Math 211, Fall 2006, Williams College: Ji Ji II
Math 211, Fall 2006, Williams College: Ji Ji II
1. Problem: On LU decompositions
This problem will lead you through understanding the LU decomposition
of a matrix. Your answer for this problem should show all of the work
indicated in detail. Consider the matrix
2 4 2
A = 1 5 2 .
4 1 9
Working left to right and top to bottom, apply multiplications by
elementary matrices to put the matrix into row echelon form, U .
Keep careful track of the matrices you use, and the order you apply
them.
Multiply the elementary matrices you used in the last step in the
correct order to write a matrix E, and write out the matrix equation
EA = U .
In each elimination step from the first part of the problem, the number mji = aji /aii you used to scale the coefficients is called a
multiplier. Write down the matrix
1
0
0
1
0 .
L = m21
m31 m32 1
Show that E 1 = L.
Conclude that A = L U . Check this by performing the matrix
multiplication.
Use the LU decomposition
you just found to solve the system Ax = b
t
for b = 1 1 2 by the two backsolvings method we discussed
in class.
Note: not every matrix has an LU decomposition. If one must switch
rows when doing the forward elimination, then on must keep track of these.
This results in a P LU decomposition, where the P is a permutation matrix,
which keeps track of the row switching.
1
x
2x2 +x3
+x4
1
x1 +3x2
+2x4
+x2 +x3 +3x4
+2x5
2x5
+4x5
+5x5
= 2
= 2
= 4
= 18
HOMEWORK ASSIGNMENT # 3
4. Problem: Determinants
Evaluate the following determinants.
(1) By passing to row echelon form:
2 1 3
1 2 2
1
4
0
(2) By expanding along a row or column and using cofactors:
3 3 1
0 1 2
1 2 3
(3) By whatever method (or combination) seems appropriate:
1
1
1
3
0
3
1 1
1
0
2 2
1 1 1 2