Lecture 6, 7

Upper Triangular matrix: A square matrix all of whose elements below the leading diagonal
are zero is called an Upper triangular matrix. . i.e, 𝑎𝑖𝑗 = 0 for 𝑖 > 𝑗

1 3 8
[0 4 −5] is an upper triangular matrix
0 0 2

Lower triangular matrix: A square matrix all of whose elements above the leading diagonal are
zero is called a lower triangular matrix. i.e, 𝑎𝑖𝑗 = 0 for 𝑖 < 𝑗

4 0 0
[5 2 0] .
7 3 6

Triangular matrix: A matrix is said to be triangular matrix it is either an upper triangular matrix
or a lower triangular matrix.

LU Decomposition:
Suppose we have the system of equations

𝐴𝑋 = 𝐵
Another way of solving a system of equations is by using a factorization
technique for matrices called LU decomposition. This factorization is involves two
matrices, one lower triangular matrix and one upper triangular matrix. First we
explain how to find LU decomposition.
Example: Solve the following system of equations using LU Decomposition method:

Solution: First find the LU decomposition of the coefficient matrix A, where

Applying the LU decomposition method we obtain:

Now we have to solve the following system of equations:

And

Now solve LY = B for Y and then solve UX = Y for X.

Solving this we get

and hence, UX = Y

Solving we get

Therefore, x = 4, y = 1 and z = 2.