LU Decomposition | MIT 18.06SC Linear Algebra, Fall 2011

LU Decomposition
Instructor: Ben Harris
View the complete course: ocw.mit.edu/18-06SCF11
License: Creative Commons BY-NC-SA
More information at ocw.mit.edu/terms
More courses at ocw.mit.edu

Пікірлер: 111

  • @kevinwu5954
    @kevinwu59546 жыл бұрын

    I love MIT Open Courseware. They always allow me to understand theorems faster!!

  • @coolkidz4lyf
    @coolkidz4lyf8 жыл бұрын

    dude you were great...thanks a million

  • @stopasking4962
    @stopasking496210 жыл бұрын

    DUDE! I Had this instructor! HE IS AMAZING!

  • @yuchenliu4695
    @yuchenliu46954 жыл бұрын

    This video literally solves the problem that has haunted me for weeks. He is my life saver.

  • @georgesadler7830
    @georgesadler7830 Жыл бұрын

    Professor Ben Harris, thank you for an excellent video/lecture on LU Decomposition in Linear Algebra. This is an error free video/lecture on KZread.

  • @Eyenn_n
    @Eyenn_n8 жыл бұрын

    Very well explained. Thank you very much!

  • @NegativeNezzy
    @NegativeNezzy10 жыл бұрын

    This was amazingly helpful, thank you very much. Congratulations on keeping such meticulous records of your steps.

  • @alexconstandache907
    @alexconstandache9075 жыл бұрын

    Well done presentation/explanation of LU Decomposition. Thank you for that Ben. :)

  • @ismailcakr9086
    @ismailcakr90867 жыл бұрын

    better than my teacher even i dont speak english lol

  • @freddoran1665

    @freddoran1665

    4 жыл бұрын

    İtüden geldik biz de buraya :( Mat281'in ABV

  • @kdoodoo

    @kdoodoo

    4 жыл бұрын

    better than my teacher even he speaks english lol

  • @user-vm1lw5xm9z
    @user-vm1lw5xm9z8 жыл бұрын

    Thank you Ben

  • @orkhanmd
    @orkhanmd7 жыл бұрын

    Great explanation. Thank you, man!

  • @DaisyZhangAI
    @DaisyZhangAI3 жыл бұрын

    Yup, 10 minutes solved my week-long agony.

  • @carolinetleane6697
    @carolinetleane66978 жыл бұрын

    much appreciation! thanks Ben

  • @Rodg7556
    @Rodg75569 жыл бұрын

    I finally understood this!

  • @nguyenthanhdat93
    @nguyenthanhdat938 жыл бұрын

    Thanks for sharing. Wonderful explanation!!

  • @MrTrollmojo
    @MrTrollmojo12 жыл бұрын

    Thank you verry much Ben :D , I ve learned so much!!!

  • @RecklezzMusic
    @RecklezzMusic5 жыл бұрын

    Very clear and concise. Thanks for the example

  • @ProudQLD
    @ProudQLD6 жыл бұрын

    Very comprehensive. Thank you.

  • @MrHarpreet99
    @MrHarpreet9912 жыл бұрын

    Very nice explanation, Ben, Understood each and everything of it. Thank you very much.

  • @greg0r-32
    @greg0r-324 жыл бұрын

    Learnt the method quicker than in 2 hours at my numerical methods class. Superb.

  • @sheyhan1
    @sheyhan110 жыл бұрын

    Thanx to you now I know LU factorization. Thank you sir. you are doing a great job.

  • @hamishforrest7553
    @hamishforrest75536 жыл бұрын

    Great explanation, thanks!

  • @islozlemorunc3856
    @islozlemorunc38566 жыл бұрын

    Excellent!!! Thank you very much

  • @vitoralves9850
    @vitoralves98508 жыл бұрын

    AMAZING

  • @leilaineoshiro2958
    @leilaineoshiro29588 жыл бұрын

    Awesome video!

  • @MrRenanwill
    @MrRenanwill6 жыл бұрын

    Yes! Thanks for your comment at end of the video! I was requiring that U was not singular, but it's not necessary for LU decomposition. =) So... if you want to ensure that the LU decomposition exists you just need all submatrixs be nonsingular except the matrix you are trying to decompose in LU.

