Google
 
Web unafbapune.blogspot.com

Sunday, September 09, 2012

 

PS2.6 P13: A = LU for symmetric metrix

Compute L and U for the symmetric matrix A:

A = |a a a a| |a b b b| |a b c c| |a b c d|
Find four conditions on a, b, c, d to get A = LU with four pivots.





== 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,
  1. a != 0
  2. a != b
  3. b != c
  4. c != d

Comments: Post a Comment

<< Home

This page is powered by Blogger. Isn't yours?