LINEAR-ALGEBRA ยท Unit 4 ยท Video 2 ยท Interactive Practice

A = LU Factorization

IKey Formulas

Formula Name Description
A=LUA = LU LU Factorization Lower triangular LL times upper triangular UU
โ„“ij=aijajj\ell_{ij} = \dfrac{a_{ij}}{a_{jj}} Multiplier Entry to eliminate divided by the pivot
LL: ones on diagonal, multipliers below Structure of LL LL comes free from elimination
A=LDUโ€ฒA = LDU' LDU form DD holds pivots; both LL and Uโ€ฒU' have ones on diagonal

IIVisualization 1 โ€” Elimination builds U, multipliers build L

Each elimination step hollows out UU below the diagonal, and the multiplier it uses drops straight into LL.

Step 0 ยท Start
U=AU = A and L=IL = I. Elimination zeros UU below the diagonal; each multiplier used lands in LL.
Step 1 ยท Clear (2,1)
โ„“21=42=2\ell_{21} = \tfrac{4}{2} = 2, so R2โ†R2โˆ’2R1R_2 \leftarrow R_2 - 2R_1. Store 22 in L21L_{21}.
Step 2 ยท Clear (3,1)
โ„“31=82=4\ell_{31} = \tfrac{8}{2} = 4, so R3โ†R3โˆ’4R1R_3 \leftarrow R_3 - 4R_1. Store 44 in L31L_{31}.
Step 3 ยท Clear (3,2)
โ„“32=31=3\ell_{32} = \tfrac{3}{1} = 3, so R3โ†R3โˆ’3R2R_3 \leftarrow R_3 - 3R_2. Store 33 in L32L_{32}. UU is upper triangular โœ“

๐Ÿ’ก Because LL stores exactly the row operations, LULU replays them and rebuilds AA โ€” the factorization is elimination run backward.

IIIVisualization 2 โ€” Why the inverse product stays clean

Multiplying the EE's forward breeds a cross-term at (3,1)(3,1); multiplying their inverses back gives a clean LL.

IVVisualization 3 โ€” LDU: factoring the pivots into D

Pull the pivots out of UU into a diagonal DD, leaving LL and Uโ€ฒU' both with ones on the diagonal.

๐Ÿ’ก When AA is symmetric, Uโ€ฒ=LTU' = L^{\mathsf{T}} and the factorization collapses to the elegant A=LDLTA = LDL^{\mathsf{T}}.

VQuiz Questions

Question 1

Given the matrix A=[3165]A = \begin{bmatrix} 3 & 1 \\ 6 & 5 \end{bmatrix}, what is the elimination multiplier โ„“21\ell_{21}?

โœ… Correct! The multiplier is a21/a11=6/3=2a_{21}/a_{11} = 6/3 = 2.

โŒ Not quite. Remember: the multiplier is the entry to eliminate divided by the pivot above it: โ„“21=a21/a11\ell_{21} = a_{21} / a_{11}.

Show solution

Solution:

The multiplier is the entry to eliminate divided by the pivot:

โ„“21=a21a11=63=2\ell_{21} = \frac{a_{21}}{a_{11}} = \frac{6}{3} = 2

The multiplier is 2. We subtract 2 times row 1 from row 2 to produce a zero below the pivot.

Question 2

In the LU factorization A=LUA = LU, the diagonal entries of LL are always:

โœ… Correct! LL always has ones on its diagonal โ€” the multipliers sit below the diagonal, and the pivots live in UU.

โŒ Not quite. Think about the structure of LL: it's the product of inverse elimination matrices, each of which has ones on its diagonal.

Show solution

Solution:

LL is lower triangular with ones on the diagonal and the elimination multipliers below:

L=[100โ„“2110โ„“31โ„“321]L = \begin{bmatrix} 1 & 0 & 0 \\ \ell_{21} & 1 & 0 \\ \ell_{31} & \ell_{32} & 1 \end{bmatrix}

  • The pivots appear on the diagonal of UU (or in DD in the LDU form), not LL.
  • The multipliers go below the diagonal of LL, not on it.

