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Introduction to Numerical Analysis I

Introduction to Numerical Analysis I. LU Factorization. MATH/CMPSC 455. LU Factorization. LU-factorization is a matrix representation of Gaussian elimination. Example:. Example:.

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Introduction to Numerical Analysis I

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  1. Introduction to Numerical Analysis I LU Factorization MATH/CMPSC 455

  2. LU Factorization LU-factorization is a matrix representation of Gaussian elimination

  3. Example: Example:

  4. Proposition: Let denote the lower triangular matrix whose only nonzero entries are 1’s on the main diagonal and –c in (i,j) position. The it represents the row operation “subtracting c times row j from row i.” Proposition: Proposition:

  5. Operation Count The LU factorization for a system of n equations in n variables can be completed by operations

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