Direct Factorization 29
With b3=5 5 −2 1 T, forward substitution applied to the system Lz=b3
yields
Now, back substitution applied to the system Ux=zgives
15. (a) Construct an algorithm to factor an n×nmatrix into the product LDU ,
where Lis a lower triangular matrix with ones along its diagonal, Dis a
diagonal matrix and Uis an upper triangular matrix with ones along its
diagonal.
(b) Suppose the matrix Ahas been factored into the product LDU , where the
matrices L,Dand Uhave the form specified in part (a). Construct an
algorithm to use this factorization to solve the system Ax=b.
(c) How many arithmetic operations are required to compute the factorization
in part (a)? How does this total compare to the number of operations
needed to compute an LU decomposition?
(d) How many arithmetic operations are required by the algorithm in part (b)
to solve a system given an LDU decomposition of the coefficient matrix?
How does this total compare to the number of operations needed by forward
and backward substitution?
(e) How does the total number of arithmetic operations needed to solve a
system of equations using an LDU decomposition compare to the number
of operations needed to solve a system using an LU decomposition?