DOI: http://dx.doi.org/10.4314/gjmas.v12i1.3
GLOBAL JOURNAL OF MATHEMATICAL SCIENCES VOL. 11, NO. 1&2, 2012: 21-26
COPYRIGHT© BACHUDO SCIENCE CO. LTD PRINTED IN NIGERIA ISSN 1596-6208
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ON LU FACTORIZATION ALGORITHM WITH MULTIPLIERS
O. E, NTEKIM, I. M. ES UABANA AND U. E. EDEKE
ABSTRACT
Various algorithm such as Doolittle, Crouts and Cholesky’s have been proposed to factor a square matrix into a
product of L and U matrices, that is, to find L and U such that A = LU; where L and U are lower and upper triangular
matrices respectively. These methods are derived by writing the general forms of L and U and the unknown elements
of L and U are then formed by equating the corresponding entries in A and LU in a systematic way. This approach for
computing L and U for larger values of n will involve many sum of products and will result in n
2
equations for a matrix
of order n. In this paper, we propose a straightforward method based on multipliers derived from modification of
Gaussion elimination algorithm.
KEY WORDS: Lower and Upper Triangular Matrices, Multipliers.
INTRODUCTION
Let A be a square matrix of order n. An LU factorization or decomposition is a decomposition of the form:
A = LU & & & & & & & & & & & .. (1)
Where L and U are upper and lower triangular matrices (of the same size) respectively (Horn and Johnson,
1985; Kreyszig, 1993; Morris, 1983; Conte, 1965).
The LU factorization is not unique if one only requires that L be lower triangular and U be upper triangular. It is
unique if we assign fixed values to the diagonal elements of either L or U (Conte, 1965; Sastry, 1989; Olayi, 2000;
Atkinson, 1993).
LU decomposition is used for solving system of linear equations, calculating matrix determinants and inverse.
THEOREM 1 (EXISTENCE AND UNIQUENESS).
The matrix
A = (2)
admits an LU factorization if and only if all its principal minors are non singular, that is, if
a
11
0 0 0 & & 0 (3)
(Conte, 1965; Sastry, 1989; Olayi, 2000).
LU DECOMPOSITION ALGORITHMS
We now outline the various procedures or methods that have hitherto been used to factor a square matrix A
into a product of L and U matrices. We assume in all the methods that no interchanges will be necessary. The
methods we are going to examine involve writing the general forms of L and U and the unknown elements of L and U
are then found by equating corresponding entries in A and LU in a systematic way.
21
O. E, Ntekim, Department of Mathematics/Statistics and Computer Science, University of Calabar, Calaba,
Nigeria
I. M. Esuabana, Department of Mathemati cs/Statistics, Cross River University of Technology, Calabar, Nigeria
U. E. Edeke, Department of Mathematics/Statistics and Computer Science, University of Calabar, Calabar,
Nigeria