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LU Decomposition and Linear Transformation

Mth501

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0% found this document useful (0 votes)
82 views5 pages

LU Decomposition and Linear Transformation

Mth501

Uploaded by

khalil ahmed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Virtual University of Pakistan Fall 2024

Department of Mathematics Assignment 1


Due Date: NOV. 22, 2024
Section: Dr Imran Talib
Marks 30

MTH501: Linear Algebra


Question 1: Find the LU decomposition of the following matrix A of order 3 × 3:
 
4 −2 1
A= 3
 6 −1
2 1 8

Answer to Question 1

Given the matrix A of order 3 × 3:


 
4 −2 1
A = 3 6 −1
2 1 8

Part A: 1. Find the LU decomposition of the matrix A, where A = LU . Here, L is a lower triangular
matrix, and U is an upper triangular matrix.
2. Show all the steps involved in the LU decomposition, including the calculation of the multipliers
used to transform A into an upper triangular matrix.
Part B: 1. Verify your result by multiplying the matrices L and U to check if they give the original
matrix A.

1
Solution
Part A: LU Decomposition
We begin by applying Gaussian elimination to transform the matrix A into an upper triangular
matrix U , while keeping track of the multipliers to construct the matrix L.
 
4 −2 1
A = 3 6 −1
2 1 8

Step 1: Eliminate entries below the pivot in the first column


For row 2, the multiplier is:

A21 3
l21 = = = 0.75
A11 4
For row 3, the multiplier is:

A31 2
l31 = = = 0.5
A11 4
Now, perform the row operations:
- Row 2: R2 → R2 − l21 R1 - Row 3: R3 → R3 − l31 R1
The matrix becomes:
 
4 −2 1
A = 0 7.5 −2.75
0 2 7.5

Thus, the lower triangular matrix L is:


 
1 0 0
L = 0.75 1 0
0.5 0 1

Step 2: Eliminate entries below the pivot in the second column


For row 3, the multiplier is:

A32 2
l32 = = ≈ 0.2667
A22 7.5
Now, perform the row operation:
- Row 3: R3 → R3 − l32 R2
The matrix becomes:
 
4 −2 1
A = 0 7.5 −2.75
0 0 7.4

Thus, the matrix U is:

2
 
4 −2 1
U = 0 7.5 −1.75
0 0 7.967

The lower triangular matrix L is updated to:


 
1 0 0
L = 0.75 1 0
0.5 0.2667 1

Thus, the LU decomposition of matrix A is:


   
1 0 0 4 −2 1
L = 0.75 1 0 , U = 0 7.5 −1.75
0.5 0.2667 1 0 0 7.967

Part B: Verification
To verify the LU decomposition, multiply the matrices L and U to check if we recover the original
matrix A:
  
1 0 0 4 −2 1
L · U = 0.75 1 0 0 7.5 −1.75
0.5 0.2667 1 0 0 7.967

Performing the multiplication:


 
4 −2 1
L · U = 3 6 −1
2 1 8

This is indeed the original matrix A, confirming that the LU decomposition is correct.

Question 2: Using the LU decomposition of the coefficientmatrix


 A as computed in Question 1, solve the
3
following system of linear equations Ax = b, where b = 5.
7

4x − 2y + z = 3
3x + 6y − z = 5
2x + y + 8z = 7.

Answer to Question 2

Solving the System Ax = b


 
3
We are given b = 5 and need to solve the system Ax = b using the LU decomposition. From
7
A = LU , we have the system:

LU x = b

3
Let y = U x, so the system becomes:

Ly = b
Ux = y

We solve these two systems step by step.

Step 1: Solve Ly = b
The system is:
    
1 0 0 y1 3
0.75 1 0 y2  = 5
0.5 0.2667 1 y3 7

Solve this system by forward substitution:


1. y1 = 3
2. 0.75y1 + y2 = 5 0.75 · 3 + y2 = 5 y2 = 5 − 2.25 = 2.75
3. 0.5y1 + 0.2667y2 + y3 = 7 0.5 · 3 + 0.2667 · 2.75 + y3 = 7 y3 = 7 − 1.5 − 0.7333 = 4.7667.
 
3
Thus, y =  2.75 .
4.7667

Step 2: Solve U x = y
Now, solve the system:
    
4 −2 1 x1 3
0 7.5 −1.75 x2  =  2.75 
0 0 7.967 x3 4.7667

Solve this system by backward substitution:

x1 = 0.853555927475593
x2 = 0.506277126917713
x3 = 0.598330543933054

Question 3: Define a linear transformation T : R2 → R2 by


    
0 −1 x1 −x2
T (x) = = .
1 0 x2 x1
   
4 2
Find the images under T of u = and v = .
1 3

Answer to Question 3

We are given the linear transformation


    
0 −1 x1 −x2
T (x) = = .
1 0 x2 x1

4
   
4 2
To find the images of u = and v = , we proceed as follows:
1 3

 
4
1. Image of u: Substituting u = into T :
1
  
0 −1 4
T (u) = .
1 0 1

Performing the matrix multiplication:


