Sunday, September 09, 2012
PS2.6 P13: A = LU for symmetric metrix
Compute L and U for the symmetric matrix A:
Find four conditions on a, b, c, d to get A = LU with four pivots.A = |a a a a| |a b b b| |a b c c| |a b c d|
== Solution ==|a a a a| |a a a a| |a a a a| |a a a a| |a b b b| => | b-a b-a b-a| => | b-a b-a b-a| => | b-a b-a b-a| = U |a b c c| | b-a c-a c-a| | c-b c-b| | c-b c-b| |a b c d| | b-a c-a d-a| | c-b d-b| | d-c|This means:|1 | L = |1 1 | |1 1 1 | |1 1 1 1|The four conditions are, obviously,
- a != 0
- a != b
- b != c
- c != d