Factoring Lu: Astrid Xiomara Rodriguez Castelblanco

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FACTORING LU

ASTRID XIOMARA RODRIGUEZ


CASTELBLANCO
FACTORING LU
• Its name is derived from the English
words "Lower" and "Upper", which in
Spanish translates as "Bottom" and
"Superior." Studying the process
followed in the LU decomposition is
possible to understand why this name,
considering how original matrix is
decomposed into two triangular
matrices, an upper and lower.
FACTORING LU
• This factorization allows us to solve the linear system Ax =
b. LU Substituting for A, We obtain:

(LU) x = b (1);
this implies that:
L (Ux) = b (2);

If Ux = z,
then we have:

Lz = b (3);

Since L is a lower triangular matrix, we can solve for z using


forward substitution. Then, as U is an upper triangular
matrix, solve Ux = z by back substitution.
STEPS TO FACTORING LU

1. Get the lower triangular matrix L and upper


triangular matrix U. the idea of the method is
to accumulate the inverse of the operations
performed on the rows of the matrix to go at
transforming the matrix
2 3 4 6
b
4 5 10 16
4 8 2 2

2 3 4
A 4 5 10
4 8 2

A matrix A simple gauss is applied,


while the matrix is formed L
R2=R2 – 2 R1
2 3 4
0 -1 2
4 8 2
R3=R3- 2 R1
2 3 4
0 -1 2
0 2 -6
R3=R3+ 2 R2
2 3 4
0 -1 2
0 0 -2
As is less than zero diagonal matrix L is
cleared and the matrix U. where it
meets LXU = A
The matrix L is equal to B and gives us
clear as a result of Z
L= 1 0 0
2 1 0
2 -2 1

U= 2 3 4
0 -1 2
0 0 -2
Now arise the following equations and
solve for Z, by equating L to B.

1 0 0 Z1 6
2 1 0 Z2 16 =
2 -2 1 Z3 2
Z1= 6
Z2= 4
Z3= -2
As a next step the matrix U is equal to Z
and found the values of x, y, z
2 3 4 x 6
0 -1 2 y 4 =
0 0 -2 z -2
And by clearing obtain the values of the
unknowns
X= 4
Y= -2
Z= 4

This will resolve any type of matrix by the


method of LU. This is suitable for large
matrices
thanks

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