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Part of the book series: Statistics and Computing ((SCO))

Abstract

One of the most common problems in numerical computing is to solve the linear system Ax = b, that is, for given A and b, to find x such that the equation holds. The system is said to be consistent if there exists such an x, and in that case a solution x may be written as A-b, where A- is some inverse of A. If A is square and of full rank, we can write the solution as A-1b.

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© 1998 Springer Science+Business Media New York

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Gentle, J.E. (1998). Solution of Linear Systems. In: Numerical Linear Algebra for Applications in Statistics. Statistics and Computing. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0623-1_3

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  • DOI: https://doi.org/10.1007/978-1-4612-0623-1_3

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-6842-0

  • Online ISBN: 978-1-4612-0623-1

  • eBook Packages: Springer Book Archive

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