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Lecture Notes
Lecture 3.
Solving linear systems
Permutation matrices
Scaling
Triangular form
Triangular form
Gaussian elimination
Gaussian elimination
Example
Elimination
Elimination matrices
Elimination matrices
Example
Example
Gaussian elimination
Gaussian elimination
LU decomposition
LU decomposition
Example
Example
Example
Example
Row interchanges
Partial pivoting
LU with pivoting
Complete pivoting
Example
Small pivots
Small pivots
Residual
Residual
Example
Example
Complexity
Modified systems
Rank-one update
Rank-one update
Example
Example
Scaling
Scaling
Iterative refinement
Iterative refinement
SPD matrices
Cholesky decomposition
Thus, Cholesky factorization requires only about half work and half
storage compared with LU factorization of general matrix by
Gaussian elimination, and also avoids need for pivoting
Banded matrices