Proof of Gaussian Elimination and Why It Works

linear algebra

I have just had a class on linear algebra and the professor explained how to solve matrixes. While he could explain how to solve them by using Gaussian's elimination, he failed to explain how does that work.

Why does matrix before doing any operations have the same solutions as the matrix after "changing" a row with Gaussian elimination?

Where can I read the proof?

Best Answer

First notice that any combination of elementary row operation(s) is invertible.

Let $Ax=b$ a system of $m$ linear equations in $n$ unknowns, and let $C$ be an invertible $m\times m$ matrix, then $Ax=b$ is equivalent to $CAx=Cb.$ (equivalent means they have the same solution set.)

Proof:

Let $K$ be the solution set of $Ax=b$, and $K'$ of $CAx=Cb$.
$\Longrightarrow:$ Given $k\in K$, $Ak = b$, then multiply $C$ at left on both side we get $CAk=Cb$, so $k\in K'$. So $K\subseteq K'$.

$\Longleftarrow:$ Given $k'\in K'$, $CAk'=Cb$, but since $C$ is invertible, $(C^{-1}C)Ak'=(C^{-1}C)b\implies Ak'=b,$ so $k'\in K$. So $K'\subseteq K,$

which complete the proof.