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An archived instance of discourse for discussion in undergraduate Real and Numerical Analysis.

A little LU Decomposition

mark

Compute the LU decomposition of
(1234).







Cheryl

Let A=(1234).
Then a lower triangular matrix is L=(1031)
and an upper triangular matrix is U=(1202).
We can check our answer by solving A=LU A=(1031)(1202) =(1234)
which is in fact A.



mark

@Cheryl What about the pivot matrix P?

ctyra

Doesn't P have to be either (1001) or (0110)

Can we count the identity matrix as P or does it HAVE to permutate?

mark

@ctyra Yes, P must be one of those two matrix. More generally, an n-dimensional permutation matrix is just an identity matrix with it's rows permuted. The permutation can be any permutation - including the identity permutation, which produces the identity matrix.

gbrock

Shouldn't we pivot to swap row 1 and row 2 in A? That way the row with the largest absolute value in the first column is up top? Or did I completely misunderstand that in class?

Swapping the rows, I got
U=[34023]






L=[10131]





P=[0110]





Multiplying all these together gave me correct A...