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    Quiz 03 PDF

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    Sheikh Usman Ali
    (1) The document is a quiz from a numerical methods class asking students to: apply Gaussian elimination to a system of linear equations, derive how LU decomposition is obtained through matrix multiplication, compute the LU decomposition of the given system, and explain how LU decomposition can be used to solve linear systems without inverting matrices. (2) Students are asked to show the steps of Gaussian elimination, derive the general process to obtain LU decomposition through matrix multiplication, find the LU decomposition of the sample system, and describe how LU decomposition solves linear systems asymptotically faster than inverting matrices.

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    Quiz 03 PDF

    Uploaded by

    Sheikh Usman Ali
    44 views1 page
    (1) The document is a quiz from a numerical methods class asking students to: apply Gaussian elimination to a system of linear equations, derive how LU decomposition is obtained through matrix multiplication, compute the LU decomposition of the given system, and explain how LU decomposition can be used to solve linear systems without inverting matrices. (2) Students are asked to show the steps of Gaussian elimination, derive the general process to obtain LU decomposition through matrix multiplication, find the LU decomposition of the sample system, and describe how LU decomposition solves linear systems asymptotically faster than inverting matrices.

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    (1) The document is a quiz from a numerical methods class asking students to: apply Gaussian elimination to a system of linear equations, derive how LU decomposition is obtained through matrix multiplication, compute the LU decomposition of the given system, and explain how LU decomposition can be used to solve linear systems without inverting matrices. (2) Students are asked to show the steps of Gaussian elimination, derive the general process to obtain LU decomposition through matrix multiplication, find the LU decomposition of the sample system, and describe how LU decomposition solves linear systems asymptotically faster than inverting matrices.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    44 views1 page

    Quiz 03 PDF

    Uploaded by

    Sheikh Usman Ali
    (1) The document is a quiz from a numerical methods class asking students to: apply Gaussian elimination to a system of linear equations, derive how LU decomposition is obtained through matrix multiplication, compute the LU decomposition of the given system, and explain how LU decomposition can be used to solve linear systems without inverting matrices. (2) Students are asked to show the steps of Gaussian elimination, derive the general process to obtain LU decomposition through matrix multiplication, find the LU decomposition of the sample system, and describe how LU decomposition solves linear systems asymptotically faster than inverting matrices.

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    © All Rights Reserved
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    Q UIZ 3

    120202: ESM4A - N UMERICAL M ETHODS

    Spring 2016

    Prof. Dr. Lars Linsen


    School of Engineering and Science
    Jacobs University

    February 24, 2016

    Problem Q.3: LU Decomposition. (4+3+3+3+2=15 points)


    Given a system of linear equations by
    x + 4z = 1
    2x + y + 10z = 2
    −x + 5y + 4z = 3

    (a) Apply the forward elimination steps of a naive Gaussian elimination and show
    how those steps can be described using matrix multiplication.
    (b) Assuming that the matrices computed in (a) are denoted by Mi , where i indicates
    that this matrix is used in the ith forward elimination step, derive, in general, how
    an LU-decomposition of a matrix A can be obtained in the form of matrices A and
    Mi .
    (c) Compute the LU-decomposition according to (b) for the given example.
    (d) Explain how the LU-decomposition can be used, in general, to solve a linear
    equation system Ax = b without performing forward elimination steps and wi-
    thout computing the inverse of L or U .
    (e) Assuming that the LU-decomposition is known, what is the asymptotic time com-
    plexity of the computations in (d)? Explain your answer.
    Duration: 15 min.

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