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LU

DECOMPOSITION
METHOD
GROUP 7 :
Uswatun Dasih Pramudyawati (2314100007)
Aldy Hanif Wibisono
(2314100064)
Septa Ardiansyah
(2314100041)
Ummu Dzawilhijjah
(2314100108)

HISTORY

Innumerical analysisandlinear algebra,LU


decomposition(where 'LU' stands for 'lower
upper', and also calledLU factorization)
factors amatrixas the product of a lower
triangular matrixand an upper triangular
matrix. The product sometimes includes
apermutation
matrixas
well.
The
LU
decomposition can be viewed as the matrix
form of Gaussian elimination. Computers
usually solve squaresystems of linear
equationsusing the LU decomposition, and it
is also a key step when inverting a matrix, or
computing the determinantof a matrix. The
LU
decomposition
was
introduced
by
mathematicianAlan Turingin 1948.

Alan Turing was born on 23 June, 1912, in London. Turing studied


mathematics at Cambridge University, and subsequently taught there,
working in the burgeoning world of quantum mechanics. It was at Cambridge
that he developed the proof which states that automatic computation cannot
solve all mathematical problems. This concept, also known as the Turing
machine, is considered the basis for the modern theory of computation.
In 1936, Turing went to Princeton University in America, returning to
England in 1938. He began to work secretly part-time for the British
cryptanalytic department, the Government Code and Cypher School. Here he
played a vital role in deciphering the messages encrypted by the German
Enigma machine. He took the lead in a team that designed a machine known
as a bomb that successfully decoded German messages. He became a wellknown and rather eccentric figure at Bletchley. Turing turned his thoughts to
the development of a machine that would logically process information. He
worked first for the National Physical Laboratory (1945-1948). His plans were
dismissed by his colleagues and the lab lost out on being the first to design a
digital computer. It is thought that Turings blueprint would have secured
them the honour, as his machine was capable of computation speeds higher
than the others. In 1949, he went to Manchester University where he directed

DEFINITION
Lu Decomposition
the development of a method of
Gaussian elimination. In this case the
coefficient matrix A is decomposed into
the product of two matrices L and U,
where L is a triangular bottom (lower) and
U is an upper triangular matrix (Upper)
with the number 1 on the diagonal.

ALGORITHM

1. Incorporating a constant value system of linear equations


into the matrix A and vector B
a11X1-a12X2+a13X3 =b1

a11

-a21 a13

b1

a21x1+a22x2+a23x3=b2

a21

a22 a23

B = b2

a=

a31x1-a32x2-a33x3 = b3

a31

-a32 a33

b3

2. Row matrix L multiply with coloum 1 matrix U:


L11

L=

L21 L22

L31 L32
L33

L11=a11

1 U1 U13

0
U=

0
0

1
0

L21=a21

U23
1

a11 -a12 a13

a = a21 a22 a23


-

a31 a32 a33

L31=a31

3. Row 1 matrix L multiply with coloum in matrix U :


L11xU12=a11
U12=

L11xU13=a13

U13=

4. Row matrix L multiply with coloum 2 in matrix U :


L21

U12 + L22 =a22 L31 * U12 + L32 =a32

L22= a22 - L21 * U12

L32= a32 L31 * U12

5. Row 2 in matrix L multiply with coloum in matrix U


U23=

6. The general formula to obtain elements U and L are :

7. To obtain a new vector value B (Y ) can be


searched by :

8. Xn value can be searched by :

EXAMPLE :
We have linear equation :

3x1-x2+2x3 =12
x1+2x2+3x3=11

Transform to matrix

A=

2x1-2x2-x3 = 2

-1

-2

-1

Matrix A will be transform into two matrix, such us matrix L dan


matrix U :
L11

L=

L21 L22

1 U1 U13

a11 -a12 a13

U23

a21 a22 a23

L31 L32
L33

U=

0
0

1
0

a=

a31 -a32 -a33

12
B=

11
2

STEP 1 :
Row matrix L multiply with coloum 1
matrix U :
L11

L=

L21 L22

U=

L31 L32
L33

L11=a11
L31=a31

a11 -a12 a13

1 U1 U13

0
0

1
0

U23
1

a=

a21 a22 a23


a31 -a32 -a33

L21=a21

To be :

3
L=

1 L22
2

1 U1 U13

0
0

L32 L33

U=

0
0

1
0

U23
1

A=

-1

-2

-1

STEP 2 :
Row 1 matrix L multiply with coloum in
matrix U :

L=

L22

U=

L32 L33

L11xU12=a12
U12=

a11

1 U1 U13
0

U23

a=
=
a

a12 a13

a21 a22 a23


a31 a32 a33

L11xU13=a13

U13=

To be :

3
L=

1 L22
2

L32 L33

0
U=

1 U2

A=

-1

-2

-1

STEP 3 :
Row matrix L multiply with coloum 2 in
matrix U :
3

1 L22

L=

L32 L33

U=

U2

a11

a=

a12 a13

a21 a22 a23


a31 a32 a33

L21 * U12 + L22 =a22 L31 * U12 + L32 =a32


L22= a22 - L21 * U12

L32= a32 L31 * U12

To be :

3
L=

L33

0
U=

1 U2

A=

-1

-2

-1

STEP 4 :
Row 2 in matrix L multiply with coloum in
matrix U

1
3 0 0
L: =

L33

U23=

U=

U2

a11

a=

a12 a13

a21 a22 a23


a31 a32 a33

To be :

3
L=

L33

U=

A=

-1

-2

-1

STEP 5 :
Row matrix L multiply with coloum 3 in
matrix U :

1
3 0 0
L=

L33

L33=

U=

A=

-1

-2

-1

To be :

3
L=

-1

0
U=

A=

-1

-2

-1

STEP 6 :
Find Y1, Y2, Y3:
3
L=

Y1

Y2

-1

y=

Y3

To get value of y1, we have to times rows


1 matrix L with coloum in matrix y equal to
12

12
=

11

To get value of y2, we have to times rows


2 matrix L with coloum in matrix y equal to
11

y1= 12/3 = 4
y2=

y2=

y3=
y3=

y3= 2
y2= 3

To get value of y3, we have to times rows


3 matrix L with coloum in matrix y equal to
2

STEP 7:
Find X1, x2, x3 :

1
U=

0
0

1
0

X = X2

x3= 2
X2= 3 (0*x1) (1*x3)
X2= 3 (0*0) - (1*2)
X2= 1
X1= 4 (*x2) (*x3)
X1= = 4 (*1) (*2)
X1= 3

X1
X3

3
2

To get value of x1, we have to times rows


1 matrix U with coloum in matrix X equal
to 4
To get value of x2, we have to times rows
2 matrix U with coloum in matrix X equal
to 3
To get value of x3, we have to times rows
3 matrix U with coloum in matrix X equal
to 2

Thank you