Dizon, Abigail Mae R.

11698411 - MSCE

Solving Simultaneous Linear Equations

LU Decomposition
L-lower triangular matrix
U-upper triangular matrix
A=LU L U
Ax=b l11 0 0 y1 b1 u11
LU=b l21 l22 0 y2 b2 0
Let Ux=y l31 l32 l33 y3 b3 0
Ly=b y1=b1/l11
y1= y2=b2/l21*l22
y3=b3/l31*l32*l33

25 5 1 106.8
64 8 1 177.2
144 12 1 279.2
U
25 5 1 106.8 25 5 1
64 8 1 177.2 2.56 0 -4.8 -1.56
64 12.8 2.56 273.408 0 0 0.7
0 -4.8 -1.56 -96.208
144 12 1 279.2 5.76
144 28.8 5.76 615.168 25 5 1
0 -16.8 -4.76 -335.968 3.5 0 -4.8 -1.56
-16.8 -5.46 -336.728 0 0 0.7
0 0 0.7 0.76
 u12 u13 x1 y1
u22 u23 x2 y2
0 u33 x3 y3
x1=y1/u11*u12*u13
x2=y2/u22*u23

L
1 0 0 1
2.56 1 0 2.56
5.76 3.5 1 5.76

y
x1 106.8 1 0 0 y1 106.8
x2 -96.208 2.56 1 0 y2 177.2
x3 0.76 5.76 3.5 1 y3 279.2

x1 0.184 y1 106.8
x2 20.290 y2 -96.208
x3 0.76 y3 0.76
 Product
0 0 25 5 1 25 5 1
1 0 0 -4.8 1.56 64 8 4.12
3.5 1 0 0 0.7 144 12 11.92
Dizon, Abigail Mae R.
11698411 - MSCE

Solving Simultaneous Linear Equations

Choleskys Method LDL Transpose Decomposition
A=SPD
Symmetric, Positive, Definite
y not equal to 0
ytranspose A multiplied by y = if greater than 0, therefore positive definite
Symmetric=determinants of all the subset is greater than 0

A=L*Lt
or A=Ut*U

U L
25 5 1 1 0 0
0 -4.8 -1.56 2.56 1 0
0 0 0.7 5.76 3.5 1
Ut Lt
25 0 0 1 2.56 5.76
5 -4.8 0 0 1 3.5
1 1.56 0.7 0 0 1

625 125 25 x1 y 1 2.56 5.76

125 48.04 12.488 x2 y 2.56 7.5536 18.245
25 -2.488 -0.943 x3 y 5.76 18.245 46.427
 a

y1
y2
y3