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2 Matrices

Copyright © Cengage Learning. All rights reserved.


2.4 Elementary Matrices

Copyright © Cengage Learning. All rights reserved.


Objectives
 Factor a matrix into a product of elementary
matrices.

 Find and use an LU-factorization of a matrix to


solve a system of linear equations.

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Elementary Matrices and Elementary
Row Operations

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Elementary Matrices and Elementary Row Operations (1 of 6)

Definition of an Elementary Matrix


An n × n matrix is an elementary matrix when it can be
obtained from the identity matrix In by a single elementary
row operation.

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Elementary Matrices and Elementary Row Operations (2 of 6)

Theorem 2.12 Representing Elementary Row


Operations
Let E be the elementary matrix obtained by performing an
elementary row operation on Im. If that same elementary
row operation is performed on an m × n matrix A, then the
resulting matrix is the product EA.

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Example 3 – Using Elementary Matrices
Find a sequence of elementary matrices that can be used to
write the matrix A in row-echelon form.

Solution:

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Example 3 – Solution (1 of 2)

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Example 3 – Solution (2 of 2)
The three elementary matrices E1, E2, and E3 can be used to
perform the same elimination.

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Elementary Matrices and Elementary Row Operations (3 of 6)

Definition of Row Equivalence


Let A and B be m × n matrices. Matrix B is row-equivalent
to A when there exists a finite number of elementary
matrices E1, E2, . . . , Ek such that
B = EkEk − 1 . . . E2E1A.

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Elementary Matrices and Elementary Row Operations (4 of 6)

Theorem 2.13 Elementary Matrices Are Invertible


If E is an elementary matrix, then exists and is an
elementary matrix.

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Elementary Matrices and Elementary Row Operations (5 of 6)

Theorem 2.14 A Property of Invertible Matrices


A square matrix A is invertible if and only if it can be written
as the product of elementary matrices.

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Example 4 – Writing a Matrix as the Product of Elementary Matrices

Find a sequence of elementary matrices whose product is


the nonsingular matrix

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Example 4 – Solution (1 of 2)
Begin by finding a sequence of elementary row operations
that can be used to rewrite A in reduced row-echelon form.

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Example 4 – Solution (2 of 2)
Now, from the matrix product E4E3E2E1A = I, solve for A to
obtain This implies that A is a product
of elementary matrices.

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Elementary Matrices and Elementary Row Operations (6 of 6)

Theorem 2.15 Equivalent Conditions


If A is an n × n matrix, then the statements below are
equivalent.
1. A is invertible.
2. Ax = b has a unique solution for every n × 1 column
matrix b.
3. Ax = O has only the trivial solution.
4. A is row-equivalent to In.
5. A can be written as the product of elementary matrices.

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The LU-Factorization

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The LU-Factorization (1 of 1)
Definition of LU-Factorization
If the n × n matrix A can be written as the product of a
lower triangular matrix L and an upper triangular matrix U,
then A = LU is an LU-factorization of A.

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Example 6 – Finding an LU-Factorization of a Matrix

Find an LU-factorization of the matrix

Solution:
Begin by row reducing A to upper triangular form while
keeping track of the elementary matrices used for each row
operation.

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Example 6 – Solution
The reduced matrix above is an upper triangular matrix U,
and it follows that The product
of the lower triangular matrices

is a lower triangular matrix L, so the factorization A = LU is


complete.

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Example 7 – Solving a Linear System Using LU-Factorization

Solve the linear system.


x1 − 3x2 = −5
x2 + 3x3 = −1
2x1 − 10x2 + 2x3 = −20

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Example 7 – Solution (1 of 4)
Solution:
An LU-factorization of the coefficient matrix A is given as,

First, let y = Ux and solve the system Ly = b for y.

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Example 7 – Solution (2 of 4)

Solve this system using forward substitution. Starting with


the first equation, you have y1 = −5. The second equation
gives y2 = −1. Finally, from the third equation,
2y1 − 4y2 + y3 = −20
y3 = −20 − 2y1 + 4y2
y3 = −20 − 2(−5) + 4(−1)
y3 = −14.
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Example 7 – Solution (3 of 4)
The solution of Ly = b is

Now solve the system Ux = y for x using back-substitution.

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Example 7 – Solution (4 of 4)
From the bottom equation, x3 = −1. Then, the second
equation gives
x2 + 3(−1) = −1
or x2 = 2. Finally, the first equation gives
x1 − 3(2) = −5
or x1 = 1. So, the solution of the original system of equations
is

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