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Grayson Ishihara Math 480 April 15, 2013
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What is Partial Pivoting? What is the PA=LU Factorization? What kinds of things can we use these tools for?
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Used to solve matrix equations Compare absolute values of entries in and below pivot position If |a p1 |≥|a i1 |, switch rows 1 and p Repeat for each pivot position
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Writing a matrix A as the product of a lower triangular matrix L and an upper triangular matrix U
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Row reduce A into upper triangular U Keep track of steps in lower triangular L
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Not all matrices allow such a factorization… a AbAb adad acac b = 0, ab = 1 ?
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Apply permutation matrix P to A Find LU Factorization of the resulting matrix Ensures all matrices have LU Factorization
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Solving systems of equations: Matrix form Ax=b Multiply both sides by P: PAx=Pb LUx=Pb Two-step solution: Ly=Pb, Ux=y Easy: back substitution
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