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LU Factorization

LU-factorization is a method to solve systems of linear equations. It involves factorizing a matrix A into the product of a lower triangular matrix L and an upper triangular matrix U. This can be done by performing elementary row operations on A to reduce it to upper triangular form U while tracking the elementary matrices. The system Ax = b can then be solved in two steps: first solving Ly = b for y, then solving Ux = y for x. This decomposes the problem into simpler triangular systems that can be easily solved.

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Aiko Villaluz
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185 views15 pages

LU Factorization

LU-factorization is a method to solve systems of linear equations. It involves factorizing a matrix A into the product of a lower triangular matrix L and an upper triangular matrix U. This can be done by performing elementary row operations on A to reduce it to upper triangular form U while tracking the elementary matrices. The system Ax = b can then be solved in two steps: first solving Ly = b for y, then solving Ux = y for x. This decomposes the problem into simpler triangular systems that can be easily solved.

Uploaded by

Aiko Villaluz
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 PPTX, PDF, TXT or read online on Scribd
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LU-Factorization

Prepared by
Maria Dindy DS Reyes

Elementary Matrix
An nxn matrix is called elementary matrix when it can be
obtained from the identity matrix In by a single
elementary row operation.

Which of the following matrices are elementary?

Example

Elementary matrices are useful because they enable you to use


matrix multiplication to perform elementary row operations.
E
A

E
A

Theorem 1
Let E be the elementary matrix obtained by performing
an elementary row operation on In. If the same
elementary row operation is performed on an m x n
matrix A, then the resulting matrix is given by the
product EA.

Example
Find a sequence of elementary matrices that can be used
to write the matrix A in row-echelon
form.

a.

b.

Answer:

a.
The three elementary matrices that can be obtained may be used to
perform the same elimination. Matrices A and B are row equivalent.

Row Equivalent
Let A and B be m x n matrices. Matrix B is row-equivalent
to A when there exists a finite number of elementary
matrices E1, E2,, Ek such that

Theorem 2
If E is an elementary matrix, then E-1 exists and is
an elementary matrix.

The inverse of an elementary matrix E is the elementary


matrix that converts E back to In.
Every invertible matrix can be written as the product of
elementary matrices.

Example
1. Find the inverse of each of the following elementary

matrices.

of elementary matrices whose product


2. Find a sequence
is the nonsingular matrix

LU-Factorization
If the n x n matrix A can be written as the product of a
lower triangular matrix L and an upper triangular matrix
U, then A = LU is an LU-factorization of A.

Finding an LU-Factorization of a
Matrix

Reduce A to upper triangular form, U, while keeping


track of the elementary matrices used for each row

operation.
that
It follows
or
Solve for

Solving a System of Linear


Equations by
LU-Factorization
1. Write y = Ux and solve Ly = b for y.
2. Solve Ux = y for x.
The column matrix is the solution of the original system
because
Ax = Lux = Ly = b.

Example
Solve the linear system.

Solution:

Let y = Ux. Solve for y in the system


Solve for x in the system Ux = y.

Example
Solve the linear system using LU-Factorization

Homework

1. Given

and

a. Find an elementary matrix E such that EA = B.


b. Find an elementary matrix E such that EB = A
2. Find the inverse of each elememtary matrix.
a.

b.

c.

3. Find the LU-factorization of each


of the following matrices.

a.
b.

Homework
4. Find a sequence of elementary matrices that can be used to write the matrix in REF.

5. Find a sequence of elementary matrices whose product is the given nonsingular


matrix.

6. Solve the linear system using LU-factorization.

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