Crout's LU Decomposition
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This code is designed to solve a system of linear equations using Crouts LU decompostion. It seems to fall apart with some scenerios while "working" in others. Upper and Lower are correct, and I also believe Y is correct. Can someone verify if the issue lies within the U * Y = X portion of this code, or is it L * Y = B. Looking online I could not find a completed example.
A = [1 3 4 8
2 1 2 3
4 3 5 8
9 2 7 4];
B = [1
1
1
1];
matrixSize=length(A);
Lower=zeros(size(A));
Upper=zeros(size(A));
Lower(:,1)= A(:,1); %Set the first column of L to the frist column of A
Upper(1,:)=A(1,:)/Lower(1,1); % Create the first row of upper, divide by L(1,1)
Upper(1,1)=1; % Start the identity matrix
for k=2:matrixSize
for j=2:matrixSize
for i=j:matrixSize
Lower(i,j)=A(i,j) - dot(Lower(i,1:j-1),Upper(1:j-1,j));
end
Upper(k,j)=(A(k,j)-dot(Lower(k,1:k-1),Upper(1:k-1,j)))/Lower(k,k);
end
end
Upper
Lower
% L * Y = B
Y = zeros(matrixSize, 1);
% BASE CASE, SOLVE THE FIRST ONE
Y(1) = B(1);
for row = 2 : matrixSize %2 - number or rows
Y(row) = B(row);
for col = 1 : row - 1 %1 - row number
Y(row) = Y(row) - Lower(row, col) * Y(col);
end
Y(row) = Y(row) / Lower(row, row)
end
Y
% U * X = Y
X = zeros(matrixSize, 1);
X(matrixSize) = Y(matrixSize) / Upper(matrixSize,matrixSize);
for row = matrixSize - 1 : -1 : 1 %second to last row - 1
temp = 0;
for col = matrixSize : -1 : 1 %number of rows to row
temp = temp + Upper(row,col) * X(col);
end
X(row) = (Y(row) - temp) / Upper(row,row);
end
X
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Answers (1)
Alar Kööbi
on 6 Apr 2020
% BASE CASE, SOLVE THE FIRST ONE
Y(1) = B(1)/Lower(1,1);%<------This one
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