  • @Lilg4ever2396
    @Lilg4ever23965 жыл бұрын

    your a life saver ben

  • @arestes
    @arestes11 жыл бұрын

    the elementary matrix needed for permutation is not lower triangular so it's not useful for getting our L matrix since it would defeat the purpose. The best you can do is getting an extra permutation matrix known as P to get PA=LU but you can't be guaranteed to get A=LU by exchanging rows.

  • @yifeipeng4689
    @yifeipeng46894 жыл бұрын

    Thank you so much

  • @seanjoe551
    @seanjoe5517 жыл бұрын

    Thanks a lot. It really helped me

  • @nanakojonyarko303
    @nanakojonyarko3035 жыл бұрын

    good work done Ben keep it up

  • @erkanturan7215
    @erkanturan72153 жыл бұрын

    this is very helpful!

  • @AmodSandeepa
    @AmodSandeepa4 жыл бұрын

    Thanks a lot.

  • @punksnotdead4766
    @punksnotdead47666 жыл бұрын

    VERY CLEAR, THANKS

  • @anujkumar-cq5hx
    @anujkumar-cq5hx9 жыл бұрын

    Cool and clear.

  • @abrarshariare5835
    @abrarshariare58353 жыл бұрын

    thanks a million dude

  • @VivekRoy2991
    @VivekRoy29916 жыл бұрын

    Thanks a lot!

  • @DMccloudy
    @DMccloudy6 жыл бұрын

    So clear ;A; Thanks!

  • @prakashkhadka6839
    @prakashkhadka68396 жыл бұрын

    Thank you sooo much sir

  • @anoopk2922
    @anoopk292210 жыл бұрын

    very helpful. thank you

  • @lucaslimacosta5918
    @lucaslimacosta59189 жыл бұрын

    Thanks!

  • @carmendiazescribano7685
    @carmendiazescribano76856 жыл бұрын

    thank you :)

  • @Zseselja
    @Zseselja10 жыл бұрын

    Nice Job!!

  • @mehmetaliozer2403
    @mehmetaliozer24033 жыл бұрын

    nice explanation thanks 👍👍

  • @TheUmangTarang
    @TheUmangTarang6 жыл бұрын

    Just missed one point here: the decomposition will exists if a=0 and b=0 at the same time.

  • @obi-wankenobi9871

    @obi-wankenobi9871

    5 жыл бұрын

    In tasks like that one, you usually have a restriced domain, so you arent allowed to simply use zero.

  • @embedlab
    @embedlab9 жыл бұрын

    Good One.. thumbs up MIT.... (Y)

  • @xploi
    @xploi11 жыл бұрын

    You'll need to use the permutation matrix known as P, so PA = LU. Google it, cheers.

  • @paradisloola3336
    @paradisloola333610 жыл бұрын

    helpfull thanks.

  • @roxasthegreek
    @roxasthegreek5 жыл бұрын

    *Good.*

  • @lee_land_y69
    @lee_land_y696 жыл бұрын

    Why lu decomposition doesn’t work if we have to do row exchanges?

  • @drdale104

    @drdale104

    4 жыл бұрын

    It can work, but then you have to multiply by a pivot matrix on both sides. To make things easier, if I'm in the middle of a problem and I notice I need to make a pivot I will restart the question and have my first step being multiplying by a pivot matrix. But you can usually tell right off the bat if you need to pivot. But for this problem, since it was working with variables, an assumption had to be made.

  • @FarazMazhar
    @FarazMazhar7 жыл бұрын

    Damn, the dude solved it like a magic trick.

  • @nadirarfi2342
    @nadirarfi23426 жыл бұрын

    does this work if we put the ones in the U matrix instead of L

  • @gabrielpereiramendes3463
    @gabrielpereiramendes34634 жыл бұрын

    #Excelent!

  • @neverbendorbreak
    @neverbendorbreak6 жыл бұрын

    Cool.

  • @riyadshauk2432
    @riyadshauk243210 жыл бұрын

    Very helpful! Question: Why does LU Decomposition only work when not doing row exchanges to get U (9:15)?

