Professional Documents
Culture Documents
4.0 LU Decomposition
4.0 LU Decomposition
METHOD/ CROUT’S
METHOD/
College of Engineering
CHOLESKEY’S
METHOD
Contents
• Introduction
LU DECOMPOSITION METHOD Choleskey’s Method, also known as Crout’s Method or LU
Decomposition Method, is a method of matrix decomposition and
factorization.
Illustration:
A X – C =0 ----3
1 u 12 u 13 X1 d1
0 1 u 23 X2 = d2 -------4
0 0 1 X3 d3
Equation 4 can be easily solved by back substitution as
LU DECOMPOSITION METHOD discussed in Gaussian Elimination Method. The upper unit
triangular matrix of equation 4 will be represented by uij and
equation 4 can be written as
U X – D =0 ----5
Suppose there exists a lower triangular matrix
l11 0 0
l21 l22 0
l31 l32 l33
Therefore:
LU = A -------6
and L D = C -------7
li1 = ai1
4. when i < j
u
for i = 2, 3 . . . . n
j = i +1, i + 2,. . . i + n (for each value of j)