Question

Solve the system of equations
0.6x + 0.8y + 0.1z = 1
1.1x + 0.4y + 0.3z = 0.2
x + y + 2z = 0.5
by LU decomposition method and find the inverse of the coefficient matrix

14 Feb 2018
Answer :
Word Count : 670
We are given the system: $$ \begin{cases} 0.6x + 0.8y + 0.1z = 1 \\ 1.1x + 0.4y + 0.3z = 0.2 \\ x + y + 2z = 0.5 \end{cases} $$ Coefficient matrix $A$ and vector $b$ are: $$ A = \begin{bmatrix} 0.6 & 0.8 & 0.1 \\ 1.1 & 0.4 & 0.3 \\ 1 & 1 & 2 \end{bmatrix}, \quad b = \begin{bmatrix} 1 \\ 0.2 \\ 0.5 \end{bmatrix} $$ Step 1: LU Decomposition We perform LU decomposition such that $A = LU$, with $L$ lower triangular with 1s on diagonal and $U$ upper triangular. $$ L = \begin{bmatrix} 1 & 0 & 0 \\ l_{21} & 1 & 0 \\ l_{31} & l_{32} & 1 \end{bmatrix}, \quad U = \begin{bmatrix} u_{11} & u_{12} & u_{13} \\ 0 & u_{22} & u_{23} \\ 0 & 0 & u_{33} \end{bmatrix} $$ Step 1a: Set $U$ first row and $L$ first column $$ u_{11} = 0.6, \quad u_{12} = 0.8, \quad u_{13} = 0.1 $$ $$ l_{21} = \frac{1.1}{0.6} = 1.8333, \quad l_{31} = \frac{1}{0.6} = 1.6667 $$ Step 1b: Compute
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