GAUSS-JORDAN ELIMINATION

Gauss-Jordan elimination - A method to solve Ax=b that performs elementary row and column operations on A to annihilate successive elements of A in order to reduce A to an identity matrix. On paper, the same operations are applied to b, then the solution is obtained by solving the resulting identity system. In a computer, the matrices effecting the elementary operations are saved as elementary matrices , say (E_i). Then, the system is equivalent to [E_1*E_2*...*E_n]x=b, and forward transformation is applied to solve for x. This is what is done in the (revised) simplex method , and each iteration is a pivot operation. Here is a