LU DECOMPOSITION / CROUTS METHOD

The matrix A is decomposed into a product of lower triangular matrix L, and an upper triangular matrix U, that is A=LU.
a11 a12 a13 … a1n l11 0 0 … 0 1 u12 u13 … u1n
a21 a22 a23 … a2n l21 l22 0 … 0 0 1 u23 … u2n
…

…
am1 am2 am3 … amn lm1 lm2 lm3 … lmn 0 0 0 … 1
Thus, by LU decomposition, the system of linear equations Ax = b can be solved in three steps:
1. Construct the lower triangular matrix, L and the upper triangular matrix U.
2. Using forward substitution solve Lȳ = b
3. Solve Ux = ȳ backward substitution
Given:
𝑥+𝑦+𝑧=5
2𝑥 + 3𝑦 + 5𝑧 = 8
4𝑥 + 5𝑧 = 2
Solve for x, y and z using LU Decomposition Method.
1 1 1 l11 0 0 1 u12 u13
2 3 5 l21 l22 0 0 1 u23
4 0 5 l31 l32 l33 0 0 1

a11 = l11(1) + 0(0) +0(0) Lȳ = b

l11 = 1 1 0 0 A 5
a12 = l11(u12) + 0(1) + 0(0) 2 1 0 B 8
1 = 1(u12) 4 -4 13 C 2
u12 = 1
a13 = l11(u13) + 0(u23) + 0(1) 1A + 0B + 0C = 5
1 = 1(u13)
A=5
u13 = 1 2A + 1B + 0C = 8
a21 = l21(1) + l22(0) + 0(0) 2(5) + B = 8
l21 = 2 B = -2
a22 = l21(u12) + l22(1) + 0(0) 4A -4B + 13C = 2
3 = 2(1) + l22 4(5) -4(-2) + 13C = 2
l22 = 1
C = -2
a23 = l21(u13) + l22(u23) + 0(1)
5 = 2(1) + 1(u23)
Ux = ȳ
u23 = 3
a31 = l31(1) + l32(0) + l33(0)
1 1 1 x 5
l31 = 4 0 1 3 y -2
a32 = l31(u12) + l32(1) + l33(0) 0 0 1 z -2
0 = 4(1) + l32
l32 = -4 0x + 0y + z = -2
a33 = l31(u13) + l32(u23) + l33(1) z = -2
5 = 4(1) + (-4)(3) + l33 0x + y + 3z = -2
l33 = 13 y + 3(-2) = -2
y=4
x+y+z=5
x + 4 + (-2) = 5
x=3
Therefore, the values for x, y and z are 3, 4 and -2.
Example 2: 9𝑥1 + 3𝑥2 + 3𝑥3 + 3𝑥4 = 24
3𝑥1 + 10𝑥2 − 2𝑥3 − 2𝑥4 = 17
3𝑥1 − 2𝑥2 + 18𝑥3 + 10𝑥4 = 45
3𝑥1 − 2𝑥2 + 10𝑥3 + 10𝑥4 = 29
Solve for x1, x2, x3, and x4 by Crouts Method
Solve for x, y and z using LU Decomposition Method.
9 3 3 3 l11 0 0 0 1 u12 u13 u14
3 10 -2 -2 l21 l22 0 0 0 1 u23 u24
3 -2 18 10 l31 l32 l33 0 0 0 1 u34
3 -2 10 10 l41 l42 l43 l44 0 0 0 1

a11 = l11(1) + 0(0) +0(0) + 0(0) Lȳ = b

l11 = 9 9 0 0 0 y1 24
a12 = l11(u12) + 0(1) + 0(0) + 0(0) 3 9 0 0 y2 17
3 = 9(u12) 3 -3 16 0 y3 45
u12 = 1/3
3 -3 8 4 y4 29
a13 = l11(u13) + 0(u23) + 0(1) + 0(0)
3 = 9(u13)
9y1 + 0y2 + 0y3 + 0y4 = 24
u13 = 1/3
y1 = 8/3
a14 = l11(u14) + 0(u24) + 0(u34) + 0(1)
3y1 + 9y2 + 0y3 + 0y4 = 17
3 = 9(u14)
3(8/3) + 9y2 = 17
u14 = 1/3
y2 = 1
a21 = l21(1) + l22(0) + 0(0) + 0(0)
3y1 - 3y2 + 16y3 + 0y4 = 45
l21 = 3
3(8/3) – 3(1) + 16y3 = 45
a22 = l21(u12) + l22(1) + 0(0) + 0(0)
y3 = 5/2
10 = 3(1/3) + l22
3y1 - 3y2 + 8y3 + 4y4 = 29
l22 = 9
3(8/3) – 3(1) + 8(5/2) + 4y4 = 29
a23 = l21(u13) + l22(u23) + 0(1) + 0(0)
y4 = 1
-2 = 3(1/3) + 9(u23)
u23 = -1/3
a24 = l21(u14) + l22(u24) + 0(u34) + 0(1)
Ux = ȳ
-2 = 3(1/3) + 9(u24) 1 1/3 1/3 1/3 x1 8/3
u24 = -1/3 0 1 -1/3 -1/3 x2 1
a31 = l31(1) + l32(0) + l33(0) + 0(0) 0 0 1 1/2 x3 5/2
l31 = 3 0 0 0 1 x4 1
a32 = l31(u12) + l32(1) + l33(0) +0(0)
-2 = 3(1/3) + l32 0x1 + 0x2 + 0x3 + x4 = 1
l32 = -3 x4 = 1
a33 = l31(u13) + l32(u23) + l33(1) + 0(0) 0x1 + 0x2 + x3 + 1/2x4 = 5/2
18 = 3(1/3) + (-3)(-1/3) + l33 x3 + ½(1) = 5/2
l33 = 16 x3 = 2
a34 = l31(u14) + l32(u24) + l33(u34) + 0(1) 0x1 + x2 – 1/3x3 - 1/3x4 = 1
10 = 3(1/3) + (-3)(-1/3) + 16(u34) x2 – 1/3(2) – 1/3(1) = 1
u34 = ½ x2 = 2
a41 = l41(1) + l42(0) + l43(0) + l44(0) x1 + 1/3x2 + 1/3x3 + 1/3x4 = 8/3
l41 = 3 x1 + 1/3(2) + 1/3(2) + 1/3(1) = 8/3
a42 = l41(u12) + l42(1) + l43(0) +l44(0) x1 = 1
-2 = 3(1/3) + l42 Therefore, the values for x1, x2, x3, and x4 are 1, 2, 2 and 1.
l42 = -3
a43 = l41(u13) + l42(u23) + l43(1) + l44(0)
10 = 3(1/3) + (-3)(-1/3) + l43
l43 = 8
a44 = l41(u14) + l42(u24) + l43(u34) + l44(1)
10 = 3(1/3) + (-3)(-1/3) + 8(1/2) + l44
l44 = 4
 No: Name: Schedule: Score:
____ LU Decomposition Activity Target Deadline: 1April2020
Given:

Solve for the values of the variables using LU decomposition method.