LU DECOMPOSITION METHOD FOR SOLVING LINEAR EQUATIONS

NUMERICAL METHODS
Lecture 6.
Set of linear equations
prof. dr hab. in. Katarzyna Zakrzewska

Numerical Methods - Lecture 6
OUTLINE
Exact methods
Nave Gaussian Elimination
Gauss-Siedel Method
LU Decomposition
System of linear equations
Consider the system of linear equations m

with n unknowns in the form of
a11 x1 a12 x2 a1n x n b1

a 21 x1 a 22 x 2 a 2 n xn b2

a m1 x1 a m 2 x2 a mn xn bm
with coefficients aik and bi that belong to K ( K

= R lub K = C)
System of linear equations
The system of linear equations:

where:
Ax b
A matrix with m rows and n columns

x vector with n unknowns
b vector of m known numbers
possible solutions:
Infinitely many solutions

Exactly one solution
No solution (inconsistent system)
Kronecker-Capelli theorem
Matrix system of equations is called the

coefficient matrix A with variable
a11 a1n
A
a m1 a mn
a11 a1n b1
C
a m1 a mn bm
Expanded matrix is called the matrix C, also

referred to as A / B, formed from the matrix A by
adding to it a column of free terms
System of m linear equations with n unknowns has
a solution if the rank r of the main matrix equals to
the rank of the expanded matrix :
rank A = rank C = r
For any matrix, the rank is equal to r if and only if there

exists a nonzero minor of rank k of this matrix, and
every minor of rank larger than k is zero.
If the rank r of both matrices is equal to the number
of unknowns, there is one solution of the system of
equations , i.e., one set of numbers satisfying the
equation can be found; a system is consistent
rank A = rank C = n
If common order r the both matrix is smaller than
the number of unknowns n, then (n - r) unknowns
can be chosen arbitrarily, and the remaining r
unknowns determined from the equation, then the
system has no unique solution, it depends on (n - r)
parameters
rank A =rank C < n
if the rank r of the main matrix is smaller than the
rank of an extended matrix, the system of linear
equations has no solution; the system is
inconsistent
rank A rank C
The concept of norms
In the space Rn, whose elements are the vectors: x x1 , x2, ..., xn
x 1 x1 x2 ... xn
x 2 x x ... x
2
1
2
2
2 1/ 2
n
max x1 , x2 , ..., xn
For any vector x Rn, inequalities are valid:
x 2 x1 n x 2 nx
10
Methods of solving sets of linear

algebraic equations
Exact methods - definition
If the solution of equations Ax=b is obtained by the
transformation of A and B, assuming exactly
performed arithmetic operations, after a finite
number of actions we get a solution.
11
Exact methods
Exact methods - features
A small number of calculations needed to determine the
solution
If the task is ill-conditioned numerically, the solution can
be subject to a significant error.
They can be unstable due to rounding off errors
The transformation matrix A uses to a large extent the
machine's memory, especially if the original data A and b
should be kept to a final verification
12
Exact methods - example
Example Cramer's formulas
a11 x1 a12 x2 b1
a21 x1 a22 x2 b2
a22b1 a12b2
x1
a11a22 a21a12
Method 1:
a11b2 a21b1
x2
a11a22 a21a12
We assume accurate to two decimal digits each result before

further calculation is rounded
0,99 x1 0,70 x2 0,54

0,70 x1 0,50 x2 0,38
a11a22 0,99 0,50 0,4950 0,50
a21a12 0,70 0,70 0,4900 0,49
a11a22 a21a12 0,50 0,49 0,01

13
a22b1 a12b2 0,50 0,54 0,70 0,38
0,2700 0,2660 0,27 0,27 0
a11b2 a21b1 0,99 0,38 0,70 0,54
0,3762 0,3780 0,38 0,38 0

0
0
0,01
0
x2
0
0,01
x1
The exact solution to this system of equations gives the result:
x1 0,80
x2 0,36
14
Method 2: Gaussian elimination method 0,99 x1 0,70 x2 0,54
0,70 x1 0,50 x2 0,38
We eliminate the unknown x1 from the second equation of the

system of equations. For this purpose multiplying the first
equation by:
a
0,70
21
We receive:
a11
0,99
0,7070 0,71
0,70 x1 0,4949 x2 0,3818

0,70 x1 0,50 x2 0,38
By subtracting the equations, after having rounded to two digits:
0,00 x2 0,00
The system has infinitely many solutions.

