LU factorization of a simple matrix
I have the matrix
$$A=
begin{pmatrix}
-1&1&1\1&-1&1\1&1&-1
end{pmatrix}
$$
It is invertible so it has an LU-factorization (Am I right about that?)
I tried to solve it, I first reached that the upper matrix is equal to
$$U=P(2,3)E_1A=
begin{pmatrix}
-1&1&1\0&2&0 \0&0&2
end{pmatrix}
$$
Where
$$E_1=
begin{pmatrix}
1&0&0\1&1&0 \1&0&1
end{pmatrix}
$$
And $P(2,3)$ is the matrix that switches the 2nd row with the $3$rd row.
But I continued as I usually do, the matrix $L$ usually turns out to be $L=[P(2,3)E_1]^{-1}$, but this wasn't a lower matrix !!
I got that
$$L=
begin{pmatrix}
1&0&0\-1&0&1 \-1&1&0
end{pmatrix}
$$
I checked my calculations $3$ times I don't think I have calculation mistakes...
Can anyone help please by giving a correct method and tell me what I did wrong in the method I used?
linear-algebra matrices matrix-decomposition
add a comment |
I have the matrix
$$A=
begin{pmatrix}
-1&1&1\1&-1&1\1&1&-1
end{pmatrix}
$$
It is invertible so it has an LU-factorization (Am I right about that?)
I tried to solve it, I first reached that the upper matrix is equal to
$$U=P(2,3)E_1A=
begin{pmatrix}
-1&1&1\0&2&0 \0&0&2
end{pmatrix}
$$
Where
$$E_1=
begin{pmatrix}
1&0&0\1&1&0 \1&0&1
end{pmatrix}
$$
And $P(2,3)$ is the matrix that switches the 2nd row with the $3$rd row.
But I continued as I usually do, the matrix $L$ usually turns out to be $L=[P(2,3)E_1]^{-1}$, but this wasn't a lower matrix !!
I got that
$$L=
begin{pmatrix}
1&0&0\-1&0&1 \-1&1&0
end{pmatrix}
$$
I checked my calculations $3$ times I don't think I have calculation mistakes...
Can anyone help please by giving a correct method and tell me what I did wrong in the method I used?
linear-algebra matrices matrix-decomposition
add a comment |
I have the matrix
$$A=
begin{pmatrix}
-1&1&1\1&-1&1\1&1&-1
end{pmatrix}
$$
It is invertible so it has an LU-factorization (Am I right about that?)
I tried to solve it, I first reached that the upper matrix is equal to
$$U=P(2,3)E_1A=
begin{pmatrix}
-1&1&1\0&2&0 \0&0&2
end{pmatrix}
$$
Where
$$E_1=
begin{pmatrix}
1&0&0\1&1&0 \1&0&1
end{pmatrix}
$$
And $P(2,3)$ is the matrix that switches the 2nd row with the $3$rd row.
But I continued as I usually do, the matrix $L$ usually turns out to be $L=[P(2,3)E_1]^{-1}$, but this wasn't a lower matrix !!
I got that
$$L=
begin{pmatrix}
1&0&0\-1&0&1 \-1&1&0
end{pmatrix}
$$
I checked my calculations $3$ times I don't think I have calculation mistakes...
Can anyone help please by giving a correct method and tell me what I did wrong in the method I used?
linear-algebra matrices matrix-decomposition
I have the matrix
$$A=
begin{pmatrix}
-1&1&1\1&-1&1\1&1&-1
end{pmatrix}
$$
It is invertible so it has an LU-factorization (Am I right about that?)
I tried to solve it, I first reached that the upper matrix is equal to
$$U=P(2,3)E_1A=
begin{pmatrix}
-1&1&1\0&2&0 \0&0&2
end{pmatrix}
$$
Where
$$E_1=
begin{pmatrix}
1&0&0\1&1&0 \1&0&1
end{pmatrix}
$$
And $P(2,3)$ is the matrix that switches the 2nd row with the $3$rd row.
But I continued as I usually do, the matrix $L$ usually turns out to be $L=[P(2,3)E_1]^{-1}$, but this wasn't a lower matrix !!
I got that
$$L=
begin{pmatrix}
1&0&0\-1&0&1 \-1&1&0
end{pmatrix}
$$
I checked my calculations $3$ times I don't think I have calculation mistakes...
