Solution to Homework IV

Problem 20.1
1. Assume that A has an LU factorization A = LU and write it in the block structure A= A11 A12 A21 A22 = L11 0 L21 L22 U11 U12 0 U22 .

Then, the upper-left k k block A11 also has an LU factorization: A11 = L11 U11 , implying A11 is nonsingular because of det(A11 ) = det(L11 )det(U11 ) = k i=1 ukk = 0. By induction on m = dim(A). The statement for m = 1 is obviously true. Assume that the statement for m 1 is true. Let A be an m m nonsingular matrix with the upper-left blocks being nonsingular. The LU factorization of A, i.e., A = LU , written in the block structure, A= A11 b cT d = L11 0 lT 1 U11 v 0 w

can be constructed as follows. First, compute L11 and U11 , based on the induction assumption, as the LU factorization of the upper-left (m 1) (m 1) block A11 , i.e., A11 = L11 U11 , then obtain v and l by solving the triangular systems L11 v = b T l = c, nally set w = d lT v . and U11 2. Let A = L1 U1 = L2 U2 be two LU factorizations of A. Then
1 1 L 2 L1 = U2 U1 .

(1)

Since the left of (1) is lower triangular with diagonal elements equal to 1 and the right of (1) is upper triangular with nonzero diagonal elements, they must be diagonal and equal to the identity matrix, i.e.,
1 1 L 2 L1 = U2 U1 = Im .

This implies L1 = L2 , U1 = U2 , so is the uniqueness of the LU factorization of A. 1

Problem 20.3
(a) I 0 1 A21 A I 11 = A11 A12 A21 A22 . = A11 A12 1 1 A21 A21 A A A A 22 21 A11 A12 11 11

A11 A12 1 0 A22 A21 A 11 A12

(b) Eliminating A21 by mean of n steps of Gaussian elimination gives A11 A12 A21 A22 We have A11 = L11 U11 , implying that 22 = A22 L21 U12 = A22 A21 U 1 L1 A12 = A22 A21 A1 A12 . A 11 11 11 A12 = L11 U12 , A21 = L21 U11 , 22 , A22 = L21 U12 +A = L11 0 L21 Imn U11 U12 22 0 A .

Problem 21.3
(a) Being nonsingular, A has a non-zero element, denoted by , in the rst row. Use a permutation matrix Q1 to get AQ1 with as the 1 1 element and carry out Gaussian elimination on the rst column. The determinant of the resulting matrix L1 AQ1 may dier only by a sign with the non-zero determinant of A; it is the product of and the determinant of the lower-right (m 1) (m 1) block. Therefore, the lower-right (m 1) (m 1) block is nonsingular and one can proceed further until Lm1 . . . L1 AQ1 . . . Qm1 = U, where U is upper-triangular. It leads to a factorization AQ = LU with 1 1 L = L 1 . . . Lm1 . (b) It is easy to show, by contradiction, that a factorization AQ = LU does not exist for 0 0 A= . 1 1 More precisely, it is impossible to nd l, u, v and w such that 0 0 1 1 = 1 0 l 1 u v 0 w .