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LU Decomposition and Matrix Methods

The document outlines methods for LU decomposition, including steps for Gaussian elimination with partial pivoting, Jacobi, and Gauss-Seidel methods. It discusses the process of obtaining matrices L and U, solving linear equations, and calculating eigenvalues and eigenvectors. Additionally, it emphasizes the importance of checking solutions and ensuring orthogonality of eigenvectors.

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billy27173561
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5 views11 pages

LU Decomposition and Matrix Methods

The document outlines methods for LU decomposition, including steps for Gaussian elimination with partial pivoting, Jacobi, and Gauss-Seidel methods. It discusses the process of obtaining matrices L and U, solving linear equations, and calculating eigenvalues and eigenvectors. Additionally, it emphasizes the importance of checking solutions and ensuring orthogonality of eigenvectors.

Uploaded by

billy27173561
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

I LU DECOMPOSITION

matrixv
Obtaining

[-8 71096 I
5 5
A = -

R2 Rc
=

5R1
+

4 R3 43 041
=

↓
convert to zero
Row 1
using
↓

[: I
5 10

4Ic R3 43
=

4R2
↓
convert to zero
Row 2
using

[]
⑤

0
5

I =
0 1

.0
matrixL
Obtaining

0R.

nif
Step1: R2 Rc +
=

calculations R3 R3
=

R2

Criticias: 1

04
O

Now, Ax B
=

LUx B--
=

[Where A LV]
=

17 = B--- [Where y Ux]


=

w w
m

known known
Unknown
values values

enttep:weknown
values
y
m

known
Answer:x
nn
=

values
so the
check solution, substitute answer a
and check whether Ax B
=

1x
6 710gue]
=

&

GAUSS ELIMINATION WITH PARTIAL PIVOTING

[-o-10g i= For
Row 1
using

[...170] :) (i)xs
5
=

⑧
x
=

1.

[ 10 ( o] neysonsee
5 ⑤

:
=

⑧
·
3(i,,j] 4) (21 +
11/
(2) 1 1)
->
57 +
-

8 > (11 (1)


+

It means that
Matrix is
already
Diagonally dominant

->
Divide A
into D, L, U

1:3 ji] 1:50 + 00.07%:ee]


=

A D L N
1

Pam (L u)xm
+

b JACOBI
+
-
=

Assume, x =1
xi 1
=

xj = 1

#irstreation
Dx b
= -

(L u)a
+

loiniocofi. )(ite
1 +

1
ni7 =e =

iteration one

continuedoing
( 7 [i] =
Vxm
+ 1

(D L(xm
+

b
= -

GAUSS SEIDEL

aux-a-o en
I
> det (A -

XI) (A =

XF) 0
=

1 1
2 -

X 2 ⑧

x 0
·5
2 -

o
=

⑨ 3 -
x

After solving this,


you will get

(x -

3)(X -

b)(X -

1) 0
=

The x 6
eigenvalues are =

x2 3
=

1
x3
=

Now calculating eigen vectors

[A X|I]x 0
=

1 ·56 8Tn
2
-

2 0
1 3
= o 0)( ) ] =

4x1 2x2
+

0
=

x2 o
2x1 - =

3xz
=
0

k5
=>
0,xc 2k,x1 k
=
=

- . . -
[Where K is
any constant]

:
forming mating using eigenvectors 1,283

9 =

E: ]
o 1
E
&

Calculate 9 GT
OOT
If 1
=

=> vectors are orthoromal

↓ orthogonal
or

I
is an
Identity matrix

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