The n × n factorization A = LU, where L = (li j ) is lower triangular and U = (ui j ) is upper triangular, can be computed directly by the following algorithm (provided zero divisions are not encountered): Specify either l11 or u11 and compute the other such that l11u11 = a11. Compute the first column in L by
and compute the first row in U by
Now suppose that columns 1, 2, . . . , k − 1 have been computed in L and that rows 1, 2, . . . , k − 1 have been computed in U. At the kth step, specify either lkk or ukk , and compute the other such that
Compute the kth column in L by
and compute the kth row in U by
This algorithm is continued until all elements of U and L are completely determined. When li i = 1 (1?i ?n), this procedure is called the Doolittle factorization, and when u j j = 1 (1? j ?n), it is known as the Crout factorization.
Define the test matrix
Using the algorithm above, compute and print factorizations so that the diagonal entries of L and U are of the following forms:
Here the question mark means that the entry is to be computed. Write code to check the results by multiplying L and U together.
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