Can anyone help please by giving a correct method and tell me what I did wrong in the method I used?
linear-algebra matrices matrix-decomposition
linear-algebra matrices matrix-decomposition
edited Nov 25 '18 at 10:18
Rócherz
2,7762721
2,7762721
asked Nov 25 '18 at 9:22
Fareed AF
44211
44211
add a comment |
add a comment |
4 Answers
4
active
oldest
votes
You have to perform Gaussian elimination without row swaps.
begin{align}
begin{pmatrix}
-1&1&1\
1&-1&1\
1&1&-1
end{pmatrix}
&to
begin{pmatrix}
1&-1&-1\
1&-1&1\
1&1&-1
end{pmatrix}
&& R_1gets -R_1
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&0&2\
0&2&0
end{pmatrix}
&&begin{aligned} R_2&gets R_2-R_1 \ R_3&gets R_3-R_1 end{aligned}
end{align}
No, the matrix does not admit an $LU$ decomposition, with $L$ lower triangular and $U$ upper triangular.
If you swap rows to begin with,
begin{align}
P(2,3)A=begin{pmatrix}
-1&1&1\
1&1&-1\
1&-1&1\
end{pmatrix}
&to
begin{pmatrix}
1&-1&-1\
1&1&-1\
1&-1&1\
end{pmatrix}
&& R_1gets -R_1
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&2&0\
0&0&2\
end{pmatrix}
&&begin{aligned} R_2&gets R_2-R_1 \ R_3&gets R_3-R_1 end{aligned}
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&1&0\
0&0&1\
end{pmatrix}
&&begin{aligned} R_2&gets tfrac{1}{2}R_2 \ R_3&gets tfrac{1}{2}R_3 end{aligned}
end{align}
Thus you get
$$
U=begin{pmatrix}
1&-1&-1\
0&1&0\
0&0&1\
end{pmatrix}
qquad
L=begin{bmatrix}
-1 & 0 & 0 \
1 & 2 & 0\
1 & 0 & 2
end{bmatrix}
$$
so that
$$
A=P(2,3)LU
$$
If you don't do pivot reduction, the idea is essentially the same.
Can you please explain your idea a bit more? Why $A$ doesn't have an LU factorization? I didn't quite get it, maybe because I don't know the conditions for a matrix to have the LU factorization...
– Fareed AF
Nov 25 '18 at 12:01
@FareedAF If it had, you'd find it by performing Gaussian elimination with no row swap.
– egreg
Nov 25 '18 at 12:03
Isn't it true that if the matrix is invertible then it has an LU factorization? This matrix is invertible and it doesn't have an LU factorization why?
– Fareed AF
Nov 25 '18 at 12:16
@FareedAF No. Consider the matrix $P(2,3)$, for instance. However, the definition of LU decomposition may vary; what's yours?
– egreg
Nov 25 '18 at 12:20
it is to write the matrix as a product of 2 matrices L and U, where L is a lower triangular matrix and U is an upper triangular matrix.
– Fareed AF
Nov 25 '18 at 12:50
|
show 3 more comments
Since you are swapping the second and third rows, you must multiply by the corresponding elemenetary matrix:
$$A=
begin{pmatrix}
-1&1&1\1&-1&1\1&1&-1
end{pmatrix}=
begin{pmatrix}
1&0&0\0&0&1\0&1&0
end{pmatrix}
begin{pmatrix}
1&0&0\-1&1&0\-1&0&1
end{pmatrix}
begin{pmatrix}
-1&1&1\0&2&0\0&0&2
end{pmatrix}=PLU.$$
See WA answer.
add a comment |
You know that $L$ will be a lower triangular matrix with ones in the diagional. Now look at the pivots in $U$, and conclude all columns (and rows) contain pivots. Now you go back to your $A$ matrix, and divide the columns by the diagonal pivot. In your first column, $-1$ is on the diagonal, thus you divide the entire column by $-1$. In your second column, $-1$ is on the diagional, thus all the entries below the diagonal (in this case only the third row) will be divided by $-1$. The same applies for the third, getting
$ L=begin{bmatrix}
1 & 0 & 0 \
-1 & 1 & 0 \
-1 & -1 & 1
end{bmatrix} ,$ does this make sense?
