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    LU Decomposition With Gauss Elimination

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    Jigar Sheth
    This document discusses two methods for solving systems of linear equations: LU decomposition with Gaussian elimination and Cholesky decomposition. LU decomposition involves decomposing the coefficient matrix A into lower triangular matrix L and upper triangular matrix U. Cholesky decomposition involves decomposing a symmetric positive-definite matrix A into the product of a lower triangular matrix L and its transpose. Both methods are demonstrated with examples using MATLAB.

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    LU Decomposition With Gauss Elimination

    Uploaded by

    Jigar Sheth
    102 views4 pages
    This document discusses two methods for solving systems of linear equations: LU decomposition with Gaussian elimination and Cholesky decomposition. LU decomposition involves decomposing the coefficient matrix A into lower triangular matrix L and upper triangular matrix U. Cholesky decomposition involves decomposing a symmetric positive-definite matrix A into the product of a lower triangular matrix L and its transpose. Both methods are demonstrated with examples using MATLAB.

    Original Title

    Cholesky_LU_Factorization_1

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    This document discusses two methods for solving systems of linear equations: LU decomposition with Gaussian elimination and Cholesky decomposition. LU decomposition involves decomposing the coefficient matrix A into lower triangular matrix L and upper triangular matrix U. Cholesky decomposition involves decomposing a symmetric positive-definite matrix A into the product of a lower triangular matrix L and its transpose. Both methods are demonstrated with examples using MATLAB.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOC, PDF, TXT or read online from Scribd
    Download as doc, pdf, or txt
    102 views4 pages

    LU Decomposition With Gauss Elimination

    Uploaded by

    Jigar Sheth
    This document discusses two methods for solving systems of linear equations: LU decomposition with Gaussian elimination and Cholesky decomposition. LU decomposition involves decomposing the coefficient matrix A into lower triangular matrix L and upper triangular matrix U. Cholesky decomposition involves decomposing a symmetric positive-definite matrix A into the product of a lower triangular matrix L and its transpose. Both methods are demonstrated with examples using MATLAB.

    Copyright:

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    Download as DOC, PDF, TXT or read online from Scribd
    Download as doc, pdf, or txt
    of 4

    LU Decomposition with Gauss Elimination:

    This procedure is done in 2 steps which are as follows:

    1) LU Decomposition: [A] is decomposed into lower [L] and upper [U] triangular matrics

    [A] = [3 -0.1 -0.2; 0.1 7 -0.3; 0.3 -0.2 10];

    [L,U] = lu(A)

    Forward Elimination step is performed to reduce the original co efficient matrix A. This produces the
    following result :

    [U]= [3 -0.1 -0.2; 0 7.00333 -0.293333; 0 0 10.0120]

    [L] = [1 0 0; 0.0333 1 0; 0.1 -0.0271 1]

    This result can be verified by multiplying this two matrices and comparing them with original matrix. If
    the multiplication matrix is same as original matrix than the upper and lower matrices have correct
    value.

    2) Substitution Step: [L] and [U] are used to find the solution.

    [L][D]=[B] , using this equation we can find the value of D.

    D=[L]/[B]= 7.85
    -19.5617
    70.0843

    This result is substituted into following equation :

    [U]{X}-{D}=0

    X= U/D

    X = 3.0000
    -2.5000
    7.0000
    MATLAB Code:

    % LU Factorization
    clc
    clear all
    a = [3 -0.1 -0.2; -0.1 7 -0.3; -0.3 -0.2 10];
    b = [7.85; -19.3; 71.4];

    [l,u]= lu(a)

    ans = l*u % to verify correct value of l and u

    d=l\b

    x=u\d

    Results:

    % LU Factorization
    clc
    clear all
    a = [3 -0.1 -0.2; -0.1 7 -0.3; -0.3 -0.2 10];
    b = [7.85; -19.3; 71.4];

    [l,u]= lu(a)

    ans = l*u % to verify correct value of l and u

    d=l\b

    x=u\d

    l =
    1.0000 0 0
    -0.0333 1.0000 0
    -0.1000 -0.0300 1.0000

    u =
    3.0000 -0.1000 -0.2000
    0 6.9967 -0.3067
    0 0 9.9708

    ans =
    3.0000 -0.1000 -0.2000
    -0.1000 7.0000 -0.3000
    -0.3000 -0.2000 10.0000

    d =
    7.8500
    -19.0383
    71.6136

    x =
    3.0153
    -2.4063
    7.1823
    Cholesky Decomposition:

    This method is used to find solution of symmetric matrix. This method takes almost half time to find
    solution in comparison to find using LU factorization. It also takes almost half storage.

    Symmetric matrix can be decomposed as, [A]=[L][L] T

    [A] =[6 15 55; 15 55 225; 55 225 979]

    L= chol(A)

    This produces cholesky factorization.

    L= [2.4495 6.1237 22.4537; 0 4.1833; 20.9165; 0 0 6.1101]

    The factorization can be tested using following method:

    [L]*[L]T = original solution

    If both the results are same than the generated factorization is correct.

    To generate solution,

    D= LT/b

    D= 31.0269
    25.0998
    6.1101

    X=A/Y

    X= 1.0000
    1.0000
    1.0000
    MATLAB Code:
    clc
    clear all
    A=[6 15 55; 15 55 225; 55 225 979];

    b= [sum(A(1,:)); sum(A(2,:)); sum(A(3,:))]


    L= [2.4495 0 0; 6.1237 4.1833 0; 22.4537 20.9165 6.1101];
    L_trans=L'

    d=L\b

    Results:
    clc
    clear all
    A=[6 15 55; 15 55 225; 55 225 979];

    b= [sum(A(1,:)); sum(A(2,:)); sum(A(3,:))]


    L= [2.4495 0 0; 6.1237 4.1833 0; 22.4537 20.9165 6.1101];
    L_trans=L'

    d=L\b

    b =
    76
    295
    1259

    L_trans =
    2.4495 6.1237 22.4537
    0 4.1833 20.9165
    0 0 6.1101

    d =
    31.0267
    25.1002
    6.1091

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