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1.
LU decomposition method is computationally more efficient than Naïve
Gauss elimination method for solving
a
single set of simultaneous linear equations
multiple
sets of simultaneous linear equations with different coefficient
matrices.
multiple
sets of simultaneous linear equations with same coefficient matrix but different right hand sides.
less
than ten simultaneous linear equations.
2.
The lower triangular matrix [L] in the [L][U]
decomposition of matrix given below
is




3.
The upper triangular matrix [U] in
the [L][U] decomposition of matrix given below
is




4.
For a
given 2000 2000
matrix [A], assume that it takes about 15 seconds to find the inverse of
[A] by use of the [L][U] decomposition method, that is, finding the [L][U]
once, and then doing forward substitution and back substitution 2000
times using the 2000 columns of the identity matrix as the right hand
side vector. The approximate time, in seconds, that it will take to
find the inverse if found by repeated use of Naive Gauss Elimination
method, that is, doing forward elimination and back substitution 2000
times by using the 2000 columns of the identity matrix as the right hand
side vector is
300
1500
7500
30000
5. The algorithm in solving [A][X] = [C],
where [A] = [L][U] involves solving
[L][Z] = [C] by forward substitution.
The algorithm to solve [L][Z]=[C] is given by
for i from 2 to n do
sum = 0
for j from 1 to
i do
sum = sum +
end do
zi
= (ci – sum) / lii
end do
for i from 2 to n do
sum = 0
for j from 1 to
(i-1) do
sum = sum +
end do
zi
= (ci – sum) / lii
end do
for i from 2 to n do
for j from 1 to
(i-1) do
sum = sum +
end do
zi
= (ci – sum) / lii
end do
for i from 2 to n do
sum = 0
for j from 1 to
(i-1) do
sum = sum +
end do
zi
= (ci – sum) / lii
end do
6. To solve boundary value problems, finite
difference methods are used resulting in simultaneous linear equations
with tri-diagonal coefficient matrices. These are solved using the specialized [L][U] decomposition method.
The set of equations in matrix form with a tri-diagonal coefficient
matrix for
,
,
,
using finite difference method with a
second order accurate central divided difference method and a step size
of is




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