$A ne LU$ for the the $L$ you suggested
– Fareed AF
Nov 25 '18 at 10:51
1
Ah, I guess that's because $U$ is different. I like egregs explanation.
– Mathbeginner
Nov 26 '18 at 13:25
add a comment |
If $A$ is invertible, then it admits an LU factorization if and only if all its leading principal minors are non-zero.
So $A$ doesn't have an LU factorization since a leading principal minor is zero, which means that,
$$D_2=
bigg|
begin{matrix}
-1&1\1&-1
end{matrix}
bigg| =0
$$
But matrix $A$ has a PLU decomposition
add a comment |
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4 Answers
4
active
oldest
votes
4 Answers
4
active
oldest
votes
active
oldest
votes
active
oldest
votes
You have to perform Gaussian elimination without row swaps.
begin{align}
begin{pmatrix}
-1&1&1\
1&-1&1\
1&1&-1
end{pmatrix}
&to
begin{pmatrix}
1&-1&-1\
1&-1&1\
1&1&-1
end{pmatrix}
&& R_1gets -R_1
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&0&2\
0&2&0
end{pmatrix}
&&begin{aligned} R_2&gets R_2-R_1 \ R_3&gets R_3-R_1 end{aligned}
end{align}
No, the matrix does not admit an $LU$ decomposition, with $L$ lower triangular and $U$ upper triangular.
If you swap rows to begin with,
begin{align}
P(2,3)A=begin{pmatrix}
-1&1&1\
1&1&-1\
1&-1&1\
end{pmatrix}
&to
begin{pmatrix}
1&-1&-1\
1&1&-1\
1&-1&1\
end{pmatrix}
&& R_1gets -R_1
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&2&0\
0&0&2\
end{pmatrix}
&&begin{aligned} R_2&gets R_2-R_1 \ R_3&gets R_3-R_1 end{aligned}
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&1&0\
0&0&1\
end{pmatrix}
&&begin{aligned} R_2&gets tfrac{1}{2}R_2 \ R_3&gets tfrac{1}{2}R_3 end{aligned}
end{align}
Thus you get
$$
U=begin{pmatrix}
1&-1&-1\
0&1&0\
0&0&1\
end{pmatrix}
qquad
L=begin{bmatrix}
-1 & 0 & 0 \
1 & 2 & 0\
1 & 0 & 2
end{bmatrix}
$$
so that
$$
A=P(2,3)LU
$$
If you don't do pivot reduction, the idea is essentially the same.
Can you please explain your idea a bit more? Why $A$ doesn't have an LU factorization? I didn't quite get it, maybe because I don't know the conditions for a matrix to have the LU factorization...
– Fareed AF
Nov 25 '18 at 12:01
@FareedAF If it had, you'd find it by performing Gaussian elimination with no row swap.
– egreg
Nov 25 '18 at 12:03
Isn't it true that if the matrix is invertible then it has an LU factorization? This matrix is invertible and it doesn't have an LU factorization why?
– Fareed AF
Nov 25 '18 at 12:16
@FareedAF No. Consider the matrix $P(2,3)$, for instance. However, the definition of LU decomposition may vary; what's yours?
– egreg
Nov 25 '18 at 12:20
it is to write the matrix as a product of 2 matrices L and U, where L is a lower triangular matrix and U is an upper triangular matrix.
– Fareed AF
Nov 25 '18 at 12:50
|
show 3 more comments
You have to perform Gaussian elimination without row swaps.
begin{align}
begin{pmatrix}
-1&1&1\
1&-1&1\
1&1&-1
end{pmatrix}
&to
begin{pmatrix}
1&-1&-1\
1&-1&1\
1&1&-1
end{pmatrix}
&& R_1gets -R_1
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&0&2\
0&2&0
end{pmatrix}
&&begin{aligned} R_2&gets R_2-R_1 \ R_3&gets R_3-R_1 end{aligned}
end{align}
No, the matrix does not admit an $LU$ decomposition, with $L$ lower triangular and $U$ upper triangular.
