LU

Decomposition
WMSU

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LU Decomposition

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LU Decomposition

LU factorization is another name as LU

decomposition, as the both titles indicate that a
given matrix can be expressed in two smaller
matrices, which include an upper triangular
matrix and a lower triangular matrix.

The product of these two matrices reveals the

given matrix.

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LU Decomposition

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LU Decomposition
Decomposition – is actually factoring the coefficient
matrix A into lower triangular matrix L and upper triangular
matrix U as shown below:

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 LU Decomposition
Step 1. Perform row operations on matrix A until only the upper
triangular elements remain, and the other elements are zero. The
resulting matrix is the matrix U.

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LU Decomposition
Step 1. Perform row operations on matrix A until only the upper
triangular elements remain, and the other elements are zero. The
resulting matrix is the matrix U.

1st

𝑎21
𝑅2 − 𝑅1
𝑎11
𝑎31
𝑅3 − 𝑅1
𝑎11

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LU Decomposition
Step 1. Perform row operations on matrix A until only the upper
triangular elements remain, and the other elements are zero. The
resulting matrix is the matrix U.

2nd

′
𝑎32
𝑅3 − 𝑅2 ′
𝑎22

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LU Decomposition
Step 1. Perform row operations on matrix A until only the upper
triangular elements remain, and the other elements are zero. The
resulting matrix is the matrix U.

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 LU Decomposition
Step 2. The lower triangular matrix is obtained by the flowing
formulas:

, the resulting matrix is

matrix L – the lower
triangular matrix.

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LU Decomposition
Step 2. The lower triangular matrix is obtained by the flowing
formulas:

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LU Decomposition
Step 2. The lower triangular matrix is obtained by the flowing
formulas:

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LU Decomposition
Step 2. The lower triangular matrix is obtained by the flowing
formulas:

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LU Decomposition
Step 2. The lower triangular matrix is obtained by the flowing
formulas:

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EXAMPLE

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Example 1:Derive an LU decomposition of the matrix A shown below:

Solution:
Step 1. Perform row operations to find the upper triangular matrix U:

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Example 1:Derive an LU decomposition of the matrix A shown below:
Solution:
Step 1. Perform row operations to find the upper
triangular matrix U:

𝑎21
𝑅2 − 𝑅1
𝑎11
𝑎31
𝑅3 − 𝑅1
𝑎11

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Example 1:Derive an LU decomposition of the matrix A shown below:
Solution:
Step 1. Perform row operations to find the upper
triangular matrix U:

0.1 𝑎21
𝑅2 − 𝑅1 𝑅2 − 𝑅1
3 𝑎11
0.3 𝑎31
𝑅3 − 𝑅1 𝑅3 − 𝑅1
3 𝑎11

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Example 1:Derive an LU decomposition of the matrix A shown below:
Solution:
Step 1. Perform row operations to find the upper
triangular matrix U:

′
−0.19 𝑎32
𝑅3 − 𝑅2 𝑅3 − 𝑅2 ′
7.00333 𝑎22

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Example 1:Derive an LU decomposition of the matrix A shown below:
Solution:
Step 2. Determine the lower triangular matrix
𝑎21
𝑓21 =
𝑎11
0.1
𝑓21 = = 0.03333333
3
𝑎31
𝑓31 =
𝑎11
0.3
𝑓31 = = 0.1000000
3
𝑎′32
𝑓32 =
𝑎′22

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Example 1:Derive an LU decomposition of the matrix A shown below:
Solution:
Step 2. Determine the lower triangular matrix
𝑎21
𝑓21 =
𝑎11
0.1
𝑓21 = = 0.03333333
3
𝑎31
𝑓31 =
𝑎11
0.3
𝑓31 = = 0.1000000
3
𝑎′32
𝑓32 =
𝑎′22
−0.19
𝑓32 = = −0.0271300
7.00333
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Example 1:Derive an LU decomposition of the matrix A shown below:
Solution:
Step 2. Determine the lower triangular matrix

0.1
𝑓21 = = 0.03333333
3
0.3
𝑓31 = = 0.1000000
3
−0.19
𝑓32 = = −0.0271300
7.00333

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Example 1:Derive an LU decomposition of the matrix A shown below:
Solution:
Checking can be done by multiplying LU as shown below:

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Example 1:Derive an LU decomposition of the matrix A shown below:
Solution:
Checking can be done by multiplying LU as shown below:

where the minor discrepancies are due to round-off.

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Example 2 Solve the system of linear equation using LU decomposition for the system in
Example 1.

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LU Decomposition

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Example 2 Solve the system of linear equation using LU decomposition for the system in
Example 1.
Solution:
Step 1. Solve for d from the matrix equation:

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Example 2 Solve the system of linear equation using LU decomposition for the system in
Example 1.
Solution:
Step 1. Solve for d from the matrix equation:

𝑑1 = 7.85
𝑑2 = −19.3 − 0.0333333 7.85 = −19.5617
𝑑3 = 71.4 − 0.1 7.85 + 0.02713 −19.5617 = 70.0843

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Example 2 Solve the system of linear equation using LU decomposition for the system in
Example 1.
Solution:
Step 1. Solve for d from the matrix equation:

𝑑1 = 7.85
𝑑2 = −19.3 − 0.0333333 7.85 = −19.5617
𝑑3 = 71.4 − 0.1 7.85 + 0.02713 −19.5617 = 70.0843

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Example 2 Solve the system of linear equation using LU decomposition for the system in
Example 1.
Solution:
Step 2. Solve for the variables {x} from the matrix equation:

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LU Decomposition

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Example 2 Solve the system of linear equation using LU decomposition for the system in
Example 1.
Solution:
Step 2. Solve for the variables {x} from the matrix equation:

which can be solved by back substitution for the final solution,

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ASSIGNMENT #3:
Instruction :
• Place in a long bond paper along with Cover page.
• Solve with Complete/detailed solution.
• Please box your final answers.
PROBLEM:
Solve using LU decomposition:

Find:
1. Upper Triangular Matrix [U].
2. Lower Triangular Matrix [L].
3. Intermediate Vector [D].
4. Unknown Matrix [X].

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