CH 2

Chapter 2
Matrices
2.1 Operations with Matrices
2.2 Properties of Matrix Operations
2.3 The Inverse of a Matrix
2.4 Elementary Matrices
Elementary Linear Algebra
R. Larsen et al. (6 Edition)
2/61
2.1 Operations with Matrices
Matrix:
n m
n m
mn m m m
n
n
n
ij
M
a a a a
a a a a
a a a a
a a a a
a A

e
(
(
(
(
(
(
= = ] [
3 2 1
3 33 32 31
2 23 22 21
1 13 12 11
(i, j)-th entry:

ij
a
row: m
column: n
size: mn
Elementary Linear Algebra: Section 2.1, pp.46-47
3/61
i-th row vector
| |
in i i i
a a a r
2 1
=
j-th column vector
(
(
(
(
=
mj
j
j
j
c
c
c
c
2
1
row matrix
column matrix
Square matrix: m = n
Elementary Linear Algebra: Section 2.1, p.47
4/61
Diagonal matrix:
) , , , (
2 1 n
d d d diag A =
n n
n
M
d
d
d
e
(
(
(
(
0 0
0 0
0 0
2
1
Trace:
n n ij
a A

= ] [ If
nn
a a a A Tr + + + =
22 11
) ( Then
Elementary Linear Algebra: Section 2.1, Addition
5/61
Ex:
(
=
6 5 4
3 2 1
A
(
=
2
1
r
r
| |
3 2 1
c c c =
| |, 3 2 1
1
= r | | 6 5 4
2
= r
,
4
1
1
(
= c ,
5
2
2
(
= c
(
=
6
3
3
c
(
=
6 5 4
3 2 1
A

6/61
n m ij n m ij
b B a A

= = ] [ , ] [ If
Equal matrix:
n j m i b a B A
ij ij
s s s s = = 1 , 1 if only and if Then
Ex 1: (Equal matrix)
(
=
(
=
d c
b a
B A
4 3
2 1
B A= If
4 , 3 , 2 , 1 Then = = = = d c b a
7/61
Matrix addition:
n m ij n m ij
b B a A

= = ] [ , ] [ If
n m ij ij n m ij n m ij
b a b a B A

+ = + = + ] [ ] [ ] [ Then
Ex 2: (Matrix addition)
(
=
(
+
+ +
=
(
+
(
3 1
5 0
2 1 1 0
3 2 1 1
2 1
3 1
1 0
2 1
=
(
(
(
+
(
(
(
2
3
1
2
3
1
(
(
(
+
+

2 2
3 3
1 1
(
(
(
=
0
0
0
8/61
Matrix subtraction:
B A B A ) 1 ( + =
Scalar multiplication:
scalar : , ] [ If c a A
n m ij
=
Ex 3: (Scalar multiplication and matrix subtraction)

(
(
(
=
2 1 2
1 0 3
4 2 1
A
(
(
(
=
2 3 1
3 4 1
0 0 2
B
Find (a) 3A, (b) B, (c) 3A B
n m ij
ca cA

= ] [ Then
9/61
(a)
(
(
(
=
2 1 2
1 0 3
4 2 1
3 3A
(b)
( )
(
(
(
=
2 3 1
3 4 1
0 0 2
1 B
(c)
(
(
(

(
(
(
=
2 3 1
3 4 1
0 0 2
6 3 6
3 0 9
12 6 3
3 B A
Sol:
(
(
(
=
6 3 6
3 0 9
12 6 3 ( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
(
(
(
=
2 3 1 3 2 3
1 3 0 3 3 3
4 3 2 3 1 3
(
(
(
=
2 3 1
3 4 1
0 0 2
(
(
(
=
4 0 7
6 4 10
12 6 1
10/61
Matrix multiplication:
p n ij n m ij
b B a A

