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1-6: Solve the equation Ax=b by using the LU factorization given for A. In Exercises 1 and 2, also solve \(Ax = b\) by ordinary row reduction.

  1. \(A = \left[ {\begin{array}{*{20}{c}}3&{ - 7}&{ - 2}\\{ - 3}&5&1\\6&{ - 4}&0\end{array}} \right],{\mathop{\rm b}\nolimits} = \left[ {\begin{array}{*{20}{c}}{ - 7}\\5\\2\end{array}} \right]\)

\(A = \left[ {\begin{array}{*{20}{c}}1&0&0\\{ - 1}&1&0\\2&{ - 5}&1\end{array}} \right]\,\left[ {\begin{array}{*{20}{c}}3&{ - 7}&{ - 2}\\0&{ - 2}&{ - 1}\\0&0&{ - 1}\end{array}} \right]\)

Short Answer

Expert verified

\(x = \left( {3,4, - 6} \right)\) and \(y = \left[ {\begin{array}{*{20}{c}}{ - 7}\\{ - 2}\\6\end{array}} \right]\)

Step by step solution

01

Solve the equation \(Ly = b\) for y

It is known that Acan be written in the form \(A = LU\), where Lis a \(m \times m\) lower triangular matrix with 1s on the diagonal. Also, U is an \(m \times n\) echelon form of A.

When \(A = LU\), the equation \(Ax = b\) can be written as \(L\left( {Ux} \right) = {\mathop{\rm b}\nolimits} \). Write y for \(Ux\) and find x by solving the pair of equations

\(\begin{array}{l}Ly = b\\Ux = y.\end{array}\)

Here, \(L = \left[ {\begin{array}{*{20}{c}}1&0&0\\{ - 1}&1&0\\2&{ - 5}&1\end{array}} \right]{\rm{, }}U = \,\left[ {\begin{array}{*{20}{c}}3&{ - 7}&{ - 2}\\0&{ - 2}&{ - 1}\\0&0&{ - 1}\end{array}} \right]{\rm{, }}b = \left[ {\begin{array}{*{20}{c}}{ - 7}\\5\\2\end{array}} \right]\).

\(\left[ {\begin{array}{*{20}{c}}L&b\end{array}} \right] = \left[ {\begin{array}{*{20}{c}}1&0&0&{ - 7}\\{ - 1}&1&0&5\\2&{ - 5}&1&2\end{array}} \right]\)

Perform an elementary row operation to produce the row-echelon form of the matrix.

At row two, multiply row one by 1 and add it to row two. At row three, multiply row one by 2 and subtract it from row three.

\( \sim \left[ {\begin{array}{*{20}{c}}1&0&0&{ - 7}\\0&1&0&{ - 2}\\0&{ - 5}&1&{16}\end{array}} \right]\)

At row three, multiply row two by 5 and add it to row three.

\( \sim \left[ {\begin{array}{*{20}{c}}1&0&0&{ - 7}\\0&1&0&{ - 2}\\0&0&1&6\end{array}} \right]\)

The arithmetic values take place only in last column.

Thus, \(y = \left[ {\begin{array}{*{20}{c}}{ - 7}\\{ - 2}\\6\end{array}} \right]\).

02

Use back-substitution to solve the equation \(Ux = y\) for x

The matrix \(\left[ {\begin{array}{*{20}{c}}U&y\end{array}} \right]\) is shown below:

\(\left[ {\begin{array}{*{20}{c}}U&y\end{array}} \right] = \left[ {\begin{array}{*{20}{c}}3&{ - 7}&{ - 2}&{ - 7}\\0&{ - 2}&{ - 1}&{ - 2}\\0&0&{ - 1}&6\end{array}} \right]\)

Perform an elementary row operation to produce the row-echelon form of the matrix.

At row three, multiply row three by \( - 1\).

\[ \sim \left[ {\begin{array}{*{20}{c}}3&{ - 7}&{ - 2}&{ - 7}\\0&{ - 2}&{ - 1}&{ - 2}\\0&0&1&{ - 6}\end{array}} \right]\]

At row two, multiply row three by 1 and add it to row two. At row one, multiply row three by 2 and add it to row 1.

\[ \sim \left[ {\begin{array}{*{20}{c}}3&{ - 7}&0&{ - 19}\\0&{ - 2}&0&{ - 8}\\0&0&1&{ - 6}\end{array}} \right]\]

At row two, multiply row two by \( - \frac{1}{2}\).

\[ \sim \left[ {\begin{array}{*{20}{c}}3&{ - 7}&0&{ - 19}\\0&1&0&4\\0&0&1&{ - 6}\end{array}} \right]\]

At row one, multiply row two by \(7\) and add it to row one.

\[ \sim \left[ {\begin{array}{*{20}{c}}3&0&0&9\\0&1&0&4\\0&0&1&{ - 6}\end{array}} \right]\]

At row one, multiply row one by \(\frac{1}{3}\).

\[ \sim \left[ {\begin{array}{*{20}{c}}1&0&0&3\\0&1&0&4\\0&0&1&{ - 6}\end{array}} \right]\]

Thus, \(x = \left( {3,4, - 6} \right)\).

