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NUMERICAL METHODS

FACTORIAZATION LU NUMERICAdeieieiL METHODS


School Of Engineering Of Petroleum FACTORIAZATIdiegoON LU
School Of Engineering Of Petroleum

FACTORIZATION

LU
This method is a modification of the
method of elimination, also it is known by
the method of Cholesky, decomposition in
factors, of reduction Crout or method of
Cholesky Crout in honor to his
discoverers.
This method serves to obtain the solution
of a system of linear equations, by means
of the decomposition of the matriz of the
system A, in two matrizs; A=LU.

DIEGO F.
Industrial university De Santander
I Semester of 2010
NUMERICAdeieieiL METHODS
FACTORIAZATIdiegoON LU
School Of Engineering Of Petroleum

NUMERICAL METHODS
FACTORIAZATION LU
School Of Engineering Of Petroleum

The coefficients matriz A transforms to


the product of two tones L and U, where
L is a top triangular matriz with only one
in every element of his principal diagonal.

Ax = b LUx=b

Ux = Y LY = b

We solve LU = b to obtain the value of Y,


DIEGO F.
Industrial university De Santander
I Semester of 2010
NUMERICAdeieieiL METHODS
FACTORIAZATIdiegoON LU
School Of Engineering Of Petroleum

We solve Ux = And to obtain the solution


of the system
Where both systems are triangular.

NUMERICAL METHODS
FACTORIAZATION LU
School Of Engineering Of Petroleum

DIEGO F.
Industrial university De Santander
I Semester of 2010
NUMERICAdeieieiL METHODS
FACTORIAZATIdiegoON LU
School Of Engineering Of Petroleum

DIEGO F.
Industrial university De Santander
I Semester of 2010

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