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LU decomposition

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hoshang

hoshang

Civil/Environmental
Jul 18, 2012
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Hi all,
I wonder why LU for this matrix retrieves such LU decomposition result.
M=
-0.5 -1 0
-1 -1 -1
0 -1 -0.5

L=
1 0 0
0 1 0
0.5 0.5 1

U=
-1 -1 -1
0 -1 -0.5
0 0 0.75



While it should be:

L=
1 0 0
2 1 0
0 -1 1

 
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I suggest you use a screenshot, smiley emoticons don't help.

Here's some Octave

>> M=[.5,-1,0;-1,-1,-1;0,-1,0.5]
M =

0.5000 -1.0000 0
-1.0000 -1.0000 -1.0000
0 -1.0000 0.5000

>> [L,U]=lu(M)
L =

-0.5000 1.0000 0
1.0000 0 0
0 0.6667 1.0000

U =

-1.0000 -1.0000 -1.0000
0 -1.5000 -0.5000
0 0 0.8333

>> M=[-.5,-1,0;-1,-1,-1;0,-1,0.5]
M =

-0.5000 -1.0000 0
-1.0000 -1.0000 -1.0000
0 -1.0000 0.5000

>> [L,U]=lu(M)
L =

0.5000 0.5000 1.0000
1.0000 0 0
0 1.0000 0

U =

-1.0000 -1.0000 -1.0000
0 -1.0000 0.5000
0 0 0.2500

>> M=[1.5,-1,0;-1,-1,-1;0,-1,0.5]
M =

1.5000 -1.0000 0
-1.0000 -1.0000 -1.0000
0 -1.0000 0.5000

>> [L,U]=lu(M)
L =

1.0000 0 0
-0.6667 1.0000 0
0 0.6000 1.0000

U =

1.5000 -1.0000 0
0 -1.6667 -1.0000
0 0 1.1000

>>


Cheers

Greg Locock


New here? Try reading these, they might help FAQ731-376
 
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Hi GregLocock,
thanks for your response. None of M matrix in your examples correspond to M in my example. Please try the M matrix in my example.
 
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>> M=[-.5,-1,0;-1,-1,-1;0,-1,-0.5]
M =

-0.5000 -1.0000 0
-1.0000 -1.0000 -1.0000
0 -1.0000 -0.5000

>> [L,U]=lu(M)
L =

0.5000 0.5000 1.0000
1.0000 0 0
0 1.0000 0

U =

-1.0000 -1.0000 -1.0000
0 -1.0000 -0.5000
0 0 0.7500

Which is a very strange result, L is not triangular. Sorry I don't know enough about lu to explain what that means.


Cheers

Greg Locock


New here? Try reading these, they might help FAQ731-376
 
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Using the Scipy.Linalg LU function via Excel:

If I set permute_I to false I get the same as hoshang:
Lower =
1 0 0
-0 1 0
0.5 0.5 1

Upper =
-1 -1 -1
0 -1 -0.5
0 0 0.75

If I set permute_I to true I get the same as greg:
Permuted Lower =
0.5 0.5 1
1 0 0
-0 1 0

Upper =
-1 -1 -1
0 -1 -0.5
0 0 0.75

So greg's results give the permuted lower matrix. I'd have to remind myself of how these things work to know what you do with that.

Where did the values:
L=
1 0 0
2 1 0
0 -1 1
come from?

Doug Jenkins
Interactive Design Services
 
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The results from Mathcad 14 are the same, and the extracted L, U, and P matrices behave as expected with P*M = L*U

LU_decomp_l0bxuw.jpg


TTFN (ta ta for now)
I can do absolutely anything. I'm an expert! faq731-376 forum1529 Entire Forum list
 
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IDS said:
Where did the values:
L=
1 0 0
2 1 0
0 -1 1
come from?
Click to expand...
Thanks. Review any textbooks on LU decomposition. You will find out that the decomposition would be

L=
1 0 0
2 1 0
0 -1 1

U=
-0.5 -1 0
0 1 -1
0 0 -1.5
 
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OK, so it seems the answer to the question:
I wonder why LU for this matrix retrieves such LU decomposition result.
is that there is more than one way to decompose a matrix.

It seems that Scipy and Octave are using a pivotted lower matrix, so that for an original matrix A:
PLU = A
whereas for hoshang's matrices:
LU = A

Excel screen shot, calling Scipy fumctions:
Scipy-LU1-1_zv0la5.jpg


Apparently Mathcad is doing something different, but I don't have Mathcad to see what is going on there.


Doug Jenkins
Interactive Design Services
 
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IDS said:
At the moment I'm having trouble getting their lu_decomp function to work. If anyone get's it working, please let me know.
Click to expand...

I have now got their code working. In the lu_decomp function:

Replace the two lines using np.block as below:

Python: 
    # L = np.block([[L11, L12], [L21, L22]])
    # U = np.block([[U11, U12], [U21, U22]])
    L = np.zeros((n,n))
    U = np.zeros((n,n))
    L[0,0] = L11
    L[0,1:] = L12
    L[1:,0] = L21
    L[1:,1:] = L22

    U[0,0] = U11
    U[0,1:] = U12
    U[1:,0] = U21
    U[1:,1:] = U22

    return (L, U)

Also in the forward_sub function, replace:
for j in range(i-1):
with
for j in range(i):

With those changes the functions I tried seem to work correctly:
forward_sub
back_sub
lu_solve
lu_decomp

I haven't yet tried the functions using pivoting (but I'm working on it).

Doug Jenkins
Interactive Design Services
 
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