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Lu Factorization

1. LU-factorization decomposes a matrix A into the product of a lower triangular matrix L and an upper triangular matrix U. 2. Elementary matrices are matrices obtained from the identity matrix through a single elementary row operation. They can be used to factor a matrix into a product of elementary matrices. 3. Solving a system of linear equations using LU-factorization involves decomposing the coefficient matrix A into LU, then solving the systems Ly = b and Ux = y.

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75 views

Lu Factorization

1. LU-factorization decomposes a matrix A into the product of a lower triangular matrix L and an upper triangular matrix U. 2. Elementary matrices are matrices obtained from the identity matrix through a single elementary row operation. They can be used to factor a matrix into a product of elementary matrices. 3. Solving a system of linear equations using LU-factorization involves decomposing the coefficient matrix A into LU, then solving the systems Ly = b and Ux = y.

Uploaded by

Freen Sarocha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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LU-FACTORIZATION

Online Lecture 3
Rebecca V. Calderon
Intended Learning Outcomes
At the end of the session the students should be able to:
1. Define elementary matrix and LU-factorization
2. Identify an elementary matrix
3. Factor a matrix into product of elementary matrices
4. Find the LU-factorization of a matrix
5. Solve system of linear equation using LU-factorization

Topics:
1. Elementary Matrix
2. LU- Factorization
 
Elementary Matrix
An n x n matrix is called an elementary matrix
if it can be obtained from the identity matrix I
by a single elementary row operation.

R E M A R K : The identity matrix In is


elementary by this definition because it can
be obtained from itself by multiplying any one
of its rows by 1.
Example :
Which of the following is an elementary matrix?
For those that are, describe the corresponding
elementary row operation.
LU-Factorization
When U is an upper triangular matrix all of whose
diagonal entries are different from zero, then the
linear system Ux = b can be solved without
transforming the augmented matrix [U :b ] to
reduced row echelon form or to row echelon form.
The augmented matrix of such a system is given by:
In a similar manner, if L is a lower triangular
matrix all of whose diagonal entries are
different from zero, then the linear system Lx
= b can be solved by forward substitution,
which consists of the following procedure: The
augmented matrix has the form:
Note that we will only be using the elementary row
operations of addition/subtraction of a
multiple of one row to another, and so the inverse
operations will always be the negative of the multipliers
used in performing Gaussian Elimination to
get A to U
SOLVING LINEAR SYSTEM USING
LU-FACTORIZATION
• The most efficient and modern algorithms for
solving linear systems, Ax = b is the so-called
LU-factorization, in which the square matrix is
expressed as a product, A = LU . In this
product, the square matrix is lower triangular,
which means all the entries above the main
diagonal are zero. The square matrix is upper
triangular, which means all the entries below
the main diagonal are zero.
Example:
• Let
A= LU Factorization
In this case we say that A has an LU-factorization
or an LU-decomposition. The LU-factorization
of a matrix A can be used to efficiently solve a
linear system Ax = b . Substituting LU fur A. we
have (L U)x = b
Example:

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