AMERICAN JOURNAL OF SCIENTIFIC AND INDUSTRIAL RESEARCH

© 2015,Science Huβ, http://www.scihub.org/AJSIR

ISSN: 2153-649X, doi:10.5251/ajsir.2015.6.2.23.24

The Solution of a System of Linear Equations by an Improved

LU-Decomposition Method
M. Rafique
HITEC University, Taxila, Pakistan
(mrdhillon@hitecuni.edu.pk, mrdhillon@yahoo.com)
ABSTRACT

In many engineering and physical problems we come across systems of linear equations, Ax = b,
comprising n linear equations in n unknowns x 1, x2, …,xn, where A = [aij] is an nxn coefficient
T T
matrix, and x = [x1 x2 . . .xn], b = [b1 b2 . . .bn] are the column vectors. The solutions of these
equations have many facets which help us in many regards. These solutions become
tremendously difficult if a linear system has a large number of equations containing a sizeable
number of unknowns. However, the use of computers for the purpose eases the task
considerably. LU-decomposition of the coefficient matrix of a system of equations is a plausible
means to find the solution of such a system, where L = [lij] is a lower triangular matrix and U = [uij]
is an upper triangular matrix. In this paper we present an efficient method for LU-decomposition
2
of the coefficient matrix, which requires evaluation of only (n – 1) number of unknown elements
of the L and U matrices. In contrast, the other methods available in the literature require us to find
2
n unknown terms of the L and U matrices. Thus, the computational time and effort required for
the purpose are substantially reduced.

INTRODUCTION which involve LU-decomposition of an nxn matrix A is

There are numerous analytical and numerical of the form A = LU, as,
methods for the solution of a linear system, Ax = b,
including Gauss elimination method, and its
modifications namely Doolittle’s and Crout's methods,

Improved LU-Decomposition Method: We consider

It may be seen that for this kind of decomposition, for
an nxn order coefficient matrix A, it is required to
2
evaluate n unknown elements lij, and uij of the L and
U matrices respectively. In view of this
decomposition, the linear system of equations Ax = b
becomes LUx = b. This equation may be written as,
Ly = b, where, Ux = y. First, we solve the former
equation for y by forward substitution and then solve
the latter for x by backward substitution. Accordingly,
we obtain the solution to the given system of linear
equations.
a linear system of n equations in n unknowns, Ax = b.
This system is transcribed in such a way that the
pivot equation is made to have the pivot element as
unity, i.e., a11 = 1. For this purpose, if required, we
may interchange some equations or select a suitable
equation and divide it throughout by the coefficient of
x1 for the needful. The main considerations for the
decomposition of the coefficient matrix A, as A = LU,
are as under:
(i) The first column of the matrix L = [lij] is
kept the same as that of matrix A, i.e.,
li1 = ai1, for all i.

(ii) The first row of the matrix U= [uij] is also
kept the same as that of the matrix A, i.e.,
u1j = a1j, for all j.
(iii) The diagonal elements of the matrix L=
[lij] are kept as unity, i.e., lii = 1 for all i.
Here we see that for an nxn order coefficient matrix
2
A, it is required to evaluate only (n–1) unknown
elements lij, and uij of the L and U matrices
respectively. It may be appreciated that by following
the above mentioned scheme of LU-decomposition,
the computational effort is substantially reduced. As
described above, after having carried out the above
mentioned decomposition, we solve Ly = b for y,
followed by Ux = y for x, to get the required
solution to the given system of equations. Here we
discuss an example to illustrate the above
mentioned method.
Solution of a System of Five Equations in Five
Unknowns: We consider the following system of
equations,
2x1 + 3x2 + 4x3 + 5x4 + 2x5 = 4
3x1 – x2 + x3 – 2x4 + x5 = 9
4x1 + x2 + 2x3 + x4 – x5 = 5 (5.1)
5x1 – 2x2 + x3 + 2x4 + x5 = 8
2x1 + x2 – x3 + x4 + x5 = –1
Decomposing the coefficient matrix we obtain
2
(n–1) =16 unknown elements of the U and L
matrices as: u22 = –5.5, u23 = –5, u24 = –9.5, u25 =–2,
u33 = –1.45, u34 = –0.36, u35 = –3.18, u44 = 6,
u45 = 0.25, u55 = 6.68, l32 = 0.91, l42 = 1.73,
l43 = 0.25, l52 = 0.36, l53 = 2.19, l54 = 0.042. Next,
solving Ly = b, we obtain,
T
y = [2, 3, –5.73, –5.75, 6.68] ,
and then solving Ux = y, we get the solution to
above system of linear equations as,
T
x = [1, –1, 2. –1, 1]
Following the same modus operandi as
discussed above we can solve a linear system
comprising any number of equations.
Am. J. Sci. Ind. Res., 2015, 6(2): 23-24
Accordingly, we decompose the coefficient matrix
A = LU as,
CONCLUSION
The solution of a system of linear equations by
means of LU-decomposition of the coefficient matrix
is a useful method that can be employed
analytically as well as numerically. It may be seen
that for an nxn coefficient matrix, the Doolittle's, and
2
Crout's methods require evaluation of a total of n
elements of the L and U matrices. However, only (n
2
–1) elements of these matrices are required to be
evaluated by the method discussed in this paper.
This has become possible because our method
permits to keep the first column of the matrix L and
the first row of the matrix U, the same as the
corresponding column/ row of the coefficient matrix
A. This difference becomes significant for systems
of large number of linear equations. As such, a
considerable amount of computational time and
efforts can be saved by employing the method
presented in this paper.
REFERENCES
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1993.
[2] G.Dahlquist and A. Bjorck: Numerical Methods,
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John Hopkins, Baltimore, 1989.
[4] R.S. Varga, Matrix Iterative Analysis, Prentice Hall,
Englewood Cliffs N.J., 1962.
[5] S.C.Chapra and R.P.Canale, Numerical Methods for
Engineers, Mc-Graw-Hill, New York,1990.