Question 3.6: Let A = [1 1 0 4 3 -5 1 1 5]. (1) Solve Ax∗ ^→= b∗^→ where x...

Let

A=\left[\begin{matrix} 1 & 1 & 0 \\ 4 &3 & -5 \\ 1 & 1 & 5 \end{matrix} \right].

(1) Solve A \overrightarrow{x^{*} }=\overrightarrow{b^{*} } where \overrightarrow{x }=\left(x_{1} ,x_{2},x_{3}\right) \in R^{3} and \overrightarrow{b }=\left(b_{1} ,b_{2},b_{3}\right).

(2) Determine if A is invertible. If yes, compute A^{-1} and express A and A^{-1} as products of elementary matrices.

(3) Compute det A and det A^{-1}.

(4) Find LU and LDU decompositions of A.

(5) Compute Im(A), Ker(A) and Im\left(A^{*}\right), Ker\left(A^{*}\right) (see (3.7.32)).

(6) Investigate the geometric mapping properties of A.

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Perform elementary row operations to

\left[A\mid \overrightarrow{b^{*} }\mid I_{3} \right] = \left[\begin{array}{ccc:c:ccc} 1 & 1 & 0 & b_{1} & 1 & 0 & 0 \\ 4 & 3 & -5 & b_{2} & 0 & 1 & 0 \\ 1 & 1 & 5 & b_{3} & 0 & 0 & 1 \end{array} \right]

\underset{\begin{matrix} E_{\left(2\right)-4\left(1\right) } \\ E_{\left(3\right)-\left(1\right)} \end{matrix} } {\longrightarrow} \left[\begin{array}{ccc:c:ccc} 1 & 1 & 0 & b_{1} & 1 & 0 & 0 \\ 0 & -1 & -5 & b_{2}-4b_{1} & -4 & 1 & 0 \\ 0 & 0 & 5 & b_{3}-b_{1} & -1 & 0 & 1 \end{array} \right] \left(*_{1} \right)

\underset{\begin{matrix} E_{-\left(2\right)}  \\ E_{\frac{1}{5}\left(3\right)} \end{matrix} }{\longrightarrow} \left[\begin{array}{ccc:c:ccc} 1 & 1 & 0 & b_{1} & 1 & 0 & 0 \\ 0 &  1 & 5 & 4b_{1}-b_{2} & 4 & -1 & 0 \\ 0 & 0 & 1 &\frac{1}{5}\left(b_{3}-b_{1}\right)   & -\frac{1}{5} & 0 & \frac{1}{5} \end{array} \right]

\underset{\begin{matrix} E_{\left(1\right)-\left(2\right)}  \\ E_{\left(2\right)-5\left(3\right)} \end{matrix} }{\longrightarrow} \left[\begin{array}{ccc:c:ccc} 1 & 0 & -5 & -3b_{1}+b_{2} & -3 & 1 & 0 \\ 0 &  1 & 0 & 5b_{1}-b_{2}-b_{3} & 5 & -1 & -1 \\ 0 & 0 & 1 &\frac{1}{5}\left(b_{3}-b_{1}\right)   & -\frac{1}{5} & 0 & \frac{1}{5} \end{array} \right]

\underset{\text{}E_{\left(1\right)+5\left(3\right) }  }{\longrightarrow} \left[\begin{array}{ccc:c:ccc} 1 & 0 & 0 & -4b_{1}+b_{2}+b_{3} & -4 & 1 & 1 \\ 0 &  1 & 0 & 5b_{1}-b_{2}-b_{3} & 5 & -1 & -1 \\ 0 & 0 & 1 &\frac{1}{5}\left(b_{3}-b_{1}\right)   & -\frac{1}{5} & 0 & \frac{1}{5} \end{array} \right]. \left(*_{2} \right)

Stop at \left(*_{1} \right):

   \begin{matrix} x_{1} &  x_{2} &  x_{3} \end{matrix}

\left[\begin{array}{ccc:c} 1 & 1 & 0 & b_{1} \\ 0 & -1 & -5 & b_{2}-4b_{1} \\ 0 & 0 & 5 & b_{3}-b_{1} \end{array} \right]\Rightarrow \left\{\begin{matrix} x_{1}+x_{2}=b_{1} \\ -x_{2}-5x_{3}=b_{2}-4b_{1} \\ 5x_{3}=b_{3}-b_{1} \end{matrix} \right.

\Rightarrow \left\{\begin{matrix} x_{1}=-4b_{1}+b_{2}+b_{3} \\ x_{2}=5b_{1}-b_{2}-b_{3} \\ x_{3}=\frac{1}{5} \left(b_{3}-b_{1}\right). \end{matrix} \right.

This is the solution of the equations A\overrightarrow{x^{*} }=\overrightarrow{b^{*} }. On the other hand,

E_{\left(3\right)-\left(1\right) } E_{\left(2\right)-4\left(1\right)} A=\left[\begin{matrix} 1 & 1 & 0 \\ 0 & -1 & -5 \\ 0 & 0 & 5 \end{matrix} \right]

\Rightarrow A=E^{-1}_{\left(2\right)-4\left(1\right)} E^{-1}_{\left(3\right)-\left(1\right)} \left[\begin{matrix} 1 & 1 & 0 \\ 0 & -1 & -5 \\ 0 & 0 & 5 \end{matrix} \right]= E_{\left(2\right)+4\left(1\right)} E_{\left(3\right)+\left(1\right)}\left[\begin{matrix} 1 & 1 & 0 \\ 0 & -1 & -5 \\ 0 & 0 & 5 \end{matrix} \right]

