GAUSSIAN ELIMINATION

Gaussian elimination (n.) A method for solving sets of simultaneous linear equations by eliminating variables from the successive equations. The original equation in the form Ax=b (A is a matrix, b the vector of known values, and x the unknown solution vector) is reduced to Ux=c, where U is an upper triangular matrix. The solution vector x can then be found by back substitution. This method is usually formulated as LU decomposition.