LU Decomposition | Summary and Q&A

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July 25, 2018
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MIT OpenCourseWare
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LU Decomposition

TL;DR

Ben explains how to find the LU decomposition of a matrix and identifies the conditions for its existence.

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Questions & Answers

Q: What is the purpose of LU decomposition?

LU decomposition is used to factorize a matrix into the product of a lower triangular matrix (L) and an upper triangular matrix (U), allowing for efficient solutions to linear systems of equations.

Q: How do you determine which entries to eliminate first in LU decomposition?

In LU decomposition, the entries to eliminate are determined by finding the pivot elements, which are the diagonal entries of the matrix. The goal is to make these pivot elements non-zero.

Q: What happens if a row exchange is required during elimination?

If a row exchange is necessary during elimination, it means that the matrix does not have an LU decomposition. Row exchanges are not allowed in LU decomposition as they would change the structure of the matrix.

Q: Can singular matrices have an LU decomposition?

Yes, singular matrices can have an LU decomposition. As long as row exchanges are not required during elimination, the matrix can be decomposed into L and U matrices.

Summary & Key Takeaways

  • Ben demonstrates how to perform the LU decomposition of a matrix that contains both variables and numbers.

  • The process involves eliminating entries using elimination matrices and keeping track of the operations performed.

  • The LU decomposition exists when the matrix's pivot elements are non-zero.

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