03

Solve the equation \(Ax = b\)

The matrix \(\left[ {\begin{array}{*{20}{c}}A&b\end{array}} \right]\) is shown below:

\(\left[ {\begin{array}{*{20}{c}}A&b\end{array}} \right] = \left[ {\begin{array}{*{20}{c}}3&{ - 7}&{ - 2}&{ - 7}\\{ - 3}&5&1&5\\6&{ - 4}&0&2\end{array}} \right]\)

Perform an elementary row operation to produce the row-echelon form of the matrix.

At row two, multiply row one by 1 and add it to row two. At row three, multiply row one by 2 and subtract it from row three.

\( \sim \left[ {\begin{array}{*{20}{c}}3&{ - 7}&{ - 2}&{ - 7}\\0&{ - 2}&{ - 1}&{ - 2}\\0&{10}&4&{16}\end{array}} \right]\)

At row three, multiply row two by 5 and add it to row three.

\( \sim \left[ {\begin{array}{*{20}{c}}3&{ - 7}&{ - 2}&{ - 7}\\0&{ - 2}&{ - 1}&{ - 2}\\0&0&{ - 1}&6\end{array}} \right]\)

Thus, the row reduction is the same as\(\left[ {\begin{array}{*{20}{c}}U&y\end{array}} \right]\), yielding the same result.

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Most popular questions from this chapter

Let \(S = \left( {\begin{aligned}{*{20}{c}}0&1&0&0&0\\0&0&1&0&0\\0&0&0&1&0\\0&0&0&0&1\\0&0&0&0&0\end{aligned}} \right)\). Compute \({S^k}\) for \(k = {\bf{2}},...,{\bf{6}}\).

Suppose the transfer function W(s) in Exercise 19 is invertible for some s. It can be showed that the inverse transfer function \(W{\left( s \right)^{ - {\bf{1}}}}\), which transforms outputs into inputs, is the Schur complement of \(A - BC - s{I_n}\) for the matrix below. Find the Sachur complement. See Exercise 15.

\(\left[ {\begin{array}{*{20}{c}}{A - BC - s{I_n}}&B\\{ - C}&{{I_m}}\end{array}} \right]\)

In Exercises 33 and 34, Tis a linear transformation from \({\mathbb{R}^2}\) into \({\mathbb{R}^2}\). Show that T is invertible and find a formula for \({T^{ - 1}}\).

34. \(T\left( {{x_1},{x_2}} \right) = \left( {6{x_1} - 8{x_2}, - 5{x_1} + 7{x_2}} \right)\)

Suppose Ais an \(n \times n\) matrix with the property that the equation \(Ax = 0\)has only the trivial solution. Without using the Invertible Matrix Theorem, explain directly why the equation \(Ax = b\) must have a solution for each b in \({\mathbb{R}^n}\).

In Exercises 27 and 28, view vectors in \({\mathbb{R}^n}\)as\(n \times 1\)matrices. For \({\mathop{\rm u}\nolimits} \) and \({\mathop{\rm v}\nolimits} \) in \({\mathbb{R}^n}\), the matrix product \({{\mathop{\rm u}\nolimits} ^T}v\) is a \(1 \times 1\) matrix, called the scalar product, or inner product, of u and v. It is usually written as a single real number without brackets. The matrix product \({{\mathop{\rm uv}\nolimits} ^T}\) is a \(n \times n\) matrix, called the outer product of u and v. The products \({{\mathop{\rm u}\nolimits} ^T}{\mathop{\rm v}\nolimits} \) and \({{\mathop{\rm uv}\nolimits} ^T}\) will appear later in the text.

28. If u and v are in \({\mathbb{R}^n}\), how are \({{\mathop{\rm u}\nolimits} ^T}{\mathop{\rm v}\nolimits} \) and \({{\mathop{\rm v}\nolimits} ^T}{\mathop{\rm u}\nolimits} \) related? How are \({{\mathop{\rm uv}\nolimits} ^T}\) and \({\mathop{\rm v}\nolimits} {{\mathop{\rm u}\nolimits} ^T}\) related?

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