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Cramer's Rule, Adjoint, LU Factorization
Cramer's Rule, Adjoint, LU Factorization
Cramer's Rule, Adjoint, LU Factorization
By Determinants
Solve by,
• Cramer’s Rule
Applicable only to linear system with “n” equations and “n” unknowns.
Applicable only to non-singular matrices.
|𝐴𝑛 |
𝑥𝑛 =
𝐴
Example 1:
x1 – 3x2 = -7 2x1 + x2 = 7
Example 2:
Example 4:
3x + 2y + z= 2 4x + 2y + 2z= 8 x – y + z= 4
3 2 12
[4 2 2|8]
1 −1 1 4
𝐷=2
8
𝑥 = − = −𝟒
2
4
𝑦= = 𝟐
2
20
𝑧= = 𝟏𝟎
2
• Using Adjoint of a Matrix
𝑥 = 𝐴−1 𝑏
Example 1:
x1 – 3x2 = -7 2x1 + x2 = 7
𝑈𝑠𝑒 𝑥 = 𝐴−1 𝑏
1 3
𝑥1 = ( ) (−7) + ( ) (7) = 𝟐
7 7
2 1
𝑥2 = (− ) (−7) + ( ) (7) = 𝟑
7 7
Example 2:
3 −1 −5 3 −3 3
𝐵𝑐𝑜 = |−3 5 7| 𝐵𝑎𝑑𝑗 = |−1 5 −3|
3 −3 −3 −5 7 −3
3 3 3
−
6 6 6
1 5 3
𝐵−1 = ||− 6 6
− 6||
5 7 3
− −
6 6 6
3 3 3
𝑥1 = ( ) (4) + (− ) (5) + ( )(3) = 𝟏
6 6 6
1 5 3
𝑥2 = (− ) (4) + ( ) (5) + (− )(3) = 𝟐
6 6 6
5 7 3
𝑥3 = ( ) (4) + ( ) (5) + (− )(3) = 𝟏
6 6 6
d. LU Factorization/ Decomposition
𝐴 = 𝐿𝑈 𝐿𝑈𝑥 = 𝑏 𝐿𝑦 = 𝑏 𝑦 = 𝑈𝑥
Solve by,
• Doolittle’s Method
Example 1:
x1 – 3x2 = -7 2x1 + x2 = 7
|𝐴| = |1 −3|
2 1
(-2)r1 + r2
1 −3
𝑈= | |
0 7
𝐴 = 𝐿𝑈
1 −3 1 0 1 −3
| |=| || |
2 1 𝐿 1 0 7
2 = 𝐿(1) + 1(0)
𝐿=2
𝐿𝑦 = 𝑏
1 0 𝑦1 −7
| || | = | |
2 1 𝑦2 7
1(𝑦1 ) = −7 𝑦1 = 7
2(𝑦1 ) + 1(𝑦2 ) = 7 𝑦2 = 21
𝑦 = 𝑈𝑥
−7 1 −3 𝑥1
| |=| || |
21 0 7 𝑥2
21 = 0(𝑥1 ) + 7(𝑥2 ) 𝑥2 = 𝟑
−7 = 1(𝑥1 ) + (−3)(𝑥2 ) 𝑥1 = 𝟐
• Crout’s Method
Example 1:
x1 – 3x2 = -7 2x1 + x2 = 7
|𝐴| = |1 −3
|
2 1
𝐴 = 𝐿𝑈
1 −3 𝐿 0 1 𝑈
[ ]=[ 1 ][ ]
2 1 𝐿2 𝐿3 0 1
1 = 𝐿1 (1) + 0 𝐿1 = 1
−3 = 𝐿1 (𝑈) + 0 𝑈 = −3
2 = 𝐿2 (1) + 0 𝐿2 = 2
1 = 𝐿2 (𝑈) + 𝐿3 𝐿3 = 7
𝐿𝑦 = 𝑏
1 0 𝑦1 −7
[ ][ ] = [ ]
2 7 𝑦2 7
1(𝑦1 ) = −7 𝑦1 = −7
2(𝑦1 ) + 7(𝑦2 ) = 7 𝑦2 = 3
𝑦 = 𝑈𝑥
−7 1 −3 𝑥1
[ ]=[ ][ ]
3 0 1 𝑥2
3 = 𝑥1 (0) + 1(𝑥2 ) 𝑥2 = 𝟑
−7 = 1(𝑥1 ) − 3(𝑥2 ) 𝑥1 = 𝟐