Solution

ID: past-exam-of-the-numerical-analysis-course-of-the-university-of-oxford/2017/2/a/solution

Gaussian elimination uses elementary row operations to remove entries below successive pivot elements, reducing a linear system to one with an upper triangular matrix. Back substitution then solves that system. It also computes a reusable matrix factorization, so additional right-hand sides can be handled by forward substitution and back substitution without repeating the elimination.
For elimination without row exchanges, let . At step , provided the pivot element is nonzero, form the elimination multipliers
and perform , applying the same operation to the right-hand side. More explicitly the resulting entries satisfy for , .
Let , where are the standard basis vectors. Then
The matrix is a unit lower triangular matrix storing the elimination multipliers, while is an upper triangular matrix:
Solving becomes followed by . If a required pivot element vanishes, an unpermuted LU decomposition can fail even for an invertible matrix. Row exchanges, typically selected by partial pivoting, instead produce with a permutation matrix ; then solve , .

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