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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`

4. Example `x+y+z=3,2x-y-z=3,x-y+z=9`





Solve Equations x+y+z=3,2x-y-z=3,x-y+z=9 using LU decomposition using Gauss Elimination method

Solution:
Total Equations are `3`

`x+y+z=3 -> (1)`

`2x-y-z=3 -> (2)`

`x-y+z=9 -> (3)`

Now converting given equations into matrix form
`[[1,1,1],[2,-1,-1],[1,-1,1]] [[x],[y],[z]]=[[3],[3],[9]]`

Now, A = `[[1,1,1],[2,-1,-1],[1,-1,1]]`, X = `[[x],[y],[z]]` and B = `[[3],[3],[9]]`

`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` = 
`1``1``1`
`2``-1``-1`
`1``-1``1`


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

 = 
`1``1``1`
`0``-3``-3`
`1``-1``1`


`R_3 larr R_3-``(1)``xx R_1` `[:.L_(3,1)=color{blue}{1}]`

 = 
`1``1``1`
`0``-3``-3`
`0``-2``0`


`R_3 larr R_3-``(2/3)``xx R_2` `[:.L_(3,2)=color{blue}{2/3}]`

 = 
`1``1``1`
`0``-3``-3`
`0``0``2`


`:.U` = 
`1``1``1`
`0``-3``-3`
`0``0``2`


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

`:.L` = 
`1``0``0`
`color{blue}{2}``1``0`
`color{blue}{1}``color{blue}{2/3}``1`


`:.` LU decomposition for A is

`A` = 
`1``1``1`
`2``-1``-1`
`1``-1``1`
 = 
`1``0``0`
`2``1``0`
`1``2/3``1`
 `xx` 
`1``1``1`
`0``-3``-3`
`0``0``2`
 = `LU`


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

let `Ux=y`, then `Ly=B =>`

`1``0``0`
`2``1``0`
`1``2/3``1`
 `xx` 
`y_1`
`y_2`
`y_3`
 = 
`3`
`3`
`9`


```y_1``=``3```
```2y_1``+``y_2``=``3```
```y_1``+``2/3y_2``+``y_3``=``9```


Now use forward substitution method
From (1)
`y_1=3`

From (2)
`2y_1+y_2=3`

`=>2(3)+y_2=3`

`=>6+y_2=3`

`=>y_2=3-6`

`=>y_2=-3`

From (3)
`y_1+2/3y_2+y_3=9`

`=>(3)+(2(-3))/(3)+y_3=9`

`=>1+y_3=9`

`=>y_3=9-1`

`=>y_3=8`

Now, `Ux=y`

`1``1``1`
`0``-3``-3`
`0``0``2`
 `xx` 
`x`
`y`
`z`
 = 
`3`
`-3`
`8`


```x``+``y``+``z``=``3```
`-``3y``-``3z``=``-3```
```2z``=``8```


Now use back substitution method
From (3)
`2z=8`

`=>z=(8)/(2)=4`

From (2)
`-3y-3z=-3`

`=>-3y-3(4)=-3`

`=>-3y-12=-3`

`=>-3y=-3+12`

`=>-3y=9`

`=>y=(9)/(-3)=-3`

From (1)
`x+y+z=3`

`=>x+(-3)+(4)=3`

`=>x+1=3`

`=>x=3-1`

`=>x=2`

Solution by LU decomposition method is
`x=2,y=-3 and z=4`




This material is intended as a summary. Use your textbook for detail explanation.
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