LU FACTORIZATION

METHOD
 LU Factorization Method :
This method is based on the fact that every square matrix can be represented as a
product of lower and upper triangular matrix; i.e. [A]=[L]*[U]
[L]=Lower triangular matrix; [U]=Upper triangular matrix
Provided all the principle minors are non singular .
Let us consider we have : 𝑎11 𝑥 + 𝑎12 𝑦 + 𝑎13 𝑧 = 𝑏1
𝑎21 𝑥 + 𝑎22 𝑦 + 𝑎23 𝑧 = 𝑏2
𝑎31 𝑥 + 𝑎32 𝑦 + 𝑎33 𝑧 = 𝑏3
the system of equation can be represented as : [A]*[X]=[B]
now matrix A can be represented as [A]=[L]*[U]
 𝑙11 0 0 1 𝑢12 𝑢13
[A]=[L]*[U]= 𝑙21 𝑙22 0 * 0 1 𝑢23
𝑙31 𝑙32 𝑙33 0 0 1
From here we have to find the values of the elements of lower & upper triangular
matrix.
Then : [A]*[X]=[B];
[L]*[U]*[X]=[B]; As : [A]=[L]*[U]
Now we have to consider that [U]*[X]=[Y] ----------(i)
So that [L]*[Y]=[B]---------------------(ii)
Now using the (ii) equ. We have to find the elements of matrix [Y];where [L],[B]
Is known to us.
Then using the matrix [Y] in equ. (i) we can find the unknown variable matrix
[X] & get the set of solution of the given equation.
 For example we have three equation given bellow and find the sol. By LU method :
8𝑥 − 3𝑦 + 2𝑧 = 20
4𝑥 + 11𝑦 − 𝑧 = 33
6x + 3𝑦 + 12𝑧 = 36
The given equ. Can be represented as : [A]*[X]=[B];
8 −3 2 20 𝑥
A= 4 11 −1 ,B= 33 ,X= 𝑦
6 3 12 36 𝑧
 A=L*U;
𝑙11 0 0 1 𝑢12 𝑢13 8 −3 2
 𝑙21 𝑙22 0 * 0 1 𝑢23 = 4 11 −1
𝑙31 𝑙32 𝑙33 0 0 1 6 3 12

3
 Leading to : 𝑙11 = 8 ; 𝑙11 𝑢12 = −3 𝑢12 = −( )
8
 1
 𝑙11 𝑢13 = 2 𝑢13 = ;
4
25
 𝑙21 = 4; 𝑙21 𝑢12 + 𝑙22 = 11 𝑙21 = 11 − 𝑙21 𝑢12 = ( 2 )
4
 𝑙21 𝑢13 + 𝑙22 𝑢23 = −1 𝑢23 = −
5
3 21
 𝑙31 = 6; 𝑙31 𝑢12 + 𝑙32 = 3 6 ∗ − 8 + 𝑙32 = 3 𝑙32 = ( 4 )

 𝑙31 𝑢13 + 𝑙22 𝑢23 + 𝑙33 = 12

567
𝑙33 = ( 50 ) [using the values ]
8 0 0 1
3
−(8)
1
( 4)
25
 Hence [L]=
4 (2) 0 & [U]= 0 4
21 567
1 (− 25)
6 ( 4 ) ( 30 ) 0 0 1
 Thus the equation A*X=B i.e. L*U*X=B
 Now consider L*Y=B ------------(I)
 where U*X=Y-------------(II)
 8 0 0
25 𝑌1 20

4 (2) * 𝑌2 0 =33
21 567 𝑌3
6 ( 4 ) ( 30 ) 36
5
 So that : 8𝑌1 = 20 𝑌1 = (2)
25 5 2 46
 4𝑌1 + ∗ 𝑌2 = 33 𝑌2 = 33 − 4 ∗ ∗ = (25)
2 2 25

21 567 567 23
 6𝑌1 + 𝑌2 + 𝑌3 = 36 𝑌3 = ∗ 36 − 15 − 21 ∗ 50 =1
4 50 50

 Now putting the values on equ. (ii) we get :

3 1 5
1 −(8) ( 4) 𝑥 ( 2)
(− 25) * 𝑦 = (46)
 4
0 1
𝑧 25
0 0 1 1
 which gives
 z= 1,
4 46 46 4
 𝑦− 𝑧 = (25) y = (25) + 25)=2
25
 3 𝑧 5 5 6 1
 𝑥− 𝑦+ =( ) x=( + − )=3
8 4 2 2 8 4

 Hence the set of solution is given as :

 𝑥=3 ; 𝑦=2 ; 𝑧=1 .
THANK YOU