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    1. Gauss elimination can be used to decompose a non-singular matrix A into LDU form, where L is a lower triangular matrix, D is a diagonal matrix, and U is an upper triangular matrix. 2. The LDU decomposition facilitates solving systems of equations of the form Ax=b by transforming it into an equivalent system that can be solved through back substitution. 3. The LDU decomposition algorithm works by performing elementary row operations to introduce zeros above and below the diagonal elements of the matrix being decomposed.

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    Lecture 4_1_LDU decomposition

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    1. Gauss elimination can be used to decompose a non-singular matrix A into LDU form, where L is a lower triangular matrix, D is a diagonal matrix, and U is an upper triangular matrix. 2. The LDU decomposition facilitates solving systems of equations of the form Ax=b by transforming it into an equivalent system that can be solved through back substitution. 3. The LDU decomposition algorithm works by performing elementary row operations to introduce zeros above and below the diagonal elements of the matrix being decomposed.

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    22 views12 pages

    Applied Numerical Methods: Dr. Khaled Ahmida Ashouri

    Uploaded by

    Moder Aboras
    1. Gauss elimination can be used to decompose a non-singular matrix A into LDU form, where L is a lower triangular matrix, D is a diagonal matrix, and U is an upper triangular matrix. 2. The LDU decomposition facilitates solving systems of equations of the form Ax=b by transforming it into an equivalent system that can be solved through back substitution. 3. The LDU decomposition algorithm works by performing elementary row operations to introduce zeros above and below the diagonal elements of the matrix being decomposed.

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    APPLIED NUMERICAL METHODS

    Dr. Khaled Ahmida Ashouri


    Numerical Analysis Course/Academia
    Dr. Khaled M. Ahmida

    GAUSS ELIMINATION: LDU DECOMPOSITION


    If matrix A is a non-singular, then A can be decomposed into LDU
    decomposition (factorization):
    A = LDU
    Once we have LDU, Ax=b becomes LDUx=b, which must be easier to solve.
    Ax  LDUx  LD(Ux)
     LDz  L(Dz)
     Ly=b
    Ax=b  Ly=b
    𝑙 ⋯ 0 𝑦 𝑏
    ⋮ ⋱ ⋮ ⋮ ⋮
    𝑙 ⋯ 𝑙 𝑦 𝑏
    Numerical Analysis Course/Academia
    Dr. Khaled M. Ahmida

    LDU: HOW TO!


    Consider the matrix:

    We want to make this = zero

    To introduce zero in (3,1), we subtract 3*(line1) from (line3). This is equivalent


    to multiplying by the following lower triangular matrix
    Numerical Analysis Course/Academia
    Dr. Khaled M. Ahmida

    LDU: HOW TO!


    Thus:

    Since

    Thus 
    Numerical Analysis Course/Academia
    Dr. Khaled M. Ahmida

    LDU: HOW TO!


     (1)

    Now, L2-L1 in last matrix results in, analogously: to make equal to zero

     1 0 0  1 1 1  1 1 1 
     1 1 0   1 2 4    0 1 3 

     0 0 1   0 6 24   0 6 24 

    Again multiply by inverse 


    Numerical Analysis Course/Academia
    Dr. Khaled M. Ahmida

    LDU: HOW TO!


    Substituting in (1):

    Simplifying:
    Numerical Analysis Course/Academia
    Dr. Khaled M. Ahmida

    LDU: HOW TO!


     (2)

    Now, L3-6L2, which is equivalent to:


    Make = 0
    1 0 0  1 1 1  1 1 1
    0 1 0   0 1 3    0 1 3 

     0 6 1   0 6 24   0 0 6 

    Again multiply by inverse 


     Substitute in (2)
    Numerical Analysis Course/Academia
    Dr. Khaled M. Ahmida

    LDU: HOW TO!


    Thus, finally,
    Numerical Analysis Course/Academia
    Dr. Khaled M. Ahmida

    LDU: HOW TO!


    Why we need LDU and not only LU?
    Because LDU usually is guaranteed to be well-conditioned
    Numerical Analysis Course/Academia

    Pseudo algorithm Dr. Khaled M. Ahmida

    LDU: ALGORITHM
     This algorithm creates L, D, U
    Matrix D can be modified to look
    like that of last slide
    Numerical Analysis Course/Academia
    Dr. Khaled M. Ahmida

    LU: ALGORITHM
    If [D] is the Identity matrix, then we can consider the system as LU
    decomposition.

    It also facilitates its computation in special cases.

    For Ax=b  LUx=b  Ly=b

    Then 1- solve the system Ly=b


    2- solve the system Ux=y
    It facilitates dense matrix computations.
    Numerical Analysis Course/Academia
    Dr. Khaled M. Ahmida

    NUMERICAL STABILITY
    How to Ensure Numerical Stability
     System of equations must be well conditioned
     Investigate condition number – if matrix is diagonally dominant or not
     Consistent with physics
     e.g. do not couple domains that are physically uncoupled or unrelated
     Consistent units
     e.g. do not mix known units with unknown units
     If Dimensions are unknown
     Normalize all unknowns consistently

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