15
Systems of equations with triangular matrix

Triangular matrix definition
Triangular matrix is called lower (upper) triangular matrix,
where all the elements of above (under) diagonal are equal
to zero.
lower triangular matrix

upper triangular matrix

16
Calculating the determinant of a triangular matrix comes

down to the multiplication of elements lying on the main
diagonal:
det( L) li ,i l1,1 l2, 2 ...ln ,n

n
i 1
det(U ) ui ,i u1,1 u2, 2 ...un ,n

n
i 1
17
If the matrix A system of n equations with n unknowns Ax=b

is a triangular matrix (upper or lower), then the solution x of
this system of equations can be obtained by performing a
small number of arithmetic operations and for small rounding
errors
a11 x1 a12 x2 ... a1,n 1 xn 1 a1n xn b1
a22 x2 ... a2,n 1 xn1 a2 n xn b2
.....................................................
Generally
xi
an 1,n 1 xn1 an1,n xn bn 1
bi ain xn ... aii 1 xi 1

aii
ann xn bn
bn
xn
ann
i n 1, n 2, ..., 1
18

Calculation cost:
To determine the vector x should be performed M

multiplications and divisions and D additions:
1 2 1
M n n
2
2
1 2 1
D n n
2
2
19
Gaussian Elimination
The first phase (the phase of the elimination of the
"forward coefficient)
a11 x1 a12 x2 a13 x3 ... a1n xn b1

a21 x1 a22 x2 a23 x3 ... a2 n xn b2
.....................
an1 x1 an 2 x2 an 3 x3 ... ann xn bn
n-1 steps of elimination are required
20
Step 1. From the second row subtracting the first one, divided by
a11 and multiplied by a21
a11 x1 a12 x2 a13 x3 ... a1n xn b1
a21
a11
a21
a21
a21
a21 x1
a12 x2 ...
a1n xn
b1
a11
a11
a11
a21 x1 a22 x2 a23 x3 ... a2 n xn b2

We receive:
a21
a21
a21
a22
a12 x2 ... a2 n
a1n xn b2
b1
a11
a11
a11
21
Similarly, acting with the rest of rows:
a11 x1 a12 x2 a13 x3 ... a1n xn b1
'
'
a22
x2 a23
x3 ... a2' n xn b2'
'
'
a32
x2 a33
x3 ... a3' n xn b3'
.....................
'
an' 2 x2 an' 3 x3 ... ann
xn bn'
'
where: a22
a22
.
.
.
a2' n a2 n
a21
a12
a11
a21
a1n
a11
22
Step 2. We repeat the procedure step 1 for the third
row
a '32
'
'
'
'
a22 x2 a23 x3 ... a2 n xn b2
'
a32
x2
'
a23
a'22
'
'
'
a32
a32
' a32
'
x
...
a
x
b
3
2n '
n
2
'
'
a22
a22
a22
'
'
a32
x2 a33
x3 ... a3' n xn b3'
We receive :
'
a '32
a '32
a '32
a33
a '23 x3 ... a '3n
a '2 n xn b'3
b '2
a '22
a '22
a '22
23
After second step we receive
'
'
a22
x2 a23
x3 ... a2' n xn b2'
"
a33
x3 ... a3" n xn b3"
.....................
a x ... a x b
"
n3 3
"
nn n
"
n
24
At the end of step n-1 the system of equations takes
the form:
a11 x1 a12 x 2 a13 x3 ... a1n x n b1

'
'
a22
x2 a23
x3 ... a2' n xn b2'
"
a33
x3 ... a3" n xn b3"
.....................
n 1
ann xn bn
n 1
25
After the n-1 step elimination of variables resulting
equations can be written in matrix form:
a11 a12
0 a'
22
0
0
0
0
a1n x1 b1
a'2 n x2 b2'

"
"
a3n x3 b3

(n 1 )
xn bn(n-1 )
0 ann
a13
a'23
a"33
The resulting matrix is a triangular matrix!

