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Lecture 8 - LU-Decomposition

The document discusses LU decomposition, a method for solving systems of linear equations. It explains that LU decomposition decomposes a matrix A into lower and upper triangular matrices L and U. It then describes how forward and back substitution on the decomposed matrices can be used to solve the original system of equations Ax = b.

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Hazem Almasry
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31 views

Lecture 8 - LU-Decomposition

The document discusses LU decomposition, a method for solving systems of linear equations. It explains that LU decomposition decomposes a matrix A into lower and upper triangular matrices L and U. It then describes how forward and back substitution on the decomposed matrices can be used to solve the original system of equations Ax = b.

Uploaded by

Hazem Almasry
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Faculty of Applied Engineering and

Urban Planning
Civil Engineering Department

Numerical Analysis

Solution of Linear
Systems
LU-Decomposition

Lecture 8
Week 5
2nd Semester 2007/2008
UP Copyrights 2007
Overview of Direct Methods
LU-Decomposition

The process of computing L and U for a given A is


known as LU decomposition or LU factorization.

LU decomposition is not unique (the combinations of


L and U for a prescribed A are endless), unless certain
constraints are placed on L or U. These constraints
distinguish one type of decomposition from another.
LU-Decomposition
LU-Decomposition

After decomposing A, it is easy to solve the equations


Ax = b, as pointed out in previous lectures, we first
rewrite the equations as LUx = b. Upon using the
notation Ux = y, the equations become
Ly = b
which can be solved for y by forward substitution. Then
Ux = y
will yield x by the back substitution process.
Doolittle’s Decomposition Method
Doolittle’s Decomposition Method
Doolittle’s Decomposition Method
Doolittle’s Decomposition Method
Solution phase
Ly = b

The back substitution phase for solving Ux = y is


identical to that used in the Gauss elimination method.
Group Work
Solve using LU-Decomposition

1 
 
[b]  2
3 
 

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