System of linear equations Instructor: Miss Urooj

LU Decomposition:
Question:
1 1 5
𝑥1 + 𝑥2 + 𝑥3 =
2 3 6
1 1 1 5
𝑥1 + 𝑥2 + 𝑥3 =
2 3 4 12
1 1 1 17
𝑥1 + 𝑥2 + 𝑥3 =
3 4 5 60
Solution:
[𝑨][𝑿] = 𝑩
1 0.5 0.333 𝑥1 0.833
[ 0.5 0.333 0.25 ] [𝑥2 ] = [0.416]
0.333 0.25 0.2 𝑥3 0.283
Crout Method
[𝑨] = [𝑳][𝑼]
Where
𝑙11 0 0 1 𝑢12 𝑢13
[𝑳] = [𝑙21 𝑙22 [ ]
0 ], 𝑼 = [0 1 𝑢23 ]
𝑙31 𝑙32 𝑙33 0 0 1
1 0.5 0.333 𝑙11 0 0 1 𝑢12 𝑢13
[ 0.5 0.333 0.25 ] = [𝑙21 𝑙22 0 ] ∗ [0 1 𝑢23 ]
0.333 0.25 0.2 𝑙31 𝑙32 𝑙33 0 0 1

1 0.5 0.333 𝑙11 𝑙11 𝑢12 𝑙11 𝑢13

[ 0.5 0.333 0.25 ] = [𝑙21 𝑙21 𝑢12 + 𝑙22 𝑙21 𝑢13 + 𝑙22 𝑢23 ]
0.333 0.25 0.2 𝑙31 𝑙31 𝑢12 + 𝑙32 𝑙31 𝑢13 + 𝑙32 𝑢23 + 𝑙33

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 System of linear equations Instructor: Miss Urooj

LU decomposition:
𝑙11𝑢12 = 𝑎12 𝑙11 𝑢13 = 𝑎13
𝑙11 = 𝑎11
(1) 𝑢12 = 0.5 (1)𝑢13 = 0.333
𝑙11 = 1
𝑢12 = 0.5 𝑢13 = 0.333
𝑙21 𝑢12 + 𝑙22 = 𝑎22
𝑙21 = 𝑎21
(0.5)(0.5) + 𝑙22 = 0.333
𝑙21 = 0.5
𝑙22 =0.083
𝑙21 𝑢13 + 𝑙22 𝑢23 = 𝑎23
𝑙31 = 𝑎31
(0.5)(0.333) + (0.083)𝑢23 = 0.25
𝑙31 = 0.333
𝑢23 =1.006
𝑙31 𝑢12 + 𝑙32 = 𝑎32 𝑙31 𝑢13 + 𝑙32 𝑢23 + 𝑙33 = 𝑎33
(0.333)(0.5) + 𝑙32 = 0.25 (0.333)(0.333) + (0.0835)(1.006) + 𝑙33 = 0.2
𝑙32 =0.0835 𝑙33 =0.0052

𝑙11 0 0 1 0 0
[𝑳] = [𝑙21 𝑙22 0 ] = [ 0.5 0.083 0 ]
𝑙31 𝑙32 𝑙33 0.333 0.0835 0.0052
1 𝑢12 𝑢13 1 0.5 0.333
[𝑼] = [0 1 𝑢23 ] = [0 1 1.006]
0 0 1 0 0 1
Substitution:
[𝑳][𝒀] = 𝑩

1 0 0 𝑦1 0.833
[ 0.5 0.083 0 ] [𝑦 2 ] = [0.416]
0.333 0.0835 0.0052 𝑦3 0.283

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System of linear equations Instructor: Miss Urooj

Forward substitution

𝑦1 = 0.833
0.5𝑦1 + 0.083𝑦2 = 0.416
0.5(0.833) + 0.083𝑦2 = 0.416
𝑦2 = -0.00602
𝑦3 = 1.254

[𝑼][𝑿] = [𝒀]
1 0.5 0.333 𝑥1 0.8333
[0 1 𝑥
1.006] [ 2 ] = [−0.00602]
0 0 1 𝑥3 1.254
Backward substitution

𝑥3 = 1.254
𝑥2 = −1.2635
𝑥1 = 1.0492

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 System of linear equations Instructor: Miss Urooj

