Introduction to mathematical programming
Introduction to mathematical programming
4th Edition
ISBN: 9780534359645
Author: Jeffrey B. Goldberg
Publisher: Cengage Learning
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Chapter 2.3, Problem 1P

Explanation of Solution

Using Gauss-Jordan method to indicate the solutions:

Consider the given system of linear equations,

x1+x2+x4=3x2+x3=4x1+2x2+x3+x4=8

The augmented matrix of this system is as follows:

A|b=[1 1 0 10 1 1 01 2 1 1][348]

The Gauss-Jordan method is applied to find the solutions of the above system of linear equations

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a) Solve the following system using naive Gaussian elimination with three digits (rounded )arithmetic and compare the result with the exact solution x1 = 1.00010... and x2 = 0.99989... 10^(-4 *)x1 + x2 = 1 x1 + x2 = 2 b) repeat a)after  interchanging the order of two equations
You solve a non-singular system of 1,000 linear equations with 1,000 unknowns. Your code uses the Gauss-Jordan algorithm with partial pivoting using double precision numbers and arithmetics. Why would the 2-norm of the residual of your solution not be zero?
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