If you swap rows to begin with,
begin{align}
P(2,3)A=begin{pmatrix}
-1&1&1\
1&1&-1\
1&-1&1\
end{pmatrix}
&to
begin{pmatrix}
1&-1&-1\
1&1&-1\
1&-1&1\
end{pmatrix}
&& R_1gets -R_1
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&2&0\
0&0&2\
end{pmatrix}
&&begin{aligned} R_2&gets R_2-R_1 \ R_3&gets R_3-R_1 end{aligned}
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&1&0\
0&0&1\
end{pmatrix}
&&begin{aligned} R_2&gets tfrac{1}{2}R_2 \ R_3&gets tfrac{1}{2}R_3 end{aligned}
end{align}
Thus you get
$$
U=begin{pmatrix}
1&-1&-1\
0&1&0\
0&0&1\
end{pmatrix}
qquad
L=begin{bmatrix}
-1 & 0 & 0 \
1 & 2 & 0\
1 & 0 & 2
end{bmatrix}
$$
so that
$$
A=P(2,3)LU
$$
If you don't do pivot reduction, the idea is essentially the same.
Can you please explain your idea a bit more? Why $A$ doesn't have an LU factorization? I didn't quite get it, maybe because I don't know the conditions for a matrix to have the LU factorization...
– Fareed AF
Nov 25 '18 at 12:01
@FareedAF If it had, you'd find it by performing Gaussian elimination with no row swap.
– egreg
Nov 25 '18 at 12:03
Isn't it true that if the matrix is invertible then it has an LU factorization? This matrix is invertible and it doesn't have an LU factorization why?
– Fareed AF
Nov 25 '18 at 12:16
@FareedAF No. Consider the matrix $P(2,3)$, for instance. However, the definition of LU decomposition may vary; what's yours?
– egreg
Nov 25 '18 at 12:20
it is to write the matrix as a product of 2 matrices L and U, where L is a lower triangular matrix and U is an upper triangular matrix.
– Fareed AF
Nov 25 '18 at 12:50
|
show 3 more comments
You have to perform Gaussian elimination without row swaps.
begin{align}
begin{pmatrix}
-1&1&1\
1&-1&1\
1&1&-1
end{pmatrix}
&to
begin{pmatrix}
1&-1&-1\
1&-1&1\
1&1&-1
end{pmatrix}
&& R_1gets -R_1
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&0&2\
0&2&0
end{pmatrix}
&&begin{aligned} R_2&gets R_2-R_1 \ R_3&gets R_3-R_1 end{aligned}
end{align}
No, the matrix does not admit an $LU$ decomposition, with $L$ lower triangular and $U$ upper triangular.
If you swap rows to begin with,
begin{align}
P(2,3)A=begin{pmatrix}
-1&1&1\
1&1&-1\
1&-1&1\
end{pmatrix}
&to
begin{pmatrix}
1&-1&-1\
1&1&-1\
1&-1&1\
end{pmatrix}
&& R_1gets -R_1
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&2&0\
0&0&2\
end{pmatrix}
&&begin{aligned} R_2&gets R_2-R_1 \ R_3&gets R_3-R_1 end{aligned}
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&1&0\
0&0&1\
end{pmatrix}
&&begin{aligned} R_2&gets tfrac{1}{2}R_2 \ R_3&gets tfrac{1}{2}R_3 end{aligned}
end{align}
Thus you get
$$
U=begin{pmatrix}
1&-1&-1\
0&1&0\
0&0&1\
end{pmatrix}
qquad
L=begin{bmatrix}
-1 & 0 & 0 \
1 & 2 & 0\
1 & 0 & 2
end{bmatrix}
$$
so that
$$
A=P(2,3)LU
$$
If you don't do pivot reduction, the idea is essentially the same.
You have to perform Gaussian elimination without row swaps.
begin{align}
begin{pmatrix}
-1&1&1\
1&-1&1\
1&1&-1
end{pmatrix}
&to
begin{pmatrix}
1&-1&-1\
1&-1&1\
1&1&-1
end{pmatrix}
&& R_1gets -R_1
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&0&2\
0&2&0
end{pmatrix}
&&begin{aligned} R_2&gets R_2-R_1 \ R_3&gets R_3-R_1 end{aligned}
end{align}
No, the matrix does not admit an $LU$ decomposition, with $L$ lower triangular and $U$ upper triangular.
