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Linear Algebra
Solving Linear Systems
01Row Picture, Column Picture & Matrix Form02Row Picture vs Column Picture in 3D03Singular vs Non-Singular Matrices04Two Ways to Compute AxProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
01Gaussian Elimination & Back Substitution02Elimination Matrices03Permutation Matrices and InversesProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
015 Views of Matrix Multiplication02Matrix Inverses and Singularity03Gauss-Jordan Elimination for InversesProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01Product Inverse & Transpose Rules02A = LU Factorization03Gaussian Elimination: ⅓n³ Operation Count04Permutation Matrices: P⁻¹ = PᵀProblem set0/10Problem set 20/10MIT problem set0/6Practice∞
01Permutation Matrices and PA = LU02Why RᵀR Is Always Symmetric03Vector Spaces and Subspaces04The Column Space of a MatrixProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
Vector Spaces & Subspaces
01Vector Spaces and Subspaces02Column Space of a Matrix03Null Space of a MatrixProblem set0/10Problem set 20/10Practice∞
01Rank, Pivots, and Free Variables02Special Solutions of the Null Space03Reading the Null Space from RREFProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
01Solvability of Ax = b02Particular Solutions and the Null Space03Rank and the Four Cases of Ax = bProblem set0/10Problem set 20/10MIT problem set0/8Practice∞
01Linear Independence & the Null Space02Basis and Dimension03The Rank-Nullity TheoremProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01Rank and the Four Fundamental Subspaces02Four Bases from One Row Reduction03Matrices as Vector SpacesProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
01The Dimension Formula for Subspaces02Differential Equations as Linear Algebra03Rank-One Matrices and Outer Products04The Four Fundamental SubspacesProblem set0/10Problem set 20/10MIT problem set0/1Practice∞
01The Incidence Matrix as Difference Operator02The Incidence Matrix of a Graph03The Equilibrium Equation AᵀCAx = fProblem set0/10Problem set 20/10MIT problem set0/1Practice∞
Orthogonality & Least Squares
01Orthogonal Subspaces02Null Space as Orthogonal Complement03The Normal EquationsProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
01The Projection Matrix P = aaᵀ/aᵀa02Projection onto Subspaces03Projection and Least SquaresProblem set0/10Problem set 20/10MIT problem set0/6Practice∞
01Complementary Projections: P and I−P02Least Squares and the Normal Equations03Least Squares as Projection04Invertibility of AᵀAProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01Orthogonal Matrices02Projections onto Orthonormal Bases03The Gram-Schmidt Process04QR Factorization from Gram-SchmidtProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
Determinants
01The Three Axioms of the Determinant02Determinant Properties from Three Axioms03Determinants via Elimination04Multiplicative and Transpose PropertiesProblem set0/10Problem set 20/10MIT problem set0/2Practice∞
01The Permutation Formula for Determinants02Cofactor Expansion03Periodic Determinants of Tridiagonal MatricesProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
01The Cofactor Formula for Matrix Inverses02Cramer's Rule03Determinants as VolumeProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
Eigenvalues & Dynamics
01Eigenvalues and Eigenvectors02Finding Eigenvalues and Eigenvectors03Complex Eigenvalues and Defective MatricesProblem set0/10Problem set 20/10MIT problem set0/2Practice∞
01Diagonalization: A = SΛS⁻¹02Matrix Powers and the Stability Theorem03Defective Matrices and Multiplicity04Eigenvalues and the Fibonacci SequenceProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
01Solving du/dt = Au with Eigenvalues02Eigenvalue Stability in the Complex Plane03The Matrix Exponential e^(At)04The Companion MatrixProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01Why 1 Is Always an Eigenvalue of Markov Matrices02Markov Chain Steady States via Eigenvalues03Markov Matrices and Steady States04Orthonormal Bases and Fourier CoefficientsProblem set0/10Problem set 20/10MIT problem set0/7Practice∞
Symmetric Matrices & the SVD
01The Spectral Theorem02Why Symmetric Matrices Have Real Eigenvalues03Sylvester's Law of Inertia04Testing Positive DefinitenessProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01The Conjugate Transpose02Inverse of the Fourier Matrix03The FFT FactorizationProblem set0/10Problem set 20/10Practice∞
01Positive Definite Matrices02Positive Definiteness via Pivots03The Hessian and Positive Definiteness04Principal Axis Theorem and the EllipsoidProblem set0/10Problem set 20/10MIT problem set0/6Practice∞
01Closure Properties of Positive Definite Matrices02Matrix Similarity and Invariant Eigenvalues03Why Eigenvalues Don't Classify Similarity04Jordan Canonical FormProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01The Singular Value Decomposition02Reducing SVD to A^T A03Computing the SVD: Two Worked Examples04SVD and the Four Fundamental SubspacesProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
Linear Transformations & Applications
01Defining Linear Transformations02Basis, Coordinates, and Linear Maps03How a Linear Map Becomes a MatrixProblem set0/10Problem set 20/10Practice∞
01Image Compression as a Change of Basis02Choosing a Basis: JPEG, Fourier, and Wavelets03Change of Basis and Image Compression04Change of Basis and DiagonalizationProblem set0/10Problem set 20/10Practice∞
01Matrix Inverses and the Four Subspaces02One-Sided Inverses and Projections03The Pseudo-Inverse04The Pseudo-Inverse via the SVDProblem set0/10Problem set 20/10Practice∞

A = LU Factorization

Gaussian elimination can be rewritten as A = LU, where L holds the elimination multipliers and U is upper triangular.


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Your summary note

    1. 1

      The statement of A=LUA = LUA=LU

      Write the factorization for a matrix needing no row exchanges, with LLL lower triangular carrying ones on its diagonal and UUU upper triangular carrying the pivots.

    2. 2

      Two-by-two worked example

      Eliminate the matrix with rows (2,1)(2,1)(2,1) and (8,7)(8,7)(8,7), invert E21E_{21}E21​ to obtain LLL with 444 below the diagonal, and multiply LULULU back to AAA.

    3. 3

      Building LLL from the multipliers

      Write the chain E32E31E21A=UE_{32}E_{31}E_{21}A = UE32​E31​E21​A=U and its inverted form A=E21−1E31−1E32−1UA = E_{21}^{-1}E_{31}^{-1}E_{32}^{-1}UA=E21−1​E31−1​E32−1​U, contrasting multipliers 222 and 555 sitting in place against the entry 101010 appearing in position (3,1)(3,1)(3,1).

    4. 4

      The LDU form

      Record A=LDU′A = LDU'A=LDU′ with the pivots pulled into DDD and ones on both remaining diagonals, using DDD with entries 222 and 333 for the same example.

    Attempt 1 of 2