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    LU Decomposition Method

    Uploaded by

    Hussain Hbs
    The document describes solving a system of linear equations using LU decomposition. It provides the steps to decompose a coefficient matrix A into lower triangular matrix L and upper triangular matrix U, such that A = LU. It then shows how to solve for y in Ly = b, and then back substitute into Ux = y to solve for x. There are two examples provided that show the full working through of setting up and solving systems of linear equations using LU decomposition.

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    © All Rights Reserved
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    LU Decomposition Method

    Uploaded by

    Hussain Hbs
    52 views5 pages
    The document describes solving a system of linear equations using LU decomposition. It provides the steps to decompose a coefficient matrix A into lower triangular matrix L and upper triangular matrix U, such that A = LU. It then shows how to solve for y in Ly = b, and then back substitute into Ux = y to solve for x. There are two examples provided that show the full working through of setting up and solving systems of linear equations using LU decomposition.

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    The document describes solving a system of linear equations using LU decomposition. It provides the steps to decompose a coefficient matrix A into lower triangular matrix L and upper triangular matrix U, such that A = LU. It then shows how to solve for y in Ly = b, and then back substitute into Ux = y to solve for x. There are two examples provided that show the full working through of setting up and solving systems of linear equations using LU decomposition.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    52 views5 pages

    LU Decomposition Method

    Uploaded by

    Hussain Hbs
    The document describes solving a system of linear equations using LU decomposition. It provides the steps to decompose a coefficient matrix A into lower triangular matrix L and upper triangular matrix U, such that A = LU. It then shows how to solve for y in Ly = b, and then back substitute into Ux = y to solve for x. There are two examples provided that show the full working through of setting up and solving systems of linear equations using LU decomposition.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    of 5

    Direct Method for Solving Linear System

    LU Decomposition Method

    There are three system equations.

    a11 x1+a12 x2+a13 x3=0

    a21 x1+a22 x2+a23 x3=0

    a31 x1+a32 x2+a33 x3=0

    Ax=b------------------1

    A=LU------------------2

    a 11 a12 a13 l 11 0 0 1 u12 u13

    [ ] [ ] [
    A= a21 a22 a23 , L= l 21 l 22 0 , U = 0 1 u23
    a31 a32 a33 l 31 l 32 l 33 0 0 1 ]
    From 1 and 2, (LU) x=b, LU x=b

    Ly=b-------------3

    Y=U x--------------4

    Q1 solve the system equation by LU Decomposition Method.

    1 2 3 x1 5
    [ ][ ] [ ]
    2 −4 6 x 2 = 18
    3 −9 −3 x 3 6

    From 1, Ax=b

    1 2 3 x1 5
    [
    3 −9 −3 x3 ] [] []
    A= 2 −4 6 , X= x2 and b= 18
    6

    l 11 0 0 1 u12 u13

    [ ] [
    L= l 21 l 22 0 , U = 0 1 u23
    l 31 l 32 l 33 0 0 1 ]
    From 2, A=LU
    1 2 3 l 11 0 0 1 u12 u13

    [ 2 −4 6
    3 −9 −3
    =
    ][ ][
    l 21 l 22 0 0 1 u23
    l 31 l 32 l 33 0 0 1 ]
    First Row

    1=l 11∗1+ 0+0, l 11=1

    2=l 11 u12+ 0+0 , u12=2

    3=l 11 u13+ 0+0, u13=3

    Second Row

    1 2 3 l 11 0 0 1 u12 u13

    [ ][ ][
    2 −4 6 = l 21 l 22 0 0 1 u23
    3 −9 −3 l 31 l 32 l 33 0 0 1 ]
    2=l 21∗1+0+0 , l 21=2

    -4=l 21 u12 +l 22∗1+0

    -4=2*2+l 22, l 22=−8

    6=l 21 u13 +l 22 u23 +0

    6=2¿ 3+(−8)u 23, u23=0

    Third Row

    l 31=3

    l 32=−15

    l 33=−12

    1 0 0 1 2 3

    [
    L= 2 −8 0 ,U= 0 1 0
    3 −15 −12 0 0 1 ] [ ]
    From 3, Ly=b

    1 0 0 y1 5
    [ 2 −8 0 y2
    3 −15 −12 y 3
    =
    ][ ] [ ]
    18
    6

    Y1=5

    2y1-8y2=18 y2=-1
    3y1-15y2-12y3=6 Y3=2

    From 4, Y=Ux

    5 1 2 3 x1

    [ ] [ ][ ]
    −1 = 0 1 0 x2
    2 0 0 1 x3

    x1+2x2+3x3=5

    x2=-1, x3=2, x1=1

    Solution Set {x1=1, x2=-1, and x3=2}

    Q2

    0.2425 0 −0.9701 x 1 247


    [ 0
    ][ ] [ ]
    0.2425 −0.9701 x 2 = 248
    −0.2357 −0.2357 −0.9428 x 3 239

