11
$\begingroup$

I'm an undergrad taking the class of "Linear algebra 1". I came across a problem: sometimes we need to apply Gaussian elimination for matrices. Very quickly this skill is not much necessary as it's not a thinking skill but purely Technic.

Yet, often in exams there's a question that requires you to apply row reduction to a matrix.

I am looking for a way to know if the Gaussian elimination has been done properly, meaning - with no Calculation mistakes, other than going over all the steps and check that the Calculation has been done correctly. as this processes will double the time I will spend on a given question, and due to the lack of time in a big course exam - which is also very stressful - such method could be much helpful for me.

note: we're allowed to use a simple scientific calculator (not a graph calculator)

$\endgroup$
  • 5
    $\begingroup$ If say, the purpose of the row reduction was to find the solution of a system of linear equations, then you could check that your solution does solve the original system. $\endgroup$ – Lord Shark the Unknown Jul 15 '18 at 8:18
  • $\begingroup$ correct - but my problem is for a question like: find the echelon matrix, or: find a base for the row/columns vector space. $\endgroup$ – Jneven Jul 15 '18 at 8:18
  • 2
    $\begingroup$ @Jneven You could "invent" a system of linear equations (if you get something singular, set each row equal to $0$, say, and otherwise just pick something at random) and see whether the solutions you get from the reduced form also solves the original set. $\endgroup$ – Arthur Jul 15 '18 at 9:39
  • $\begingroup$ @Arthur I think this method would even take more time than to check the steps as I would have to make a entirely new process. My point is: this is definitely a possibility, but for my paticuler problem this doesn't seem to be very efficient. $\endgroup$ – Jneven Jul 15 '18 at 9:50
  • 1
    $\begingroup$ @Jneven The problem with checking your steps is that your own reasoning is too fresh in your mind. That makes it a bit difficult to catch mistakes. Checking the answer through a wholly different avenue (even an incomplete check like this, since it wouldn't pick up any mistake removing solutions) makes it unlikely that the same mistake appears twice. At any rate, it wasn't meant as a full answer but just to complete the previous comment and address the concerns you had with it. $\endgroup$ – Arthur Jul 15 '18 at 9:57
1
$\begingroup$

The actual algorithm for Gaussian Elimination looks like this. enter image description here

I answered a similar answer showing how to perform the LU decomposition which is Gaussian Elimination without pivoting The purpose is to zero out the row beneath is with $ \ell_{jk}$. That is why you have the operation below $ u_{j,k:m} = u_{j,k:m} - \ell_{jk} u_{k,k:m}$ It is subtracting off the ratio you just computed.

Which yielded this.

Suppose that

$$ A = \begin{bmatrix} 1 & 1 & 1 \\ 3 & 5 & 6 \\ -2 & 2 & 7 \end{bmatrix} $$ $$ A = LU $$

$$ U =A, L=I$$ $$ k=1,m=3,j=2$$ $$\ell_{21} = \frac{u_{21}}{u_{11}} = \frac{a_{21}}{a_{11}} = 3 $$ $$ u_{2,1:3} = u_{2,1:3} - 3 \cdot u_{1,1:3} $$ Then we're going to subtract 3 times the 1st row from the 2nd row $$ \begin{bmatrix} 3 & 5 & 6 \end{bmatrix} - 3 \cdot \begin{bmatrix} 1 & 1 & 1 \end{bmatrix} = \begin{bmatrix} 0 & 2 & 3\end{bmatrix} $$ Updating each of them $$U = \begin{bmatrix} 1 & 1 & 1 \\ 0 & 2 & 3 \\ -2 & 2 & 7 \end{bmatrix} $$ $$ L =\begin{bmatrix} 1 & 0 & 0 \\ 3 & 1 & 0 \\ 0 & 0 & 1 \end{bmatrix} $$ $$k=1,j=3,m=3 $$ $$\ell_{31} = \frac{u_{31}}{u_{11}} = \frac{-2}{1} = -2 $$ $$ u_{3,1:3} = u_{3,1:3} +2 \cdot u_{1,1:3} $$ Then we add two times the first row to the third row $$ \begin{bmatrix} -2 & 2 & 7 \end{bmatrix} + 2 \cdot \begin{bmatrix} 1 & 1& 1 \end{bmatrix} = \begin{bmatrix}0 & 4 & 9 \end{bmatrix} $$ Updating $$ U = \begin{bmatrix} 1 & 1 & 1 \\ 0 & 2 & 3 \\ 0 & 4 & 9 \end{bmatrix} $$ $$ L =\begin{bmatrix} 1 & 0 & 0 \\ 3 & 1 & 0 \\ -2 & 0 & 1 \end{bmatrix} $$ $$ k=2, j=3,m=3 $$ $$ \ell_{32} = \frac{u_{32}}{u_{22}} = \frac{4}{2} = 2$$ We're subtracting out little blocks $$ u_{3,2:3} = u_{3,2:3} - 2 \cdot u_{2,2:3} $$ $$ \begin{bmatrix} 4 & 9 \end{bmatrix} - 2 \cdot\begin{bmatrix} 2& 3 \end{bmatrix} = \begin{bmatrix} 0 & 3 \end{bmatrix} $$ Updating $$ U = \begin{bmatrix} 1 & 1 & 1 \\ 0 & 2 & 3 \\ 0 & 0 & 3 \end{bmatrix} $$ $$ L =\begin{bmatrix} 1 & 0 & 0 \\ 3 & 1 & 0 \\ -2 & 2 & 1 \end{bmatrix} $$ It now terminates $$ A = LU $$ $$ \underbrace{\begin{bmatrix} 1 & 1 & 1 \\ 3 & 5 & 6 \\ -2 & 2 & 7 \end{bmatrix}}_{A} = \underbrace{\begin{bmatrix} 1 & 0 & 0 \\ 3 & 1 & 0 \\ -2 & 2 & 1 \end{bmatrix}}_{L} \underbrace{\begin{bmatrix} 1 & 1 & 1 \\ 0 & 2 & 3 \\ 0 & 0 & 3 \end{bmatrix}}_{U} $$

