Author| Rickyの水果摊
Time | 2022.9.6
Lecture 4: Factorization into A = LU
Lecture Info
-
Instructor: Prof. Gilbert Strang
-
Course Number: 18.06
-
Topics: Linear Algebra
-
Official Lecture Resource: Resource Index of Linear Algebra
Excellent Notes on GitHub
There are some classic, excellent notes from other authors on GitHub, wihch I highly recommend you to star ⭐️ and read 📖
notes-linear-algebra (A systematic notes written in Chinese)
The-Art-of-Linear-Algebra (Focus on visualization of important concept of Linear Algebra)
Video Link
Key Points
- factorization into A = L U A=LU A=LU
- cost of elimination
- permutations
Active Recall Questions
- What’s the premise when we talk about matrix factorization ?
- Why we prefer A = L U A=LU A=LU than E A = U EA=U EA=U ? (Hint: compare L L L and E E E with a specific example)
- For permutations, why P − 1 = P T P^{-1}=P^T P−1=PT ? (Hint: P ∗ P − 1 = I P*P^{-1}=I P∗P−1=I , how to get those specific 1s on I I I by perspective of first way of matrix multiplication)
Answer
- no row exchanges (or no permutation matrices) when elimination is implemented
- blogpost that explains this question
- Here is the derivation:
- On the example given in the figure below, in order to get the first 1 on I I I, the first column c o l 1 col_1 col1 of P − 1 P^{-1} P−1 must be [ 0 0 1 ] \begin{bmatrix}0\\0\\1\end{bmatrix} ⎣ ⎡001⎦ ⎤, which is exactly the first column c o l 1 col_1 col1 of P T P^T PT, so that [ 0 0 1 ] ∗ [ 0 0 1 ] = 1 \begin{bmatrix}0\\0\\1\end{bmatrix} * \begin{bmatrix}0 & 0 & 1 \end{bmatrix}=1 ⎣ ⎡001⎦ ⎤∗[001]=1.
- same principle for the next 2 columns. Therefore, we can understand P T = P − 1 P^T=P^{-1} PT=P−1 intuitively