Scribd
Upload
60 views16 pages

KIL1005: Numerical Methods For Engineering: Semester 2, Session 2019/2020 7 May 2020

The document discusses LU decomposition and matrix inversion, describing how LU decomposition provides an efficient way to compute matrix inverse by separating the computationally intensive matrix elimination from manipulations of the right-hand side vector, allowing the elimination step to be done just once and stored for subsequent right-hand side vectors. It also presents the MATLAB code to perform Gaussian elimination to solve systems of linear equations using LU decomposition.

Uploaded by

Safayet Aziz
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
60 views16 pages

KIL1005: Numerical Methods For Engineering: Semester 2, Session 2019/2020 7 May 2020

The document discusses LU decomposition and matrix inversion, describing how LU decomposition provides an efficient way to compute matrix inverse by separating the computationally intensive matrix elimination from manipulations of the right-hand side vector, allowing the elimination step to be done just once and stored for subsequent right-hand side vectors. It also presents the MATLAB code to perform Gaussian elimination to solve systems of linear equations using LU decomposition.

Uploaded by

Safayet Aziz
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 16

KIL1005: Numerical Methods for Engineering

Semester 2, Session 2019/2020


Lecture 4: LU Decomposition and Matrix Inversion
7 May 2020

Dr. Mahar Diana Hamid


Department of Chemical Engineering
University Malaya
LU Decomposition and Matrix Inversion
› Provides an efficient way to compute matrix inverse
by separating the time consuming elimination of the
Matrix [A] from manipulations of the right-hand side
{B}.
› Gauss elimination, in which the forward elimination
comprises the bulk of the computational effort, can be
implemented as an LU decomposition.

2
If
L- lower triangular matrix
U- upper triangular matrix
Then,
[A]{X}={B} can be decomposed into two matrices [L] and
[U] such that
[L][U]=[A]
[L][U]{X}={B}
Similar to first phase of Gauss elimination, consider
[U]{X}={D}
[L]{D}={B}
– [L]{D}={B} is used to generate an intermediate vector {D}
by forward substitution
– Then, [U]{X}={D} is used to get {X} by back substitution.
3
Fig.10.1

4
LU decomposition
› requires the same total FLOPS (floating point operations per
second) as for Gauss elimination.
› Saves computing time by separating time-consuming
elimination step from the manipulations of the right hand side.
› Provides efficient means to compute the matrix inverse

› Note: In computing, floating point operations per


second(FLOPS, flops or flop/s) is a measure of computer
performance, useful in fields of scientific computations that
require floating-point calculations. For such cases it is a more
accurate measure than measuring instructions per second.

5
Error Analysis and System Condition
› Inverse of a matrix provides a means to test whether
systems are ill-conditioned.

Vector and Matrix Norms


• Norm is a real-valued function that provides a
measure of size or “length” of vectors and
matrices. Norms are useful in studying the error
behavior of algorithms.

6
A simple example is a vector in three - dimensiona l Euclidean space
that can be represente d as
 F    a b c
where a, b, and c are the distances along x, y, and z axes, repectivel y.

7
Figure 10.6

8
› The length of this vector can be simply computed as

F e  a b c 2 2 2

Length or Euclidean norm of [F]


• For an n dimensional vector
 X    x1 x2  xn 
a Euclidean norm is computed as
n
Xe  i
x 2

i 1

For a matrix [A]


n n Frobenius norm
Ae 
i 1 j 1
ai2, j
9
› Frobenius norm provides a single value to quantify the
“size” of [A].

Matrix Condition Number


› Defined as

Cond  A  A  A 1

•For a matrix [A], this number will be greater


than or equal to 1.

10
X A
 Cond  A
X A
• That is, the relative error of the norm of the
computed solution can be as large as the relative
error of the norm of the coefficients of [A]
multiplied by the condition number.
• For example, if the coefficients of [A] are
known to t-digit precision (rounding errors~10 -t)
and Cond [A]=10c, the solution [X] may be valid
to only t-c digits (rounding errors~10c-t).
11
MATLAB code for Gauss Elimination
Initialization and input descriptions
clc
close all
disp('Gauss Elmination method to solve "n" equations for in the format of:
"[A][x]=[b]" ');
A=input ('Enter the coefficients in the equations in matrix form i.e. Input
[A] matrix: ');
b=input ('Enter the right hand side column vector [b]: ');
n=length(b);
tic;
Creating an Upper Triangular Matrix

for j=1:n-1

if A(j,j)==0 Pivoting Operation because we do not want zero denominator

m=j; Pivot the row

for m=m+1:n For the subsequent row of m+1

if A(m,j)==0

continue

end

break

end

B=A(j,:);

C=b(j);

A(j,:)= A(m,:);

b(j)=b(m);

A(m,:)= B;

b(m)=C;

end
Forward elimination

for i=1+ss:n-1

fac = A(i+1,j)/A(j,j);

A(i+1,:) = A(i+1,:) - fac*A(j,:);

b(i+1) = b(i+1) - fac*b(j);

end

ss=ss+1;

end
Backward substitution

x(n)=b(n)/A(n,n);
for i=n-1:-1:1 syntax for count down from n-1 until 1
coefsum=0;
for j=i+1:n
coefsum=coefsum+A(i,j)*x(j);
end
x(i)=(1/A(i,i))*(b(i)-coefsum);
Displaying the output

toc
disp('Upper Triangular Form of Matrix [A] =');
disp(A)
disp('Solution of the system of equations is :');
disp(x')

You might also like