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DIRECT METRHOD
TRIANGULAR FACTORIZATION
Definition : The nonsingular matrix A has a triangular factoization if it can be expressed as the
product of a lower- triangular matrix L and an upper-triangular matrix U .
A LU ..................................(1)
L U
Ax b
………(2)
( LU ) x b
1
CROUT DECOMPOSITION
Given Ax b ,
L U
l11 a11
a12
l11u12 a12 u12
l11
a13
l11u13 a13 u13
l11
l21 a21
l21u12 l22 a22 l22 a22 l21u12
a23 l21u13
l21u13 l22 u23 a23 u23
l22
l31 a31
l31u12 l32 a32 l32 a32 l31u13
l31u13 l32 u23 l33 a33 l33 a33 l31 u13 l32 u23
Example: Solve
2 x1 5 x2 x3 12
x1 3 x2 x3 8
3 x1 4 x2 2 x3 16
2
Solution:
2 5 1 x1 12
Ax b 1 3 1 x 2 8
3 4 2 x 16
3
Find LU matrices
L U
l11 2
5
l11u12 5 u12
2
1
l11u13 1 u13
2
l21 1
5 1
l21u12 l22 3 l22 3
2 2
1
1 (1)
l21u13 l22 u23 1 u23 2
1
1
2
l31 3
5 7
l31u12 l32 4 l32 4 3
2 2
3 7
l31u13 l32 u23 l33 2 l33 2 4
2 2
3
2 0 0 1 5 1
2 2
L 1 1 2 0 U 0 1 1
3 7 0 0 1
2 4
Solve
2 0 0 y 12
1
1 1
Ly b
2 0 y2 8
3 7 4 y3 16
2
2 y1 12 y1 6
1
y1 y2 8 y2 4
2
7
3 y1 y2 4 y3 16 y3 3
2
Solve Ux y
1 5 1
2 2 x1 6
0
1 1 x 2 4
0 0 1 x3 3
x3 3
x2 x3 4 x2 1
5 1
x1 x2 x3 6 x1 2
2 2
Solution set
x1 , x2 , x3 2, 1, 3
4
CHOLESKY DECOMPOSITION
L LT
a12
2
l11 a11 l11 a11 , l11l21 a12 l21
l11
a13
l11l31 a13 l31 , 2
l21 l22
2
a22 l22 a22 l21
2
l11
a23 l21l31
l21l31 l32 l22 a23 l32 , 2
l31 l32
2
l33
2
a33 l33 a33 l31
2
l32
2
l22
4x y 8
x 4 y z 3
y 4z 4
4 1 0 x 8
1 4 1 y 3
0 1 4 z 4
A x b
5
4 1 0 l11 0 0 l11 l21 l31
1 4 1 l21 l22 0 0 l22 l32
0 1 4 l l33 0 l33
31 l32 0
1
2
l11 4 l11 2 , l11l21 1 l21
2
1 15
l11l31 0 l31 0 , 2
l21 l22
2
4 l22 4
4 2
2 4 56
l21l31 l32 l22 1 l32 , 2
l31 l32
2
l33
2
4 l33 4 0
15 15 15
2 0 0
L 1 15 0
2 2
0 2 15 56 15
Solve Ly b
2 0 0 y
1 8
1 15 0 y2 3
2 2
0 2 15 56 15 y3 4
2 56
y1 4 , y2 and y3 (exercise )
15 15
Solve LT x y
2 1 0
4
2 x
15 2
0 2 2 15 y
15
0 0 56 15 z 56
15
x 2 , y 0 and z 1 (exercise )
EXERCISE
6
Q-1) Solve the following linear equations using LU decomposition for the matrix A such that
uii 2 for i 1, 2, 3
6 10 0 x 1
12 26 4 y 1
0 9 12 z 0
Q-2) Find an LU matrix decomposition for the following matrix provided that
lii 0.5 for i 1, 2, 3 where
0.5 1 2
A 1 2 5
2 4 7
Q-3) Solve the following set of linear equations using LU decomposition method.
4 x1 2 x2 4
2 x1 4 x2 2 x3 2
2 x2 4 x3 1
Q-4) Solve the following set of linear equations using LU decomposition method.
x 3z 5
3 x y 6 z 12
5 x 2 y z 8