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The document outlines a VBA subroutine for performing LU decomposition using Doolittle's method on a 6x6 matrix. It includes steps for initializing matrices, applying partial pivoting, and calculating the lower and upper triangular matrices, L and U, along with a permutation vector P. Finally, the results are displayed in an Excel worksheet.

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18 views3 pages

Script of Code

The document outlines a VBA subroutine for performing LU decomposition using Doolittle's method on a 6x6 matrix. It includes steps for initializing matrices, applying partial pivoting, and calculating the lower and upper triangular matrices, L and U, along with a permutation vector P. Finally, the results are displayed in an Excel worksheet.

Uploaded by

palero.nathanj
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Sub LU_Doolittles ()

1. We start by declaring arrays A, L, U, and P to hold the input matrix, lower triangular
matrix, upper triangular matrix, and permutation vector, respectively.

Dim A(1 To 6, 1 To 6) As Double


Dim L(1 To 6, 1 To 6) As Double
Dim U(1 To 6, 1 To 6) As Double
Dim P(1 To 6) As Integer
Dim i As Integer, j As Integer, k As Integer
Dim sum1 As Double, sum2 As Double

2. We define our 6x6 matrix A by setting its values in the code.

' Define your 6x6 matrix A here


' For example, let's use a random matrix

A(1, 1) = 4: A(1, 2) = 2: A(1, 3) = 3: A(1, 4) = 1: A(1, 5) = 5: A(1, 6) = 2


A(2, 1) = 8: A(2, 2) = 7: A(2, 3) = 6: A(2, 4) = 4: A(2, 5) = 4: A(2, 6) = 2
A(3, 1) = 1: A(3, 2) = 5: A(3, 3) = 5: A(3, 4) = 2: A(3, 5) = 7: A(3, 6) = 1
A(4, 1) = 7: A(4, 2) = 8: A(4, 3) = 7: A(4, 4) = 1: A(4, 5) = 6: A(4, 6) = 6
A(5, 1) = 3: A(5, 2) = 2: A(5, 3) = 8: A(5, 4) = 9: A(5, 5) = 3: A(5, 6) = 4
A(6, 1) = 6: A(6, 2) = 1: A(6, 3) = 4: A(6, 4) = 5: A(6, 5) = 1: A(6, 6) = 9

3. We initialize matrices L and U as all zeros and the permutation vector P as a simple
identity permutation.

' Initialize L, U, and P matrices


For i = 1 To 6
P(i) = i
For j = 1 To 6
L(i, j) = 0
U(i, j) = 0
Next j
Next i
4. The code then enters a loop that performs LU decomposition using Doolittle's method.
The loop iterates over the rows/columns of the matrix.
' Perform LU decomposition using Doolittle's method
For k = 1 To 6
5. Within the loop, partial pivoting is used to find the maximum absolute value element
in the current column (maxVal and maxIndex).
' Partial pivoting
Dim maxVal As Double
Dim maxIndex As Integer
maxVal = 0
For i = k To 6
If Abs(A(i, k)) > maxVal Then
maxVal = Abs(A(i, k))
maxIndex = i
End If
Next i

6. Rows are swapped in matrix A and permutation vector P to perform partial pivoting.
' Swap rows in A and P
Dim temp As Double
temp = P(k)
P(k) = P(maxIndex)
P(maxIndex) = temp
For j = 1 To 6
temp = A(k, j)
A(k, j) = A(maxIndex, j)
A(maxIndex, j) = temp
Next j

7. The code calculates the elements of matrices L and U based on Doolittle's method. The
sum1 and sum2 variables are used to accumulate the sum of products in the formulas.
' Calculate L and U matrices
For i = k To 6
sum1 = 0
For j = 1 To k - 1
sum1 = sum1 + L(i, j) * U(j, k)
Next j
L(i, k) = A(i, k) - sum1
Next i

For i = k + 1 To 6
sum2 = 0
For j = 1 To k - 1
sum2 = sum2 + L(k, j) * U(j, i)
Next j
U(k, i) = (A(k, i) - sum2) / L(k, k)
Next i
Next k

8. Finally, the code displays the resulting L, U, and P matrices in the Excel worksheet
starting from cell A1.
' Display L, U, and P matrices in Excel (assuming starting cell A1)
For i = 1 To 6
For j = 1 To 6
Cells(i, j).Value = L(i, j)
Cells(i, j + 7).Value = U(i, j)
Next j
Cells(i, 14).Value = P(i)
Next i
End Sub

You can replace the example matrix A with your own 6x6 matrix for decomposition. The
code performs LU decomposition, taking care of partial pivoting and produces the lower
and upper triangular matrices L and U, as well as the permutation vector P.

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