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Exercise 1770Linear algebra › Matrices and linear systemsL1Added 3 Nov 2026

LU decomposition

#LU decomposition#Gaussian elimination#factorization

Statement

Find the LU decomposition of
A=(211433879).A = \begin{pmatrix} 2 & 1 & 1 \\ 4 & 3 & 3 \\ 8 & 7 & 9 \end{pmatrix}.

Hint

Perform Gaussian elimination without pivoting and track the multipliers.

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Solution

First step. L2←L2−2L1L_2 \leftarrow L_2 - 2L_1, L3←L3−4L1L_3 \leftarrow L_3 - 4L_1. Multipliers: ℓ21=2\ell_{21} = 2, ℓ31=4\ell_{31} = 4.
A→(211011035).A \to \begin{pmatrix} 2 & 1 & 1 \\ 0 & 1 & 1 \\ 0 & 3 & 5 \end{pmatrix}.

Second step. L3←L3−3L2L_3 \leftarrow L_3 - 3L_2. Multiplier: ℓ32=3\ell_{32} = 3.
A→(211011002).A \to \begin{pmatrix} 2 & 1 & 1 \\ 0 & 1 & 1 \\ 0 & 0 & 2 \end{pmatrix}.

Conclusion.
L=(100210431),U=(211011002).L = \begin{pmatrix} 1 & 0 & 0 \\ 2 & 1 & 0 \\ 4 & 3 & 1 \end{pmatrix}, \qquad U = \begin{pmatrix} 2 & 1 & 1 \\ 0 & 1 & 1 \\ 0 & 0 & 2 \end{pmatrix}.

Verification. LU=ALU = A, as can be checked directly.