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Linear Algebra through Matrices; Lecture 5, Part A, 07 April

Department of Mathematics and Statistics Indian Institute of Technology - Kanpur

Row Reduced Echelon Form (RREF) Continued

1 Gauss - Jordan Elimination


We now give an algorithm to compute the RREF and try to give a few applications. In general,
the RREF has quite a lot of applications.
Let A ∈ Mm,n (C). In the Gauss Elimination method, the idea was to get pivots and make every
entry below the pivot as 0. Our task was to start from the (1, 1)-entry of the matrix and move to the
bottom right. We now present an algorithm, commonly known as the Gauss-Jordan Elimination
(GJE), to compute the RREF of A.
1. Input: A.
2. Output: a matrix B in RREF such that A is row equivalent to B.
3. Step 1: Put ‘Region’ = A.
4. Step 2: If all entries in the Region are 0, STOP. Else, in the Region, find the leftmost nonzero
column and find its topmost nonzero entry. Suppose this nonzero entry is aij = c (say). Box
it. This is a pivot.
5. Step 3: Interchange the row containing the pivot with the top row of the region. This column
is called the pivotal column. Also, make the pivot entry 1 by dividing this top row by c. Use
this pivot to make all other entries in the pivotal column as 0.
6. Step 4: Put Region = the submatrix below and to the right of the current pivot. Now, go
to step 2.
Important: The process will stop, as we can get at most min{m, n} pivots.
 
0 2 3 7
 
1 1 1 1
Example 1.1. Apply GJE algorithm to get RREF of  1

 3 4 8 
0 0 0 1
1. Region = A as A 6= 0.
   
1 1 1 1 1 1 1 1
   
0 2 3 7  0 2 3 7
2. Then, E12 A = 
1 3
. Also, E31 (−1)E12 A =   = B (say).
 4 8

 0 2 3 7
0 0 0 1 0 0 0 1
2

 
  1 1 1 1
2 3 7
1 32 27 
 
  1
0
3. Now, Region = 2 3 7 6= 0. Then, E2 ( 2 )B = 
    = C(say). Then,
0 2 3 7 
0 0 1
 
0 0 0 1
 
1 0 −1 2
−5
2

0 3 7 
1 2 2 

E12 (−1)E32 (−2)C =  0 = D(say).
 0 0 0 
0 0 0 1
 
1 0 −12
−5
2
" #  3 7 
0 0 0 1 2

2 
4. Now, Region = . Then, E34 D =  . Now, multiply on the left by
0 1 0
 0 0 1
0 0 0 0
 
1
1 0 −2 0

0 3 
1 0
E13 ( 52 ) and E23 ( −7
2 ) to get 
0
2 , a matrix in RREF. Thus, A is row equivalent
 0 0 1
0 0 0 0
 
1
1 0 −2 0

0 3 
1 2 0
to F , where F = RREF(A) =   .
0 0 0 1
0 0 0 0
5. Note that we have multiplied A on the left by the elementary matrices, E12 , E31 (−1), E2 (1/2),
E32 −2, E12 (−1), E34 , E23 (−7/2), E13 (5/2), i.e.,

E13 (5/2)E23 (−7/2)E34 E12 (−1)E32 (−2)E2 (1/2)E31 (−1)E12 A = F = RREF(A).

6. Or equivalently, we have an invertible matrix P such that P A = F = RREF(A), where

P = E13 (5/2)E23 (−7/2)E34 E12 (−1)E32 (−2)E2 (1/2)E31 (−1)E12 .

Recall that a matrix A is in RREF if A is staircase/ ladder-like, all its pivots are 1 and every other
entry in the pivotal column is 0.

Theorem 1.2. Let A be an m × n matrix and let R = RREF(A). Then


1. there exists elementary matrices, say E1 , . . . , Ek , such that R = E1 E2 · · · Ek A.
2. Let P = E1 E2 · · · Ek . Then R = P A with P −1 = (E1 E2 · · · Ek )−1 = Ek−1 Ek−1
−1
· · · E1−1 . So, if
R = RREF (A) then there exists an invertible matrix P such that R = P A. This idea will
be used again and again.
3. Thus, the matrices A and R are row-equivalent.
3

4. If A and B are row-equivalent then there exists an invertible matrix P such that P A = B.

Theorem 1.3. Consider the linear system Ax = b. If its augmented matrix [A b] is row equivalent
to the matrix [C d] then the systems Ax = b and Cx = d have the same solution set. Thus, if
A and B are two row equivalent matrices then, the systems Ax = 0 and Bx = 0 have the same
solution set.

Important: Consider a matrix A of size m×n. Then the application of Gauss Elimination method
to A may lead to different matrices depending on the pivots that each one of us have chosen. But,
it turns out that what ever pivots we choose, the RREF (A) will be the same for all of us. That is,
the RREF of a matrix is unique. We will use this idea in later classes.

