CS223 · Chapter 2 · Annotated SlidesLU Factorization
Original
Overview

LU Factorization

Factoring A = LU (unit lower triangular L, echelon U), solving Ly = b then Ux = y, and the algorithm that builds L from the row-replacement multipliers.

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All 3 slides
  1. 1 Matrix Factorization
  2. 2 Example:
  3. 3 An LU Factorization Algorithm
Slide 1 / 3

Matrix Factorization

Slide 1: Matrix Factorization

Notes

  1. A = LU with L unit lower triangular and U an echelon form of A. Solve Ax = b by Ly = b (forward substitution), then Ux = y (back substitution).

Exam angle

PredictionQ1

After factoring A = LU, solving Ax = b takes:

Slide 2 / 3

Example:

Slide 2: Example:
Slide 3 / 3

An LU Factorization Algorithm

Slide 3: An LU Factorization Algorithm

Notes

  1. Row reduce A to U using only row REPLACEMENTS (adding multiples of rows above); L stores the multipliers with opposite sign below its unit diagonal.

  2. Memory trick If R2 → R2 − 3R1, put +3 in L at position (2, 1).