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LU Decomposition

LU Decomposition is a method for solving equations by breaking a matrix into a product of a lower and an upper triangular matrix. The process involves constructing the matrices through pivot columns and solving the equations in two steps using augmented matrices. This method is beneficial for various applications, including image processing and optimization, and can be implemented in MATLAB.

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5 views

LU Decomposition

LU Decomposition is a method for solving equations by breaking a matrix into a product of a lower and an upper triangular matrix. The process involves constructing the matrices through pivot columns and solving the equations in two steps using augmented matrices. This method is beneficial for various applications, including image processing and optimization, and can be implemented in MATLAB.

Uploaded by

nate09795
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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LU Decomposition

Nathan Hastings and Dan Smith


Overview
+LU Decomposition is a relatively simple method to solve the
equation and for
+It involves breaking the matrix into a product of two matrices and
+ is an upper triangular matrix which is just the reduced form of
+ is a lower triangular matrix that is constructed as is found
Process to Find Matrix
+ is found as the matrix is constructed
+The columns of are the pivot columns of BEFORE row operations
have been done
+The only condition is the column must be divided by a common factor
so that the pivot position is reduced to a 1
Process for Solving for
+To solve for is a two-step process involving two equations
+The first equation is this:
+ To solve for simply augment the matrix with the vector and the solution will be
the vector
+The second equation is this:
+ To solve for simply augment the matrix with the vector and the solution will be
the vector
Benefits/Applications of LU
Decomposition
+The benefits of this method are many
+Can be used to solve for any with the same coefficient matrix and any
vector
+Often faster than solving for the inverse of a matrix to solve for
+LU Factorization has many applications
+There are many applications to LU Decomposition
+Image Processing
+De-Noising Images
+Optimization
+Solving any form of Linear Systems
Example With MATLAB
+ This is a function that is used to create
the matrices and
+ MATLAB has a function called , but the
problem is it uses pivoting which makes the
process of LU Decomposition more stable as a
whole
+ This function also returns the true upper
triangular matrix, , and the true lower triangular
matrix,

+ This function works on the basis that it


populates the Identity Matrix to create the
matrix
Example Continued
+Using the following matrix, …

+And the following vector, …

+These can be defined in


MATLAB using the following lines
of code
Example Continued
+To create the matrices and , call the function in MATLAB

+ When this function is called, it yields the following matrices


Example Continued
+Next you must augment the matrix with the vector so that the
equation can be solved for
+This is done with the following lines of code

+These lines of code yield the vector,


Example Continued
+Finally, there is the equation in which you solve for
+This is done by augmenting the matrix with the vector that was just
found
+This is done with the following lines of code

+This yields the following solution, …


Example Continued
+After these steps, which are all ran at once and not broken out
like they have been in this example, the solution to the equation
is found
+This was in the last step when the vector was found
Sources
+Section 2.5 of Linear Algebra and Its Applications (Lay, Lay,
McDonald)
+https://stackoverflow.com/questions/41150997/perform-lu-deco
mposition-without-pivoting-in-matlab
+https://www.mathworks.com/help/symbolic/lu.html

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