Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Lecture

Linear Systems: LU Factorization and Matrix Operations

In course

MATH-251(a): Numerical analysis

This course presents numerical methods to solve mathematical problems such as systems of linear and nonlinear equations, function approximation, integration and differentiation, and differential equations. ...

Description

This lecture covers the LU factorization method for solving linear systems, discussing the impact of rounding-off errors and the storage optimization of sparse and band matrices. It also explores matrix-vector multiplication and scalar products, providing examples and MATLAB implementations.

This video is available exclusively on Mediaspace for a restricted audience. Please log in to MediaSpace to access it if you have the necessary permissions.

Watch on Mediaspace

Instructors (4)

Daniel Kressner

Pablo Antolin Sanchez

Fabio Nobile

Espen Sande

Official source

Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Related concepts (32)

Matrix (mathematics)

In mathematics, a matrix (plural matrices) is a rectangular array or table of numbers, symbols, or expressions, arranged in rows and columns, which is used to represent a mathematical object or a property of such an object. For example, is a matrix with two rows and three columns. This is often referred to as a "two by three matrix", a " matrix", or a matrix of dimension . Without further specifications, matrices represent linear maps, and allow explicit computations in linear algebra.

Matrix multiplication

In mathematics, particularly in linear algebra, matrix multiplication is a binary operation that produces a matrix from two matrices. For matrix multiplication, the number of columns in the first matrix must be equal to the number of rows in the second matrix. The resulting matrix, known as the matrix product, has the number of rows of the first and the number of columns of the second matrix. The product of matrices A and B is denoted as AB.

Diagonal matrix

In linear algebra, a diagonal matrix is a matrix in which the entries outside the main diagonal are all zero; the term usually refers to square matrices. Elements of the main diagonal can either be zero or nonzero. An example of a 2×2 diagonal matrix is , while an example of a 3×3 diagonal matrix is. An identity matrix of any size, or any multiple of it (a scalar matrix), is a diagonal matrix. A diagonal matrix is sometimes called a scaling matrix, since matrix multiplication with it results in changing scale (size).

Invertible matrix

In linear algebra, an n-by-n square matrix A is called invertible (also nonsingular, nondegenerate or (rarely used) regular), if there exists an n-by-n square matrix B such that where In denotes the n-by-n identity matrix and the multiplication used is ordinary matrix multiplication. If this is the case, then the matrix B is uniquely determined by A, and is called the (multiplicative) inverse of A, denoted by A−1. Matrix inversion is the process of finding the matrix B that satisfies the prior equation for a given invertible matrix A.

Computational complexity of matrix multiplication

In theoretical computer science, the computational complexity of matrix multiplication dictates how quickly the operation of matrix multiplication can be performed. Matrix multiplication algorithms are a central subroutine in theoretical and numerical algorithms for numerical linear algebra and optimization, so finding the right amount of time it should take is of major practical relevance. Directly applying the mathematical definition of matrix multiplication gives an algorithm that requires n3 field operations to multiply two n × n matrices over that field (Θ(n3) in big O notation).

Related lectures (42)

Factorisation LU

Explains Gaussian elimination and LU factorization for solving linear systems of equations.

Linear Algebra: Matrices Properties

Explores properties of 3x3 matrices with real coefficients and determinant calculation methods.

Linear Algebra Review

Covers the basics of linear algebra, including matrix operations and singular value decomposition.

Multiplications of vectors and matrices MOOC: MATLAB and Octave for Beginners

Covers the multiplication of vectors and matrices using MATLAB and Octave for beginners.

Block Decomposition MOOC: Linear Algebra (Part 1)