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Numerical Methods-Assignment-4 LU Decomposition, Doolittile, Crout and Cholesky Methods

The document discusses numerical methods for solving systems of linear equations. It includes: 1) Using Doolittle's factorization method to solve a system of 3 equations with 3 unknowns. 2) Performing Crout's decomposition on a system of 5 equations where the coefficients satisfy a given pattern. 3) Proving or disproving statements about the uniqueness of Doolittle factorizations. 4) Demonstrating an invertible matrix without an LU factorization can have one after row interchanging. 5) Using Cholesky factorization to solve another system of 3 equations.

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Sunny Kashyap
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376 views1 page

Numerical Methods-Assignment-4 LU Decomposition, Doolittile, Crout and Cholesky Methods

The document discusses numerical methods for solving systems of linear equations. It includes: 1) Using Doolittle's factorization method to solve a system of 3 equations with 3 unknowns. 2) Performing Crout's decomposition on a system of 5 equations where the coefficients satisfy a given pattern. 3) Proving or disproving statements about the uniqueness of Doolittle factorizations. 4) Demonstrating an invertible matrix without an LU factorization can have one after row interchanging. 5) Using Cholesky factorization to solve another system of 3 equations.

Uploaded by

Sunny Kashyap
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Numerical Methods-Assignment-4

LU Decomposition, Doolittile, Crout and Cholesky methods


(1) Solve the following systems of linear equations using Doolittile’s factorization method
4x1 + x2 + x3 = 4,
x1 + 4x2 − 2x3 = 4,
3x1 + 2x2 − 4x3 = 6.

(2) Perform the Crout’s decomposition method for the following system of equations
a11 x1 + ... + a1n xn = b1 ,
...
...
an1 x1 + ... + ann xn = bn ,
for n = 5 where ai j = 0 wherever i − j ≤ 2.

(3) Prove or disprove the following statements:


(i) An invertible matrix has at most one Doolittle factorization.
(ii) If a singular matrix has a Doolittle factorization, then the matrix has at least two Doolittle fac-
torizations.

(4) Show that the matrix


 
2 2 1
1 1 1
3 2 1
is invertible but has no LU factorization. Do a suitable interchange of rows to get an invertible
matrix, which has an LU factorization. What can you conclude from your observation?

(5) Use Cholesky factorization to solve the system of linear equations


x1 − 2x2 + 2x3 = 4,
−2x1 + 5x2 − 3x3 = −7,
2x1 − 3x2 + 6x3 = 10.

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