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Cramer's rule gives a formula for the entries of a column vector x that satisfies Ax = b, where A is a n x n matrix with nonzero determinant and b is a column vector with n entries. A column vector in n x 1 matrix. Let Aj(b) denote the n x n matrix which has the same entries as A except for the jth column which is equal to b. Cramer's rule is that the jth entry of x must be equal to the det(Aj(b))/det A. The notation det(M) means the determinant of the matrix M.
Here is the proof of Cramer's rule. Let ej be the length n column vector that has jth entry equal to one and all other entries equal to zero. The identity matrix is [e1 e2 ... en] = I. AIj (x) = [Ae1 ... Ax ... Aen] = Aj (b). Because the determinant of a product of matrices is equal to the product of their determinants, det(A)*det(Ij(x))=det(Aj(b)). Using cofactor expansion, it is easy to see that det(Ij(x)) = the jth entry of x. Therefore the jth entry of x = det(Aj(b))/det(A).
Cramer's rule is not very practical as an algorithm for solving the equation Ax = b because too many computations are involved. Generally, however, there is some margin of error in figuring b. So, it is often useful to know all the solutions for Ax = b as b varies over its margin of error. In this case, Cramer's rule is helpful for understanding the set of solutions.
This section contains 266 words (approx. 1 page at 300 words per page) |