LU Decomposition:
Question:
7𝑥1 − 3𝑥2 + 4𝑥3 = 6
−3𝑥1 + 2𝑥2 + 6𝑥3 = 2
2𝑥1 + 5𝑥2 + 5𝑥3 = −5
Solution:
[𝑨][𝑿] = 𝑩
7 −3 4 𝑥1 6
[−3 2 6] [𝑥2 ] = [ 2 ]
2 5 5 𝑥3 −5
Crout Method
[𝑨] = [𝑳][𝑼]
Where
𝑙11 0 0 1 𝑢12 𝑢13
[𝑳] = [𝑙21 𝑙22 0 ], [𝑼] = [0 1 𝑢23 ]
𝑙31 𝑙32 𝑙33 0 0 1
7 −3 4 𝑙11 0 0 1 𝑢12 𝑢13
[−3 2 6] = [𝑙21 𝑙22 0 ] ∗ [0 1 𝑢23 ]
2 5 5 𝑙31 𝑙32 𝑙33 0 0 1

7 −3 4 𝑙11 𝑙11 𝑢12 𝑙11 𝑢13

[−3 2 6] = [𝑙21 𝑙21 𝑢12 + 𝑙22 𝑙21 𝑢13 + 𝑙22 𝑢23 ]
2 5 5 𝑙31 𝑙31 𝑢12 + 𝑙32 𝑙31 𝑢13 + 𝑙32 𝑢23 + 𝑙33

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 System of linear equations Instructor: Miss Urooj

𝑙11𝑢12 = 𝑎12 𝑙11 𝑢13 = 𝑎13

𝑙11 = 𝑎11
(7) 𝑢12 = −3 (7)𝑢13 = 4
𝑙11 = 7
𝑢12 = -0.42 𝑢13 = 0.571
𝑙21 𝑢12 + 𝑙22 = 𝑎22
𝑙21 = 𝑎21
(−3)(−0.42) + 𝑙22 = 2
𝑙21 = −3
𝑙22 =0.74
𝑙21 𝑢13 + 𝑙22 𝑢23 = 𝑎23
𝑙31 = 𝑎31
(−3)(0.571) + (0.74)𝑢23 = 6
𝑙31 = 2
𝑢23 =10.422
𝑙31 𝑢12 + 𝑙32 = 𝑎32 𝑙31 𝑢13 + 𝑙32 𝑢23 + 𝑙33 = 𝑎33
(2)(−0.42) + 𝑙32 = 5 (2)(0.571) + (5.84)(10.422) + 𝑙33 = 5
𝑙32 =5.84 𝑙33 = -56.878

𝑙11 0 0 7 0 0
[𝑳] = [𝑙21 𝑙22 0 ] = [−3 0.74 0 ]
𝑙31 𝑙32 𝑙33 2 5.84 −56.878
1 𝑢12 𝑢13 1 −0.42 0.571
[𝑼] = [0 1 𝑢23 ] = [0 1 10.422]
0 0 1 0 0 1

Substitution:
[𝑳][𝒀] = 𝑩

7 0 0 𝑦1 6
[−3 0.74 0 𝑦
] [ 2] = [ 2 ]
2 5.84 −56.878 𝑦3 −5

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System of linear equations Instructor: Miss Urooj

Forward substitution

7𝑦1 = 6
𝑦1 = 0.857
−3𝑦1 + 0.74𝑦2 = 2
𝑦2 = 6.178
2𝑦1 + 5.84𝑦2 − 56.878𝑦3 = −5
𝑦3 = 0.752

[𝑼][𝑿] = [𝒀]
1 −0.42 0.571 𝑥1 0.857
[0 1 𝑥
10.422] [ 2 ] = [6.178]
0 0 1 𝑥3 0.752
Backward substitution
𝑥3 = 0.752
𝑥2 = −1.66
𝑥1 = −0.269

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 System of linear equations Instructor: Miss Urooj

Cholesky Method.
[𝑨] = [𝑳][𝑳]𝑇

𝑎11 𝑎12 𝑎13 𝑙11 0 0 𝑙11 𝑙21 𝑙31

[𝑎21 𝑎22 𝑎23 ] = [𝑙21 𝑙22 0 ]∗[ 0 𝑙22 𝑙32 ]
𝑎31 𝑎32 𝑎33 𝑙31 𝑙32 𝑙33 0 0 𝑙33

𝑎11 = 𝑙11 2
𝑙11𝑙21 = 𝑎12
𝑙11𝑙31 = 𝑎13
𝑙21 𝑙11 = 𝑎21
𝑙21 2 + 𝑙22 2 = 𝑎22
𝑙21 𝑙31 + 𝑙22 𝑙32 = 𝑎23
𝑙31 𝑙11 = 𝑎31
𝑙31 𝑙21 + 𝑙32 𝑙22 = 𝑎32

𝑙31 2 + 𝑙32 2 + 𝑙33 2 = 𝑎33