Problem

a) What are the advantages of LU decomposition method over Gaussian elimination?
b) Solve the linear system below using the \( L U \) decomposition method.
\[
\begin{aligned}
x_{1}+x_{2}+3 x_{4} & =8 \\
2 x_{1}+x_{2}-x_{3}+x_{4} & =7 \\
3 x_{1}-x_{2}-x_{3}+2 x_{4} & =14 \\
-x_{1}+2 x_{2}+3 x_{3}-x_{4} & =-7
\end{aligned}
\]

Answer

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Answer

\( x = \begin{bmatrix} \frac{49}{12} \\ -1 \\ 1 \\ \frac{1}{4} \end{bmatrix} \)

Steps

Step 1 :\( \begin{bmatrix} 1 & 1 & 0 & 3 \\ 0 & -1 & -2 & -5 \\ 0 & 0 & 1 & 1 \\ 0 & 0 & 0 & 12 \end{bmatrix} \)

Step 2 :\( L = \begin{bmatrix} 1 & 0 & 0 & 0 \\ 2 & 1 & 0 & 0 \\ 3 & -2 & 1 & 0 \\ -1 & 3 & 3 & 1 \end{bmatrix}, U = \begin{bmatrix} 1 & 1 & 0 & 3 \\ 0 & -1 & -2 & -5 \\ 0 & 0 & 1 & 1 \\ 0 & 0 & 0 & 12 \end{bmatrix} \)

Step 3 :\( x = \begin{bmatrix} \frac{49}{12} \\ -1 \\ 1 \\ \frac{1}{4} \end{bmatrix} \)

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