Common questions

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In the Gauss-Jordan Elimination process, elementary matrices are used to systematically apply row operations that transform the matrix into RREF. Each elementary matrix corresponds to a specific row operation: row swapping, multiplying a row by a nonzero scalar, or adding a multiple of one row to another. The product of all these elementary matrices applied to the original matrix A results in the RREF matrix, capturing the entire transformation in an invertible matrix P such that PA = RREF(A). This relationship is significant as it establishes that the original and RREF matrices are row-equivalent, preserving the solution set consistency for systems of linear equations .

While choosing different pivots during Gauss-Jordan Elimination might lead to varied intermediate-step matrices, the constraint of reaching an RREF ensures final consistency. The importance of pivot selection lies more in efficiency and clarity of steps rather than affecting the final outcome since RREF is unique by nature regardless of varied pivot paths. The crucial handling of pivots in early steps can impact computational simplicity and prevent backtracking, enhancing the overall efficacy and speed of reaching the final, consistent RREF .

The RREF of a matrix is considered unique because, regardless of the choice of pivots during the elimination process, the resulting structure of the matrix in RREF is the same across different calculations. This implies that the matrix has a staircase or ladder-like form with all pivots as 1, and every other entry in the pivotal columns as 0. This uniqueness property ensures consistency in applications involving linear systems, where row equivalence guarantees that two systems represented by row-equivalent matrices have the same solution set .

Elementary matrices embody fundamental row operations that are invertible by nature. Their use in transforming a matrix to RREF via left multiplication maintains the row-equivalence property, ensuring that only structured, linear-independent transformations occur. Since each elementary matrix is invertible, the combined product leading to RREF is also invertible, underscoring that the operations preserve the essential structure and relationships within the matrix. Thus, the transform retains the full solution space character of the original matrix, demonstrating both the refined simplification and invariability intrinsic to elementary matrix usage .

Matrix row-equivalency, as ensured by Gauss-Jordan Elimination, lays the foundation for a consistent, reliable mechanism to solve systems of linear equations, guaranteeing that solution sets are preserved through transformations. By transforming the original system matrix to its RREF, one gets a direct, often simplified verification of solution conditions such as consistency, linear independence/dependence, and insight into system rank. This effectively aids in understanding alignment patterns, null space characteristics, and solution uniqueness, thereby illuminating the geometrical and functional properties central to linear algebra applications .

Gauss-Jordan Elimination transforms a matrix into its Row Reduced Echelon Form (RREF) by a series of row operations aiming to produce pivots and eliminate other entries in pivotal columns. Starting from the top left, the algorithm identifies the leftmost nonzero column and finds its topmost nonzero entry (the pivot). The row with the pivot is interchanged to the top of the current working region, and then the row is normalized so the pivot is 1 by dividing the entire row by the pivot value. Subsequent rows are updated by subtracting multiples of the normalized row to create zeros in the pivotal column. This process then recursively applies to the submatrix below the pivot, ensuring all columns containing pivots have a single 1 with zeros elsewhere, producing the unique RREF .

The invertible matrix P captures the entire sequence of elementary row operations used to transform a given matrix A into its RREF, signifying that any alterations applied are structured, reversible, and do not affect the fundamental row-equivalency relationship. Computationally, this allows one to backtrack transformations or move seamlessly across equivalent matrix forms using inverse operations, streamlining processes like stability analysis and sensitivity assessments in linear algebra. Knowing the transformation matrix P also helps isolate errors and adjustments in more scalable matrix designs, crucial in numerical linear computation .

A matrix A and its RREF share the same row space, meaning they are row-equivalent. When solving a linear system, the transformation of the augmented matrix [A b] into its RREF [C d] ensures that the systems Ax = b and Cx = d have identical solution sets. This relationship stems from the row equivalency of A and its RREF, which means any consistent solution derived from one can be applied to the other. Consequently, converting to RREF simplifies the solution process by providing a clearer form without losing any solution information .

Row equivalency between matrices A and B implies an invertible matrix P such that PA = B, indicating these matrices have the same row space. In the context of systems of linear equations, this means the solution sets for Ax = b and Bx = c are identical if the augmented matrices [A b] and [B c] are row equivalent. Thus, solving one system, for instance when in RREF, provides the solutions directly applicable to the other. This equivalency facilitates solving linear systems by transforming them into simplified forms without altering their solution sets .

The process of obtaining a unique RREF involves systematically applying the Gauss-Jordan Elimination method, ensuring that pivotal columns contain exactly one nonzero entry set to 1 (the pivot) and all other entries in these columns are zeros. Although the choice of pivots during row operations can vary, the structural constraints of RREF—having leading ones in each leading column, zeros below and above these leading ones, and the step-wise reduction—constrain the final form to be unique. Thus, each matrix has a single RREF, a result of following these uniform transformation steps applied to any given matrix .

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