    From 1, Ax=b

    0.2425 0 x1 247
    ] [] [ ]
    −0.9701
    A=
    [0 0.2425 −0.9701 , X= x2 and
    −0.2357 −0.2357 −0.9428 x3
    b= 248
    239

    l 11 0 0 1 u12 u13

    [ ] [
    L= l 21 l 22 0 , U = 0 1 u23
    l 31 l 32 l 33 0 0 1 ]
    From 2, A=LU

    0.2425 0 l 11 0 0 1 u12 u13

    ][ ][ ]
    −0.9701
    [ 0 0.2425 −0.9701
    −0.2357 −0.2357 −0.9428
    = l 21 l 22 0 0 1 u23
    l 31 l 32 l 33 0 0 1

    For First Row

    0.2425=l 11∗1+ 0+0, l 11=0.2425

    0=l 11 u12+ 0+0, u12=0

    −0.9701=l 11 u13+ 0+0

    −0.9701=0.2425 u13, u13=−4


    For Second Row
    0.2425 0 l 11 0 0 1 u12 u13

    ][ ][ ]
    −0.9701
    [ 0 0.2425 −0.9701
    −0.2357 −0.2357 −0.9428
    = l 21 l 22 0 0 1 u23
    l 31 l 32 l 33 0 0 1

    0=l 21∗1+0+0 , l 21=0

    0.2425=l 21 u12 +l 22∗1+0

    0.2425=l 22, l 22=0.2425

    −0.9701=l 21 u13 +l 22 u23 +0

    −0.9701=0.2425 u23 , u23=−4

    For Third Row

    0.2425 0 l 11 0 0 1 u12 u13

    ][ ][ ]
    −0.9701
    [ 0 0.2425 −0.9701
    −0.2357 −0.2357 −0.9428
    = l 21 l 22 0 0 1 u23
    l 31 l 32 l 33 0 0 1

    −0.2357 =l 31∗1+0+0 , l 31=−0.2357

    −0.2357 =l 31 u12 +l 32∗1+0

    −0.2357 =l 32, l 32=−0.2357

    −0.9428 =l 31 u13 +l 32 u23 +l 33

    −0.9428 =−0.2357 (−4)±0.2357(−4)+l 33

    −0.9428 =1.8856+l 33

    −2.8284 =l 33, l 33=−2.8284

    0.2425 0 0 1 0 −4
    L=
    [0 0.2425 0
    −0.2357 −0.2357 −2.8284
    U= 0 1 −4
    0 0 1 ] [ ]
    From 3, Ly=b

    0.2425 0 0 y1 247
    [ 0 0.2425 0 y2
    −0.2357 −0.2357 −2.8284 y 3
    =
    ][ ] [ ]
    248
    239

    0.2425 Y1=247 y 1=1018.5567

    0.2425 y2=248 y 2=1022.6804

    −0.2357 y1−0.2357 y2−2.8284 y3=239 Y3=-254.5851


    From 4, Y=Ux

    1018.5567 1 0 −4 x 1
    [ ][
    1022.6804 = 0 1 −4 x 2
    −254.5851 0 0 1 x 3 ][ ]
    x1-4x3=1018.5567

    x2-4x3= 1022.6804

    x3=−254.5851, x2=4.34, x1=0.2167 Solution Set { x1=0.2167, x2=4.34,and x3=−254.5851}

    Q3 Solve the given equations. Ans{3,-1,-2}

    X-3y+z=4

    2x-8y+8z=-2

    -6x+3y-15z=9

    Q4
    2x1− x2+ x3 = −1,
    3x1+3x2+9x3 = 0,
    3x1+3x2+5x3 = 4.

    Q5 1.012x1 − 2.132x2 + 3.104x3 = 1.984,


    −2.132x1 + 4.096x2 − 7.013x3 = −5.049,
    3.104x1 − 7.013x2 + 0.014x3 = −3.895.

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