Abstract

In a variety of problems in the fields of physical sciences, engineering, economics, etc., we are led to systems of linear equations, Ax = b, comprising n linear equations in n unknowns x1, x2, …, xn, where A = [aij] is an nxn coefficient matrix, and x = [x1 x2 . . .xn]T, b = [b1 b2 . . .bn]T are the column vectors. There are many analytical as well as numerical methods[1}– [11] to solve such systems of equations, including Gauss elimination method, and its modifications namely Doolittle’s method, Crout’s method and Cholesky’s method, which employ LU-decomposition method, where L = [iij] and u = [uij] are the lower and upper triangular matrices respectively. The LU-decomposition method was first introduced by the mathematician Alan M. Turing[2]-[11] in 1948. Here, in this paper we have made an effort to modify the existing LU-decomposition methods to solve the above mentioned system Ax = b, with the least possible endeavour. It may be seen that the Gauss elimination method[1], [2], [3], [4] needs about 2n3/3 operations, while Doolittle’s and Crout’s methods require n2 operations. Accordingly, in these methods we are required to evaluate n2 number of unknown elements of the L and U matrices. Moreover, Cholesky’s method[1] requires 2n2/3 operations. Accordingly this method requires evaluation of 2n2/3 number of unknown elements of the L and U matrices But, in contrast, the improved Doolittle’s, Crout’s and Cholesky’s methods presented in this paper require evaluation of only (n–1)2 number of unknown elements of the L and U matrices. Moreover, an innovative method is also presented in this paper which requires evaluation of even less number of unknown elements of the L and U matrices. In this method we need to evaluate only (n–2)2 number of the said unknown elements. Thus, by employing these methods, the computational time and effort required for the purpose can substantially be reduced.

Highlights

  • There are numerous analytical and numerical methods for the solution of a linear system, Ax = b, including Gauss elimination method, and its modifications namely Doolittle’s, Crout's and Cholesky’s methods

  • It may be mentioned that both the above quoted decompositions lead to the same solution of any linear system of equations

  • In these methods the coefficient matrix A is decomposed as A = LU, so that the linear system of equations Ax = b can be written as LUx = b

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Summary

Introduction

In the Doolittle’s method LU-decomposition of an nxn matrix A is of the form A = LU, which is given as under,. For a symmetric and positive definite coefficient matrix, the LU-decomposition by the Cholesky’s method is carried out as under, The above mentioned usual LU-decomposition methods are well discussed in the books on numerical linear algebra. In these methods the coefficient matrix A is decomposed as A = LU, so that the linear system of equations Ax = b can be written as LUx = b. For numerical stability, pivoting is very essential unless the coefficient matrix is diagonally dominant or symmetric and positive definite. In all the methods discussed in this paper, pivoting has been implemented before carrying out further steps

Improved Doolittle’s Method
Solution of a System of Three Equations in Three Unknowns
Solution of a System of Five Equations in Five Unknowns
Improved Crout’s Method
Solution of a System of Four Equations in Four Unknowns
Improved Cholesky’s Method
An Innovative LU-Decomposition Method
Conclusion

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