NUMERICAL ANALYSIS

Prof. Dr. Süheyla ÇEHRELİ

6
SYSTEM OF LİNEAR EQUATİONS - LU DECOMPOSİTİON

The LU decomposition is a method that uses the

elimination techniques to transform the matrix A in a
product of triangular matrices. This is specially useful
to solve systems with different vectors b, because the
same decomposition of matrix A can be used to
evaluate in an efficient form, by forward and backward
sustitution, all cases.

A = L U
 a11 a12 a13  l11 0 0  u11 u12 u13 
a a 22 a 23   l 21 l 22 0   0 u 22 u 23 
 21
a31 a32 a33  l31 l32 l33   0 0 u 33 
LU DECOMPOSİTİON

A = L U A X = B
Decomposition Initial system

L U X = B
U X = D Transformed system 1
Substitution
L D = B
Transformed system 2
X
Backward sustitution
D
Forward sustitution
LU DECOMPOSİTİON
 LU Decomposition Variations
 If the [L] matrix has 1’s on the diagonal, this
is called Doolittle decomposition
Doolittle [L1][U]

 If the [U] matrix has 1’s on the diagonal, this

is called Crout decomposition
Crout [L][U1]
LU DECOMPOSİTİON
 Crout Decomposition [L][U1]
 a11 a12 a13  l11 0 0  1 u12 u13 
a a 22 a 23   l 21 l 22 0  0 1 u 23 
 21
 a31 a32 a33  l31 l32 l 33  0 0 1 
[A] [L] [U]

 Doolittle Decomposition [L1][U]

 a11 a12 a13   1 0 0u11 u12 u13 

a a23   l21 1 0 0 u22 u23 
 21 a22
a31 a32 a33  l31 l32 1 0 0 u33 
[A] [L] [U]
 EXP 6-1: x1+2x2+3x3 = 14
2x1+5x2+2x3 = 8
3x1+x2+5x3 = 20

a) Solve the system of equations using Crout

decomposition method.

b) Solve the system of equations using Doolittle

decomposition method.