Question 3

True or False: When multiplying elimination matrices E32โ‹…E21E_{32} \cdot E_{21}, a parasitic cross-term can appear in position (3,1)(3,1). But multiplying their inverses in reverse order E21โˆ’1โ‹…E32โˆ’1E_{21}^{-1} \cdot E_{32}^{-1} avoids this cross-term and produces a clean LL matrix.

โœ… Correct! The inverse product avoids cross-terms โ€” that's exactly why we define LL as the product of inverse elimination matrices, and why the multipliers slot directly into LL.

โŒ Not quite. Try Visualization 2 above with non-zero multipliers and compare the (3,1) entry in both products.

Show solution

Solution: True

When computing E32โ‹…E21E_{32} \cdot E_{21}, the (โˆ’m32)(-m_{32}) entry in E32E_{32} multiplies the (โˆ’m21)(-m_{21}) entry in E21E_{21}, creating a cross-term m32โ‹…m21m_{32} \cdot m_{21} in position (3,1)(3,1):

E32โ‹…E21=[100โˆ’m2110m32m21โˆ’m321]E_{32} \cdot E_{21} = \begin{bmatrix} 1 & 0 & 0 \\ -m_{21} & 1 & 0 \\ m_{32}m_{21} & -m_{32} & 1 \end{bmatrix}

But multiplying the inverses in the correct order avoids this entirely:

L=E21โˆ’1โ‹…E32โˆ’1=[100m21100m321]L = E_{21}^{-1} \cdot E_{32}^{-1} = \begin{bmatrix} 1 & 0 & 0 \\ m_{21} & 1 & 0 \\ 0 & m_{32} & 1 \end{bmatrix}

No cross-term โ€” each multiplier sits cleanly in its natural position. This is because each inverse only modifies a row that later inverses don't touch.

Question 4

Given L=[1031]L = \begin{bmatrix} 1 & 0 \\ 3 & 1 \end{bmatrix} and U=[4205]U = \begin{bmatrix} 4 & 2 \\ 0 & 5 \end{bmatrix}, what is A=LUA = LU?

โœ… Correct! Row 2 of AA: [3โ‹…4+1โ‹…0,โ€…โ€Š3โ‹…2+1โ‹…5]=[12,โ€…โ€Š11][3 \cdot 4 + 1 \cdot 0, \; 3 \cdot 2 + 1 \cdot 5] = [12, \; 11].

โŒ Not quite. Remember: each entry of AA is a dot product of a row of LL with a column of UU. Check position (2,2)(2,2): 3โ‹…2+1โ‹…5=?3 \cdot 2 + 1 \cdot 5 = ?

Show solution

Solution:

Multiply Lร—UL \times U row by row:

Row 1: [1,0]โ‹…[4205]=[1โ‹…4+0โ‹…0,โ€…โ€Š1โ‹…2+0โ‹…5]=[4,โ€…โ€Š2][1, 0] \cdot \begin{bmatrix} 4 & 2 \\ 0 & 5 \end{bmatrix} = [1 \cdot 4 + 0 \cdot 0, \; 1 \cdot 2 + 0 \cdot 5] = [4, \; 2]

Row 2: [3,1]โ‹…[4205]=[3โ‹…4+1โ‹…0,โ€…โ€Š3โ‹…2+1โ‹…5]=[12,โ€…โ€Š11][3, 1] \cdot \begin{bmatrix} 4 & 2 \\ 0 & 5 \end{bmatrix} = [3 \cdot 4 + 1 \cdot 0, \; 3 \cdot 2 + 1 \cdot 5] = [12, \; 11]

A=LU=[421211]A = LU = \begin{bmatrix} 4 & 2 \\ 12 & 11 \end{bmatrix}

Common mistakes:

  • [42126]\begin{bmatrix} 4 & 2 \\ 12 & 6 \end{bmatrix}: forgot the 1โ‹…51 \cdot 5 term in position (2,2)(2,2) โ€” only computed 3โ‹…2=63 \cdot 2 = 6.
  • [4236]\begin{bmatrix} 4 & 2 \\ 3 & 6 \end{bmatrix}: added rows element-wise instead of computing dot products.
  • [4205]\begin{bmatrix} 4 & 2 \\ 0 & 5 \end{bmatrix}: this is just UU โ€” forgot to multiply by LL.

Solved: 0 / 4