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Solve System of Linear Equations by LU Decompose

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One of the application of LU matrix decomposition is solving system of linear equations. Ax = b A - coefficient matrix b - non-homogeneous vector x - unknown vector (solution vector) The square matrix (coefficient matrix) A decomposed into LU (lower triangular and upper triangular) matrix by elementary-row-operations. A = LU the solution vector X of system found by forward and back substitution. y = forward-substitute L and b X = back-substitute U and y The two or more system of equations have same coefficient matrix A but have different non-homogeneous vectors (b1 ,b2,..), the solutions vectors (x1,x2,..) obtained by once applying LU decomposition over matrix A. System 1 &nbsp&nbsp Ax = b1 ...

Matrix Forward and Back Substitution

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A square matrix is transformed into a Lower triangular matrix L or an Upper triangular matrix U by applying elementary row operation (Gaussian elimination) for solving system linear of equations. A solution vector X of system of linear equations is obtained by applying substitution method. The forward substitution method is applied to matrix L The back substitution method is applied to matrix U Algorithm steps for forward substitution to matrix L Input : a square matrix, A a non-homogeneous vector b Output : Solution vector, X read matrix A read vector b L = transform_to_L (A,b) X = substitute-forward(L); Example of forward substitution to matrix L substitute unknown variables top to bottom approach 0.4286x = 1.7143 3.6667x + 2.3334y = 10.0 2.0x+ + 4.0y + 6.0z = 18.0 find x, from equation 1 ...

Solving System of Linear Equation by Gaussian Elimination

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Solving linear equation by matrix inverse method is difficult when a system has more than 3 equations and 3 unknown variables. hence, Gaussian elimination is preferred for solving system of linear equations, which has N linear equations and N unknown variables. Gaussian elimination is performed by two steps. they, upper triangular matrix back substitution System of Linear Equation by Gaussian Elimination - algorithm Given - system of Linear equations represents it in matrix form -: A - coefficient matrix X - unknown vector b - non-homogeneous vector form augmented matrix, A|b convert augmented matrix, A|b into upper triangular matrix, U by row operation U = A|b ...