  • @Belandbec

    @Belandbec

    10 жыл бұрын

    Because you are "registering" your operations in the L matrix. So if you change the order of the rows or columns, you may screw up with the L matrix elements position. That's my guess

  • @silencedidgood
    @silencedidgood11 жыл бұрын

    Ben.....you're doing a great job but you guys should always pay homage to Gilbert Strang as well.....Thanks for your most excellent factorization.

  • @bytekraken
    @bytekraken5 жыл бұрын

    Great :D

  • @uncannyvalley2084
    @uncannyvalley20843 жыл бұрын

    Thanks redpussy to make me understand how to read permutation matrix :D cause Gulina only could talk about donuts

  • @bastiaanbogers4114
    @bastiaanbogers41149 жыл бұрын

    Okay... Thanks... :'D

  • @nanakojonyarko303
    @nanakojonyarko3035 жыл бұрын

    can I kindly get a reference material on this topic

  • @ThisByGustav
    @ThisByGustav11 жыл бұрын

    "Okey! Thanks."

  • @kabirbaghel8835

    @kabirbaghel8835

    4 жыл бұрын

    thenks

  • @DavidLee-dc1xe
    @DavidLee-dc1xe7 жыл бұрын

    A little question: What if a and b both equal zero? I think in this case, the matrix has its LU-decomposition too.

  • @coal2710

    @coal2710

    7 жыл бұрын

    No.We are assuming these matrices are elementary.And as a rule,if a row is full of zeros,that row should be the last row of matrix.

  • @danielfaraday4140
    @danielfaraday41405 жыл бұрын

    Yellow head knows something.

  • @sahamathaque5088
    @sahamathaque50888 жыл бұрын

    I dont get how he worked out the elimination matrix? at 2:35 can someone help please.

  • @ElektrikAkar

    @ElektrikAkar

    8 жыл бұрын

    +Sahamat Haque Think about rows. Look at the indices of elements in E matrix. E matrix is like; e11 e12 e13 e21 e22 e23 e31 e32 e33 and an arbitrary element is eij isn't it? Here i corresponds NEW matrix's row and the j is old matrix's row. Let me explain; e11 = 1st row of NEW matrix includes 1st row of old matrix how many times? Of course 1 time. Because they are idendical. Old 1st row * 1 = New 1st row. e12 = 1st row of NEW matrix includes 2nd row of old matrix how many times? ZERO. e13 = also zero. But for the elimination pusposes what he did is that he added first row of old matrix to second row. To eliminate something. How many times? a times. So new 2nd row is = OLD's second row + a times OLD's first row. e21 = 2nd row of NEW includes how many of 1st row of OLD = a ; e22 = 2nd row of NEW includes one times of 2nd row of OLD = 1; e23 = we did not do anything about 3rd row so is 0. It is like that.

  • @sahamathaque5088

    @sahamathaque5088

    8 жыл бұрын

    thank you very much! This was very helpful :D

  • @xploi
    @xploi11 жыл бұрын

    I know, but that's because you have only watched this video. You can watch the whole course provided free by MIT to understand it.

  • @raffaelenapoli2012
    @raffaelenapoli20127 жыл бұрын

    in the U matrix if a=b the matrix U is singolar (det=o). a not ugual b is another condition for the U existence?

  • @MrRenanwill

    @MrRenanwill

    6 жыл бұрын

    No... U read the definition of U and you will see that U dont need to be nonsingular (... it's just a Upper triangular matrix. =)

  • @xploi
    @xploi11 жыл бұрын

    Which university? Not MIT of course, this is just a 9min video, MIT has uploaded entire courses of linear algebra that you can take and understand these procedures.

  • @kellyfreet351
    @kellyfreet3517 жыл бұрын

    "good"

  • @batfishh

    @batfishh

    6 жыл бұрын

    you're god damn right

  • @obi-wankenobi9871

    @obi-wankenobi9871

    5 жыл бұрын

    I now understand why people are impressed, when you say you were at the MIT. The explaination is garbage.

  • @davidlanning2
    @davidlanning29 жыл бұрын

    Can someone explain me in more details the last thing he says. Why a-b (even though is a pivot) can be zero?

