Chapter 3: Problem 33
If \(A\) is symmetric and invertible and has an \(L D U\) factorization, show that \(U=L^{T}\).
Short Answer
Expert verified
Since the matrix is symmetric and invertible, in its \( LDU \) factorization, \( U = L^T \).
Step by step solution
01
Understand the Definitions
A symmetric matrix is one where the transpose of the matrix is equal to the matrix itself. Mathematically, if \( A \) is symmetric, then \( A^T = A \). An invertible matrix is one that has a matrix inverse, and an \( LDU \) factorization breaks down a matrix into a lower triangular matrix \( L \), a diagonal matrix \( D \), and an upper triangular matrix \( U \), such that \( A = LDU \).
02
Express Symmetry in Terms of Factorization
Given that \( A \) is symmetric and \( A = LDL^T \), since it can be factored into an \( LDU \) form where \( U = L^T \), due to the symmetry, the factorization should maintain the symmetric property. That is, \( A^T = A \) implies \((LDU)^T = LDU \).
03
Apply Transpose Property
Using the property of transpose, \((LDU)^T = U^TD^TL^T \) holds. Since \( D \) is diagonal, \( D^T = D \). Therefore, the expression simplifies to \( U^TDL^T \). For symmetry to hold (i.e., \( A^T = A \)), it follows that \( LDU = U^TDL^T \) must be equal to each other.
04
Simplify Transposed Expression
Since \( U^T \) is upper triangular and \( L \) is lower triangular, and both are inverses (since \( A \) is invertible), comparing both sides gives \( U^T = L \). Hence, \( U = L^T \) must hold in this symmetric and invertible case.
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Symmetric Matrix
A symmetric matrix is a special type of square matrix where mirroring along the diagonal does not change its appearance. In mathematical terms, for a matrix \(A\), being symmetric means \(A^T = A\). This property simplifies many calculations in linear algebra.
Symmetry implies that the elements above the diagonal mirror the elements below the diagonal. For example, if you look at a symmetric matrix:
Symmetry implies that the elements above the diagonal mirror the elements below the diagonal. For example, if you look at a symmetric matrix:
- Each element \(a_{ij}\) is equal to \(a_{ji}\).
- The diagonal elements \( (i=j) \) are their own mirrors.
Matrix Transpose
The transpose of a matrix is a transformation that flips a matrix over its diagonal. For a matrix \(A\) with elements \(a_{ij}\), the transpose \(A^T\) will have elements \(a_{ji}\). This operation is simple but powerful, as it is foundational to many more complex operations in linear algebra.
Here are important properties of transposing matrices:
Here are important properties of transposing matrices:
- The transpose of the transpose returns the original matrix: \((A^T)^T = A\).
- The transpose of a product of matrices reverses the order of multiplication: \((AB)^T = B^TA^T\).
- If a matrix is symmetric, then it coincides with its transpose, making \(A^T = A\).
Invertible Matrix
An invertible matrix (or non-singular matrix) is one that can be reversed or undone. In other words, an invertible matrix \(A\) possesses an inverse \(A^{-1}\) such that \(AA^{-1} = I\) and \(A^{-1}A = I\), where \(I\) is the identity matrix. This property makes invertible matrices crucial in solving linear equations and in systems analysis.
Characteristics of an invertible matrix include:
Characteristics of an invertible matrix include:
- It must be a square matrix.
- Its determinant is non-zero \(|A| eq 0\).
Matrix Factorization
Matrix factorization is a process where a complex matrix is broken down into simpler, more manageable pieces for analysis or computation. The LDU factorization, in particular, divides a matrix \(A\) into three types: a lower triangular matrix \(L\), a diagonal matrix \(D\), and an upper triangular matrix \(U\). Together, they satisfy \(A = LDU\).
Key aspects of LDU factorization include:
Key aspects of LDU factorization include:
- Breaking down the matrix to make computations easier, especially for inverses and determinants.
- If \(A\) is symmetric: \(U\) is the transpose of \(L\), i.e., \(U = L^T\).
- It aids in numerical stability when solving equations or inverting matrices.