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The Solution of Row-Finite Linear Systems with the Infinite Gauss-Jordan Elimination The Case of Linear Difference Equations with Variable Coefficients

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 Publication date 2014
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and research's language is English




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The construction of the general solution sequence of row-finite linear systems is accomplished by implementing -ad infinitum- the Gauss-Jordan algorithm under a rightmost pivot elimination strategy. The algorithm generates a basis (finite or Schauder) of the homogeneous solution space for row-finite systems. The infinite Gaussian elimination part of the algorithm solves linear difference equations with variable coefficients of regular order, including equations of constant order and of ascending order. The general solution thus obtained can be expressed as a single Hessenbergian.



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The Gauss-Jordan elimination algorithm is extended to reduce a row-finite $omegatimesomega$ matrix to lower row-reduced form, founded on a strategy of rightmost pivot elements. Such reduced matrix form preserves row equivalence, unlike the dominant (upper) row-reduced form. This algorithm provides a constructive alternative to an earlier existence and uniqueness result for Quasi-Hermite forms based on the axiom of countable choice. As a consequence, the general solution of an infinite system of linear equations with a row-finite coefficient $omegatimesomega$ matrix is fully constructible.
The determinant of a lower Hessenberg matrix (Hessenbergian) is expressed as a sum of signed elementary products indexed by initial segments of nonnegative integers. A closed form alternative to the recurrence expression of Hessenbergians is thus obtained. This result further leads to a closed form of the general solution for regular order linear difference equations with variable coefficients, including equations of N-order and equations of ascending order.
Leibniz combinatorial formula for determinants is modified to establish a condensed and easily handled compact representation for Hessenbergians, referred to here as Leibnizian representation. Alongside, the elements of a fundamental solution set associated with linear difference equations with variable coefficients of order $p$ are explicitly represented by $p$ banded Hessenbergian solutions, built up solely of the variable coefficients. This yields banded Hessenbergian representations for the elements both of the product of companion matrices and of the determinant ratio formula of the one-sided Greens function (Greens function for short). Combining the above results, the elements of the foregoing notions are endowed with compact representations formulated here by Leibnizian and nested sum representations. We show that the elements of the fundamental solution set can be expressed in terms of the first banded Hessenbergian fundamental solution, called principal determinant function. We also show that the Greens function coincides with the principal determinant function, when both functions are restricted to a fairly large domain. These results yield, an explicit and compact representation of the Greens function restriction along with an explicit and compact solution representation of the previously stated type of difference equations in terms of the variable coefficients, the initial conditions and the forcing term. The equivalence of the Greens function solution representation and the well known single determinant solution representation is derived from first principles. Algorithms and automated software are employed to illustrate the main results of this paper.
The exact solution of a Cauchy problem related to a linear second-order difference equation with constant noncommutative coefficients is reported.
Let L be a linear difference operator with polynomial coefficients. We consider singularities of L that correspond to roots of the trailing (resp. leading) coefficient of L. We prove that one can effectively construct a left multiple with polynomial coefficients L of L such that every singularity of L is a singularity of L that is not apparent. As a consequence, if all singularities of L are apparent, then L has a left multiple whose trailing and leading coefficients equal 1.
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