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Question2 Comp

The document outlines the solution to a linear algebra problem involving LU decomposition with partial pivoting for a given matrix A. It details the steps taken for pivoting, elimination, and constructing the lower triangular factor L, resulting in the equation P A = LU. Additionally, it discusses the impact of the condition number on the significant digits of the solution, concluding that 2 significant digits remain after accounting for digits lost due to ill-conditioning.

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3 views2 pages

Question2 Comp

The document outlines the solution to a linear algebra problem involving LU decomposition with partial pivoting for a given matrix A. It details the steps taken for pivoting, elimination, and constructing the lower triangular factor L, resulting in the equation P A = LU. Additionally, it discusses the impact of the condition number on the significant digits of the solution, concluding that 2 significant digits remain after accounting for digits lost due to ill-conditioning.

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musazubaircode
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© All Rights Reserved
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Solution to Question 2

Part (a): LU Decomposition with Partial Pivoting


We are given:  
1.0 −2.5 −2.0
A = −4.0 −1.0 −0.1
3.0 2.0 1.0

Step 1: Pivoting
The largest absolute value in the first column is | − 4.0| = 4.0, so we swap Row 1 and Row 2:
   
0 1 0 −4.0 −1.0 −0.1
P = 1 0 0 , P A =  1.0 −2.5 −2.0
0 0 1 3.0 2.0 1.0

Step 2: Eliminate Below the First Pivot


Compute the multipliers:
1.0 3.0
m21 = = −0.25, m31 = = −0.75
−4.0 −4.0
Apply row operations R2 ← R2 − m21 R1 and R3 ← R3 − m31 R1 :
 
−4.0 −1.0 −0.1
 0 −2.75 −2.025
0 1.25 0.925

Step 3: Eliminate Below the Second Pivot


Compute the multiplier:
1.25
m32 = ≈ −0.454
−2.75
Apply row operation R3 ← R3 − m32 R2 :
 
−4.0 −1.0 −0.1
U = 0 −2.75 −2.025
0 0 0.0045

Constructing L
The lower triangular factor L is built from the multipliers:
 
1 0 0
L = −0.25 1 0
−0.75 −0.454 1

1
Final Result: P A = LU
     
0 1 0 1 0 0 −4.0 −1.0 −0.1
P = 1 0 0 , L = −0.25 1 0 , U = 0 −2.75 −2.025
0 0 1 −0.75 −0.454 1 0 0 0.0045

Part (b): Significant Digits in the Solution


Given:

• The right-hand side b has 5 significant digits.

• The condition number κ(A) = 2103.2.

Method: The number of digits lost due to ill-conditioning is estimated by:



digits lost ≈ log10 κ(A)

Calculation:
log10 (2103.2) ≈ 3.32 ≈ 3 digits lost
Remaining significant digits:

remaining digits = 5 − 3 = 2 significant digits

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