$\endgroup$
5
$\begingroup$

We know that elementary row operations do not change the row space of the matrix. And if a matrix is in rref, then it is relatively easy to check whether a vector belongs to the row space.

So suppose you have matrix $A$ and a reduced row echelon matrix $B$. If $R_A$ and $R_B$ are row spaces, you can easily check whether $R_A\subseteq R_B$. Of cause, this is only "half"1 of the verification whether $R_A=R_B$, which is equivalent to $A\sim B$.


Example. Suppose that I have a matrix $$A= \begin{pmatrix} 1 & 1 & 1 & 2 \\ 1 & 1 & 0 & 0 \\ 0 & 1 & 1 & 1 \\ 1 & 2 & 1 & 1 \\ \end{pmatrix}.$$

And that after Gaussian elimination I get: $$B= \begin{pmatrix} 1 & 0 & 0 & 1 \\ 0 & 1 & 0 &-1 \\ 0 & 0 & 1 & 2 \\ 0 & 0 & 0 & 0 \\ \end{pmatrix} $$

To check whether $R_A\subseteq R_B$ it suffices to check whether each row of $A$ is a linear combination of $(1,0,0,1)$, $(0,1,0,-1)$ and $(0,0,1,2)$ , i.e., whether it is of the form $c_1(1,0,0,1)+c_2(0,1,0,-1)+c_3(0,0,1,2)$. But since these vectors are very simple, we can see that on coordinates where there are pivots we get $c_1$, $c_2$ and $c_3$. So it is easy to find coefficients.

Let us try with the fourth row: $(1,2,1,1)$. We look at the first three coordinates. (Those are the coordinates with the pivots.) And we check whether $$(\boxed{1},\boxed{2},\boxed{1},1)= 1\cdot(1,0,0,1)+2\cdot(0,1,0,-1)+1\cdot(0,0,1,2) $$ We see that this is true. If the same thing works for each row of $A$, this shows that $R_A\subseteq R_B$.

Let me try now another example where I make a mistake on purpose to see how to find the mistake. $$\begin{pmatrix} 1 & 1 & 1 & 2 \\ 1 & 1 & 0 & 0 \\ 0 & 1 & 1 & 1 \\ 1 & 2 & 1 & 1 \\ \end{pmatrix}\overset{(1)}\sim \begin{pmatrix} 0 & 0 & 1 & 1 \\ 1 & 1 & 0 & 0 \\ 0 & 1 & 1 & 1 \\ 1 & 2 & 1 & 1 \\ \end{pmatrix}\overset{(2)}\sim \begin{pmatrix} 0 & 0 & 1 & 1 \\ 1 & 1 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 1 & 2 & 0 & 0 \\ \end{pmatrix}\overset{(3)}\sim \begin{pmatrix} 0 & 0 & 1 & 1 \\ 1 & 1 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ \end{pmatrix}\overset{(4)}\sim \begin{pmatrix} 0 & 0 & 1 & 1 \\ 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 0 & 0 \\ \end{pmatrix}\overset{(5)}\sim \begin{pmatrix} 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 1 \\ 0 & 0 & 0 & 0 \\ \end{pmatrix} $$

We can check that $$(1,1,1,2)\ne 1\cdot(1,0,0,0)+1\cdot(0,1,0,0)+1\cdot(0,0,1,1).$$

I can even make the same verification for the matrix after each step. For example, for the matrix after step $(2)$, i.e., $\begin{pmatrix} 0 & 0 & 1 & 1 \\ 1 & 1 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 1 & 2 & 0 & 0 \\ \end{pmatrix}$, everything works. So some error must be before this step.


I will stress once again that this is only halfway verification. I have only checked $R_A\subseteq R_B$ but not $R_B\subseteq R_A$.

