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Factorization: School of Engineering of Petroleum

The LU factorization method is used to solve systems of linear equations. It decomposes the coefficient matrix A of the system into two matrices, L and U, such that A = LU. L is a lower triangular matrix with ones on its main diagonal, while U is an upper triangular matrix. This decomposition allows the system Ax = b to be solved by first solving Ly = b and then Ux = y. Solving the two resulting triangular system matrices provides the solution to the original system of linear equations.

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0% found this document useful (0 votes)
137 views4 pages

Factorization: School of Engineering of Petroleum

The LU factorization method is used to solve systems of linear equations. It decomposes the coefficient matrix A of the system into two matrices, L and U, such that A = LU. L is a lower triangular matrix with ones on its main diagonal, while U is an upper triangular matrix. This decomposition allows the system Ax = b to be solved by first solving Ly = b and then Ux = y. Solving the two resulting triangular system matrices provides the solution to the original system of linear equations.

Uploaded by

diegoferro90
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© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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NUMERICAL METHODS

FACTORIAZATION LU NUMERICAdeieieiL METHODS


School Of Engineering Of Petroleum FACTORIAZATIdiegoON LU
School Of Engineering Of Petroleum

FACTORIZATION

LU
This method is a modification of the
method of elimination, also it is known by
the method of Cholesky, decomposition in
factors, of reduction Crout or method of
Cholesky Crout in honor to his
discoverers.
This method serves to obtain the solution
of a system of linear equations, by means
of the decomposition of the matriz of the
system A, in two matrizs; A=LU.

DIEGO F.
Industrial university De Santander
I Semester of 2010
NUMERICAdeieieiL METHODS
FACTORIAZATIdiegoON LU
School Of Engineering Of Petroleum

NUMERICAL METHODS
FACTORIAZATION LU
School Of Engineering Of Petroleum

The coefficients matriz A transforms to


the product of two tones L and U, where
L is a top triangular matriz with only one
in every element of his principal diagonal.

Ax = b LUx=b

Ux = Y LY = b

We solve LU = b to obtain the value of Y,


DIEGO F.
Industrial university De Santander
I Semester of 2010
NUMERICAdeieieiL METHODS
FACTORIAZATIdiegoON LU
School Of Engineering Of Petroleum

We solve Ux = And to obtain the solution


of the system
Where both systems are triangular.

NUMERICAL METHODS
FACTORIAZATION LU
School Of Engineering Of Petroleum

DIEGO F.
Industrial university De Santander
I Semester of 2010
NUMERICAdeieieiL METHODS
FACTORIAZATIdiegoON LU
School Of Engineering Of Petroleum

DIEGO F.
Industrial university De Santander
I Semester of 2010

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