Page 163 - 35Linear Algebra
P. 163

7.7 LU Redux                                                                                  163


                   so we would like to perform the row operations

                                                  1                     2
                                      R 2 → R 2 − R 1 and R 3 → R 3 − R 1 .
                                                  3                     3
                   If we perform these row operations on M to produce

                                                               
                                                       6 18 3
                                                U 1 =   0  6 0   ,
                                                       0    3 1

                   we need to multiply this on the left by a lower triangular matrix L 1 so that
                   the product L 1 U 1 = M still. The above example shows how to do this: Set
                   L 1 to be the lower triangular matrix whose first column is filled with minus
                   the constants used to zero out the first column of M. Then

                                                               
                                                        1 0 0
                                                       1  1 0 .
                                                                
                                                        3
                                                L 1 = 
                                                        2  0 1
                                                        3
                   By construction L 1 U 1 = M, but you should compute this yourself as a double
                   check.
                      Now repeat the process by zeroing the second column of U 1 below the
                                                                                             1
                   diagonal using the second row of U 1 using the row operation R 3 → R 3 − R 2
                                                                                             2
                   to produce
                                                               
                                                       6 18 3
                                                U 2 =   0  6 0   .
                                                       0    0 1
                   The matrix that undoes this row operation is obtained in the same way we
                   found L 1 above and is:
                                                            
                                                     1 0 0
                                                     0 1 0      .
                                                            
                                                     0  1   1
                                                        2
                   Thus our answer for L 2 is the product of this matrix with L 1 , namely
                                                                          
                                          1 0 0      1 0 0          1 0 0
                                         1                        1       
                                                     0 1 0             1 0 .
                                          3   1 0               =   3
                                  L 2 = 
                                          2   0 1     0   1  1        2  1  1
                                          3               2           3  2
                   Notice that it is lower triangular because

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