26
The second phase called back substitution
Start with the last equation because it has only one unknown
bn( n 1)
x n ( n 1)
a nn
xi
bii 1 ai,ii11 xi 1 ai,ii12 xi 2 ... ai,in1 xn
xi
aii
i 1
bi
i 1
aiji 1 x j
n
j i 1
i 1
ii
for i n 1,...,1
for i n 1,...,1
27
Gaussian Elimination computational cost
The total number multiplications and of divisions:
1 3
1
2
M n n n
3
3
The total number of additions:

1
1
5
D n3 n2 n
3
2
6
28
Example:
Gaussian Elimination - example

Time t
(s)
5
Velocity
(m/s)
12
106.8
177.2
279.2
The velocity data is approximated by a polynomial as:
vt a1t 2 a 2 t a3 ,
Find the velocity at t=6 seconds .
5 t 12.
29
v t a 1 t 2 a 2 t a 3 , 5 t 12.
t 12
2
t2
t 32
t1
t2
t3
t1 5 s , v ( 5 ) 106 , 8 m / s
t 2 8 s , v ( 5 ) 177 , 2 m / s
t 3 12 s , v ( 5 ) 279 , 2 m / s
25
64
144
5
8
12
1
1
a1
v1
a v
2
2
a 3
v 3
1
1
1
a 1 106 . 8
a 177 . 2
2
a 3 279 . 2
30

25 5 1 106.8
64 8 1 177.2
144 12 1 279.2
25
Divide equation 1 by
25 and multiply by 64
64
2.56
25
5 1 106.8 2.56 64 12.8 2.56 273.408
Subtract the result of

equation 2
We receive :
64
64
0
12.8
2.56
4.8 1.56
177.2
273.408
96.208
5
1
106.8
25
0 4.8 1.56 96.208
144 12
1
279.2
31

5
1
106.8 Divide equation 1 by
25
0 4.8 1.56 96.208
25 and multiply by 144

144 12
1
279.2
25
5 1 106.8 5.76 144

.

equation 3
After the first step of

elimination
144
144
0
144
5.76
25
28.8 5.76 615.168

12
28.8
1
5.76
16.8 4.76
279.2
615.168
335.968
5
1
106.8
25
0 4.8 1.56 96.208
0 16.8 4.76 335.968
32

5
1
106.8
25
0 4.8 1.56 96.208
0 16.8 4.76 335.968
Divide equation 2
by -4.8 and multiply
by -16.8
16.8
3 .5
4 .8
4.8 1.56 96.208 3.5 0 16.8 5.46 336.728

equation 3
After the second step of
elimination
0
0
0
16.8 4.76
335.968
16.8 5.46 336.728

0
0.7
0.76
5
1
106.8
25
0 4.8 1.56 96.208
0
0
0.7
0.76
33

5
1
106.8 25
5
1 a1 106.8
25
0 4.8 1.56 96.2 0 4.8 1.56 a 96.208
0
0
0.7 0.7 0
0
0.7 a3 0.76
Back Substitution
Solving for a3
0.7 a3 0.76
0.76
0 .7
a3 1.08571
a3
34
Solving for a2
5
1 a1 106.8
25
0 4.8 1.56 a 96.208
0
0
0.7 a3 0.76
4.8a2 1.56a3 96.208
96.208 1.56a3
a3 1.08571
a2
4.8
96.208 1.56 1.08571
a2
4.8
a2 19.6905
35

5
1 a1 106.8
25
0 4.8 1.56 a 96.2
0
0
0.7 a3 0.76
Solving for
a1
a3 1.08571
a2 19.6905
25a1 5a2 a3 106.8
106.8 5a2 a3
a1
25
106.8 5 19.6905 1.08571
25
0.290472
36
Solution:
25
64
144
5
8
12
1
1
a1 106 .8
a 177 .2
2
a 3 279 .2
a1 0.290472
a 19.6905
2
a3 1.08571
v t a1t 2 a2t a3 0.290472 t 2 19.6905t 1.08571, 5 t 12

v6 0.2904726 19.69056 1.08571 129.686 m/s.
2
37
Disadvantages of the method:
May stop the process of calculation due to a division by

zero.
It is particularly susceptible to accumulation of rounding
errors.
Advantages of the method:
The number of operations in the method of Gaussian
elimination is much smaller than in the method of Cramer
In case of 15 equations
M=1345 multiplications in the method of Gaussian Elimination and
M=51012 for Cramer formulas
Digital machine performs 106 multiplications per second: 0,01 s in

method of Gaussian Elimination and more than a year to formulas
Cramer
38
Division by zero can occur any time during elimination
of variables
12 10 7 x1 15
6 5
3 x2 14

