Chapter 9.1 = LU Decomposition. MATH 264 Linear Algebra. Introduction:. LU Decomposition is very usefu l when we have large matrices n x n and if we use gauss- jordan or the other methods, we can get errors.
Chapter 9.1 =
MATH 264 Linear Algebra
This procedure replaces the single linear system ax = b by a pair of linear systems
that must be solved in succession.However, since each of these systems has a triangular coefficient matrix, it generally turns out to involve no more computation to solve the two systems than to solve the original system directly.
Solution To obtain an LU-decomposition A = LUwe will reduce A to REF form U using Gaussian elimination and then calculate L from it. Steps are shown below:
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Suggested practice problems (11th edition)