LU solve for matrix with zeros on diagonal

In summary, it is possible to obtain a solution of the linear system Ax = b with LU decomposition even when A contains zeros on its diagonal. However, when the condition number of the matrix is high (such as 10^8 in this case), there is a risk of obtaining meaningless solutions due to round-off error. It may be helpful to use other techniques such as the singular value decomposition to verify the solutions obtained from the LU decomposition.
  • #1
nawidgc
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Is it possible to obtain a solution of the linear system Ax = b with LU decomposition when A contains zeros on its diagonal? I am trying to obtain a solution with LU decomposition and then perform a forward/backward substitution but I get NaN entries in the solution vector x. The condition number of my matrix is 10^8. Appreciate any help/comments.
 
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  • #2
If the matrix has 0s on the diagonal, you can get rid of those by swapping rows. Since that is a "row operation" it should not give you any trouble with finding the LU decomposition.
 
  • #3
nawidgc said:
Is it possible to obtain a solution of the linear system Ax = b with LU decomposition when A contains zeros on its diagonal? I am trying to obtain a solution with LU decomposition and then perform a forward/backward substitution but I get NaN entries in the solution vector x. The condition number of my matrix is 10^8. Appreciate any help/comments.

I would be concerned trying to use LU decomp on a matrix with such a high condition number, regardless of whether there are zeroes on the main diagonal. A high condition number means that the solutions obtained from the LU decomp are subject to round-off error during their calculation, so much so that these solutions may be meaningless.

Instead of plain vanilla LU decomp, perhaps you should apply some other techniques to the matrix as well, to check your original solutions. I would recommend you try the singular value decomposition.

http://en.wikipedia.org/wiki/Condition_number

http://en.wikipedia.org/wiki/Singular_value
 

What is the LU decomposition method?

The LU decomposition method is a technique used to solve systems of linear equations by factorizing a matrix into a lower triangular matrix (L) and an upper triangular matrix (U). It is also known as LU factorization or LU solve.

Why are there zeros on the diagonal of the matrix in LU solve?

The presence of zeros on the diagonal of the matrix in LU solve is a result of the Gaussian elimination process. This process aims to reduce the original matrix into an upper triangular matrix, and sometimes, zeros appear on the diagonal during this process.

Can LU solve be used for any matrix with zeros on the diagonal?

No, LU solve can only be used for matrices that are non-singular, meaning they have a non-zero determinant. If a matrix has zeros on the diagonal and is non-singular, it can still be solved using LU decomposition method.

How is LU solve different from other methods of solving linear equations?

LU solve is different from other methods, such as Gaussian elimination or Cramer's rule, because it involves breaking down the original matrix into two triangular matrices, making it more efficient and accurate for larger systems of equations.

Can LU solve be used for matrices with complex numbers?

Yes, LU solve can be used for matrices with complex numbers. The decomposition process is the same, but the calculations involve complex arithmetic instead of just real numbers.

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