24 1 5 x3 28
12 10 7 x1 15
0
x 6.5
0
6
.
5
2
0 21 19 x3 2
In the next step, division by zero

39
The system of equations:
15
10 x1 45
20
3 2.249 7 x 1.751
1
3 x3 9
5
Exact solution
x1
x
2
x3
1
1

1
The solution with an

accuracy 6
decimal digits at
each step
x1 0.9625
x 1.05
2
x3 0.999995
The solution with an

accuracy 5 decimal
digits at each step
x1 0.625
x 1.5
2
x3 0.99995
40
Partial pivoting method
- with a partial choice of the base element
Prevents division by zero

Reduces the numerical error
The basic element is called the element of matrix A, with which

eliminates the variable of further equations. So far as the basic
elements chose the element lying on the diagonal
akk
Using partial choice the base element to select of the elements

of the k-th column in the k-th matrix, which has the largest
module. By changing sequence of rows in the matrix, you can
get the basic element lying on the diagonal
41
Example :
25 5 1 a1 106.8
64 8 1 a 177.2
144 12 1 a3 279.2
The values in the first column are:
25 , 64 , 144
25 5 1 106.8
144 12 1 279.2
64 8 1 177.2
64 8 1 177.2
144 12 1 279.2
25 5 1 106.8
Exchange the third row and the first row
42
25 5 1
A 64 8 1
144 12 1
Calculate the determinant of a matrix [A]
After Gauss elimination
5
1
25
B 0 4.8 1.56
0
0
0.7
Useful Theorem: If the matrix B is formed from the matrix

A by adding or subtracting from one row another row
multiplied by the number, the determinant remains the
same
det(A)=det(B)=25 (-4,8) (0.7)=-84,00
43
Following application of the
method with partial selection of
basic element , we have
received matrix[C]
12
1
144
C 0 2.917 0.8264
0
0
0.2
Useful Theorem: If the matrix B is formed from the matrix

A by exchanging one row with another, then a change
of sign of the determinant occurs
det(C)=(-)(-)det(B)=144 (2.917) (-0.2)=-84,00
44
144 12 1 279.2
64 8 1 177.2
25 5 1 106.8
144
Divide row 1 by 144

and multiply by 64
64
0.4444
144
12 1 279.2 0.4444 63.99 5.333 0.4444 124.1
Subtract the result

of equation 2
64
63.99
0
1 177.2
5.333 0.4444
124.1
2.667 0.5556 53.10
12
1
279.2
144
0 2.667 0.5556 53.10
25
5
1
106.8
45
12
1
279.2
144
0 2.667 0.5556 53.10
25
5
1
106.8
144
Divide equation 1 by
144 and multiply by
25
25
0.1736
144
12 1 279.2 0.1736 25.00 2.083 0.1736 48.47
Subtract the result

of equation 3
25
25
0
1 106.8
2.083 0.1736 48.47
2.917
0.8264 58.33
12
1
279.2
144
0 2.667 0.5556 53.10
0 2.917 0.8264 58.33

46
The values in the second column of the second and
third row is:
2.667 , 2.917
Maximum is 2.917 in the third row
Replace the third row of the second
12
1
279.2
12
1
279.2
144
144
0 2.667 0.5556 53.10 0 2.917 0.8264 58.33
0 2.917 0.8264 58.33

