Scribd
Upload
133 views3 pages

PA = LU Factorization Examples

The document provides two examples of finding the PA=LU factorization to solve systems of linear equations Ax=b. In the first example, it shows performing row operations on the matrix A to put it into lower triangular form L and diagonal form U, while tracking the row permutations with the permutation matrix P. It then explains that solving the system using PA=LU factorization involves left-multiplying both sides of the equation by P and then performing back substitution. The second example applies this process to solve a specific system Ax=b.

Uploaded by

MCS Candra Saputro
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
133 views3 pages

PA = LU Factorization Examples

The document provides two examples of finding the PA=LU factorization to solve systems of linear equations Ax=b. In the first example, it shows performing row operations on the matrix A to put it into lower triangular form L and diagonal form U, while tracking the row permutations with the permutation matrix P. It then explains that solving the system using PA=LU factorization involves left-multiplying both sides of the equation by P and then performing back substitution. The second example applies this process to solve a specific system Ax=b.

Uploaded by

MCS Candra Saputro
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

Examples

Example 1
Find the PA = LU factorization of the matrix
A=[

First, rows 1 and 2 need to be exchage, according to partial pivoting:


[

] exchange rows 1 and row 3 [

] P = [

][

].

].

We will use the permutation matrix P to keep track of the cumulative permutation of rows
that have been done along the way. Now we perform two rows operations, namely,
subtract 1/2 x row 1 from row 2 [

] subtract 1/4 x row 1 from row 3

], to eliminate the first column. We have done something new instead of

putting only a zero in the eliminated position, we have made the zero a storage location. Inside
the zero at the (i, j) position, we store multiplier m ij that se used to eiminate that position. We do
this for a reason. This is the mechanism by which the multipliers will stay with their row, in case
future row exchanges are made.
[

] exchange rows 2 and row 3 [

]P=[

][

subtract -1/2 x row 2 from row 3 [

].

This is the finished elimination. Now we can read off the PA = LU factorization:
[

][

]=[

][

Using the PA = LU factorization to solve a system of equations Ax = b is just a slight


variant of the A = LU version. Multiply the equation Ax = b by P on the left, and then proceed as
before:
PAx = Pb
LUx = Pb.
Solve
Lc = Pb for c
Ux = c for x.
Example 2
Find the PA = LU factorization to solve the system Ax = b, where
A=[

], b = [ ].

The PA = LU factorization is known from Example 1. It remains to complete the two back
substitutions.
Lc = Pb:
[

] [ ]= [

][ ] = [ ]

Starting at the top, we have c1 = 0, c2 = 6, c3 = 8.


Ux = c:
2

] [ ] = [ ].

Starting at the bottom, we have x3 = 1, x2 = 2, x1 = -1.

You might also like