Gaussian elimination is reasonably efficient, but it is not numerically very stable. In particular,
elimination does not deal with nearly singular matrices. The method is not designed for
overconstrained systems. Even for underconstrained systems, the method requires extra work.
The poor numerical character of elimination can be seen in a couple ways. First, the elimination
process assumes a non-singular matrix. But singularity, and rank in general, is a slippery concept.
After all, the matrix A contains continuous, possibly noisy, entries. Yet, rank is a discrete integer.
Strictly speaking, the two sets below are linearly independent vectors:
Gaussian elimination is reasonably efficient, but it is not numerically very stable. In particular,
elimination does not deal with nearly singular matrices. The method is not designed for
overconstrained systems. Even for underconstrained systems, the method requires extra work.
The poor numerical character of elimination can be seen in a couple ways. First, the elimination
process assumes a non-singular matrix. But singularity, and rank in general, is a slippery concept.
After all, the matrix A contains continuous, possibly noisy, entries. Yet, rank is a discrete integer.
Strictly speaking, the two sets below are linearly independent vectors:
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