So it is possible that I make a mistake which I do not notice in this way. Here is a (rather naive) example

$$\begin{pmatrix} 1 & 1 & 1 & 2 \\ 1 & 1 & 0 & 0 \\ 0 & 1 & 1 & 1 \\ 1 & 2 & 1 & 1 \\ \end{pmatrix}\sim \begin{pmatrix} 1 & 1 & 1 & 2 \\ 1 & 1 & 0 & 0 \\ 0 & 1 & 1 & 1 \\ 0 & 0 & 0 &-1 \\ \end{pmatrix}\sim \begin{pmatrix} 1 & 1 & 1 & 2 \\ 1 & 1 & 0 & 0 \\ 0 & 1 & 1 & 1 \\ 0 & 0 & 0 & 1 \\ \end{pmatrix}\sim \begin{pmatrix} 1 & 1 & 1 & 0 \\ 1 & 1 & 0 & 0 \\ 0 & 1 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{pmatrix}\sim \begin{pmatrix} 1 & 0 & 0 & 0 \\ 1 & 1 & 0 & 0 \\ 0 & 1 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{pmatrix}\sim \begin{pmatrix} 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ \end{pmatrix} $$

The sanity check described above works. (We check that $R_A\subseteq R_B$, which is true.) But the result is incorrect.


If I want to be able to check both inclusions and additionally to be able to make a check after each step, I can use extended matrix. (But this is much more work.)

In our example I would do the following $$ \left(\begin{array}{cccc|cccc} 1 & 1 & 1 & 2 & 1 & 0 & 0 & 0 \\ 1 & 1 & 0 & 0 & 0 & 1 & 0 & 0 \\ 0 & 1 & 1 & 1 & 0 & 0 & 1 & 0 \\ 1 & 2 & 1 & 1 & 0 & 0 & 0 & 1 \\ \end{array}\right)\sim \left(\begin{array}{cccc|cccc} 0 & 0 & 1 & 2 & 1 &-1 & 0 & 0 \\ 1 & 1 & 0 & 0 & 0 & 1 & 0 & 0 \\ 0 & 1 & 1 & 1 & 0 & 0 & 1 & 0 \\ 1 & 1 & 0 & 0 & 0 & 0 &-1 & 1 \\ \end{array}\right)\sim \left(\begin{array}{cccc|cccc} 0 & 0 & 1 & 2 & 1 &-1 & 0 & 0 \\ 1 & 1 & 0 & 0 & 0 & 1 & 0 & 0 \\ 0 & 1 & 1 & 1 & 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 0 & 0 &-1 &-1 & 1 \\ \end{array}\right)\sim \left(\begin{array}{cccc|cccc} 1 & 1 & 0 & 0 & 0 & 1 & 0 & 0 \\ 0 & 1 & 1 & 1 & 0 & 0 & 1 & 0 \\ 0 & 0 & 1 & 2 & 1 &-1 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 &-1 &-1 & 1 \\ \end{array}\right)\sim \left(\begin{array}{cccc|cccc} 1 & 0 &-1 &-1 & 0 & 1 &-1 & 0 \\ 0 & 1 & 1 & 1 & 0 & 0 & 1 & 0 \\ 0 & 0 & 1 & 2 & 1 &-1 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 &-1 &-1 & 1 \\ \end{array}\right)\sim \left(\begin{array}{cccc|cccc} 1 & 0 & 0 & 1 & 1 & 0 &-1 & 0 \\ 0 & 1 & 0 &-1 &-1 & 1 & 1 & 0 \\ 0 & 0 & 1 & 2 & 1 &-1 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 &-1 &-1 & 1 \\ \end{array}\right) $$ Now the four numbers on the right are coefficients which tell me how to get this row as a linear combination of the linear matrix. For example, if I look at the first row, I can check that $$1\cdot(1,1,1,2)-1\cdot(0,1,1,1)=(1,0,0,1).$$ By making a similar verification for each I can test that $R_A\subseteq R_B$.

Notice that I can do this also halfway through the computation. For example, if I look at the last row of the third matrix, I have there $$\left(\begin{array}{cccc|cccc} 0 & 0 & 0 & 0 & 0 &-1 &-1 & 1 \\ \end{array}\right)$$ And I can check that $$-1\cdot(1,1,0,0)-1\cdot(0,1,1,1)+1\cdot(1,2,1,1)=(0,0,0,0).$$


1 This is similar to the advice given in comment. If you are using Gaussian elimination to solve a linear system, you can check whether the solution you got is indeed a solution. But it is still possible that you do not have all solutions. So this is just a "half-check".

$\endgroup$
  • $\begingroup$ as using extended matrix will take much more time - is it possible to check if $R_{B}\subseteq R_A$ the same way we checked if $R_A\subseteq R_B$? $\endgroup$ – Jneven Jul 17 '18 at 8:28
  • $\begingroup$ @Jneven To check that $R_A\subseteq R_B$ we have used the fact that $B$ has a very simple form (it is in reduced row echelon form). Since $A$ can be arbitrary, we cannot use something similar there. So I'd say that most other methods use to check the opposite inclusion will require approximately the same amount of computation as using the extended matrix. $\endgroup$ – Martin Sleziak Jul 17 '18 at 9:03

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.