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Sunday, September 09, 2012

 

PS2.6 P1: A = LU

Forward elimination changes:

|1 1| | | x = b |1 2|
to a triangular:
|1 1| | | x = c |0 1|
In other words,
x + y = 5 x + y = 5 |1 1 5| |1 1 5| => | | => | | x + 2y = 7 y = 2 |1 2 7| |0 1 2|
That last subtracted l21 = ___ times row 1 from row 2. The reverse step adds l21 times row 1 to row 2. The matrix for that reverse step is L = ___. Multiply this L times the triangular system:
|1 1| |5| | | x1 = | | |0 1| |2|
to get ___ = ___. In letters, L multiplies Ux = c to give ___.

(Fill in the blanks above.)





== Solution ==

That last subtracted l21 = 1 times row 1 from row 2. The reverse step adds l21 times row 1 to row 2. The matrix for that reverse step is

|1 0| L = | | |1 1|
Multiply this L times the triangular system:
|1 1| |5| | | x1 = | | |0 1| |2|
to get:
|1 0| |1 1| |1 0| |5| |5| | | | | x1 = | | | | = | | |1 1| |0 1| |1 1| |2| |7|
In letters, L multiplies Ux = c to give b.

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