= = ] [ , ] [ If
p m ij p n ij n m ij
c b a AB

= = ] [ ] [ ] [ Then
nj in
n
k
j i j i kj ik ij
b a b a b a b a c + + + = =
=

1
2 2 1 1
where
Notes: (1) A+B = B+A, (2)
BA AB=
Size of AB
(
(
(
(
=
(
(
(
(
(
(
(
(
(
(
(
in ij i i
nn nj n
n j
n j
nn n n
in i i
n
c c c c
b b b
b b b
b b b
a a a
a a a
a a a

2 1
1
2 2 21
1 1 11
2 1
2 1
1 12 11

11/61
(
(
(
=
0 5
2 4
3 1
A
(
=
1 4
2 3
B
Ex 4: (Find AB)
Sol:
(
(
(
+ +
+ +
+ +
=
) 1 )( 0 ( ) 2 )( 5 ( ) 4 )( 0 ( ) 3 )( 5 (
) 1 )( 2 ( ) 2 )( 4 ( ) 4 )( 2 ( ) 3 )( 4 (
) 1 )( 3 ( ) 2 )( 1 ( ) 4 )( 3 ( ) 3 )( 1 (
AB
(
(
(
=
10 15
6 4
1 9
12/61
Matrix form of a system of linear equations:
= + + +
= + + +
= + + +
m n mn m m
n n
n n
b x a x a x a
b x a x a x a
b x a x a x a
2 2 1 1
2 2 2 22 1 21
1 1 2 12 1 11
=

=

=

A
x
b
equations linear m
equation matrix Single
b x A =
1 n n m 1 m
(
(
(
(
=
(
(
(
(
(
(
(
(
m n mn m m
n
n
b
b
b
x
x
x
a a a
a a a
a a a

2
1
2
1
2 1
2 22 21
1 12 11

13/61
Partitioned matrices:
(
=
(
(
(
=
22 21
12 11
34 33 32 31
24 23 22 21
14 13 12 11
A A
A A
a a a a
a a a a
a a a a
A
submatrix
(
(
(
=
(
(
(
=
3
2
1
34 33 32 31
24 23 22 21
14 13 12 11
r
r
r
a a a a
a a a a
a a a a
A
| |
4 3 2 1
34 33 32 31
24 23 22 21
14 13 12 11
c c c c
a a a a
a a a a
a a a a
A =
(
(
(
=
14/61
Keywords in Section 2.1:
row vector:
column vector:
diagonal matrix:
trace:
equality of matrices:
matrix addition:
scalar multiplication:
matrix multiplication:
partitioned matrix:
15/61
2.2 Properties of Matrix Operations
Three basic matrix operators:
(1) matrix addition
(2) scalar multiplication
(3) matrix multiplication
Zero matrix:
n m
0
Identity matrix of order n:
n
I
16/61
Then (1) A+B = B + A
(2) A + ( B + C ) = ( A + B ) + C
(3) ( cd ) A = c ( dA )
(4) 1A = A
(5) c( A+B ) = cA + cB
(6) ( c+d ) A = cA + dA
scalar : , , , , If d c M C B A
n m
e
Properties of matrix addition and scalar multiplication:
17/61
calar c M A
n m
s : , If

e
A A
n m
= +

0 (1) Then
n m
A A

= + 0 ) ( (2)
n m n m
or A c cA

= = = 0 0 0 ) 3 (
Notes:
(1) 0
mn
: the additive identity for the set of all mn matrices
(2) A: the additive inverse of A
Properties of zero matrices:
18/61
n m
mn m m
n
n
M
a a a
a a a
a a a
A

e
(
(
(
(
= If
2 1
2 22 21
1 12 11
m n
mn n n
m
m
T
M
a a a
a a a
a a a
A

e
(
(
(
(
= Then
2 1
2 22 12
1 21 11
Transpose of a matrix:
19/61
(
=
8
2
A (b)
(
(
(
=
9 8 7
6 5 4
3 2 1
A
(c)
(
(
(
=
1 1
4 2
1 0
A
Sol: (a)
(
=
8
2
A
| | 8 2 =
T
A
(b)
(
(
(
=
9 8 7
6 5 4
3 2 1
A
(
(
(
=
9 6 3
8 5 2
7 4 1
T
A
(c)
(
(
(
=
1 1
4 2
1 0
A
(
=
1 4 1
1 2 0
T
A
(a)
Ex 8: (Find the transpose of the following matrix)
20/61
A A
T T
= ) ( ) 1 (
T T T
B A B A + = + ) ( ) 2 (
) ( ) ( ) 3 (
T T
A c cA =
) ( ) 4 (
T T T
A B AB =
Properties of transposes:
21/61
A square matrix A is symmetric if A = A
T

