Program (in a Python function; hint: extend the function from Assignment 1) a (mxm) LU factorization algorithm (using partial pivoting) for a matrix A and compute the PLU factors. The factorization is obtained by elimination steps k = 1,...,m-1 so that A-₁AV -k+1,...,m and where the multipliers mix are given by mi When km-1, A, is upper triangular, that is, U₁ = A). The lower triangular matrix is obtained using the multipliers m.,. that is Lij = mij Vi>j. Li,i = 1, and Lij = 0 Vi

Operations Research : Applications and Algorithms
4th Edition
ISBN:9780534380588
Author:Wayne L. Winston
Publisher:Wayne L. Winston
Chapter2: Basic Linear Algebra
Section: Chapter Questions
Problem 20RP
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PYTHON- LU FACTORIZATION

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Program (in a Python function; hint: extend the function from Assignment 1) a
(mxm)
LU factorization algorithm (using partial pivoting) for a matrix A and compute the
PLU factors. The factorization is obtained by elimination steps k = 1,...,m-1 so that
i=k+1,...,m and j=k,...,m
When k = m -
, is upper
where the multipliers mi, are given by mik =
triangular, that is, U₁ = A). The lower triangular matrix is obtained using the
multipliers mi,, that is Lij = mij Vi > j, Li,i = 1, and Lij=0 Vi<j. However, every
k-step selects a pivot A of maximum absolute value via row exchanges recorded in the
permutation matrix P.
Transcribed Image Text:Program (in a Python function; hint: extend the function from Assignment 1) a (mxm) LU factorization algorithm (using partial pivoting) for a matrix A and compute the PLU factors. The factorization is obtained by elimination steps k = 1,...,m-1 so that i=k+1,...,m and j=k,...,m When k = m - , is upper where the multipliers mi, are given by mik = triangular, that is, U₁ = A). The lower triangular matrix is obtained using the multipliers mi,, that is Lij = mij Vi > j, Li,i = 1, and Lij=0 Vi<j. However, every k-step selects a pivot A of maximum absolute value via row exchanges recorded in the permutation matrix P.
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Compute the LU factorization of the symmetric part of A(100*100)
 using partial pivoting and verify that your factorization is correct; explain.

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