   
0 · 4 + (−1) · 1 −1
T (u) = = .
1·4+0·1 4

Thus, the image of u is:  


−1
T (u) = .
4

 
2
2. Image of v: Substituting v = into T :
3
  
0 −1 2
T (v) = .
1 0 3

Performing the matrix multiplication:


   
0 · 2 + (−1) · 3 −3
T (v) = = .
1·2+0·3 2

Thus, the image of v is:  


−3
T (v) = .
2

Final Results: The images under T are:


   
−1 −3
T (u) = , T (v) = .
4 2

Common questions

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The LU decomposition of a matrix is verified by multiplying the lower triangular matrix L and the upper triangular matrix U and checking if the product equals the original matrix A. This process confirms that the decomposition is correct because it reconstructs the original matrix from its factors. The verification involves matrix multiplication and requires all matrix operations to be performed correctly to ensure accuracy .

The calculations in LU decomposition ensure efficient reconstruction of the original matrix by leveraging properties of triangular matrices. Since in LU decomposition, matrix A is split into L, a lower triangular matrix, and U, an upper triangular matrix, their multiplication directly reconstructs A due to the structured zero positions in L and U. This decomposition uses Gaussian elimination to systematically clear elements below each pivot while accumulating necessary row transformations in L, ensuring the factorization mirrors A. These mathematical properties allow for efficient computation and verification through backward and forward substitutions without needing direct matrix inversions .

Calculating multipliers in LU decomposition is crucial as they dictate the necessary row operations to transform the original matrix into an upper triangular form. Multipliers are computed as ratios between the pivot element and the target element being eliminated, which helps systematically create zeros below pivot positions by executing row operations. These multipliers are stored in the lower triangular matrix L, ensuring that each elimination step is accurately reflected in L. This accurate construction is essential for maintaining the integrity of the decomposition, facilitating efficient solving of linear systems and reconstruction of the original matrix .

Performing an LU decomposition on a 3x3 matrix involves applying Gaussian elimination. The first step is to eliminate entries below the pivot in the first column by calculating the multipliers, defined as the ratio of the element being eliminated to the pivot element. These multipliers are used to create zeros in the lower part of the column through row operations. The same process is repeated for the second column, always using the calculated multipliers to update the lower triangular matrix L as rows are transformed. This iterative process continues until the matrix is transformed into an upper triangular form U, with the corresponding multipliers stored in L .

The linear transformation T(x) = [[0, -1], [1, 0]] affects the orientation and position of vectors in R2 by performing a 90-degree counterclockwise rotation about the origin. This transformation changes the vector’s orientation while maintaining its magnitude, resulting in an orthogonal projection. The geometric interpretation is that each vector's horizontal and vertical components are swapped, with the horizontal component being negated, which aligns with rotating the vector directionally in an anticlockwise manner. This maintains the distance from the origin and creates a perpendicular orientation to the original .

Solving a linear system using forward and backward substitution post-LU decomposition involves two main steps: First, solve Ly = b for y using forward substitution. This step is necessary to simplify the system by applying a lower triangular matrix, enabling easy calculation of y. Next, use backward substitution to solve Ux = y, where U is an upper triangular matrix, allowing direct computation of x. Each step isolates variables incrementally, leveraging the structure of L and U to streamline solving the system without complex matrix inversions, enhancing accuracy and efficiency .

Performing both forward and backward substitution is necessary because LU decomposition splits the problem into two simpler triangular systems. Forward substitution solves Ly = b, where L is a lower triangular matrix, and the solution vector y is found first. Backward substitution then solves Ux = y, where U is an upper triangular matrix, to find the solution vector x. This sequential approach efficiently utilizes the triangular form of the matrices to solve the original system Ax = b .

LU decomposition offers theoretical insights into matrix properties like invertibility and factorization. A square matrix is invertible if and only if every pivot element is non-zero during Gaussian elimination, allowing it to be decomposed into LU form without row exchanges. The existence of an LU decomposition implies that a matrix can be factored into simpler components, attesting to its structure and invertibility. This decomposition simplifies finding inverses and determinants, using properties of triangular matrices. Moreover, it affirms the matrix's potential for stability and suitability for numerical applications, reinforcing LU decomposition's utility in linear algebra .

The linear transformation T(x) = [[0, -1], [1, 0]] represents a 90-degree rotation in the plane which transforms vectors in R2 by swapping their components and changing the sign of the first component. For the vector u = [4, 1], applying T results in T(u) = [-1, 4], indicating that u is rotated counterclockwise. Similarly, for v = [2, 3], T(v) = [-3, 2] shows the same rotational effect. This transformation preserves the distance from the origin and orthogonalizes the vector relative to its original position .

LU decomposition provides substantial computational advantages when solving multiple systems of linear equations with the same coefficient matrix, as it avoids the need to repeatedly decompose the matrix for each new equation set. Once a matrix A is decomposed into L and U, these components can be reused for differing right-hand side vectors, requiring only forward and backward substitutions to obtain solutions. This reduces the computational load and increases efficiency, making tackling large systems more feasible without recalculating the same matrix operations each time .

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