17
We shall show that Ьц ≤ ∣M∣ implies ∖bji∖ < bjj. System ( 4.1) also implies that
∏+1
ɪɪ) λibih = 0,h = 1,∙ ∙ ∙ ,n.
i=l
It is easily derived that
a,∙m ≥ aj∙ ∣m ∣
and
MIMI — λjbjj.
Notice that at least one of the above inequalities holds with strict inequality, say,
λiba > Aj ∖bij ∣. Moreover, it holds that A8M ≤ Λ√∣6√7-1. All of this together implies
that
Aj∣M∣ < AiM ≤ a⅛j∣ ≤ AjM.
It follows that
∣M∣ < Mj-
We are now ready to prove that the new generated column j, denoted by
(M', ’ ’ ’ 5 M-+∣)√ M∙ preserves the same sign pattern as before. Note that
Mj = Mj + сМг, A = 1, , И + 1.
It is readily seen that
M = — d ≤ 0 and ∣M∣ < M'
Mj ≤ θ for all /г, h M M j∙
Observe that
AiM ≤ Аг|М1
= Аг(сМ + d)
— M Mt
= M(MjAcIMM)-
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