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LU Decomposition and Inverse Matrix

LU decomposition can be used to solve systems of linear equations. It involves: 1) Decomposing the coefficient matrix A into lower triangular matrix L and upper triangular matrix U such that A = LU 2) Solving LY = B for Y 3) Solving UX = Y for X to obtain the solution vector X. For example, given the equations 4x - 2y - 3z = 8, 5x + 3y - 4z = 4, and 6x - 4y - 5z = 12, we can write them in matrix form as AX = B. LU decomposition yields matrices L and U such that A = LU. We then solve LY = B and

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Carmela Elaco Villanueva
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150 views

LU Decomposition and Inverse Matrix

LU decomposition can be used to solve systems of linear equations. It involves: 1) Decomposing the coefficient matrix A into lower triangular matrix L and upper triangular matrix U such that A = LU 2) Solving LY = B for Y 3) Solving UX = Y for X to obtain the solution vector X. For example, given the equations 4x - 2y - 3z = 8, 5x + 3y - 4z = 4, and 6x - 4y - 5z = 12, we can write them in matrix form as AX = B. LU decomposition yields matrices L and U such that A = LU. We then solve LY = B and

Uploaded by

Carmela Elaco Villanueva
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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LU Decomposition

Let A = LU and substitute into AX = B.


Solve LUX = B for X to solve the system.
Let UX = Y.
LY = B and UX = Y

LY = B for Y,
First solve

and then solve UX = Y for X


Example 1
Let us say you are given Converting them to
the equations: matrices will give you:
4x – 2y – 3z = 8 4 –2 –3 8
5x + 3y – 4z = 4 5 3 –4 = 4
6x – 4y – 5z = 12 6 –4 –5 12
A * X = B L
4 –2 –3 x1 8 1 0 0
5 3 –4 * x2 = 4
6 –4 –5 x3 12 1 0
1
5/4
-5/4*R1 + R2 = new R2
U U
4 –2 –3 4 –2 –3

5 3 –4 0 11/2 –1/4
6 –4 –5 6 –4 –5
U L
4 –2 –3 1 0 0
5/4 1 0
0 11/2 –1/4 1
6 –4 –5
-6/4*R1
6/4 + R3 = new R3 -2/11
2/11*R2 + R3 = new R3
U U
4 –2 –3 4 –2 –3

0 11/2 –1/4 0 11/2 –1/4


0 –1 –1/2 0 0 –6/11
y1 = 8
(5/4)(8)+L y2 = 4 U
y12 = -6 0 0 4 –2 –3
(6/4)(8)
5/4 –1(2/11)(-6)
0 +
y3 = 12 0 11/2 –1/4
6/4 -2/11 1
y3 = -12/11 0 0 –6/11
* Y = B
y1 8
* y2 = 4
y3 12
U * X = Y
4 –2 –3 x1 8
* x2 = -6
0 11/2 –1/4 x3 -12/11
0 0 –6/11
(-6/11)x3 = -12/11 4x1 – 2(-1) – 3(2) = 8
x3 = 2 4x1 = 12
(11/2)x2 + (-1/4)(2) = -6 x1 = 3
(11/2)x2 = -(11/2)
x2 = -1
Inverse Matrix
A * X = B
x1 y1 z 1 x b1
x2 y2 z 2 * y = b2
x3 y3 z 3 z b3

AX = B ; X = B/A ; X = A-1B
You need to get the inverse of matrix A and
multiply it to matrix B to get the values of
matrix X.
Example 1
Let us say you are given Converting them to
the equations: matrices will give you:
4x – 2y – 3z = 8 4 –2 –3 8
5x + 3y – 4z = 4 5 3 –4 = 4
6x – 4y – 5z = 12 6 –4 –5 12
A * X = B
4 –2 –3 x 8
5 3 –4 * y = 4
6 –4 –5 z 12

Find the determinant of A


D = 4(-15 – 16) – 5(10 – 12) + 6(17)
D = 4(-31) – (-2) + 6(17)
D = -12
Cofactors of matrix A
A
3 -4 5 -4 5 3
+ – + 4 –2 –3
-4 -5 6 -5 6 -4
5 3 –4
-2 -3 4 -3 4 -2 6 –4 –5
– + –
-4 -5 6 -5 6 -4
A
-2 -3 4 -3 4 -2
+ – + -31 1 -38
3 -4 5 -4 5 3
2 -2 4
17 1 22
X = A-1 * B Recall D of A
D = -12
x -31 2 8 17
y = 1 -2* 41 * 1
z -38 4 1222
-12
x = [(-31)(8) + 2(4)]/(-12)
+ 17(12)
=3

y = [1(8) – 2(4) +]/(-12)


1(12) = -1

z = [-38(8) + 4(4)]/(-12)
+ 22(12)
=2
Seatwork
2x – y + 4z = -3
x – 2y – 10z = -6 x y z k
3x + 4z = 7 1 -3 4 -3
6 11 4 2
8 -9 12 9
x – y + 2z = 0
x – 2y + 3z = -1
2x – 2y + z = -3
Assignment???

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