Lecture 11.
LU Decomposition and Gaussian
Elimination
Elimination
Phase
I reviewed the code for the
elimination phase of LU
decomposition.
Backward
(Forward) Substitution
I went
over the code for backward substitution and mentioned that forward substitution
can be coded in a similar
way.
Partial
Pivoting
I showed, through an
illustrative example, how partial pivoting may be necessary to obtain a solution
to a system of linear equations (if a solution exists). I then showed how row
swaps are recorded in a permutation matrix for use with LU
decomposition.
Posted: Wed - October 4, 2006 at 04:10 PM