0 2.667 0.5556 53.10
47
12
1
279.2 Divide equation 2 by
144
0 2.917 0.8264 58.33 2.917 and multiply by
2.667
0 2.667 0.5556 53.10
2.917
2.667
0.9143.
2.917
0.8264 58.33 0.9143 0 2.667 0.7556 53.33
Subtract the result

of equation 3
0
0
0
2.667 0.5556
2.667 0.7556
0
53.10
53.33
0.2 0.23
12
1
279.2
144
0 2.917 0.8264 58.33
0
0
0.2 0.23
48
1
144 12
0 2.917 0.8264
0
0.2
0
Solving for a2
a1 279.2
a 58.33
2
a3 0.23
2.917a2 0.8264a3 58.33
58.33 0.8264a3
a2
2.917
58.33 0.8264 1.15
2.917
19.67
49
1
144 12
0 2.917 0.8264
0
0.2
0
Solving for a1
a1 279.2
a 58.33
2
a3 0.23
144a1 12a2 a3 279.2
279.2 12a2 a3
a1
144
279.2 12 19.67 1.15
144
0.2917
50
Solution:
25
64
144
5
8
12
1
1
a 1 106 .8
a 177 .2
2
a 3 279 .2
a1 0.2917
a 19.67
2
a3 1.15
51
Gauss-Seidel Method
System of n equations with n unknowns:
a11 x1 a12 x2 a13 x3 ... a1n xn b1
a21 x1 a22 x2 a23 x3 ... a2n xn b2

.
.
.
.
.
.
.
.
.
an1 x1 an 2 x2 an 3 x3 ... ann xn bn

52
Gauss-Seidel Method
The transformation equations to the form:
b1 a12 x2 a13 x3 a1n xn

x1
a11
b2 a21 x1 a23 x3 a2 n xn
x2
a22
from equation 1
from equation 2
with n-1
bn 1 an 1,1 x1 an 1,2 x2 an 1,n 2 xn 2 an 1,n xn

xn 1
an 1,n 1
bn an1 x1 an 2 x2 an,n1 xn 1
xn
ann
from equation n
53
Gauss-Seidel Method
General form of the i - th equation
bi aij x j
n
xi
j 1
j i
aii
, i 1,2,, n.
This is an iterative method
54
Gauss-Seidel Method
We assume the initial values of x1 to xn and substitute
them into previously transformed equations
Calculate the Absolute Relative Approximate Error
a i
xinew xiold
100
new
xi
x1
x
2

xn -1
xn
The iterations are stopped when the absolute relative

approximate error is less than a prespecified tolerance for all
unknowns.
55
Example:
Gauss-Seidel Method
Time t
(s)
5
Velocity
(m/s)
12
106.8
177.2
279.2
The velocity data is approximated by a polynomial as:
vt a1t 2 a 2 t a3 ,
5 t 12.
Find coefficients a1, a2, a3 by Gauss-Seidel method

and velocity in time t = 6 s
56
Gauss-Seidel Method
Using a Matrix
template of the
form:
The system of
equations
becomes:
Initial Guess: Assume an
initial guess of
t12
2
t 2
t32
t1
t2
t3
1 a1 v1

1 a2 v2
1 a3 v3
25 5 1 a1 106 .8
64 8 1 a 177 .2
144 12 1 a3 279 .2
a1 1
a 2
2
a3 5
57
Gauss-Seidel Method
Rewriting each equation:
25 5 1 a1 106 .8
64 8 1 a 177 .2
144 12 1 a3 279 .2
106.8 5a 2 a 3
a1
25
177.2 64a1 a 3
a2
8
279.2 144 a1 12a 2
a3
1
58
Gauss-Seidel Method
The first iteration:
a1 1
a 2
2
a3 5
106.8 5( 2) (5)
a1
3.6720
25
177.2 643.6720 5
a2
7.8510
8
279.2 1443.6720 12 7.8510

a3
155.36
1
59
Gauss-Seidel Method
Finding the absolute relative approximate error:

a i
xinew xiold
100
new
xi
a 1
3.6720 1.0000
100 72.76%
3.6720
a 2
7.8510 2.0000
100 125.47%
7.8510
a 3
155.36 5.0000
100 103.22%
155.36
At the end of the first

iteration:
a1 3.6720
a 7.8510
2
a 3 155 .36
The maximum
absolute relative
approximate error
is 125.47%
60
Gauss-Seidel Method
Second iteration:
106.8 5 7.8510 155.36

