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Chapter4_Prob10

The document explains the LU decomposition of a given matrix using the Gaussian elimination procedure. It details the transformation of the matrix into a lower triangular matrix [L] and an upper triangular matrix [U], providing specific multipliers and resulting matrices. The final result shows the decomposition of the original matrix as a product of [L] and [U].

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3 views1 page

Chapter4_Prob10

The document explains the LU decomposition of a given matrix using the Gaussian elimination procedure. It details the transformation of the matrix into a lower triangular matrix [L] and an upper triangular matrix [U], providing specific multipliers and resulting matrices. The final result shows the decomposition of the original matrix as a product of [L] and [U].

Uploaded by

josa.palaganas.up
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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1

2 4 6
4.10 Determine the LU decomposition of the matrix a = 3 5 1 using the Gauss elimination procedure.
6 –2 2
Solution
LU decomposition using Gausian elimination transforms the above matrix into a lower triangular matrix
[ L ] multiplied by an upper triangular matrix [ U ] . [ U ] is the upper triangular matrix that would normally
result after applying Gaussian elimination to the given matrix. [ L ] consists of the multipliers that are used
3
in the Gaussian elimination procedure and 1s along the diagonal. Thus, with m 21 = --- and m 31 = 3 ,
2
2 4 6 2 4 6 2 4 6 2 4 6 2 4 6
3 5 1 → 0 – 1 – 8 . Next, m 32 = 14 , 0 –1 –8 → 0 –1 –8 . Thus, U = 0 – 1 – 8 , and
6 –2 2 0 – 14 – 16 0 – 14 – 16 0 0 96 0 0 96

1 0 0 1 0 0 2 4 6 1 0 0 2 4 6
L = m 21 1 0 = 1.5 1 0 . Therefore, 3 5 1 = LU = 1.5 1 0 0 – 1 – 8 .
m 31 m 32 1 3 14 1 6 –2 2 3 14 1 0 0 96

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