Linear Algebra Section 4
Linear Algebra Section 4
Linear Algebra Section 4
LU Decomposition:
𝟏 𝟎 𝟎 𝒖𝟏𝟏 𝒖𝟏𝟐 𝒖𝟏𝟑
𝑳 = [𝒍𝟐𝟏 𝟏 𝟎] , 𝑼 = [ 𝟎 𝒖𝟐𝟐 𝒖𝟐𝟑 ]
𝒍𝟑𝟏 𝒍𝟑𝟐 𝟏 𝟎 𝟎 𝒖𝟑𝟑
𝑨 𝑿 = 𝑩 , 𝑨 = 𝑳𝑼 → 𝑳𝑼𝑿 = 𝑩
𝒊𝒇 𝑼𝑿 = 𝒀 → 𝑳 𝒀 = 𝑩
Page 75 problem 6, 7
Apply factorization method to solve the following system of equations:
𝒊) 𝒙𝟏 + 𝟑𝒙𝟐 + 𝟖𝒙𝟑 = 𝟒 , 𝒙𝟏 + 𝟒𝒙𝟐 + 𝟑𝒙𝟑 = −𝟐 , 𝒙𝟏 + 𝟑𝒙𝟐 + 𝟑𝒙𝟑 = 𝟏
Sol
𝒊) 𝑨 𝑿 = 𝑩
𝟏 𝟑 𝟖 𝒙𝟏 𝟒
[𝟏 𝟒 𝟑] [𝒙𝟐 ] = [−𝟐]
𝟏 𝟑 𝟑 𝒙𝟑 𝟏
𝑳𝑼 = 𝑨
𝟏 𝟎 𝟎 𝒖𝟏𝟏 𝒖𝟏𝟐 𝒖𝟏𝟑
[𝒍𝟐𝟏 𝟏 𝟎] [ 𝟎 𝒖𝟐𝟐 𝒖𝟐𝟑 ]
𝒍𝟑𝟏 𝒍𝟑𝟐 𝟏 𝟎 𝟎 𝒖𝟑𝟑
𝒖𝟏𝟏 𝒖𝟏𝟐 𝒖𝟏𝟑 𝟏 𝟑 𝟖
= [𝒍𝟐𝟏 𝒖𝟏𝟏 𝒍𝟐𝟏 𝒖𝟏𝟐 + 𝒖𝟐𝟐 𝒍𝟐𝟏 𝒖𝟏𝟑 + 𝒖𝟐𝟑 ] = [𝟏 𝟒 𝟑]
𝒍𝟑𝟏 𝒖𝟏𝟏 𝒍𝟑𝟏 𝒖𝟏𝟐 + 𝒍𝟑𝟐 𝒖𝟐𝟐 𝒍𝟑𝟏 𝒖𝟏𝟑 + 𝒍𝟑𝟐 𝒖𝟐𝟑 + 𝒖𝟑𝟑 𝟏 𝟑 𝟑
𝒖𝟏𝟏 = 𝟏 , 𝒖𝟏𝟐 = 𝟑 , 𝒖𝟏𝟑 = 𝟖
𝟏 𝟏
𝒍𝟐𝟏 𝒖𝟏𝟏 = 𝟏 → 𝒍𝟐𝟏 = = =𝟏
𝒖𝟏𝟏 𝟏
𝒍𝟐𝟏 𝒖𝟏𝟐 + 𝒖𝟐𝟐 = 𝟒 → 𝒖𝟐𝟐 = 𝟒 − 𝒍𝟐𝟏 𝒖𝟏𝟐 = 𝟒 − (𝟏)(𝟑) → 𝒖𝟐𝟐 = 𝟏
𝒍𝟐𝟏 𝒖𝟏𝟑 + 𝒖𝟐𝟑 = 𝟑 → 𝒖𝟐𝟑 = 𝟑 − 𝒍𝟐𝟏 𝒖𝟏𝟑 = 𝟑 − (𝟏)(𝟖) → 𝒖𝟐𝟑 = −𝟓
𝟏 𝟏
𝒍𝟑𝟏 𝒖𝟏𝟏 = 𝟏 → 𝒍𝟑𝟏 = = → 𝒍𝟑𝟏 = 𝟏
𝒖𝟏𝟏 𝟏
