Gauss Elimination and LU Decomposition

Assignment :

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New Fortran:


Whether you know it or not you've used Gauss elimination to solve systems of linear equations. What you probably never considered is that the method can be approached in a very systematic way, permitting implementation in a computer program. Also of importance is the fact that with very minimal additional effort, the program for Gauss elimination can be enhanced to perform Lower-Upper matrix factorization (write any non-singular matrix as a product of a lower triangular and an upper triangular matrix). I have prepared a detailed example of Gauss elimination and LU decomposition a Postscript file. .

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