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UNIVERSIDAD PERUANA UNION

FACULTAD DE INGENIERIA Y ARQUITECTURA

E.A.P De Ingeniería Civil

CURSO:
Métodos Numéricos

TRABAJO:
PASITOS

PROFESOR:
Soria Quijaite, Juan Jesús

CARRERA:
Ingeniería civil

Alumno:

Lima 26 de junio de 2016


1. Hallar la descomposición LU de las siguientes matrices.

j=1
0

𝑈11 = 𝑎11 − ∑ = 𝑎11 = 1


𝑘=1
0
1 𝑎21
𝐿21 = × (𝑎21− ∑.) = =4
𝑈11 𝑈11
𝑘=1
0
1 𝑎31
𝐿31 = × (𝑎31− ∑.) = =5
𝑈11 𝑈11
𝑘=1
0
1 𝑎41
𝐿41 = × (𝑎41− ∑.) = =6
𝑈11 𝑈11
𝑘=1

j=2
0

𝑈12 = 𝑎12 − ∑ = 𝑎12 = 2


𝑘=1
1

𝑈22 = 𝑎22 − ∑ 𝐿21 × 𝑈12 = 𝑎22 − (𝐿21 × 𝑈12 ) = 5 − (4 × 2) = −3


𝑘=1
1
1 1 1
𝐿32 = × (𝑎32− ∑ 𝐿31 × 𝑈12 ) = × [𝑎32 − (𝐿31 × 𝑈12 )] = × [25 − (5 × 2)] = −5
𝑈22 𝑈22 −3
𝑘=1
.
1
1 1 1
𝐿42 = × (𝑎42− ∑ 𝐿41 × 𝑈12 ) = × [𝑎42 − (𝐿41 × 𝑈12 )] = × [−12 − (6 × 2)] = 8
{ 𝑈22 𝑈22 −3
𝑘=1
j=3
0

𝑈13 = 𝑎13 − ∑ = 𝑎13 = −2


𝑘=1
1

𝑈23 = 𝑎23 − ∑ 𝐿21 × 𝑈13 = 𝑎23 − (𝐿21 × 𝑈13 ) = −7 − (4 × −2) = 1


𝑘=1
2

𝑈33 = 𝑎33 − ∑ 𝐿𝑖𝑘 × 𝑈𝑘𝑗 = 𝑎33 − (𝐿31 × 𝑈13 ) − (𝐿32 × 𝑈23 ) = −15 − (5 × −2) − (−5 × 1) = 0
𝑘=1
.
2
1 1
𝐿43 = × (𝑎43− ∑ 𝐿𝑖𝑘 × 𝑈𝑘𝑗 ) = × [𝑎43 − (𝐿41 × 𝑈13 ) − (𝐿42 × 𝑈23 )]
𝑈33 𝑈33
𝑘=1
1
× [𝑎43 − (𝐿41 × 𝑈13 ) − (𝐿42 × 𝑈23 )]
{ 𝑈33

Ejemplo 2. Use el método de la descomponían LU para resolver el sistema.

j=1
0

U11 = a11 − ∑ = a11 = 2


k=1
0
1 a21 4
L21 = (a21 − ∑.) = = =2
U11 U11 2
k=1
0
1 a31 4
L31 = (a31 − ∑.) = = =2
{ U11 U11 2
k=1
j=2
0

𝑈12 = 𝑎12 − ∑ = 𝑎12 = 3


𝑘=1
1

𝑈22 = 𝑎22 − ∑ 𝐿2𝑘 . 𝑈𝑘2 = 𝑎22 − (𝐿21 × 𝑈12 ) = 5 − (2 × 3) = −1


𝑘=1
1
1 1 1
𝐿32 = (𝑎32 − ∑ 𝐿3𝑘 . 𝑈𝑘2 ) = × (𝑎32 − (𝐿31 . 𝑈12 )) = × [8 − (2 × 3)] = −2
{ 𝑈22 𝑈22 −1
𝑘=1

j=3
0

𝑈13 = 𝑎13 − ∑ = 𝑎13 = 4


𝑘=1
1

𝑈23 = 𝑎23 − ∑ 𝐿2𝑘 . 𝑈𝑘3 = 𝑎23 − (𝐿21 × 𝑈13 ) = 𝑎23 − (𝐿21 × 𝑈13 ) = 10 − (2 × 4) = 2
𝑘=1
2

