3.4 LU Factorization

1. Use the LU factorization of $A$ to solve the linear system $A\mathbf{x}=\mathbf{b}$.

$$A=LU=\left[\begin{array}{ccc}1& 0& 0\\ -3& 1& 0\\ 2& 1& 1\end{array}\right]\left[\begin{array}{ccc}-7& 2& 2\\ 0& 1& 3\\ 0& 0& 5\end{array}\right]=\left[\begin{array}{ccc}-7& 2& 2\\ 21& -5& -3\\ -14& 5& 12\end{array}\right],\mathbf{b}=\left[\begin{array}{c}3\\ -1\\ 4\end{array}\right]$$

$x_1=3$ $-3x_1+x_2=-1$ $2x_1+x_2+x_3=4$ $x_2=8$ $x_3=-10$

2. Find the LU factorization of the following matrices:

$$A=\left[\begin{array}{ll}2& -1\\ 8& -1\end{array}\right]$$

$\left[\begin{array}{cc}2& -1\\ 0& 3\end{array}\right]$

$$B=\left[\begin{array}{ccc}2& -1& 0\\ 4& 1& 1\\ -2& 4& -1\end{array}\right]$$

$\left[\begin{array}{ccc}2& -1& 0\\ 0& 3& 1\\ 0& 0& -2\end{array}\right]$

3. Find the LDU factorization of

$B=\left[\begin{array}{ccc}2& -1& 0\\ 4& 1& 1\\ -2& 4& -1\end{array}\right]$ $L=\left[\begin{array}{ccc}1& 0& 0\\ 2& 1& 0\\ -1& 1& 1\end{array}\right]$ $D=\left[\begin{array}{ccc}2& 0& 0\\ 0& 3& 0\\ 0& 0& -2\end{array}\right]$ $U=\left[\begin{array}{ccc}1& -\frac{1}{2}& 0\\ 0& 1& \frac{1}{3}\\ 0& 0& 1\end{array}\right]$