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jueves, 22 de julio de 2010

LU Descomposition


LU descomposition

To understand LU descomposition you have to check this out:
To use LU elimination:

1- Find "L" and "U": Lower and Upper matrices.
2- You know" L" and "b", so you can get "y"
3- With "U" and "y" find "X"!

Lets see same excercise we've worked before:
A 
Step 1
To find L and U matrices:
L
U
 Step 2:
With L and b find y

Step 3:
With U and y find X
      Now you have the answer! 





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