ABSTRACT

Linear systems of equations have many applications in mathematics and science. Many of the numerical methods used for solving mathematics problems such as differential or integral equations, polynomial approximations of transcendental functions and solving systems of nonlinear equations arrive at a stage of solving linear systems of equations. Hence, solving a linear system of equations is a fundamental problem in numerical computing.

This chapter discusses the direct methods for solving linear systems of equations, using Gauss and Gauss-Jordan elimination techniques and the matrix factorization approach. MATLAB® and Python implementations of such algorithms are provided.