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Tutorial 9

The document is a tutorial on LU factorization presented by Moloud Hajimoradi for SYDE 114. It covers LU factorization, why it is useful, an algorithm for calculating L and U, and permutation. It includes examples of calculating the LU factorization of matrices and solving systems of equations using the LU factorization. It also discusses permuted LU factorization and an algorithm for permutation LU factorization using partial pivoting.

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Jinal Rajawat
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28 views16 pages

Tutorial 9

The document is a tutorial on LU factorization presented by Moloud Hajimoradi for SYDE 114. It covers LU factorization, why it is useful, an algorithm for calculating L and U, and permutation. It includes examples of calculating the LU factorization of matrices and solving systems of equations using the LU factorization. It also discusses permuted LU factorization and an algorithm for permutation LU factorization using partial pivoting.

Uploaded by

Jinal Rajawat
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 PDF, TXT or read online on Scribd
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Tutorial 9

Presented by: Moloud Hajimoradi

Course: SYDE 114

Instructor: Prof. Birkett


Outline

1. LU Factorization
2. Permutation

PAGE 2
The LU Factorization
▪ A factorization of a matrix 𝐴 is an equation that expresses 𝐴 as a product of two or more
matrices.
▪ Assume that 𝐴 is an 𝑛 × 𝑛 matrix that can be row reduced to echelon form, without row
interchanges. Then, 𝐴 can be written in the form 𝐴 = 𝐿𝑈. Such a factorization is called an
LU Factorization.
▪ 𝐿 is an n × 𝑛 lower triangular matrix with 1’s on the diagonal. 𝐿 is invertible and is called a
unit lower triangular matrix.
▪ 𝑈 is an 𝑛 × 𝑛 echelon form of 𝐴.
1 0 0 0 ∎ ∗ ∗ ∗
1 0 0 0 ∎ ∗ ∗
▪ A= ∗
∗ ∗ 1 0 0 0 ∎ ∗
∗ ∗ ∗ 1 0 0 0 ∎

PAGE 3
Why LU Factorization is useful?
▪ When 𝐴 = 𝐿𝑈, the equation 𝐴𝒙 = 𝒃 can be written as 𝐿 𝑈𝒙 = 𝒃. Written y for 𝑈𝒙, we can
find 𝒙 by solving the pair of equations
𝐿𝒚 = 𝒃
𝑈𝒙 = 𝒚

▪ First solve 𝐿𝒚 = 𝒃 for 𝒚, and then solve 𝑈𝒙 = 𝒚 for 𝒙.


▪ Each equation is easy to solve because 𝐿 and 𝑈 are triangular.

PAGE 4
Problem 1
3 −7 −2 2 1 0 0 0 3 −7 −2 2
−3 5 1 0 −1 1 0 0 0 −2 −1 2 =LU
▪ A= =
6 −4 0 −5 2 −5 1 0 0 0 −1 1
−9 5 −5 12 −3 8 3 1 0 0 0 −1

−9
5
Use this LU factorization of 𝐴 to solve 𝐴𝒙 = 𝒃, where 𝒃 =
7
11

PAGE 5
An LU Factorization Algorithm
▪ Suppose 𝐴 can be reduced to an echelon form 𝑈 using only row replacements that add a
multiple of one row to another row below it. In this case, there exist unit lower triangular
elementary matrices 𝐸1 … . 𝐸𝑝 such that
𝐸𝑝 … . 𝐸1 𝐴 = 𝑈

Then
−1
𝐴 = 𝐸𝑝 … . 𝐸1 𝑈 = 𝐿𝑈

Where
−1
𝐿 = 𝐸𝑝 … . 𝐸1

PAGE 6
Book-Keeping method to calculate L and U
▪ The row operations appear in L without interfering with each other.

▪ We can recover row operation coefficients in the entries for U that we know are zero.
▪ Book-Keeping requires row operations like 𝑅𝑗 + 𝑘𝑅𝑖 → 𝑅𝑗 in which 𝑖 < 𝑗 and there is no
factor in front of the 𝑅𝑗 because the diagonal elements of L all are 1.

PAGE 7
Problem 2
Solve the equation 𝐴𝒙 = 𝒃 by using the LU factorization.
3 −7 −2 −7
𝐴 = −3 5 1 ,𝒃 = 5
6 −4 0 2

PAGE 8
Problem 3
Solve the equation 𝐴𝒙 = 𝒃 by using the LU factorization.
2 −2 4 0
𝐴 = 1 −3 1 , 𝒃 = −5
3 7 5 7

PAGE 9
Permutation
▪ If in making echelon form of matrix 𝐴 we have to use “interchange operation”, we need to
use permutation method.
▪ PA=LU which P is called permutation matrix.

PAGE 10
Problem 4
Find the LU factorization for matrix A.
2 −3 4
𝐴 = 2 −3 4
0 −1 1

PAGE 11
Permutation (continue)
▪ Why
Note: If you are solving 𝐴𝑥 = 𝑏 and have a permuted LU-factorization, remember to
change the vector b into Pb:
𝐴𝒙 = 𝒃 ≫ 𝑃𝐴𝒙 = 𝑃𝒃 ≫ 𝐿𝑈𝒙 = 𝑃𝒃

▪ When

1. A zero pivot must be moved down when encountered.


2. A pivot which is much smaller than the other potential choices is a bad choice numerically
leading to more potential accumulation of round-off error.

PAGE 12
Permutation LU factorization algorithm
Strict/Partial pivoting
▪ Consider the potential pivots and choose one with the largest absolute value.
▪ Apply a permutation to move that row to the proper location.
▪ Do this at every step in Gaussian elimination.

PAGE 13
Problem 5
Solve the equation 𝐴𝒙 = 𝒃 by using permuted LU factorization.
4 3 −5 2
𝐴 = −4 −5 7 , 𝒃 = -4
8 6 −8 6

PAGE 14
Problem 6*

PAGE 15

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