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x(1)=b(1)/L(1,1);
for k=2:n
x(k)=(b(k)-L(k,1:k-1)*x(1:k-1))/L(k,k);
end
x
Example 8.5
Solve the system of equations: UX = B, where U is an upper triangular matrix.
Solution: The matrix form of the problem becomes:
U 11 U 12 U 13 L U 1 n x b
1 1
0 U 22 U 23 L U 2 n x 2 b 2
M M O M M M = M (8.15)
0 0 L U n 1 − U n 1 x n 1 b n 1
−
−
−
−
n 1
n
0 0 0 L U x b
nn n n
In this case, the solution of this system can also be directly obtained if we pro-
ceed iteratively, but this time in the backward order x , x , …, x , obtaining:
n
1
n–1
b
x = n
n
U
nn
b ( n−1 − U n−1 n x )
n
x =
n−1
U
n−1 n−1
(8.16)
M
n
k ∑
b − U x
j
kj
=+1
x = jk
k
U
kk
The corresponding script M-file is
U=[ ]; % enter the U matrix
b=[ ]; % enter the B column
n=length(b);
x=zeros(n,1);
x(n)=b(n)/U(n,n);
for k=n-1:-1:1
© 2001 by CRC Press LLC