If you swap rows to begin with,
begin{align}
P(2,3)A=begin{pmatrix}
-1&1&1\
1&1&-1\
1&-1&1\
end{pmatrix}
&to
begin{pmatrix}
1&-1&-1\
1&1&-1\
1&-1&1\
end{pmatrix}
&& R_1gets -R_1
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&2&0\
0&0&2\
end{pmatrix}
&&begin{aligned} R_2&gets R_2-R_1 \ R_3&gets R_3-R_1 end{aligned}
\[6px] &to
begin{pmatrix}
1&-1&-1\
0&1&0\
0&0&1\
end{pmatrix}
&&begin{aligned} R_2&gets tfrac{1}{2}R_2 \ R_3&gets tfrac{1}{2}R_3 end{aligned}
end{align}
Thus you get
$$
U=begin{pmatrix}
1&-1&-1\
0&1&0\
0&0&1\
end{pmatrix}
qquad
L=begin{bmatrix}
-1 & 0 & 0 \
1 & 2 & 0\
1 & 0 & 2
end{bmatrix}
$$
so that
$$
A=P(2,3)LU
$$
If you don't do pivot reduction, the idea is essentially the same.
answered Nov 25 '18 at 11:08
egreg
178k1484201
178k1484201
Can you please explain your idea a bit more? Why $A$ doesn't have an LU factorization? I didn't quite get it, maybe because I don't know the conditions for a matrix to have the LU factorization...
– Fareed AF
Nov 25 '18 at 12:01
@FareedAF If it had, you'd find it by performing Gaussian elimination with no row swap.
– egreg
Nov 25 '18 at 12:03
Isn't it true that if the matrix is invertible then it has an LU factorization? This matrix is invertible and it doesn't have an LU factorization why?
– Fareed AF
Nov 25 '18 at 12:16
@FareedAF No. Consider the matrix $P(2,3)$, for instance. However, the definition of LU decomposition may vary; what's yours?
– egreg
Nov 25 '18 at 12:20
it is to write the matrix as a product of 2 matrices L and U, where L is a lower triangular matrix and U is an upper triangular matrix.
– Fareed AF
Nov 25 '18 at 12:50
|
show 3 more comments
Can you please explain your idea a bit more? Why $A$ doesn't have an LU factorization? I didn't quite get it, maybe because I don't know the conditions for a matrix to have the LU factorization...
– Fareed AF
Nov 25 '18 at 12:01
@FareedAF If it had, you'd find it by performing Gaussian elimination with no row swap.
– egreg
Nov 25 '18 at 12:03
Isn't it true that if the matrix is invertible then it has an LU factorization? This matrix is invertible and it doesn't have an LU factorization why?
– Fareed AF
Nov 25 '18 at 12:16
@FareedAF No. Consider the matrix $P(2,3)$, for instance. However, the definition of LU decomposition may vary; what's yours?
– egreg
Nov 25 '18 at 12:20
it is to write the matrix as a product of 2 matrices L and U, where L is a lower triangular matrix and U is an upper triangular matrix.
– Fareed AF
Nov 25 '18 at 12:50
Can you please explain your idea a bit more? Why $A$ doesn't have an LU factorization? I didn't quite get it, maybe because I don't know the conditions for a matrix to have the LU factorization...
– Fareed AF
Nov 25 '18 at 12:01
Can you please explain your idea a bit more? Why $A$ doesn't have an LU factorization? I didn't quite get it, maybe because I don't know the conditions for a matrix to have the LU factorization...
– Fareed AF
Nov 25 '18 at 12:01
@FareedAF If it had, you'd find it by performing Gaussian elimination with no row swap.
– egreg
Nov 25 '18 at 12:03
@FareedAF If it had, you'd find it by performing Gaussian elimination with no row swap.
– egreg
Nov 25 '18 at 12:03
Isn't it true that if the matrix is invertible then it has an LU factorization? This matrix is invertible and it doesn't have an LU factorization why?
– Fareed AF
Nov 25 '18 at 12:16
Isn't it true that if the matrix is invertible then it has an LU factorization? This matrix is invertible and it doesn't have an LU factorization why?
– Fareed AF
Nov 25 '18 at 12:16
@FareedAF No. Consider the matrix $P(2,3)$, for instance. However, the definition of LU decomposition may vary; what's yours?
