LU factorization to solve Ax = b

  • Thread starter Quincy
  • Start date
  • #1
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0

Homework Statement


A is a 4 x 5 matrix equal to
[1 4 -1 5 3
3 7 -2 9 6
-2 -3 6 -4 1
1 6 9 8 2]

and b =
[5
40
15
12]

(b is 4 x 1)

Find the LU factorization and use it to solve Ax = b

Homework Equations





The Attempt at a Solution



I set Ly = b, and solve for y, then I set Ux = y, and when I row-reduce the Augmented [U y] matrix, I always get a 4 x 1 matrix, but x is supposed to be 5 x 1, what am I doing wrong??
 

Answers and Replies

  • #3
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Or there's actually a way to find he LU decomposition for a non-square matrix?

There was an example of it in the book; it only found L and U for the 4x5 matrix though, it didn't show how to solve Ax = b.
 
  • #4
hotvette
Homework Helper
996
5
There was an example of it in the book; it only found L and U for the 4x5 matrix though, it didn't show how to solve Ax = b.

That's because there are potentially an infinite number of solutions. The system you have is what's called an 'underdetermined' system that has fewer equations than unknowns. There is a 'minimum norm' solution that can be found via other factorization techniques (QR or SVD), but not LU (at least I don't think so).
 

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