Ex:
(
(
(
=
6
5 4
3 2 1
If
c b
a A is symmetric, find a, b, c?
A square matrix A is skew-symmetric if A
T
= A
Skew-symmetric matrix:
Sol:
(
(
(
=
6
5 4
3 2 1
c b
a A
(
(
(
=
6 5 3
4 2
1
c
b a
A
T
5 , 3 , 2 = = = c b a
T
A A =
Symmetric matrix:
Elementary Linear Algebra: Section 2.2, p.68 & p.72
22/61
(
(
(
=
0
3 0
2 1 0
If
c b
a A is a skew-symmetric, find a, b, c?
Note:
T
AA
is symmetric
Pf:
symmetric is
) ( ) (
T
T T T T T T
AA
AA A A AA
= =
Sol:
(
(
=
0
3 0
2 1 0
c b
a A
(
(
(

=
0 3 2
0 1
0
c
b a
A
T
T
A A =
3 , 2 , 1 = = = c b a
Ex:
23/61
ab = ba (Commutative law for multiplication)
undefined. is , defined is then , If BA AB p m= (1)
m m m m
M BA M AB n p m

e e = = (3) , then , If
n n m m
M BA M AB n m p m

e e = = (2) , then , , If
(Sizes are not the same)
(Sizes are the same, but matrices are not equal)
Real number:
Matrix:
BA AB=
p n n m
Three situations:
24/61
(
=
1 2
3 1
A
(

=
2 0
1 2
B
Sol:
(
=
(
=
4 4
5 2
2 0
1 2
1 2
3 1
AB
Note:
BA AB=
(
=
(

=
2 4
7 0
1 2
3 1
2 0
1 2
BA
Ex 4:
Sow that AB and BA are not equal for the matrices.
and
25/61
(Cancellation is not valid)
0 , = = c bc ac
b a =
(Cancellation law)
Matrix:
0 = = C BC AC
(1) If C is invertible, then A = B
Real number:
B A=
then , invertible not is C If (2)
26/61
(

=
(
=
(
=
2 1
2 1
,
3 2
4 2
,
1 0
3 1
C B A
Sol:
(
=
(
=
2 1
4 2
2 1
2 1
1 0
3 1
AC
So BC AC =
But B A=
(
=
(
=
2 1
4 2
2 1
2 1
3 2
4 2
BC
Ex 5: (An example in which cancellation is not valid)
Show that AC=BC
27/61
zero matrix:
identity matrix:
transpose matrix:
symmetric matrix:
skew-symmetric matrix:
28/61
2.3 The Inverse of a Matrix
n n
M A

e
, such that matrix a exists there If
n n n
I BA AB M B = = e

Note:
A matrix that does not have an inverse is called
noninvertible (or singular).
Consider
Then (1) A is invertible (or nonsingular)
(2) B is the inverse of A
Inverse matrix:
29/61
If B and C are both inverses of the matrix A, then B = C.
Pf:
C B
C IB
C B CA
CI AB C
I AB
=
=
=
=
=
) (
) (
Consequently, the inverse of a matrix is unique.
Notes:
(1) The inverse of A is denoted by
1
A
I A A AA = =
1 1
) 2 (
Thm 2.7: (The inverse of a matrix is unique)
30/61
| | | |
1 n Eliminatio Jordan - Gauss
| |

A I I A
Ex 2: (Find the inverse of the matrix)
(

=
3 1
4 1
A
Sol:
I AX =
(
=
(
1 0
0 1
3 1
4 1
22 21
12 11
x x
x x
(
=
(

+ +
1 0
0 1
3 3
4 4
22 12 21 11
22 12 21 11
x x x x
x x x x
Find the inverse of a matrix by Gauss-Jordan Elimination:
31/61
(

