Matrices, Vectors and Applications Homework

Section 7.2 The Method of LU Decomposition

Problems 1, 3, 4, 6, 7(a, b, c, d), 8(a, b, c, d), 9, 11, 14, 18

Let A be a square matrix that can be factored into the form A=LU, where L is an upper triangular matrix
and U is a lower triangular matrix. This factoring is called an LU decomposition of A.

Solution of AX = B
1. Find the LU decomposition of A. (If A has no LU decomposition the method is not applicable.)
2. Solve LY=B by forward substitution.
3. Solve UX=Y by back substitution.

Construction of an LU Decomposition of a Matrix

1. Use elementary row operations to operations to arrive at U.
(The operations must involve adding multiples of rows to rows. In general, if row interchanges
are required to arrive at U an LU form does not exist.
2. The diagonal elements of L are 1’s.
The nonzero elements of L corresponds to row operations.
The row operation R2+2R1 implies that I21=-2. (Rk+cRj implies that Ikj=-c)

Triangular Systems of Equations

Solve the lower triangular systems.

1. x1=12x1-x2=-23x1+x2-x3=8
3. x1=-23x1+x2=-5x1+4x2+2x3=4

Solve the upper triangular systems.

4. x1+x2+x3=32x2+x3=33x3=6
6. 3x1+2x2-x3=-62x2+4x3=27x3=7

Row Operations
7. Let A=LU. The following sequences of transformations were used to arrive at U. Find L in each case.
(a) R2-R1, R3+R1, R3+R2
(b) R2+5R1, R3-2R1, R3+7R2
(c) R2+12R1, R3+15R1, R3-R2
(d) R2+4R1, R3-2R1, R4-8R1, R3-2R2, R4+2R2, R4-6R3

8. Let A=LU. Determine the row operations used to arrive at U for each of the following cases of L.

(a) 100210-351
(b) 100-110421

(c) 10001017-341
(d) 1000-2100351060-31

Method of LU Decomposition
Solve the systems using the method LU decomposition
9. x1+2x2-x3=2-2x1-x2+3x3=3x1-x2-4x3=-7

11. 3x1-x2+x3=10-3x1+2x2+x3=-89x1+5x2-3x3=24
14. -2x1+3x3=3-14x1+3x2+5x3=118x1+9x2-11x3=7

18. x1+2x2-x3=22x1+5x2+x3=3-x1-x2+4x3=-3