– egreg
Nov 25 '18 at 12:20
@FareedAF No. Consider the matrix $P(2,3)$, for instance. However, the definition of LU decomposition may vary; what's yours?
– egreg
Nov 25 '18 at 12:20
it is to write the matrix as a product of 2 matrices L and U, where L is a lower triangular matrix and U is an upper triangular matrix.
– Fareed AF
Nov 25 '18 at 12:50
it is to write the matrix as a product of 2 matrices L and U, where L is a lower triangular matrix and U is an upper triangular matrix.
– Fareed AF
Nov 25 '18 at 12:50
|
show 3 more comments
Since you are swapping the second and third rows, you must multiply by the corresponding elemenetary matrix:
$$A=
begin{pmatrix}
-1&1&1\1&-1&1\1&1&-1
end{pmatrix}=
begin{pmatrix}
1&0&0\0&0&1\0&1&0
end{pmatrix}
begin{pmatrix}
1&0&0\-1&1&0\-1&0&1
end{pmatrix}
begin{pmatrix}
-1&1&1\0&2&0\0&0&2
end{pmatrix}=PLU.$$
See WA answer.
add a comment |
Since you are swapping the second and third rows, you must multiply by the corresponding elemenetary matrix:
$$A=
begin{pmatrix}
-1&1&1\1&-1&1\1&1&-1
end{pmatrix}=
begin{pmatrix}
1&0&0\0&0&1\0&1&0
end{pmatrix}
begin{pmatrix}
1&0&0\-1&1&0\-1&0&1
end{pmatrix}
begin{pmatrix}
-1&1&1\0&2&0\0&0&2
end{pmatrix}=PLU.$$
See WA answer.
add a comment |
Since you are swapping the second and third rows, you must multiply by the corresponding elemenetary matrix:
$$A=
begin{pmatrix}
-1&1&1\1&-1&1\1&1&-1
end{pmatrix}=
begin{pmatrix}
1&0&0\0&0&1\0&1&0
end{pmatrix}
begin{pmatrix}
1&0&0\-1&1&0\-1&0&1
end{pmatrix}
begin{pmatrix}
-1&1&1\0&2&0\0&0&2
end{pmatrix}=PLU.$$
See WA answer.
Since you are swapping the second and third rows, you must multiply by the corresponding elemenetary matrix:
$$A=
begin{pmatrix}
-1&1&1\1&-1&1\1&1&-1
end{pmatrix}=
begin{pmatrix}
1&0&0\0&0&1\0&1&0
end{pmatrix}
begin{pmatrix}
1&0&0\-1&1&0\-1&0&1
end{pmatrix}
begin{pmatrix}
-1&1&1\0&2&0\0&0&2
end{pmatrix}=PLU.$$
See WA answer.
answered Nov 25 '18 at 11:09
farruhota
19.3k2736
19.3k2736
add a comment |
add a comment |
You know that $L$ will be a lower triangular matrix with ones in the diagional. Now look at the pivots in $U$, and conclude all columns (and rows) contain pivots. Now you go back to your $A$ matrix, and divide the columns by the diagonal pivot. In your first column, $-1$ is on the diagonal, thus you divide the entire column by $-1$. In your second column, $-1$ is on the diagional, thus all the entries below the diagonal (in this case only the third row) will be divided by $-1$. The same applies for the third, getting
$ L=begin{bmatrix}
1 & 0 & 0 \
-1 & 1 & 0 \
-1 & -1 & 1
end{bmatrix} ,$ does this make sense?
$A ne LU$ for the the $L$ you suggested
– Fareed AF
Nov 25 '18 at 10:51
1
Ah, I guess that's because $U$ is different. I like egregs explanation.
– Mathbeginner
Nov 26 '18 at 13:25
add a comment |
You know that $L$ will be a lower triangular matrix with ones in the diagional. Now look at the pivots in $U$, and conclude all columns (and rows) contain pivots. Now you go back to your $A$ matrix, and divide the columns by the diagonal pivot. In your first column, $-1$ is on the diagonal, thus you divide the entire column by $-1$. In your second column, $-1$ is on the diagional, thus all the entries below the diagonal (in this case only the third row) will be divided by $-1$. The same applies for the third, getting
$ L=begin{bmatrix}
1 & 0 & 0 \
-1 & 1 & 0 \
-1 & -1 & 1
end{bmatrix} ,$ does this make sense?
