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Sunday, September 16, 2012

 

PS2.7 P24: PA = LU

Factor the following matrix into PA = LU. Factor it also into A = L1P1U1 (hold the exchange of row 3 until 3 times row 1 is subtracted from row 2):
  A=|012038211|




== Solution ==

To factor into PA = LU, observe that:
  |001100010| A=|211012038|=L |211012002|
This means:
  P=|001100010| L=|100010031| U=|211012002|
To factor into A = L1P1U1, observe that:
  |012038211|L1|012002211|=L1P1U1
which means:
  L1=|100310001| U1=|211012002| P1=|010001100|


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