𝟑 − 𝒍𝟑𝟏 𝒖𝟏𝟐 𝟑 − (𝟏)(𝟑) 𝟎
𝒍𝟑𝟏 𝒖𝟏𝟐 + 𝒍𝟑𝟐 𝒖𝟐𝟐 = 𝟑 → 𝒍𝟑𝟐 = = = → 𝒍𝟑𝟐 = 𝟎
𝒖𝟐𝟐 𝟑 𝟑
𝒍𝟑𝟏 𝒖𝟏𝟑 + 𝒍𝟑𝟐 𝒖𝟐𝟑 + 𝒖𝟑𝟑 = 𝟑 → 𝒖𝟑𝟑 = 𝟑 − 𝒍𝟑𝟏 𝒖𝟏𝟑 − 𝒍𝟑𝟐 𝒖𝟐𝟑
𝒖𝟑𝟑 = 𝟑 − (𝟏)(𝟖) − (𝟎)(−𝟒) = 𝟑 − 𝟖 → 𝒖𝟑𝟑 = −𝟓
𝟏 𝟎 𝟎 𝒚𝟏 𝟒
𝑳 𝒀 = 𝑩 → [𝟏 𝟏 𝟎] [𝒚𝟐 ] = [−𝟐]
𝟏 𝟎 𝟏 𝒚𝟑 𝟏
𝒚𝟏 = 𝟒
𝒚𝟏 + 𝒚𝟐 = −𝟐 → 𝒚𝟐 = −𝟐 − 𝒚𝟏 = −𝟔
𝒚𝟏 + 𝒚𝟑 = 𝟏 → 𝒚𝟑 = 𝟏 − 𝒚𝟏 = −𝟑
𝒚𝟏 𝟒
[𝒚𝟐 ] = [−𝟔]
𝒚𝟑 −𝟑
𝑼𝑿 = 𝒀
𝟏 𝟖 𝒙𝟏
𝟑 𝟒
[𝟎 −𝟓] [𝒙𝟐 ] = [−𝟔]
𝟏
𝟎 −𝟓 𝒙𝟑
𝟎 −𝟑
𝟑
−𝟓𝒙𝟑 = −𝟑 → 𝒙𝟑 =
𝟓
𝒙𝟐 − 𝟓𝒙𝟑 = −𝟔 → 𝒙𝟐 = −𝟔 + 𝟓𝒙𝟑 = −𝟑
𝟑 𝟒𝟏
𝒙𝟏 + 𝟑𝒙𝟐 + 𝟖𝒙𝟑 = 𝟒 → 𝒙𝟏 = 𝟒 − 𝟑𝒙𝟐 − 𝟖𝒙𝟑 = 𝟒 − 𝟑(−𝟑) − 𝟖 ( ) =
𝟓 𝟓
𝟒𝟏
𝒙𝟏 𝟓
[𝒙𝟐 ] = −𝟑
𝒙𝟑 𝟑
[𝟓]
𝒊𝒊) 𝑨 𝑿 = 𝑩
𝟑 𝟏 𝟐 𝒙𝟏 𝟏𝟔
[𝟐 −𝟔 𝟖 ] [𝒙𝟐 ] = [𝟐𝟒]
𝟓 𝟒 −𝟑 𝒙𝟑 𝟐
𝑳𝑼 = 𝑨
𝟏 𝟎 𝟎 𝒖𝟏𝟏 𝒖𝟏𝟐 𝒖𝟏𝟑
[𝒍𝟐𝟏 𝟏 𝟎] [ 𝟎 𝒖𝟐𝟐 𝒖𝟐𝟑 ]
𝒍𝟑𝟏 𝒍𝟑𝟐 𝟏 𝟎 𝟎 𝒖𝟑𝟑
𝟐 𝟐
𝒍𝟐𝟏 𝒖𝟏𝟏 = 𝟐 → 𝒍𝟐𝟏 = =
𝒖𝟏𝟏 𝟑
𝟐 𝟐𝟎
𝒍𝟐𝟏 𝒖𝟏𝟐 + 𝒖𝟐𝟐 = −𝟔 → 𝒖𝟐𝟐 = −𝟔 − 𝒍𝟐𝟏 𝒖𝟏𝟐 = −𝟔 − ( ) (𝟏) → 𝒖𝟐𝟐 = −
𝟑 𝟑
𝟐 𝟐𝟎
𝒍𝟐𝟏 𝒖𝟏𝟑 + 𝒖𝟐𝟑 = 𝟖 → 𝒖𝟐𝟑 = 𝟖 − 𝒍𝟐𝟏 𝒖𝟏𝟑 = 𝟖 − ( ) (𝟐) → 𝒖𝟐𝟑 =
𝟑 𝟑
𝟓
𝒍𝟑𝟏 𝒖𝟏𝟏 = 𝟓 → 𝒍𝟑𝟏 =