1 1 0
3 0 1
0 3 1
1 4 1
) 1 (
) 4 (
21
) 1 (
12
,
r r
(

1 1 0
4 0 1
1 3 1
0 4 1
) 2 (
) 4 (
21
) 1 (
12
,
r r
1 , 3
21 11
= = x x
1 , 4
22 12
= = x x
) (
1 1
4 3
1 -
22 21
12 11 1
AA I AX
x x
x x
A X = =
(

=
(
= =

Thus
(2)
1 3
0 4

(1)
0 3
1 4

22 12
22 12
21 11
21 11
=
= +
=
= +
x x
x x
x x
x x
32/61

1 1 1 0
4 3 0 1
1 0 3 1
0 1 4 1
1
ination JordanElim Gauss
,
) 4 (
21
) 1 (
12

A I I A
r r
If A cant be row reduced to I, then A is singular.

Note:
33/61
(
(
=
3 2 6
1 0 1
0 1 1
A

1 0 0 3 2 6
0 1 1 1 1 0
0 0 1 0 1 1

) 1 (
12
(
(
r
Sol:
| |
(
(
=
1 0 0
0 1 0
0 0 1
3 2 6
1 0 1
0 1 1

I A
(
(

1 0 6
0 1 1
0 0 1
3 4 0
1 1 0
0 1 1

) 6 (
13
r
(
(

1 4 2 1 0 0
0 1 1 1 1 0
0 0 1 0 1 1

) 1 (
3
r
(
(

1 4 2 1 0 0
0 1 1 1 1 0
0 0 1 0 1 1

) 4 (
23
r
Ex 3: (Find the inverse of the following matrix)
34/61
(
(

1 4 2 1 0 0
1 3 3 0 1 0
0 0 1 0 1 1

) 1 (
32
r
(
(

1 4 1 1 0 0
1 3 3 0 1 0
1 3 2 0 0 1

) 1 (
21
r
So the matrix A is invertible, and its inverse is
(
(
(
1 4 2
1 3 3
1 3 2
1
A
] [
1
= A I
Check:
I A A AA = =
1 1

35/61
I A =
0
(1)
0) ( ) 2 (
factors
> = k A AA A
k
k

integers : , ) 3 ( s r A A A
s r s r +
=
rs s r
A A = ) (
(
(
(
(
=
(
(
(
(
=
k
n
k
k
k
n
d
d
d
D
d
d
d
D
0 0
0 0
0 0
0 0
0 0
0 0
) 4 (
2
1
2
1
Power of a square matrix:
36/61
If A is an invertible matrix, k is a positive integer, and c is a scalar
not equal to zero, then
A A A =
1 1 1
) ( and invertible is (1)
k k
k
k k
A A A A A A A

= = = ) ( ) ( and invertible is (2)
1
factors
1 1 1 1

0 ,
1
) ( and invertible is c (3)
1 1
= =

c A
c
cA A
T T T
A A A ) ( ) ( and invertible is (4)
1 1
=
Thm 2.8 (Properties of inverse matrices)
37/61
Thm 2.9: (The inverse of a product)
If A and B are invertible matrices of size n, then AB is invertible and
1 1 1
) (

= A B AB
1 1 1
) ( So
unique. is inverse its then , invertible is If

= A B AB
AB
Pf:
I B B IB B B I B B A A B AB A B
I AA A AI A I A A BB A A B AB
= = = = =
= = = = =

1 1 1 1 1 1 1
1 1 1 1 1 1 1
) ( ) ( ) ( ) )( (
) ( ) ( ) ( ) )( (
Note:
( )
1
1
1
2
1
3
1
1
3 2 1

= A A A A A A A A
n n

38/61
Thm 2.10 (Cancellation properties)
If C is an invertible matrix, then the following properties hold:
(1) If AC=BC, then A=B (Right cancellation property)
(2) If CA=CB, then A=B (Left cancellation property)
Pf:
B A
BI AI
CC B CC A
C BC C AC
BC AC
=
=
=
=
=

