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  • Doolittle's Method of LU Factorization

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    Shelvin Naidu
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    Doolittle's method factorizes a matrix A into lower triangular matrix L and upper triangular matrix U using forward substitution. Crout's factorization method can also be used to factorize positive definite matrices into LL^T and tridiagonal matrices into L and U forms using forward and backward substitution in loops. Both methods break the matrix into triangular factors through sequential updates in nested loops.

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    Alg LU Crout

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    Doolittle's method factorizes a matrix A into lower triangular matrix L and upper triangular matrix U using forward substitution. Crout's factorization method can also be used to factorize positive definite matrices into LL^T and tridiagonal matrices into L and U forms using forward and backward substitution in loops. Both methods break the matrix into triangular factors through sequential updates in nested loops.

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    © All Rights Reserved
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    25 views3 pages

    Doolittle's Method of LU Factorization

    Uploaded by

    Shelvin Naidu
    Doolittle's method factorizes a matrix A into lower triangular matrix L and upper triangular matrix U using forward substitution. Crout's factorization method can also be used to factorize positive definite matrices into LL^T and tridiagonal matrices into L and U forms using forward and backward substitution in loops. Both methods break the matrix into triangular factors through sequential updates in nested loops.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 3

    Doolittles method of LU factorization

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    By matrix-matrix multiplication

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    Therefore

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    factorization for positive definite matrix


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    do

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    Crout factorization for Tridiagonal matrices

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    Algorithm.

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