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Math 606 Lesson 6 Martix Factoization 2

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11 views

Math 606 Lesson 6 Martix Factoization 2

Uploaded by

ignaciomerrykris
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MATRIX

FACTORIZATION
Lesson 7

Janet Fuentes-Rabut, PhD

Graduate School Dr. Janet F. Rabut


Matrix Factorization
 This mathematical model helps the system
split an entity into multiple smaller entries,
through an ordered rectangular array of
numbers or functions, to discover the features
or information underlying the interactions
between users and items.

Graduate School Dr. Janet F. Rabut


 A matrix factorization is a way of
reducing a matrix into its constituent
parts.

Graduate School Dr. Janet F. Rabut


 It is an approach that can simplify
more complex matrix operations that
can be performed on the decomposed
matrix rather than on the original
matrix itself.

Graduate School Dr. Janet F. Rabut


U and L Triangular Matrices
 Definition: Consider a square matrix 𝐴. If
all entries below the diagonal entries are
zero, then the matrix is called “upper
triangular.” If all entries above the
diagonal entries are zero, then the matrix
is called “lower triangular.”

Graduate School Dr. Janet F. Rabut


Lower Triangular

Graduate School Dr. Janet F. Rabut


Upper Triangular

Graduate School Dr. Janet F. Rabut


 Doolittle’s Method LU
factorization of matrix
A.

Graduate School Dr. Janet F. Rabut


Example 1:

8 -6 2
-6 7 -4
2 -4 3

Graduate School Dr. Janet F. Rabut


Solution:
A = LU
8 -6 2 1 0 0 d e f
-6 7 -4 = a 1 0 0 g h
2 -4 3 b c 1 0 0 i

Graduate School Dr. Janet F. Rabut


8 -6 2 1 0 0 d e f
-6 7 -4 = a 1 0 0 g h
2 -4 3 b c 1 0 0 i
This implies that:
d=8 e = -6 f = 2

Graduate School Dr. Janet F. Rabut


8 -6 2 1 0 0 d e f
-6 7 -4 = a 1 0 0 g h
2 -4 3 b c 1 0 0 i
Find: a, b, g, h, c, and i.
a = a/d = -6/8 = -3/4 g: a*e + g = 7
a = -3/4 -3/4*-6 + g = 7
18/4 + g = 7
b = b/d = 2/8 = 1/4 g = 7 – 18/4
b = 1/4 g = 10/4 or 5/2

Graduate School Dr. Janet F. Rabut


8 -6 2 1 0 0 d e f
-6 7 -4 = a 1 0 0 g h
2 -4 3 b c 1 0 0 i
Find: a, b, g, h, c, and i.
h: a*f + h = -4 c: b*e + c*g = -4
-3/4* 2 + h = -4 1/4* -6 + c * 5/2 = -4
-6/4 + h = -4 -6/4 + 5/2 (c) = -4
5/2 (c) = -4 + 6/4
h = -4 + 6/4 5/2 (c) = -10/2
h = -10/4 or -5/2 c = -1

Graduate School Dr. Janet F. Rabut


8 -6 2 1 0 0 d e f
-6 7 -4 = a 1 0 0 g h
2 -4 3 b c 1 0 0 i
Find: a, b, g, h, c, and i.
i: b*f + c*h + i = 3
1/4* 2 + -1 * -5/2 + i = 3
1/2 + 5/2 + i = 3
i=3-3
i=0

Graduate School Dr. Janet F. Rabut


Therefore:
8 -6 2 1 0 0 8 -6 2
-6 7 -4 = -3/4 1 0 0 5/2 -5/2
2 -4 3 1/4 -1 1 0 0 0

Graduate School Dr. Janet F. Rabut


Example 2:

2 1 3
4 -1 3
-2 5 5

Graduate School Dr. Janet F. Rabut


Solution:
A = LU
2 1 3 1 0 0 d e f
4 -1 3 = a 1 0 0 g h
-2 5 5 b c 1 0 0 i

Graduate School Dr. Janet F. Rabut


2 1 3 1 0 0 d e f
4 -1 3 = a 1 0 0 g h
-2 5 5 b c 1 0 0 i
This implies that:
d=2 e=1 f=3