) ( ) (
) ( ) (
1 1
1 1
exists) C so , invertible is (C
1 -
Note:
If C is not invertible, then cancellation is not valid.
39/61
Thm 2.11: (Systems of equations with unique solutions)
If A is an invertible matrix, then the system of linear equations
Ax = b has a unique solution given by

b A x
1
=
Pf:
( A is nonsingular)
b A x
b A Ix
b A Ax A
b Ax
1
1
1 1

=
=
=
=
This solution is unique.
. equation of solutions two were and If
2 1
b Ax x x =
2 1
then Ax b Ax = =
2 1
x x =
(Left cancellation property)
40/61
b Ax =
| | | | | | b A I b A A A b A
A 1 1 1
| | |
1

=

Note:

(A is an invertible matrix)
Note:
For square systems (those having the same number of equations
as variables), Theorem 2.11 can be used to determine whether the
system has a unique solution.
41/61
inverse matrix:
invertible:
nonsingular:
singular:
power:
42/61
2.4 Elementary Matrices
Row elementary matrix:
An nn matrix is called an elementary matrix if it can be obtained
from the identity matrix I
n
by a single elementary operation.
Three row elementary matrices:
) ( ) 1 ( I r R
ij ij
=
) 0 ( ) ( ) 2 (
) ( ) (
= = k I r R
k
i
k
i
) ( ) 3 (
) ( ) (
I r R
k
ij
k
ij
=
Interchange two rows.
Multiply a row by a nonzero constant.
Add a multiple of a row to another row.
Note:
Only do a single elementary row operation.
43/61
(
(
1 0 0
0 3 0
0 0 1
) (a
(
0 1 0
0 0 1
) (b
(
(
0 0 0
0 1 0
0 0 1
) (c
(
(
0 1 0
1 0 0
0 0 1
) (d
(
1 2
0 1
) (e
(
(
1 0 0
0 2 0
0 0 1
) ( f
)) ( ( Yes
3
(3)
2
I r square) (not No
t) constan nonzero a by be must
tion multiplica (Row No
)) ( ( es Y
3 23
I r )) ( ( es Y
2
(2)
12
I r
) operations row
elementary two (Use No
Ex 1: (Elementary matrices and nonelementary matrices)
44/61
Notes:
A R A r
ij ij
= ) ( ) 1 (
A R A r
k
i
k
i
) ( ) (
) ( ) 2 ( =
A R A r
k
ij
k
ij
) ( ) (
) ( ) 3 ( =
EA A r
E I r
=
=
) (
) (
Thm 2.12: (Representing elementary row operations)
Let E be the elementary matrix obtained by performing an
elementary row operation on I
m
. If that same elementary row
operation is performed on an mn matrix A, then the resulting
matrix is given by the product EA.
45/61
) ) ( (
1 2 3
1 2 0
6 3 1
1 2 3
6 3 1
1 2 0
1 0 0
0 0 1
0 1 0
) (
12 12
A R A r a =
(
(
(
=
(
(
(
(
(
(
Ex 2: (Elementary matrices and elementary row operation)

) ) ( (
5 4 0
1 2 0
1 0 1
5 4 0
3 2 2
1 0 1
1 0 0
0 1 2
0 0 1
) (
) 5 (
12
) 2 (
12
A R A r c =
(
(
(

=
(
(
(

(
(
(
) ) ( (
1 3 1 0
2 3 1 0
1 4 0 1
1 3 1 0
4 6 2 0
1 4 0 1
1 0 0
0
2
1
0
0 0 1
) (
)
2
1
(
2
)
2
1
(
2
A R A r b =
(
(
(
=
(
(
(
(
(
(
46/61
(
(
(
=
0 2 6 2
2 0 3 1
5 3 1 0
A
Sol:

