Gaussian elimination
From CFD-Wiki
Gauss Elimination
We consider the system of linear equations or
To perform Gaussian elimination starting with the above given system of equations we compose the augmented matrix equation in the form:
After performing elementary raw operations the augmented matrix is put into the upper triangular form:
By using the formula:
Solve the equation of the kth row for xk, then substitute back into the equation of the (k-1)st row to obtain a solution for (k-1)st raw, and so on till k = 1.