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Lecture 15

Calculus Presentation 15

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27 views29 pages

Lecture 15

Calculus Presentation 15

Uploaded by

thedarkobliteration
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 PPT, PDF, TXT or read online on Scribd
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A factorization of a

matrix A is an equation
that expresses A as a
product of two or more
matrices
Suppose A can be row reduced to
echelon form, without row
interchanges, then A can be
written as A = LU, where L is a
lower triangular matrix with 1’s
on the diagonal and U is an
echelon form of A. This is called
an LU factorization of A.
Continued…
The matrix L is invertible
and is called a unit lower
triangular matrix.
1 0 0 0   * * * *
*  
1 0 0  0 
 * * *
A 
* * 1 0  0 0 0  *
  
* * * 1  0 0 0 0 0
L U
If A is a square
matrix of order
mxm, then the order
of both L and U will
also be m x m.
In general, not every
square matrix A has an
LU-decomposition, nor
is an LU-decomposition
unique, if it exists.
If a square matrix A can
be reduced to row
echelon form by Gaussian
elimination with no row
interchanges, then A has
an LU-decomposition.
 Reduce A to an echelon
form U by a sequence of row
replacement operations, if
possible.
 Place entries in L such
that the same sequence of
row operations reduces L to I.
1. Reduce A to row echelon
form U without using row
interchanges, keeping track
of the multipliers used to
introduce the leading 1’s and
the multipliers used to
introduce zeros below the
leading 1’s.
Continued
2. In each position along the
main diagonal of L, place the
reciprocal of the multiplier
that introduced the leading 1
in that position in U.
Continued
3.In each position below the
main diagonal of L, place the
negative of the multiplier
used to introduce the zero in
that position in U.

4.Form the decomposition A = LU.


Find an LU-decomposition of

 6 -2 0 

A =  9 -1 1 
 3 7 5 
1  1
3 0
0 2 
1   multiplier  2
1

 0 8 5   6 0 0
 9 2 0
 
 3 * * 
 1  13 0 
 
 0 1 2   multiplier  8
1

 0 0 5
 
 6 0 0
 9 2 0
 
 3 8 * 
 1  13 0
 
U  0 1 2   multiplier 1
1

0 0 1

 6 0 0

L  9 2 0  
 3 8 1 
 6 0 0  1  1
3 0
  
A LU  9 2 0   0 1 1
2

 3 8 1   0 0 1 
Find an LU-factorization of
 2 4 2 3
 6 9 5 8 
 
A  2  7  3 9 
 
 4  2  2  1
  6 3 3 4 
 3
2 0 0 0 0  1 -2 -1 2 
6 3 0 0  
 0  0 1 1 - 1
A  LU   2 -3 1 0 0  3 3
   
0 0 0 5
 4 6 0 -5 0  
 -6 -9 0 10 1  0 0 0 1 
 
0 0 0 0 
Find an LU-factorization of
 6 -2 -4 4 
 3 -3 -6 1 
A=  
 -12 8 21 -8
 
 -6 0 -10 7 
 1 2 2
1  3  3 3 
 6 0 0 0  
 3  2 0 0  0 1 1 
2
Thus A  LU    2
  12 4 5 0  
  0 0 2
 6  2  10 8 1 
  5
0 0 0 1 
 
Find an LU-decomposition of
 2 4  1 5  2
 4  5 3  8 1 
A  
 2 5 4 1 8 
 
 6 0 7  3 1 
A  x1
1
x2  xn  I  e1 e2  en 

1
AA I
A  x1 x2  xn   e1 e2  en 
Ax1 e1 , Ax2 e2 , , Axn en
Ax = b A = LU
L (Ux) = b Ux = y
 Ly = b

Ux = y Multiplication
by A
x b
Multiplication Multiplication
byU by L

y
1. Rewrite the system A x = b
as LUx = b (1)
2. Define a new unknown y by
letting Ux=y (2)
And rewrite (1) as L y = b
Continued
3. Solve the system L y = b
for the unknown y.
4. Substitute the now-
known vector y into (2)
and solve for x.

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