3 Do matrices always have an LU decomposition?
No. Sometimes it is impossible to write a matrix in the form
3.1 Why not?
An invertible matrix has an decomposition provided that all its leading submatrices have non-zero determinants. The leading submatrix of is denoted and is the matrix found by looking only at the top rows and leftmost columns. For example if
then the leading submatrices are
The fact that this matrix has an decomposition can be guaranteed in advance because none of these determinants is zero:
(where the determinant was found by expanding along the top row).
Example 7
Show that does not have an decomposition.
Solution
The second leading submatrix has determinant equal to
which means that an decomposition is not possible in this case.
Task!
Which, if any, of these matrices have an decomposition?
- ,
- ,
- .
and . Neither of these is zero, so does have an decomposition.
so does not have an decomposition.
, , so does not have an decomposition.
3.2 Can we get around this problem?
Yes. It is always possible to re-order the rows of an invertible matrix so that all of the submatrices have non-zero determinants.
Example 8
Reorder the rows of so that the reordered matrix has an decomposition.
Solution
Swapping the first and second rows does not help us since the second leading submatrix will still have a zero determinant. Let us swap the second and third rows and consider
the leading submatrices are
Now , and (expanding along the first row)
All three of these determinants are non-zero and we conclude that does have an decomposition.
Task!
Reorder the rows of so that the reordered matrix has an decomposition.
Let us swap the second and third rows and consider
the leading submatrices are
which have determinants , and respectively. All of these are non-zero and we conclude that does indeed have an decomposition.
Exercises
-
Calculate
decompositions for each of these matrices
- Check each answer in Question 1, by multiplying out to show that the product equals .
-
Using the answers obtained in Question 1, solve the following systems of equations.
-
Consider
- Show that does not have an decomposition.
- Re-order the rows of and find an decomposition of the new matrix.
- Hence solve
-
-
We let
Comparing the left-hand and right-hand sides row by row gives us that , , which implies that and, finally, from which we see that . Hence
is an decomposition of the given matrix.
-
We let
Looking at the top row we see that , and . Now, from the second row, , and . The last three unknowns come from the bottom row: , and . Hence
is an decomposition of the given matrix.
-
We let
Looking at the top row we see that , and . Now, from the second row, , and . The last three unknowns come from the bottom row: , and . Hence
is an decomposition of the given matrix.
-
We let
- Direct multiplication provides the necessary check.
-
-
We begin by solving
Clearly and therefore . The values and appear on the right-hand side of the second system we need to solve:
The second equation implies that and therefore, from the first equation, .
-
We begin by solving the system
Starting with the top equation we see that . The second equation then implies that and then, from the third equation, . These values now appear on the right-hand side of the second system
The bottom equation shows us that . Moving up to the middle equation we obtain . The top equation yields .
-
We begin by solving the system
Starting with the top equation we see that . The second equation then implies that and then, from the third equation, . These values now appear on the right-hand side of the second system
The bottom equation shows us that . Moving up to the middle equation we obtain . The top equation yields .
-
We begin by solving
-
- The second leading submatrix has determinant and this implies that has no decomposition.
-
Swapping the second and third rows gives
We let
Looking at the top row we see that , and . Now, from the second row, , and . The last three unknowns come from the bottom row: , and . Hence
is an decomposition of the given matrix.
-
We begin by solving the system
(Note that the second and third rows of the right-hand side vector have been swapped too.) Starting with the top equation we see that . The second equation then implies that and then, from the third equation, . These values now appear on the right-hand side of the second system
The bottom equation shows us that . Moving up to the middle equation we obtain . The top equation yields .