Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN: 9780470458365
Author: Erwin Kreyszig
Publisher: Wiley, John & Sons, Incorporated
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### LU Decomposition (Factorization) - Educational Content

#### LU Decomposition

LU decomposition involves factoring a matrix \( A \) into the product of a lower triangular matrix \( L \) and an upper triangular matrix \( U \).

#### Problem Statement

Find an LU decomposition (factorization) of:

\[
A = \begin{bmatrix}
    8 & 9 \\
    -5 & 3 
\end{bmatrix}
\]

That is, write \( A = LU \) where \( L \) is a lower triangular matrix with ones in the diagonal, and \( U \) is an upper triangular matrix.

#### Application of LU Decomposition

Use the LU factorization to solve the system:

\[
\begin{bmatrix}
    8 & 9 \\
    -5 & 3 
\end{bmatrix}
\begin{bmatrix}
    x_1 \\
    x_2 
\end{bmatrix} 
= 
\begin{bmatrix}
    10 \\
    11 
\end{bmatrix}
\]

#### Step-by-Step Solution Process

1. **LU Factorization:**

   \[
   A = LU = \begin{bmatrix}
       1 & 0 \\
       l_{21} & 1 
   \end{bmatrix}
   \begin{bmatrix}
       u_{11} & u_{12} \\
       0 & u_{22}
   \end{bmatrix}
   \]

2. **Construct matrices \( L \) and \( U \) such that:**

   \[
   \begin{bmatrix}
       8 & 9 \\
       -5 & 3 
   \end{bmatrix} = 
   \begin{bmatrix}
       1 & 0 \\
       l_{21} & 1 
   \end{bmatrix}
   \begin{bmatrix}
       u_{11} & u_{12} \\
       0 & u_{22}
   \end{bmatrix}
   \]

   - From the first row: \(u_{11} = 8\) and \( u_{12} = 9 \).
   - From the element \( -5 = l_{21} \times 8 \) we get \( l_{21} = -\frac{5}{8}
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Transcribed Image Text:### LU Decomposition (Factorization) - Educational Content #### LU Decomposition LU decomposition involves factoring a matrix \( A \) into the product of a lower triangular matrix \( L \) and an upper triangular matrix \( U \). #### Problem Statement Find an LU decomposition (factorization) of: \[ A = \begin{bmatrix} 8 & 9 \\ -5 & 3 \end{bmatrix} \] That is, write \( A = LU \) where \( L \) is a lower triangular matrix with ones in the diagonal, and \( U \) is an upper triangular matrix. #### Application of LU Decomposition Use the LU factorization to solve the system: \[ \begin{bmatrix} 8 & 9 \\ -5 & 3 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = \begin{bmatrix} 10 \\ 11 \end{bmatrix} \] #### Step-by-Step Solution Process 1. **LU Factorization:** \[ A = LU = \begin{bmatrix} 1 & 0 \\ l_{21} & 1 \end{bmatrix} \begin{bmatrix} u_{11} & u_{12} \\ 0 & u_{22} \end{bmatrix} \] 2. **Construct matrices \( L \) and \( U \) such that:** \[ \begin{bmatrix} 8 & 9 \\ -5 & 3 \end{bmatrix} = \begin{bmatrix} 1 & 0 \\ l_{21} & 1 \end{bmatrix} \begin{bmatrix} u_{11} & u_{12} \\ 0 & u_{22} \end{bmatrix} \] - From the first row: \(u_{11} = 8\) and \( u_{12} = 9 \). - From the element \( -5 = l_{21} \times 8 \) we get \( l_{21} = -\frac{5}{8}
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