a1
12.056
25
a1 3.6720
a 7.8510
2
a3 155.36
The results of the

first iteration:
a3
177.2 6412.056 155.36

a2
54.882
8
279.2 14412.056 12 54.882

798.34
1
61
Gauss-Seidel Method
Finding the absolute relative approximate error:
12.056 3.6720
a 1
x100 69.543%
12.056
54.882 7.8510
x100 85.695%
54.882
a1 12.056
a 54.882
2
a3 798.54
The maximum
absolute
798.34 155.36
relative
a 3
x100 80.540%
798.34
approximate
error is
85.695%
62
Gauss-Seidel Method
Iteration
1
2
3
4
5
6
a1
3.6720
12.056
47.182
193.33
800.53
3322.6
a 1 %
72.767
69.543
74.447
75.595
75.850
75.906
a2
7.8510
54.882
255.51
1093.4
4577.2
19049
Repeating more iterations, the

following values are obtained:
a 2 %
125.47
85.695
78.521
76.632
76.112
75.972
a3
155.36
798.34
3448.9
14440
60072
24958
0
a 3 %
103.22
80.540
76.852
76.116
75.963
75.931
a 1 0.29048
a 19.690
2
a 3 1.0857
When this method is consistent?

63
Gauss-Seidel Method
If the matrix is strongly diagonally dominant the
Gauss-Seidel method is convergent
aii aij
n
j 1, j i
aii aij
n
j 1, j i
for all i
for at least one i
64
Gauss-Seidel Method
Example of a matrix diagonally dominant
12 3 5
1 5 3
3 7 13
a11 a12 a13 8
a22 a21 a23 4
a33 a31 a32 10

65
LU Decomposition
LU Decomposition is another method to solve a set of
simultaneous linear equations
Ax b
The matrix A can be represented as:
A LU
where:
L lower triangular matrix
U upper triangular matrix
66
LU Decomposition
If solving a set of linear
equations:
Multiply by:
but:
L L I
unit matrix
L U X C
A LU
AX C
L LU X L C
1
I U X L C
1
but:
therefore:
I U U
1
U X L C
L1 C Z
LZ C
U X Z
67
LU Decomposition
U X L C
1
You can save
U X Z L1 C Z
LZ C
68
LU Decomposition
Given:
AX C
Decompose [A] into [L] and [U]

Solve [L][Z] = [C] for [Z]
Solve [U][X] = [Z] for [X]
69
LU Decomposition
[A] Decompose to [L] and [U]
1
A LU 21
31
32
0 u11
0 0
1 0
u12
u 22
0
u13
u 23
u 33
[U] is the same as the coefficient matrix at the end of

the forward elimination step.
[L] is obtained using the multipliers that were used in
the forward elimination process
70
LU Decomposition - example
To find the shape of the object with images of the surface in three
dimensions, for example, you need to solve the following system
of equations:
0,2425
0,2357
0
0,2425
0,2357
0,9701 x 1 247
0,9701 x 2 248
0,9428 x 3 239
On the right are the intensity of light from the center of the image.
The matrix coefficients depend on the direction of the light source
relative to the camera. Unknowns are the intensity of the image,
which will determine the shape of the object. We find values x1,
x2, x3 using LU decomposition.
71
Solution:
LU Decomposition example
1
A LU 21
31
0
1
32
0 u11
0 0
1 0
u12
u 22
0
u13
u 23
u 33
We are looking for a matrix [L] and [U].

Matrix [U] will be calculated using Gaussian elimination.
72
First step:
0
0,9701
0,2425
row1
0
row2
(
0
)
0
,
2425
0
,
9701
0,2425
0,2357 0,2357 0,9428
0
0,9701
0,2425
row1
0
row3
0
,
2357
)
0
,
2425
0
,
9701
0,2425
0
0,2357 1,8857
73
Second step:
0
0,9701
0,2425
row2
0
row3
0
,
2357
)
0
,
2425
0
,
9701
0,2425
0
0
2,8286
Coefficient matrix [U] is:
0
0,9701
0,2425
U 0 0,2425 0,9701
0
0
2,8286
we determine
matrix [L]:
0
1
[ L] 21 1
31 32
0
0
1
74
Finding the L matrix:
1
21
31
32
0
0 the first step of
1 finding the matrix U
the second step of

