MATH 340 Lecture Notes - Lecture 20: Linear Algebra, Augmented Matrix

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16 Dec 2017
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Last time i gave a preliminary outline of the revised simplex method, which turned out to be not so good since it involved a 1. So how can we make the revised simplex method actually work reasonably e ciently, i. e. not spend a massive amount of time computing a 1. B at each step: approach 1: notice that we"re not actually ever using a 1. So use linear algebra to nd these products more e ciently: approach 2: reduce computations by keeping track of a 1. B from step to step - if we have a 1 beginning of one iteration of the simplex method, we can try to use it to get the new a 1 iteration without recomputing the whole thing. We"ll actually give two di erent ways to do the simplex method, one based primarily on each approach.

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