Método de Crout.

l11 u11 u12 u13 u14 a11 a12 a13 a14

l21 l22 u22 u23 u24 a21 a22 a23 a24
l31 l32 l33 u23 u34 a31 a32 a33 a34
l41 l42 l43 l44 u44 a41 a42 a43 a44

Con uii=1
a) La primera fila de A

l11*u11=a11  l11=a11
l11*u12=a12  u12=a12/l11
l11*u13=a13  u13=a13/l11
l11*u14=a14  u14=a14/l11

b) La segunda fila de A

L21*u11=a21  l21=a21
L21*u12+l22*u22=a22  l22=(a22-l21*u12)/u22
L21*u13+l22*u23=a32  u23=(a23-l21*u13)/l22
L21*u14+l22*u24=a24  u24=(a24-l21*u14)/l22

c) La tercera fila de A
L31*u11=a31 l31=a31
L31*u12+l32*u22=a32  l32=a32-l31*u12
L31*u13+l32*u23+l33*u33=a33  l33=a33-(l31*u13+l32*u23)
L31*u14+l32*u24+l33*u34=a34  u34=a34-(l31*u14+l32*u24)

d) La cuarta fila de A
L41*u11=a41 l41=a41
L41*u12+l42*u22=a42  l42=a42-l41*u12
L41*u13+l42*u23+l43*u33=a43  l43= a43-(l41*u13+l42*u23)
L41*u14+l42*u24+l43*u34+l44*u44=a44  l44= a44(l41*u14+l42*u24+l43*u34)

𝑎𝑖𝑗 − ∑𝑘=𝑖−1
𝑘=1 𝑙𝑖𝑘 ∗ 𝑢𝑘𝑗
𝑢𝑖𝑗 =
𝑙𝑖𝑖
𝑗−1

𝑙𝑖𝑗 = 𝑎𝑖𝑗 − ∑ 𝑙𝑖𝑘 ∗ 𝑢𝑘𝑗

𝑘=1
Calculamos los bi’

l11 u11 u12 u13 u14 b1’ a11 a12 a13 a14 b1
l21 l22 u22 u23 u24 b2’ a21 a22 a23 a24 b2
l31 l32 l33 u23 u34 b3’ a31 a32 a33 a34 b3
l41 l42 l43 l44 u44 b4’ a41 a42 a43 a44 b4

L11*b1’=b1 b1’=b1/l11
L21*b1’+l22*b2’=b2  b2’=(b2-l21*b1’)/l22
L31*b1’+l32*b2’+l33*b3’=b3  b3’=b3-(l31*b1’+l32*b2’)/l33
L41*b1’+l42*b2’+l43*b3’+l44*b4’=b4  b4’=b4-(l41*b1’+l42*b2’+l43*b3’)/l44

′
𝑏𝑖 − ∑𝑖−1
𝑘=1 𝑙𝑖𝑘 ∗ 𝑏𝑘′
𝑏𝑖 =
𝑙𝑖𝑖

Calculemos los xi

U44*x4=b4’ x4=b4’
U33*x3+u34*x4=b3’  x3=b3’-u34*x4
U22*x2+u23*x3+u24*x4=b2’  x2=b2’-(u23*x3+u24*x2)
U11*x1+u12*x2+u13*x3+u14*x4=b1’  x1=b1’-(u12*x2+u13*x3+u14*x4)
𝑛
′
𝑥𝑖 = 𝑏𝑖 − ∑ 𝑢𝑖𝑘 ∗ 𝑥𝑘
𝑘=𝑖+1