Graduate School Dr. Janet F. Rabut


2 1 3 1 0 0 d e f
4 -1 3 = a 1 0 0 g h
-2 5 5 b c 1 0 0 i
Find: a, b, g, h, c, and i.
a = a/d = 4/2 = 2 g: a*e + g = -1
a=2 2*1 + g = -1
2 + g = -1
b = b/d = -2/2 = -1 g = -1 – 2
b = -1 g = -3

Graduate School Dr. Janet F. Rabut


2 1 3 1 0 0 d e f
4 -1 3 = a 1 0 0 g h
-2 5 5 b c 1 0 0 i
Find: a, b, g, h, c, and i.
h: a*f + h = 3 c: b*e + c*g = 5
2* 3 + h = 3 -1* 1 + c * -3 = 5
-1+ (-3) c = 5
6+ h = 3 -3c = 5 + 1
h=3-6 -3c = 6
h = -3 c = -2

Graduate School Dr. Janet F. Rabut


2 1 3 1 0 0 d e f
4 -1 3 = a 1 0 0 g h
-2 5 5 b c 1 0 0 i
Find: a, b, g, h, c, and i.
i: b*f + c*h + i = 5
-1* 3 + -2 * -3 + i = 5
-3 + 6 + i = 5
i=5-3
i=2

Graduate School Dr. Janet F. Rabut


Therefore:
2 1 3 1 0 0 2 1 3
4 -1 3 = 2 1 0 0 -3 -3
-2 5 5 -1 -2 1 0 0 2

Graduate School Dr. Janet F. Rabut


Example 2:

3 -6 3
6 -7 2
-1 7 0

Graduate School Dr. Janet F. Rabut


 Doolittle’s Method LU
factorization of matrix A
of Linear Equations.

Graduate School Dr. Janet F. Rabut


Doolittle’s Method
STEPS:
1. Create matrices A, X and B , where A
is the augmented matrix, X constitutes
the variable vectors and B are the
constants.

Graduate School Dr. Janet F. Rabut


Doolittle’s Method
STEPS:
2. Let A = LU, where L is the lower
triangular matrix and U is the upper
triangular matrix assume that the
diagonal entries L is equal to 1.

Graduate School Dr. Janet F. Rabut


Doolittle’s Method
STEPS:
3. Let Ly = B, solve for y’s.

4. Let Ux = y, solve for the variable


vectors x.

Graduate School Dr. Janet F. Rabut


Example 4: x1 + x2 + x3 = 5
x1 + 2x2 + 2x3 = 6
x1 + 2x2 + 3x3 = 8

1 1 1 x1 5
A = 1 2 2 X = x2 B = 6
1 2 3 x3 8

Graduate School Dr. Janet F. Rabut


Solution:
Let A = LU
1 1 1 1 0 0 d e f
1 2 2 = a 1 0 0 g h
1 2 3 b c 1 0 0 i

Graduate School Dr. Janet F. Rabut


1 1 1 d e f
1 2 2 = a/d ae + g af + h
1 2 3 b/d be + cg bf + ch + i
d=1 e=1 f=1
a/d = 1 ae + g = 2 af + h = 2
b/d = 1 be + cg = 2 bf + ch + i = 3
b=1 c=1 i=1

Graduate School Dr. Janet F. Rabut


Let Ly = B
1 1 1 y1 5
1 2 2 y2 = 6
1 2 3 y3 8

Graduate School Dr. Janet F. Rabut


Let Ly = B
y1 = 5
y1 + y2 = 6; y2 = 1
y1 + y2 + y3 = 8; y3 = 2
y1 = 5 y2 = 1 y3 = 2

Graduate School Dr. Janet F. Rabut


Let Ux = y
1 1 1 x1 5
0 1 1 x2 = 1
0 0 1 x3 2

Graduate School Dr. Janet F. Rabut


x3 = 2
x2 + x3 = 1; x2 = -1
x1 + x2 + x3 = 5; x1 = 4
4
x= -1
2

Graduate School Dr. Janet F. Rabut


Graduate School Dr. Janet F. Rabut

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