  • @jogaserbia

    @jogaserbia

    9 жыл бұрын

    Salvatore Cipolla "a" is the pivot, not "a-b". at 3:56

  • @fugisawa

    @fugisawa

    8 жыл бұрын

    +jogaserbia +Salvatore Cipolla But a-b is also a pivot. It is the pivot of the third row, after the elimination. I believe (a - b) ≠ 0 is also a condition.

  • @SilverArro

    @SilverArro

    8 жыл бұрын

    +Daniel Fugisawa He explains this exactly at the end of the video. Row 3 does not need to have a pivot in order for A to successfully factor into LU. If the third column of A has no pivot, then it simply we means we have a singular, rank 2 matrix, and as Ben explains, singular matrices can still have LU decompositions. The important thing is to avoid row permutations, and since row 3 is the last row, there's no need to exchange it with another in order to transform A into U. From Wikipedia: "If A is a singular matrix of rank k, then it admits an LU factorization if the first k-leading principal minors are nonsingular." In the case where a=b, the matrix has rank 2 and the first 2 principal minors are 1 and a. Both of those are non-zero, and thus the LU decomposition still holds. Therefore, a - b CAN be zero.

  • @mrngkahwee95

    @mrngkahwee95

    7 жыл бұрын

    Hi, I may be wrong, But, for upper triangular matrix, we are only concerned with entries below the diagonal ones to be zero. A Zero matrix (all zero elements-including diagonal) is still considered to be of a upper triangular form.

  • @VanTran-rq3vz
    @VanTran-rq3vz11 жыл бұрын

    why couldn't we do row exchange in the elimination part in LU decomposition? I remember my professor taught about partial pivoting in Gauss Elimination and LU decomposition.

  • @user-sy4xg1zz8r
    @user-sy4xg1zz8r4 жыл бұрын

    what is L and what is U? why is it called that

  • @jimmonte9826
    @jimmonte98264 жыл бұрын

    Suppose b=0. Then a0 is OK. So a0 alone is too restrictive.

  • @jimmonte9826

    @jimmonte9826

    4 жыл бұрын

    Sorry -- Meant to write that if b = 0, then a = 0 is allowed. L is the identity matrix and u11 = u13 = 1 and other uij are 0.

  • @danielkwon3062
    @danielkwon30624 жыл бұрын

    That is why its called MIT lol

  • @arestes
    @arestes11 жыл бұрын

    seriously? you're watching a homework solution without knowing the theory? the complete lectures where the whole theory is developed and easy to understand is uploaded on MIT's channel. You can't just expect a whole lecture done from scratch for every homework solution posted.

  • @smithcodes1243
    @smithcodes12436 жыл бұрын

    Young Gilbert Strang haha

  • @RomiiLeeh
    @RomiiLeeh10 жыл бұрын

    what does it mean "LU"?! :)

  • @julianabucher

    @julianabucher

    10 жыл бұрын

    L: lower triangular matrix. U: upper triangular matrix. This method factors A into two matrices, L * U.

  • @RomiiLeeh

    @RomiiLeeh

    10 жыл бұрын

    Thank you so much! :)

  • @speed15987
    @speed1598711 жыл бұрын

    you study this in MIT ? it's exactly like in our college :o I should study there :o

  • @speed15987
    @speed1598711 жыл бұрын

    when you hear MIT, you expect some higher lvl things, but it turned out just like a normal college :/

  • @farzamimani5339
    @farzamimani53394 жыл бұрын

    daddy

  • @Swizfisch
    @Swizfisch7 жыл бұрын

    weak ending

  • @32ia
    @32ia11 жыл бұрын

    T U R K E y

  • @skyrunners9082
    @skyrunners90827 жыл бұрын

    Hindi jante ho toh Bhagwan SIngh Vishwakarma ke channel se par lo.Faru samjhate hain.Ye firangi theek se para nahi pa raha hain

  • @qnyazosmanov8980
    @qnyazosmanov89806 жыл бұрын

    what a bad explanation blet, worse than even İbiş

  • @kabirbaghel8835

    @kabirbaghel8835

    4 жыл бұрын

    wat