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  • Facts: Fact 1

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    Mcs Candra Putra
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    The document discusses LU factorization for solving systems of linear equations. It defines the lower triangular matrix Lij(-c) which represents the row operation of subtracting c times row j from row i. It also provides the matrix equation for LU factorization and shows an example of using LU factorization to solve the system [A][x] = [b] by factorizing A into lower triangular L and upper triangular U matrices and solving for x.

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    Facts

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    The document discusses LU factorization for solving systems of linear equations. It defines the lower triangular matrix Lij(-c) which represents the row operation of subtracting c times row j from row i. It also provides the matrix equation for LU factorization and shows an example of using LU factorization to solve the system [A][x] = [b] by factorizing A into lower triangular L and upper triangular U matrices and solving for x.

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    4 views2 pages

    Facts: Fact 1

    Uploaded by

    Mcs Candra Putra
    The document discusses LU factorization for solving systems of linear equations. It defines the lower triangular matrix Lij(-c) which represents the row operation of subtracting c times row j from row i. It also provides the matrix equation for LU factorization and shows an example of using LU factorization to solve the system [A][x] = [b] by factorizing A into lower triangular L and upper triangular U matrices and solving for x.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    of 2

    Facts

    Fact 1
    Let Lij(-c) denote the lower triangular matrix whose only nonzero entries are 1s on the main
    diagonal and -c in the (i, j) position. Then A Lij(-c)A represents the row operation
    subtracting c times row j from row i.
    Fact 2
    Lij(-c)-1 = Lij(c).
    Fact 3
    The following matrix product equation holds.
    [

    ][

    ][

    ].

    Example
    Solve system below using the LU factorization.
    [

    ][ ]

    [ ]

    ][

    ][ ]

    [ ]

    The system has LU factorization


    [

    Step 1 is

    which corresponds to the system

    Starting at the top, the solutions are

    Step 2 is
    [

    ][ ]

    which corresponds to the system

    Starting at the top, the solutions are

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