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Applied Optimization by Ross Baldick

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5

Algorithms for linear simultaneous equations

In Chapter 4, we introduced two case studies that involved solution of linear equations. In the case of the direct current linear circuit case study described in Section 4.1, we could envision having to solve for a large circuit. We will encounter linear equations throughout the book in the development of algorithms and will find that we need to repeatedly solve potentially very large systems. Therefore, in this chapter we will consider generally how to solve large systems of the form:

image

(5.1)

The matrix A is called the coefficient matrix, while b is called the right-hand side vector

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