Find an LU factorization of the following matrix (with L unit lower triangular). 1 3 -5 -31 8 4 -1 -5 A 4 -5 -7 -2 -4 7 5

Advanced Engineering Mathematics
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ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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**LU Factorization of a Matrix**

**Problem Statement:**
Find an LU factorization of the following matrix \( A \) (with \( L \) unit lower triangular). 

\[
A = \begin{pmatrix}
 1 & 3 & -5 & -3 \\
 -1 & -5 & 8 & 4 \\
 4 & 2 & -5 & -7 \\
 -2 & -4 & 7 & 5
\end{pmatrix}
\]

**Explanation:**
Given the matrix \( A \), the task is to decompose it into a product of a lower triangular matrix \( L \) (with unit diagonal) and an upper triangular matrix \( U \). This type of factorization is known as LU decomposition. In mathematical terms, we need to find matrices \( L \) and \( U \) such that:

\[
A = LU
\]

where:
- \( L \) is a lower triangular matrix with diagonal elements all equal to 1 (unit lower triangular),
- \( U \) is an upper triangular matrix.

To solve this, we follow the steps for LU decomposition which involve Gaussian elimination. The intermediate matrices constructed during elimination can be used to form the \( L \) and \( U \) matrices.

**Note:** Computation steps are omitted for brevity and focus on explanation. Please refer to a detailed mathematical resource for the step-by-step procedure of Gaussian elimination and LU factorization.
Transcribed Image Text:**LU Factorization of a Matrix** **Problem Statement:** Find an LU factorization of the following matrix \( A \) (with \( L \) unit lower triangular). \[ A = \begin{pmatrix} 1 & 3 & -5 & -3 \\ -1 & -5 & 8 & 4 \\ 4 & 2 & -5 & -7 \\ -2 & -4 & 7 & 5 \end{pmatrix} \] **Explanation:** Given the matrix \( A \), the task is to decompose it into a product of a lower triangular matrix \( L \) (with unit diagonal) and an upper triangular matrix \( U \). This type of factorization is known as LU decomposition. In mathematical terms, we need to find matrices \( L \) and \( U \) such that: \[ A = LU \] where: - \( L \) is a lower triangular matrix with diagonal elements all equal to 1 (unit lower triangular), - \( U \) is an upper triangular matrix. To solve this, we follow the steps for LU decomposition which involve Gaussian elimination. The intermediate matrices constructed during elimination can be used to form the \( L \) and \( U \) matrices. **Note:** Computation steps are omitted for brevity and focus on explanation. Please refer to a detailed mathematical resource for the step-by-step procedure of Gaussian elimination and LU factorization.
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