LU Decomposition: Solving for A

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Homework Help Overview

The discussion revolves around LU decomposition of a matrix A, specifically addressing the implications of A being non-singular and the properties of the resulting matrices L and U. Participants are exploring the relationships between different LU decompositions and the conditions necessary for maintaining upper-triangularity.

Discussion Character

  • Exploratory, Conceptual clarification, Assumption checking

Approaches and Questions Raised

  • Participants discuss the implications of A being non-singular and how this affects the invertibility of matrices L and U. There are attempts to understand the relationship between different LU decompositions and the conditions required to preserve upper-triangularity. Questions arise about the necessity of certain matrices and the properties of triangular matrices.

Discussion Status

The discussion is active, with participants providing insights and questioning assumptions about the definitions and properties of the matrices involved. Some guidance has been offered regarding the preservation of upper-triangularity, but there is no explicit consensus on the implications of the M-matrices or the necessity of the identity matrix in the context of the discussion.

Contextual Notes

Participants are considering the definitions of L and U in relation to the M-matrices, and there is an ongoing examination of the conditions under which the diagonal matrix must be the identity. The discussion is framed within the constraints of homework rules, focusing on understanding rather than providing direct solutions.

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Suppose we have two different LU decompositions, A = LU and A=L'U'. Because A is non-singular L, U, L' and U' are all non-singular and invertible. This implies that [tex]U = L^{-1}L'U'[/tex]. Now you should be able to show that [tex]I = L^{-1}L'[/tex] in order to preserve upper-triangularity.
 
cellotim said:
Suppose we have two different LU decompositions, A = LU and A=L'U'. Because A is non-singular L, U, L' and U' are all non-singular and invertible. This implies that [tex]U = L^{-1}L'U'[/tex].
Aha, very smart!

Now you should be able to show that [tex]I = L^{-1}L'[/tex] in order to preserve upper-triangularity.
Well...from my instructors note the L is defined in a product of M-matrices(see picture) but if that's the case then L and L' have different M's (for we presume L and L' to be different).

If I invert a upper triangular matrix it remains upper triangular so I don't see what you mean by "preserving upper-triangularity".
 
The M's are not necessary as far as I can see only that L and L' are lower-triangular and U and U' are upper-triangular, and I mean preserve upper-triangularity of U' to U.
 
cellotim said:
The M's are not necessary as far as I can see only that L and L' are lower-triangular and U and U' are upper-triangular, and I mean preserve upper-triangularity of U' to U.

So to preserve upper triangularity of U w.r.t. U' L-1 L' should be I?
 
It needs to be diagonal. It remains to prove that that diagonal matrix must be the identity.
 
Last edited:

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