𝑈33 = 𝑎33 − ∑ 𝐿3𝑘 . 𝑈𝑘3 = 𝑎33 − (𝐿31 × 𝑈13 ) − (𝐿32 . 𝑈23 ) = 2 − (2 × 4) − (−2 × 2) = −2
{ 𝑘=1

Luego:
1 0 0 2 3 4
𝐿 = [2 1 0 ] ; 𝑈 = [0 −1 2 ]
2 −2 1 0 0 −2

Hallando “y” =Ly=b


1 0 0 𝑦1 6
[ 2 1 0 . 𝑦 =
] [ 2 ] [16]
2 −2 1 𝑦3 2

𝒚𝟏 = 𝟔

2𝑦1 + 𝑦2 = 16
12 + 𝑦2 = 16
𝒚𝟐 = 𝟒

2𝑦1 − 2𝑦2 + 𝑦3 = 2
12 − 4 + 𝑦3 = 2

𝒚𝟑 = −𝟔
Hallando “y” =Ux=Y
2 3 4 𝑥1 6
𝑥
[0 −1 2 ] . [ 2 ] = [ 4 ]
0 0 −2 𝑥3 −6

2𝑥1 + 3𝑥2 + 4𝑥3 = 6


2𝑥1 + 3(2) + 4(3) = 6
2𝑥1 + 6 + 12 = 6
2𝑥1 + 18 = 6
2𝑥1 = −12

𝒙𝟏 = −𝟔

−1𝑥2 + 2𝑥3 = 4
−1𝑥2 + 6 = 4
−1𝑥2 = −2

𝒙𝟐 = 𝟐

−2𝑥3 = −6

𝒙𝟑 = 𝟑
Ejemplo 3.
1 3 7  2 .6  x
     
Given A =  3 13 23  , B =  3 .8  , X =  y
7 23 54  19 .4  z
    

(i) Determine a lower triangular matrix L such that L LT = A.

(ii) Solve the equation A X = B by the Cholesky factorization.

(iii) Find the inverse of the matrix A by the Cholesky factorization.

i) Determinar una matriz triangular L tal que:


𝐿 𝐿𝑡 = 𝐴
1 3 7
 
3 13 23 
7 𝑎11 𝑎12 𝑎13
 23 54 
A= = [𝑎21 𝑎22 𝑎23]
𝑎31 𝑎32 𝑎33

1 0 0
𝐿 = [𝐿21 1 0 ]
𝐿31 𝐿32 𝐿33

𝐿11 = 𝑎11 = 1

𝑎21 3
𝐿21 = = =3
𝐿11 1

𝑎31 7
𝐿31 = = =7
𝐿11 1

𝐿22 = √𝑎22 − ∑ 𝐿2𝑘 2 = √𝑎22 − 𝐿21 2 = √13 − 32 = 2


𝑘=1
1
1 1
𝐿32 = ∗ (𝑎32 − ∑ 𝐿3𝑘 𝐿2𝑘 ) = ∗ (𝑎32 − (𝐿31 ∗ 𝐿21 ))
𝐿22 𝐿22
𝑘=1

(23 − (7 ∗ 3))
= =1
2

𝐿33 = √𝑎33 − ∑ 𝐿3𝑘 2 = √𝑎33 − (𝐿31 2 + 𝐿32 2 ) = √54 − (72 + 12 ) = 2


𝑘=1

1 0 0
𝐿 = [ 3 2 0]
7 1 2

ii) Resuelve la ecuación A X = B por factorización de


Cholesky.

