Derivation of the Doolittle Factorization.

Consider the matrix product  A = LU where L is lower triangular and U is upper triangular.

Use the rule for finding the element [Graphics:../Images/dol_gr_1.gif] to successively compute the entries in U and L.

[Graphics:../Images/dol_gr_2.gif]

Compute the first row of  U  and the first column of  L.

[Graphics:../Images/dol_gr_3.gif]

Compute the second row of  U  and the second column of  L.

[Graphics:../Images/dol_gr_4.gif]

Compute the third row of  U  and the third column of  L.

[Graphics:../Images/dol_gr_5.gif]

Compute the k-th row of  U  and the k-th column of  L.

[Graphics:../Images/dol_gr_6.gif]

The above derivation gives rise to the Doolittle subroutine.

 

 

 

 

 
 

(c) John H. Mathews