LU Decomposition: Calculating Determinant of Square Matrix (Example Included)

In summary, to calculate the determinant of a square matrix using LU Decomposition, you can use the matrices L and U to compute it quickly by taking the product of the diagonal entries of the right upper triangular matrix U. This can be done by reducing the L matrix to a lower triangular matrix with 1's along the diagonal first.
  • #1
demipaul
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How would I calculate the determinant of a square matrix using LU Decomposition. Please be plain, I am not good with technical terms. An example would be nice. Thank you!
 
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  • #2
Hello,

I looked up a nice example on how to compute LU Decomposition. On this http://www.utdallas.edu/dept/abp/PDF_Files/LinearAlgebra_Folder/LU_Decomposition.pdf" , the author has provided a nice clear explanation on how to do an LU decomposition (I've also attached the pdf, in case the link is taken down).

And according to http://en.wikipedia.org/wiki/LU_decomposition#Determinant"
The matrices L and U can be used to compute the determinant of the matrix A very quickly, because det(A) = det(L) det(U) and the determinant of a triangular matrix is simply the product of its diagonal entries. In particular, if L is a unit triangular matrix, then
[tex]det(A) = det(L)det(U) = 1 \cdot det(U) =\prod^{n}_{i = 1}u_{ii}.[/tex]
(Note: A http://planetmath.org/encyclopedia/UnitLowerTriangularMatrix.html" is a triangular matrix with 1's along it's diagonals)

So if you used the methodology to get an LU decomposition and further reduce the L matrix to a lower triangular matrix with 1's along the diagonal- then you can simply take the product of the diagonals of the right upper triangular matrix U to get your determinant for matrix A.
 

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What is LU decomposition and why is it important?

LU decomposition is a method used to factor a square matrix into a lower triangular matrix (L) and an upper triangular matrix (U). It is important because it allows for more efficient calculations in solving systems of linear equations and finding the determinant of a matrix.

What is the process for calculating the determinant of a matrix using LU decomposition?

The process involves first factoring the original matrix into L and U matrices. Then, the determinant of the original matrix can be calculated by multiplying the determinants of the L and U matrices together. The determinant of a triangular matrix is simply the product of its diagonal elements.

Can LU decomposition be used for non-square matrices?

No, LU decomposition can only be used for square matrices. For non-square matrices, other methods such as QR decomposition or singular value decomposition may be used.

Is LU decomposition the most efficient method for calculating the determinant of a matrix?

It depends on the size and structure of the matrix. LU decomposition is more efficient for larger matrices, but for smaller matrices, other methods may be more efficient.

Are there any limitations or drawbacks to using LU decomposition for calculating determinants?

One limitation is that LU decomposition can only be used for invertible matrices, meaning those with a non-zero determinant. It also requires more computation compared to other methods such as using the cofactor expansion formula.

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