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LU-Decomposition Method

The LU decomposition method decomposes a matrix A into lower and upper triangular matrices L and U. It is then easy to solve systems of equations Ax = b by rewriting them as LUx = b and solving the equations using forward and back substitution. Doolittle's decomposition method is one type of LU decomposition that places constraints on L and U to make the decomposition unique.

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10 views

LU-Decomposition Method

The LU decomposition method decomposes a matrix A into lower and upper triangular matrices L and U. It is then easy to solve systems of equations Ax = b by rewriting them as LUx = b and solving the equations using forward and back substitution. Doolittle's decomposition method is one type of LU decomposition that places constraints on L and U to make the decomposition unique.

Uploaded by

FreezingSoul FreezingSoul
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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LU-Decomposition Method

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.
1
LU-Decomposition Method

2
LU-Decomposition Method

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.
3
Doolittle’s Decomposition Method

4
Doolittle’s Decomposition Method

5
Doolittle’s Decomposition Method

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Doolittle’s Decomposition Method

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Doolittle’s Decomposition Method

The back substitution phase for solving Ux = y is


identical to that used in the Gauss elimination method.
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Exercise # 13
Solve using the LU-Decomposition method

1 
 
[b]  2
3 
 

9
Direct Methods

U represents an upper triangular matrix,


L is a lower triangular matrix and
I denotes the identity matrix.
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