finding the matrix
L
a 21
0
21
0
a11 0,2425
a 31 0,2357
31
0,97196
a 11
0,2425
32
a 32 0,2357
0,97196
a 22
0,2425
75
When matrix [L] and [U] are known, we will try to solve
the system [L][Z]=[C]:
1
0,97196
0
1
0,97196
0 z1 247
0 z 2 248
1 z 3 239
z1 247
z 2 248
z3 239 ( 0,97196 ) z1 ( 0,97196 ) z 2

z3 720 ,12
76
z1 247
[ Z ] z 2 248
z 3 720 ,12
Knowing already [Z] we solve

the system [U][X]=[Z]
0,2425
0
0
0
0,2425
0
0,9701 x 1 247
0,9701 x 2 248
2,8286 x 3 720 ,12
77
Solving system of equations:
0,2425 x1 ( 0,9701) x3 247
0,2425 x2 ( 0,9701) x3 248

2,8286 x3 720 ,12
we get vector x:
x 1 0,10905
x 4,2328
2
x 3 254 ,59
78
Homework:
Solve the system of describing the three-phase AC
circuit:
79

LU DECOMPOSITION METHOD FOR SOLVING LINEAR EQUATIONS

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LU DECOMPOSITION METHOD FOR SOLVING LINEAR EQUATIONS

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NUMERICAL METHODS

prof. dr hab. in. Katarzyna Zakrzewska

Numerical Methods - Lecture 6

System of linear equations

Consider the system of linear equations m

a11 x1 a12 x2 a1n x n b1

with coefficients aik and bi that belong to K ( K

System of linear equations

The system of linear equations:

A matrix with m rows and n columns

Infinitely many solutions

Matrix system of equations is called the

Expanded matrix is called the matrix C, also

For any matrix, the rank is equal to r if and only if there

Numerical Methods - Lecture 6

rank A =rank C < n

Numerical Methods - Lecture 6

Numerical Methods - Lecture 6

The concept of norms

For any vector x Rn, inequalities are valid:

Numerical Methods - Lecture 6

Methods of solving sets of linear

Numerical Methods - Lecture 6

Numerical Methods - Lecture 6

Exact methods - example

Example Cramer's formulas

We assume accurate to two decimal digits each result before

0,99 x1 0,70 x2 0,54

a11a22 0,99 0,50 0,4950 0,50

a21a12 0,70 0,70 0,4900 0,49

a11a22 a21a12 0,50 0,49 0,01

Exact methods - example

a22b1 a12b2 0,50 0,54 0,70 0,38

0,2700 0,2660 0,27 0,27 0

a11b2 a21b1 0,99 0,38 0,70 0,54

0,3762 0,3780 0,38 0,38 0

The exact solution to this system of equations gives the result:

Numerical Methods - Lecture 6

Exact methods - example

Method 2: Gaussian elimination method 0,99 x1 0,70 x2 0,54

0,70 x1 0,50 x2 0,38

We eliminate the unknown x1 from the second equation of the

0,70 x1 0,4949 x2 0,3818

By subtracting the equations, after having rounded to two digits:

The system has infinitely many solutions.

Systems of equations with triangular matrix

lower triangular matrix

upper triangular matrix

Systems of equations with triangular matrix

Calculating the determinant of a triangular matrix comes

det( L) li ,i l1,1 l2, 2 ...ln ,n

det(U ) ui ,i u1,1 u2, 2 ...un ,n

Numerical Methods - Lecture 6

Systems of equations with triangular matrix

If the matrix A system of n equations with n unknowns Ax=b

a11 x1 a12 x2 ... a1,n 1 xn 1 a1n xn b1

a22 x2 ... a2,n 1 xn1 a2 n xn b2

an 1,n 1 xn1 an1,n xn bn 1

bi ain xn ... aii 1 xi 1

Numerical Methods - Lecture 6

Systems of equations with triangular matrix

To determine the vector x should be performed M

Numerical Methods - Lecture 6