1 3 7 𝑥 2.6
[3 13 23] [𝑦] = [ 3.8 ]
7 23 54 𝑧 19.4

Utilizando L:

1 0 0 𝑥 2.6
[3 2 0] [𝑦] = [ 3.8 ]
7 1 2 𝑧 19.4
x = 2.6

3x + 2y = 3.8

3(2.6) + 2𝑦 = 3.8

3.8 − 3(2.6)
𝑦= = −2
2

7𝑥 + 𝑦 + 2𝑧 = 19.4

7(2.6) − 2 + 2𝑧 = 19.4

19.4 + 2 − 7(2.6)
𝑧=
2

8
𝑧=
5

Utilizando 𝑳𝑻

2.6
1 3 7 𝑥
−2
[0 2 1] [𝑦] = [ 8 ]
0 0 2 𝑧
5

8
2𝑧 =
5
4
𝑧=
5

2𝑦 + 𝑧 = −2

4
2𝑦 + =2
5

7
𝑦=−
5

𝑥 + 3𝑦 + 7𝑧 = 2.6

7 4
𝑥 + 3(− ) + 7( ) = 2.6
5 5

6
𝑥=
5

6 7 4
𝑥= ; 𝑦=− ; 𝑧=
5 5 5

Ejemplo 4.

Solve the following system of equations by by Cholesky factorization :

x  3 y  5z  4, 3x  13 y  27 z  24, 5x  27 y  77 z  80

1 3 5 𝑥1 4
A= [3 13 27] [𝑥2 ] = [24]
5 27 77 𝑥3 80
𝐿11 = 𝑎11 = 1

𝑎21 3
𝐿21 = = =3
𝐿11 1

𝑎31 7
𝐿31 = = =5
𝐿11 1

𝐿22 = √𝑎22 − ∑ 𝐿2𝑘 2 = √𝑎22 − 𝐿21 2 = √13 − 32 = 2


𝑘=1

1
1 1
𝐿32 = ∗ (𝑎32 − ∑ 𝐿3𝑘 𝐿2𝑘 ) = ∗ (𝑎32 − (𝐿31 ∗ 𝐿21 ))
𝐿22 𝐿22
𝑘=1

(27 − (5 ∗ 3))
= =6
2

𝐿33 = √𝑎33 − ∑ 𝐿3𝑘 2 = √𝑎33 − (𝐿31 2 + 𝐿32 2 ) = √54 − (52 + 62 ) = 4


𝑘=1

1 0 0 x 4
[3 2 0] [y] = [24]
5 6 4 z 80

x=4
3𝑥 + 2𝑦 = 24

3(4) + 2𝑦 = 24

𝑦=6

5𝑥 + 6𝑦 + 4𝑧 = 80

5(4) + 6(6) + 4𝑧 = 80

𝑧=6

1 3 5 x 4
[0 2 6] [y] = [6]
0 0 4 z 6

4𝑧 = 6

3
𝑧=
2

2𝑦 + 6𝑧 = 6

3
2𝑦 + 6 ( ) = 6
2
−3
𝑦=
2

𝑥 + 3𝑦 + 5𝑧 = 4

3 3
𝑥 + 3 (− ) + 5 ( ) = 4
2 2

𝑥=1

−𝟑 𝟑
𝐱 = 𝟏; 𝐲 = ;𝐳 =
𝟐 𝟐

9 3 6
 
Ejemplo 5. Consider a symmetric matrix A =  3 10 5  , determine a lower
6 6 
 5
triangular matrix L such that L LT = A.

Find the inverse of the matrix A by the Cholesky factorization.

𝐿11 = 𝑎11 = 3

𝑎21 3
𝐿21 = = =1
𝐿11 3

𝑎31 6
𝐿31 = = =2
𝐿11 3

𝐿22 = √𝑎22 − ∑ 𝐿2𝑘 2 = √𝑎22 − 𝐿21 2 = √10 − 12 = 3


𝑘=1
1
1 1
𝐿32 = ∗ (𝑎32 − ∑ 𝐿3𝑘 𝐿2𝑘 ) = ∗ (𝑎32 − (𝐿31 ∗ 𝐿21 ))
𝐿22 𝐿22
𝑘=1

(5 − (2 ∗ 1))
= =1
3

𝐿33 = √𝑎33 − ∑ 𝐿3𝑘 2 = √𝑎33 − (𝐿31 2 + 𝐿32 2 ) = √6 − (22 + 12 ) = 1


𝑘=1

3 0 0
𝐿 = [ 1 3 0]
2 1 1

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