Example 1 (b).  Find the A = LU  factorization for the matrix  [Graphics:Images/CholeskyMod_gr_53.gif].  Use the Crout method.  

Solution 1 (b).

Enter the matrix.

 

[Graphics:../Images/CholeskyMod_gr_67.gif]

Invoke the subroutine Crout.  

[Graphics:../Images/CholeskyMod_gr_68.gif]



[Graphics:../Images/CholeskyMod_gr_69.gif]

[Graphics:../Images/CholeskyMod_gr_70.gif]

[Graphics:../Images/CholeskyMod_gr_71.gif]

[Graphics:../Images/CholeskyMod_gr_72.gif]


Verify the factorization.

[Graphics:../Images/CholeskyMod_gr_73.gif]



[Graphics:../Images/CholeskyMod_gr_74.gif]

[Graphics:../Images/CholeskyMod_gr_75.gif]

[Graphics:../Images/CholeskyMod_gr_76.gif]

[Graphics:../Images/CholeskyMod_gr_77.gif]

[Graphics:../Images/CholeskyMod_gr_78.gif]

The matrix has been factored it is similar to the Doolittle factorization. But this time the elements on the diagonal of  U  are [Graphics:../Images/CholeskyMod_gr_79.gif].  

Aside.  This is different from the Doolittle factorization that we found in part (a).

[Graphics:../Images/CholeskyMod_gr_80.gif]


[Graphics:../Images/CholeskyMod_gr_81.gif]

[Graphics:../Images/CholeskyMod_gr_82.gif]

Remark.  If the LU factorization is used to solve a linear system then a wee bit more computing effort required for the Crout factorization than the Doolittle factorization.  For this reason we prefer the Doolittle method.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(c) John H. Mathews 2004