πŸ“… 2024-09-19 β€” Session: Developed LU Decomposition with Enhanced Pivoting

πŸ•’ 16:50–17:50
🏷️ Labels: Lu Decomposition, Python, Numerical Methods, Error Handling
πŸ“‚ Project: Dev
⭐ Priority: MEDIUM

Session Goal

The session aimed to enhance the LU decomposition algorithm by implementing partial and full pivoting techniques to improve numerical stability and handle errors effectively.

Key Activities

  • Developed a non-destructive version of Gaussian Elimination using Python and NumPy, focusing on creating new matrices instead of overwriting existing ones.
  • Implemented LU decomposition steps and detailed the process of achieving LU decomposition, including the calculation of lower and upper triangular matrices.
  • Refactored code for Jupyter notebooks to facilitate execution by removing the main() function and directly executing code cells.
  • Enhanced LU decomposition with partial pivoting to prevent division by zero, addressing numerical stability issues.
  • Implemented full pivoting for input-output models, ensuring structural integrity during decomposition.
  • Addressed and fixed errors such as β€˜LinAlgError: singular matrix’ and UFuncTypeError by updating code examples and handling data types appropriately.

Achievements

  • Successfully implemented LU decomposition with both partial and full pivoting, enhancing numerical stability and error handling.
  • Developed a comprehensive Python implementation for LU decomposition with detailed docstrings and code examples.

Pending Tasks

  • Further testing and validation of the LU decomposition implementation in various economic models to ensure robustness and accuracy.