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

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Presentation on theme: "Introduction to Numerical Analysis I MATH/CMPSC 455 LU Factorization."— Presentation transcript:

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

2 LU F ACTORIZATION LU-factorization is a matrix representation of Gaussian elimination

3 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:

5 O PERATION C OUNT The LU factorization for a system of n equations in n variables can be completed by operations


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