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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):
  \[ A = \begin{vmatrix} 0 & 1 & 2 \\ 0 & 3 & 8 \\ 2 & 1 & 1 \\ \end{vmatrix} \]





== Solution ==

To factor into PA = LU, observe that:
  \[ \begin{vmatrix} 0 & 0 & 1 \\ 1 & 0 & 0 \\ 0 & 1 & 0 \\ \end{vmatrix} \space A = \begin{vmatrix} 2 & 1 & 1 \\ 0 & 1 & 2 \\ 0 & 3 & 8 \\ \end{vmatrix} = L \space \begin{vmatrix} 2 & 1 & 1 \\ 0 & 1 & 2 \\ 0 & 0 & 2 \\ \end{vmatrix} \]
This means:
  \[ P = \begin{vmatrix} 0 & 0 & 1 \\ 1 & 0 & 0 \\ 0 & 1 & 0 \\ \end{vmatrix} \] \[ L = \begin{vmatrix} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 3 & 1 \\ \end{vmatrix} \] \[ U = \begin{vmatrix} 2 & 1 & 1 \\ 0 & 1 & 2 \\ 0 & 0 & 2 \\ \end{vmatrix} \]
To factor into A = L1P1U1, observe that:
  \[ \begin{vmatrix} 0 & 1 & 2 \\ 0 & 3 & 8 \\ 2 & 1 & 1 \\ \end{vmatrix} \rightarrow L_{1} \begin{vmatrix} 0 & 1 & 2 \\ 0 & 0 & 2 \\ 2 & 1 & 1 \\ \end{vmatrix} = L_{1} P_{1} U_{1} \]
which means:
  \[ L_{1} = \begin{vmatrix} 1 & 0 & 0 \\ 3 & 1 & 0 \\ 0 & 0 & 1 \\ \end{vmatrix} \] \[ U_{1} = \begin{vmatrix} 2 & 1 & 1 \\ 0 & 1 & 2 \\ 0 & 0 & 2 \\ \end{vmatrix} \] \[ P_{1} = \begin{vmatrix} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 1 & 0 & 0 \\ \end{vmatrix} \]


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