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arXiv · 2005.10647

The explicit formula for Gauss-Jordan elimination and error analysis

Nam Van Tran·Júlia Justino·Imme van den Berg
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Abstract

The explicit formula for the elements of the successive intermediate matrices of the Gauss-Jordan elimination procedure for the solution of systems of linear equations is applied to error analysis. Stability conditions in terms of relative uncertainty and size of determinants are given such that the Gauss-Jordan procedure leads to a solution respecting the original imprecisions in the right-hand member. The solution is the same as given by Cramer's Rule. Imprecisions are modelled by scalar neutrices, which are convex groups of (nonstandard) real numbers. The resulting calculation rules extend informal error calculus, and permit to keep track of the errors at every stage.

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Nam Van Tran, Júlia Justino, Imme van den Berg. 2020-05-21. The explicit formula for Gauss-Jordan elimination and error analysis. https://arxiv.org/abs/2005.10647

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