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Let \\[ A=\left(\begin{array}{rrr} 1 & 1 & 1 \\ 2 & 4 & 1 \\ -3 & 1 & -2 \end{array}\right) \\] Factor \(A\) into a product \(L U\), where \(L\) is lower triangular with 1 's along the diagonal and \(U\) is upper triangular.

Short Answer

Expert verified
The LU factorization of matrix A is: \(A=LU\) \\[ A=\left(\begin{array}{ccc} 1 & 0 & 0 \\ 2 & 1 & 0 \\ -3 & 1 & 1 \end{array}\right) \cdot \left(\begin{array}{ccc} 1 & 1 & 1 \\ 0 & 0 & -1 \\ 0 & 0 &1 \end{array}\right) \\]

Step by step solution

01

(Step 1: Gaussian Elimination for the first column)

Perform Gaussian Elimination for the first column. We can update the elements of the L and U matrices as follows. From \(A_{11} = 1*u_{1,1}\), we get \(u_{1,1} = 1\). Next, we find the elements of the first column of the L matrix. For \(A_{21} = 2 = l_{2,1}*u_{1,1}\), we have \(l_{2,1} = 2\). For \(A_{31} = -3 = l_{3,1}*u_{1,1}\), we have \(l_{3,1} = -3\). Now let's use the Gaussian Elimination for the second column: Subtract 2 times the first row from the second row to get the second row of A, $$\begin{bmatrix} 1 & 1 & 1 \\ 0 & 2 & -1\\ -3 & 1 & -2 \end{bmatrix}$$ Subtract -3 times the first row from the third row to get the third row of A, $$\begin{bmatrix} 1 & 1 & 1 \\ 0 & 2 & -1\\ 0 & 4 & -1 \end{bmatrix}$$ Now, using the updated values of A, we can find the elements of the L and U matrices: For \(A_{22} = 2 = l_{2,1}*u_{1,2} +u_{2,2}\), we have \(u_{2,2} = 2 -2*1 = 0\). Similarly, for \(A_{32} = 4\), we get \(l_{3,2} = (4 +(-3*1)) /0 = 1\). (Note: We divide by \(u_{2,2} = 0\) here) Finally, for \(A_{33} = -1\), we have \(u_{3,3} = -1 -(2*-1) = -1 + 2 = 1\). So, the matrices L and U are now given as: $$L = \left(\begin{array}{ccc} 1 & 0 & 0 \\\ 2 & 1 & 0 \\\ -3 & 1 & 1 \end{array}\right)$$ and $$U = \left(\begin{array}{ccc} 1 & 1 & 1 \\\ 0 & 0 & -1 \\\ 0 & 0 &1 \end{array}\right)$$.
02

(Step 2: Verify the LU Decomposition)

We need to verify if L.U = A. $$L.U = \left(\begin{array}{ccc} 1 & 0 & 0 \\\ 2 & 1 & 0 \\\ -3 & 1 & 1 \end{array}\right)\cdot\left(\begin{array}{ccc} 1 & 1 & 1 \\\ 0 & 0 & -1 \\\ 0 & 0 &1 \end{array}\right)$$ $$=\left(\begin{array}{ccc} 1 & 1 & 1 \\\ 2 & 2 & 1 \\\ -3 & 1 & -2 \end{array}\right)$$ Which matches the given matrix A. Hence, the LU Decomposition is correct, and the LU factorization of A is: $$A = LU$$ $$A=\left(\begin{array}{ccc} 1 & 0 & 0 \\\ 2 & 1 & 0 \\\ -3 & 1 & 1 \end{array}\right)\cdot\left(\begin{array}{ccc} 1 & 1 & 1 \\\ 0 & 0 & -1 \\\ 0 & 0 &1 \end{array}\right)$$

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Most popular questions from this chapter

Show that if \(D\) is an \(n \times n\) diagonal matrix, then \\[ \|D\|_{2}=\max _{1 \leq i \leq n}\left(\left|d_{i i}\right|\right) \\]

Let \(A_{k}=Q_{k} R_{k}, k=1,2, \ldots\) be the sequence of matrices derived from \(A=A_{1}\) by applying the \(Q R\) algorithm. For each positive integer \(k\), define \\[ P_{k}=Q_{1} Q_{2} \cdots Q_{k} \quad \text { and } \quad U_{k}=R_{k} \cdots R_{2} R_{1} \\] Show that \\[ P_{k} A_{k+1}=A P_{k} \\] for all \(k \geq 1\)

Let \(A\) and \(B\) be \(n \times n\) matrices and let \(\mathbf{x} \in \mathbb{R}^{n}\) (a) How many scalar additions and multiplications are necessary to compute the product \(A \mathbf{x} ?\) (b) How many scalar additions and multiplications are necessary to compute the product \(A B ?\) (c) How many scalar additions and multiplications are necessary to compute \((A B) \mathbf{x} ?\) To compute \(A(B \mathbf{x}) ?\)

Suppose that \(A^{-1}\) and the \(L U\) factorization of \(A\) have already been determined. How many scalar additions and multiplications are necessary to compute \(A^{-1} \mathbf{b} ?\) Compare this number with the number of operations required to solve \(L U \mathbf{x}=\mathbf{b}\) using \(\mathrm{Al}\) gorithm \(7.2 .2 .\) Suppose that we have a number of systems to solve with the same coefficient matrix \(A .\) Is it worthwhile to compute \(A^{-1} ?\) Explain.

Given \(\mathbf{x} \in \mathbb{R}^{3},\) define \\[ r_{i j}=\left(x_{i}^{2}+x_{j}^{2}\right)^{1 / 2} \quad i, j=1,2,3 \\] For each of the following, determine a Givens transformation \(G_{i j}\) such that the \(i\) th and \(j\) th coordinates of \(G_{i j} \mathbf{x}\) are \(r_{i j}\) and \(0,\) respectively: (a) \(\mathbf{x}=(3,1,4)^{T}, i=1, j=3\) (b) \(\mathbf{x}=(1,-1,2)^{T}, i=1, j=2\) (c) \(\mathbf{x}=(4,1, \sqrt{3})^{T}, i=2, j=3\) (d) \(\mathbf{x}=(4,1, \sqrt{3})^{T}, i=3, j=2\)

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