$A ne LU$ for the the $L$ you suggested
– Fareed AF
Nov 25 '18 at 10:51
1
Ah, I guess that's because $U$ is different. I like egregs explanation.
– Mathbeginner
Nov 26 '18 at 13:25
add a comment |
You know that $L$ will be a lower triangular matrix with ones in the diagional. Now look at the pivots in $U$, and conclude all columns (and rows) contain pivots. Now you go back to your $A$ matrix, and divide the columns by the diagonal pivot. In your first column, $-1$ is on the diagonal, thus you divide the entire column by $-1$. In your second column, $-1$ is on the diagional, thus all the entries below the diagonal (in this case only the third row) will be divided by $-1$. The same applies for the third, getting
$ L=begin{bmatrix}
1 & 0 & 0 \
-1 & 1 & 0 \
-1 & -1 & 1
end{bmatrix} ,$ does this make sense?
You know that $L$ will be a lower triangular matrix with ones in the diagional. Now look at the pivots in $U$, and conclude all columns (and rows) contain pivots. Now you go back to your $A$ matrix, and divide the columns by the diagonal pivot. In your first column, $-1$ is on the diagonal, thus you divide the entire column by $-1$. In your second column, $-1$ is on the diagional, thus all the entries below the diagonal (in this case only the third row) will be divided by $-1$. The same applies for the third, getting
$ L=begin{bmatrix}
1 & 0 & 0 \
-1 & 1 & 0 \
-1 & -1 & 1
end{bmatrix} ,$ does this make sense?
answered Nov 25 '18 at 10:09
Mathbeginner
1398
1398
$A ne LU$ for the the $L$ you suggested
– Fareed AF
Nov 25 '18 at 10:51
1
Ah, I guess that's because $U$ is different. I like egregs explanation.
– Mathbeginner
Nov 26 '18 at 13:25
add a comment |
$A ne LU$ for the the $L$ you suggested
– Fareed AF
Nov 25 '18 at 10:51
1
Ah, I guess that's because $U$ is different. I like egregs explanation.
– Mathbeginner
Nov 26 '18 at 13:25
$A ne LU$ for the the $L$ you suggested
– Fareed AF
Nov 25 '18 at 10:51
$A ne LU$ for the the $L$ you suggested
– Fareed AF
Nov 25 '18 at 10:51
1
1
Ah, I guess that's because $U$ is different. I like egregs explanation.
– Mathbeginner
Nov 26 '18 at 13:25
Ah, I guess that's because $U$ is different. I like egregs explanation.
– Mathbeginner
Nov 26 '18 at 13:25
add a comment |
If $A$ is invertible, then it admits an LU factorization if and only if all its leading principal minors are non-zero.
So $A$ doesn't have an LU factorization since a leading principal minor is zero, which means that,
$$D_2=
bigg|
begin{matrix}
-1&1\1&-1
end{matrix}
bigg| =0
$$
But matrix $A$ has a PLU decomposition
add a comment |
If $A$ is invertible, then it admits an LU factorization if and only if all its leading principal minors are non-zero.
So $A$ doesn't have an LU factorization since a leading principal minor is zero, which means that,
$$D_2=
bigg|
begin{matrix}
-1&1\1&-1
end{matrix}
bigg| =0
$$
But matrix $A$ has a PLU decomposition
add a comment |
If $A$ is invertible, then it admits an LU factorization if and only if all its leading principal minors are non-zero.
So $A$ doesn't have an LU factorization since a leading principal minor is zero, which means that,
$$D_2=
bigg|
begin{matrix}
-1&1\1&-1
end{matrix}
bigg| =0
$$
But matrix $A$ has a PLU decomposition
If $A$ is invertible, then it admits an LU factorization if and only if all its leading principal minors are non-zero.
So $A$ doesn't have an LU factorization since a leading principal minor is zero, which means that,
$$D_2=
bigg|
begin{matrix}
-1&1\1&-1
end{matrix}
bigg| =0
$$
But matrix $A$ has a PLU decomposition
edited Nov 26 '18 at 4:29
answered Nov 26 '18 at 4:21
Fareed AF
44211
44211
add a comment |
add a comment |
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