(
(
(
= =
1 0 0
0 0 1
0 1 0
) (
3 12 1
I r E
(
(
(
= =

1 0 2
0 1 0
0 0 1
) (
3
) 2 (
13 2
I r E
(
(
(
= =
2
1
3
)
2
1
(
3 3
0 0
0 1 0
0 0 1
) (I r E
Ex 3: (Using elementary matrices)
Find a sequence of elementary matrices that can be used to write
the matrix A in row-echelon form.
47/61
(
(
=
(
(
(
(
= = =
0 2 6 2
5 3 1 0
2 0 3 1
0 2 6 2
2 0 3 1
5 3 1 0
1 0 0
0 0 1
0 1 0
) (
1 12 1
A E A r A
(
(
=
(
(
(
(
= = =

4 2 0 0
5 3 1 0
2 0 3 1
0 2 6 2
5 3 1 0
2 0 3 1
1 0 2
0 1 0
0 0 1
) (
1 2 1
) 2 (
13 2
A E A r A
(
(
=
(
(
(
(
(
(
= = =
2 1 0 0
5 3 1 0
2 0 3 1
4 2 0 0
5 3 1 0
2 0 3 1
2
1
0 0
0 1 0
0 0 1
) (
2 3 2
)
2
1
(
3 3
A E A r A
A E E E B
1 2 3
=
))) ( ( ( or
12
) 2 (
13
)
2
1
(
3
A r r r B

=
B =
row-echelon form
48/61
Matrix B is row-equivalent to A if there exists a finite number
of elementary matrices such that
A E E E E B
k k 1 2 1
=
Row-equivalent:
49/61
Thm 2.13: (Elementary matrices are invertible)
If E is an elementary matrix, then exists and
is an elementary matrix.
Notes:
ij ij
R R =
1
) ( ) 1 (
)
1
(
1 ) (
) ( ) 2 (
k
i
k
i
R R =
) ( 1 ) (
) ( ) 3 (
k
ij
k
ij
R R

=
1
E
50/61
12 1
1 0 0
0 0 1
0 1 0
R E =
(
(
=
(
(
= =

1 0 0
0 0 1
0 1 0
) (
1
1
1
12
E R
) 2 (
13 2
1 0 2
0 1 0
0 0 1

=
(
(
= R E
(
(
= =

1 0 2
0 1 0
0 0 1
) (
1
2
1 ) 2 (
13
E R
)
2
1
(
3
2
1
3
0 0
0 1 0
0 0 1
R E =
(
(
=
(
(
= =

2 0 0
0 1 0
0 0 1
) (
1
3
1
)
2
1
(
3
E R
Ex:
Elementary Matrix Inverse Matrix
12
R =
(Elementary Matrix)
) 2 (
13
R =
(Elementary Matrix)
) 2 (
3
R = (Elementary Matrix)
51/61
Pf: (1) Assume that A is the product of elementary matrices.
(a) Every elementary matrix is invertible.
(b) The product of invertible matrices is invertible.
Thus A is invertible.
(2) If A is invertible, has only the trivial solution. (Thm. 2.11) 0 = x A
| | | | 0 0 I A
I A E E E E
k
=
1 2 3
1 1
3
1
2
1
1

=
k
E E E E A
Thus A can be written as the product of elementary matrices.
Thm 2.14: (A property of invertible matrices)
A square matrix A is invertible if and only if it can be written as
the product of elementary matrices.
52/61
(

=
8 3
2 1
A
Sol:
I
A
r r
r r
=
(

1 0
0 1
1 0
2 1
2 0
2 1
8 3
2 1
8 3
2 1
) 2 (
21
)
2
1
(
2
) 3 (
12
) 1 (
1
I A R R R R =
) 1 (
1
) 3 (
12
)
2
1
(
2
) 2 (
21
Therefore
Ex 4:
Find a sequence of elementary matrices whose product is
53/61
1 ) 2 (
21
1
)
2
1
(
2
1 ) 3 (
12
1 ) 1 (
1
) ( ) ( ) ( ) ( Thus