𝟑
𝟓
𝟒 − 𝒍𝟑𝟏 𝒖𝟏𝟐 𝟒 − (𝟑) (𝟏) 𝟕
𝒍𝟑𝟏 𝒖𝟏𝟐 + 𝒍𝟑𝟐 𝒖𝟐𝟐 = 𝟒 → 𝒍𝟑𝟐 = = → 𝒍𝟑𝟐 = −
𝒖𝟐𝟐 𝟐𝟎 𝟐𝟎
−
𝟑
𝒍𝟑𝟏 𝒖𝟏𝟑 + 𝒍𝟑𝟐 𝒖𝟐𝟑 + 𝒖𝟑𝟑 = −𝟑 → 𝒖𝟑𝟑 = −𝟑 − 𝒍𝟑𝟏 𝒖𝟏𝟑 − 𝒍𝟑𝟐 𝒖𝟐𝟑
𝟓 𝟕 𝟐𝟎
𝒖𝟑𝟑 = −𝟑 − ( ) (𝟐) − (− ) ( ) → 𝒖𝟑𝟑 = −𝟒
𝟑 𝟐𝟎 𝟑
𝟏 𝟎 𝟎
𝟏 𝟎 𝟎 𝟐
𝟏 𝟎
𝑳 = [𝒍𝟐𝟏 𝟏 𝟎] = 𝟑
𝒍𝟑𝟏 𝒍𝟑𝟐 𝟏 𝟓 𝟕
[𝟑 − 𝟏]
𝟐𝟎
𝒖𝟏𝟏 𝒖𝟏𝟐 𝒖𝟏𝟑 𝟑 𝟏 𝟐
𝟐𝟎 𝟐𝟎
𝑼= [ 𝟎 𝒖𝟐𝟐 𝒖𝟐𝟑 ] = [𝟎 − ]
𝟎 𝟎 𝒖𝟑𝟑 𝟑 𝟑
𝟎 𝟎 −𝟒
𝟏 𝟎 𝟎
𝟐 𝒚 𝟏𝟔
𝟏 𝟎 𝒚𝟏
𝑳𝒀=𝑩 → 𝟑 [ 𝟐 ] = [𝟐𝟒]
𝟓 𝟕 𝒚𝟑 𝟐
[𝟑 − 𝟏 ]
𝟐𝟎
𝒚𝟏 = 𝟏𝟔
𝟐 𝟐 𝟐 𝟒𝟎
𝒚𝟏 + 𝒚𝟐 = 𝟐𝟒 → 𝒚𝟐 = 𝟐𝟒 − 𝒚𝟏 = 𝟐𝟒 − (𝟏𝟔) → 𝒚𝟐 =
𝟑 𝟑 𝟑 𝟑
𝟓 𝟕 𝟓 𝟕 𝟓 𝟕 𝟒𝟎
𝒚𝟏 − 𝒚𝟐 + 𝒚𝟑 = 𝟐 → 𝒚𝟑 = 𝟐 − 𝒚𝟏 + 𝒚𝟐 = 𝟐 − (𝟏𝟔) + ( )
𝟑 𝟐𝟎 𝟑 𝟐𝟎 𝟑 𝟐𝟎 𝟑
𝒚𝟑 = −𝟐𝟎
𝒚𝟏 𝟏𝟔
𝟒𝟎
[ 𝒚𝟐 ] = [ ]
𝒚𝟑 𝟑
−𝟐𝟎
𝑼𝑿 = 𝒀
𝟑 𝟏 𝟐 𝒙 𝟏𝟔
𝟏
𝟐𝟎 𝟐𝟎 𝟒𝟎
[𝟎 − ] [𝒙𝟐 ] = [ ]
𝟑 𝟑 𝒙𝟑 𝟑
𝟎 𝟎 −𝟒 −𝟐𝟎
−𝟒𝒙𝟑 = −𝟐𝟎 → 𝒙𝟑 = 𝟓
𝟐𝟎 𝟐𝟎 𝟒𝟎
− 𝒙𝟐 + 𝒙𝟑 = → −𝒙𝟐 + 𝒙𝟑 = 𝟐
𝟑 𝟑 𝟑
𝒙𝟐 = 𝒙𝟑 − 𝟐 = 𝟓 − 𝟐 → 𝒙𝟐 = 𝟑
𝟏𝟔 − 𝒙𝟐 − 𝟐𝒙𝟑 𝟏𝟔 − 𝟑 − 𝟏𝟎
𝟑𝒙𝟏 + 𝒙𝟐 + 𝟐𝒙𝟑 = 𝟏𝟔 → 𝒙𝟏 = = → 𝒙𝟏 = 𝟏
𝟑 𝟑
𝒙𝟏 𝟏
[𝒙𝟐 ] = [𝟑]
𝒙𝟑 𝟓