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8. LU decomposition using Gauss Elimination method example ( Enter your problem )
  1. Example 2x+5y=21,x+2y=8
  2. Example 2x+5y=16,3x+y=11
  3. Example 2x+3y-z=5,3x+2y+z=10,x-5y+3z=0
  4. Example x+y+z=3,2x-y-z=3,x-y+z=9
Other related methods
  1. Inverse Matrix method
  2. Cramer's Rule method
  3. Gauss-Jordan Elimination method
  4. Gauss Elimination Back Substitution method
  5. Gauss Seidel method
  6. Gauss Jacobi method
  7. Elimination method
  8. LU decomposition using Gauss Elimination method
  9. LU decomposition using Doolittle's method
  10. LU decomposition using Crout's method
  11. Cholesky decomposition method
  12. SOR (Successive over-relaxation) method
  13. Relaxation method

7. Elimination method
(Previous method)
2. Example 2x+5y=16,3x+y=11
(Next example)

1. Example 2x+5y=21,x+2y=8





1. Solve Equations 2x+5y=21,x+2y=8 using LU decomposition using Gauss Elimination method

Solution:
Total Equations are 2

2x+5y=21 -> (1)

x+2y=8 -> (2)

Now converting given equations into matrix form
[[2,5],[1,2]] [[x],[y]]=[[21],[8]]

Now, A = [[2,5],[1,2]], X = [[x],[y]] and B = [[21],[8]]

LU decomposition : If we have a square matrix A, then an upper triangular matrix U can be obtained without pivoting under Gaussian Elimination method, and there exists lower triangular matrix L such that A=LU.


Here A = 
25
12


Using Gaussian Elimination method
R_2 larr R_2-(1/2)xx R_1 [:.L_(2,1)=color{blue}{1/2}]

 = 
25
0-1/2


:.U = 
25
0-1/2


L is just made up of the multipliers we used in Gaussian elimination with 1s on the diagonal.

:.L = 
10
color{blue}{1/2}1


:. LU decomposition for A is

A = 
25
12
 = 
10
1/21
 xx 
25
0-1/2
 = LU


Now, Ax=B, and A=LU => LUx=B

let Ux=y, then Ly=B =>

10
1/21
 xx 
y_1
y_2
 = 
21
8


y_1=21
1/2y_1+y_2=8


Now use forward substitution method
From (1)
y_1=21

From (2)
1/2y_1+y_2=8

=>((21))/(2)+y_2=8

=>21/2+y_2=8

=>y_2=8-21/2

=>y_2=-5/2

Now, Ux=y

25
0-1/2
 xx 
x
y
 = 
21
-5/2


2x+5y=21
-1/2y=-5/2


Now use back substitution method
From (2)
-1/2y=-5/2

=>y=-5/2xx-2=5

From (1)
2x+5y=21

=>2x+5(5)=21

=>2x+25=21

=>2x=21-25

=>2x=-4

=>x=(-4)/(2)=-2

Solution by LU decomposition method is
x=-2 and y=5


This material is intended as a summary. Use your textbook for detail explanation.
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7. Elimination method
(Previous method)
2. Example 2x+5y=16,3x+y=11
(Next example)





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