= R R R R A
) 2 (
21
) 2 (
2
) 3 (
12
) 1 (
1
R R R R

=
(
=
1 0
2 1
2 0
0 1
1 3
0 1
1 0
0 1

Note:
If A is invertible
] [ ] [
1
1 2 3

= A I I A E E E E
k

I A E E E E
k
=
1 2 3
Then
1 2 3
1
E E E E A
k
=

54/61
If A is an nn matrix, then the following statements are equivalent.
(1) A is invertible.
(2) Ax = b has a unique solution for every n1 column matrix b.
(3) Ax = 0 has only the trivial solution.
(4) A is row-equivalent to I
n
.
(5) A can be written as the product of elementary matrices.
Thm 2.15: (Equivalent conditions)
55/61
LU A=
L is a lower triangular matrix
U is an upper triangular matrix
If the nn matrix A can be written as the product of a lower
triangular matrix L and an upper triangular matrix U, then
A=LU is an LU-factorization of A
Note:
If a square matrix A can be row reduced to an upper triangular
matrix U using only the row operation of adding a multiple of
one row to another row below it, then it is easy to find an LU-
factorization of A.
LU A
U E E E A
U A E E E
k
k
=
=
=
1 1
2
1
1
1 2
LU-factorization:
56/61
(
=
0 1
2 1
) ( A a
(
(
=
2 10 2
3 1 0
0 3 1
) ( A b
U A
r
=
(
=
2 0
2 1
0 1
2 1
(-1)
12
Sol: (a)
U A R =
) 1 (
12
LU U R A = =
1 ) 1 (
12
) (
(
= = =

1 1
0 1
) (
) 1 (
12
1 ) 1 (
12
R R L
Ex 5: (LU-factorization)
57/61
(b)
U A
r r
=
(
(
(

(
(
(

(
(
(
=

14 0 0
3 1 0
0 3 1
2 4 0
3 1 0
0 3 1

2 10 2
3 1 0
0 3 1
) 4 (
23
) 2 (
13
U A R R =
) 2 (
13
) 4 (
23
LU U R R A = =
1 ) 4 (
23
1 ) 2 (
13
) ( ) (
(
(
=
(
(
(
(
=
= =

1 4 2
0 1 0
0 0 1
1 4 0
0 1 0
0 0 1
1 0 2
0 1 0
0 0 1

) ( ) (
) 4 (
23
) 2 (
13
1 ) 4 (
23
1 ) 2 (
13
R R R R L
58/61
b LUx LU A = = then , If
b Ly Ux y = = then , Let
Two steps:
(1) Write y = Ux and solve Ly = b for y
(2) Solve Ux = y for x
b Ax=
Solving Ax=b with an LU-factorization of A
59/61
Sol:
LU A =
(
(
(

(
(
(
=
(
(
(
=
14 0 0
3 1 0
0 3 1

1 4 2
0 1 0
0 0 1
2 10 2
3 1 0
0 3 1
20 2 10 2
1 3
5 3
3 2 1
3 2
2 1
= +
= +
=
x x x
x x
x x
b Ly Ux y = = solve and , Let ) 1 (
(
(
=
(
(
(
(
20
1
5

1 4 2
0 1 0
0 0 1
3
2
1
y
y
y
14 ) 1 ( 4 ) 5 ( 2 20
4 2 20
1
5
2 1 3
2
1
= + =
+ =
=
=
y y y
y
y
Ex 7: (Solving a linear system using LU-factorization)
60/61
y Ux = system following the Solve ) 2 (
(
(
=
(
(
(
(

14
1
5

14 0 0
3 1 0
0 3 1
3
2
1
x
x
x
1 ) 2 ( 3 5 3 5
2 ) 1 )( 3 ( 1 3 1
1
2 1
3 2
3
= + = + =
= = =
=
x x
x x
x
Thus, the solution is
(
(
(
=
1
2
1
x
So
61/61
row elementary matrix:
row equivalent:
lower triangular matrix:
upper triangular matrix:
LU-factorization: LU

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Chapter 2

(i, j)-th entry:

Elementary Linear Algebra: Section 2.1, Addition

Elementary Linear Algebra: Section 2.1, p.53

If A cant be row reduced to I, then A is singular.

Ex 2: (Elementary matrices and elementary row operation)

Elementary Linear Algebra: Section 2.4, p.92

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