=\left[\begin{matrix} 1 & 0 & 0 \\ 4 & 1 & 0 \\ 0 & 0 & 1 \end{matrix} \right]\left[\begin{matrix} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 1 & 0 & 1 \end{matrix} \right]\left[\begin{matrix} 1 & 1 & 0 \\ 0 & -1 & -5 \\ 0 & 0 & 5 \end{matrix} \right]

=\left[\begin{matrix} 1 & 0 & 0 \\ 4 & 1 & 0 \\ 1 & 0 & 1 \end{matrix} \right]\left[\begin{matrix} 1 & 1 & 0 \\ 0 & -1 & -5 \\ 0 & 0 & 5 \end{matrix} \right] (LU-decomposition)

=\left[\begin{matrix} 1 & 0 & 0 \\ 4 & 1 & 0 \\ 1 & 0 & 1 \end{matrix} \right]\left[\begin{matrix} 1 & 0 & 0 \\ 0 & -1 & 0 \\ 0 & 0 & 5 \end{matrix} \right]\left[\begin{matrix} 1 & 1 & 0 \\ 0 & 1 & 5 \\ 0 & 0 & 1 \end{matrix} \right] (LDU-decomposition).

From here, it is easily seen that

det A = the product of the pivots 1,−1 and 5=−5.

det A^{-1} =\left(det A\right) ^{-1}=-\frac{1}{5}.

Also, the four subspaces (see (3.7.32)) are:

Im \left(A\right)=\ll \left(1,1,0\right),\left(0,-1,-5\right),\left(0,0,5\right) \gg =R^{3} ;

Ker \left(A\right)=\left\{\overrightarrow{0} \right\} ;

Im \left(A^{*} \right)=\ll \left(1,0,0\right),\left(1,-1,0\right),\left(0,-5,5\right) \gg =R^{3} ;

Ker\left(A^{*} \right)=\left\{\overrightarrow{0} \right\} ;

which can also be obtained from \left(*_{2} \right) (see Application 8 in Sec. B.5).

Stop at \left(*_{2} \right):

A is invertible, since

E_{\left(1\right)+5\left(3\right)}E_{\left(2\right)-5\left(3\right)}E_{\left(1\right)-\left(2\right)}E_{\frac{1}{5}\left(3\right)}E_{-\left(2\right)}E_{\left(3\right)-\left(1\right)}E_{\left(2\right)-4\left(1\right)}A=I_{3}.

Therefore,

A^{-1}=\left[\begin{matrix} -4 & 1 & 1 \\ 5 & -1 & -1 \\ -\frac{1}{5} & 0 & \frac{1}{5} \end{matrix} \right]

=E_{\left(1\right)+5\left(3\right)}E_{\left(2\right)-5\left(3\right)}E_{\left(1\right)-\left(2\right)}E_{\frac{1}{5}\left(3\right)}E_{-\left(2\right)}E_{\left(3\right)-\left(1\right)}E_{\left(2\right)-4\left(1\right)}

\Rightarrow det A^{-1} =\frac{1}{5}\cdot \left(-1\right)=-\frac{1}{5};

and

A=E^{-1}_{\left(2\right)-4\left(1\right)}E^{-1}_{\left(3\right)-\left(1\right)}E^{-1}_{-\left(2\right)}E^{-1}_{\frac{1}{5}\left(3\right)}E^{-1}_{\left(1\right)-\left(2\right)}E^{-1}_{\left(2\right)-5\left(3\right)}E^{-1}_{\left(1\right)+5\left(3\right)}

=E_{\left(2\right)+4\left(1\right)}E_{\left(3\right)+\left(1\right)}E_{-\left(2\right)}E_{5\left(3\right)}E_{\left(1\right)+\left(2\right)}E_{\left(2\right)+5\left(3\right)}E_{\left(1\right)-5\left(3\right)}

=\left[\begin{matrix} 1 & 0 & 0 \\ 4 & 1 & 0 \\ 0 & 0 & 1 \end{matrix} \right]\left[\begin{matrix} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 1 & 0 & 1 \end{matrix} \right]\left[\begin{matrix} 1 & 0 & 0 \\ 0 & -1 & 0 \\ 0 & 0 & 1 \end{matrix} \right]\left[\begin{matrix} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 5 \end{matrix} \right]

\left[\begin{matrix} 1 & 1 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{matrix} \right]\left[\begin{matrix} 1 & 0 & 0 \\ 0 & 1 & 5 \\ 0 & 0 & 1 \end{matrix} \right]\left[\begin{matrix} 1 & 0 & -5 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{matrix} \right]

⇒ det A = (−1) ·5 = −5.

From the elementary matrix factorization of A, we can recapture the LDU and hence LU decomposition, since

E_{\left(2\right)+4\left(1\right)}E_{\left(3\right)+\left(1\right)}=\left[\begin{matrix} 1 & 0 & 0 \\ 4 & 1 & 0 \\ 1 & 0 & 1 \end{matrix} \right]=L,

E_{-\left(2\right)}E_{5\left(3\right)}=\left[\begin{matrix} 1 & 0 & 0 \\ 0 & -1 & 0 \\ 0 & 0 & 5 \end{matrix} \right]=D,

E_{\left(1\right)+\left(2\right)}E_{\left(2\right)+5\left(3\right)}E_{\left(1\right)-5\left(3\right)}=\left[\begin{matrix} 1 & 1 & 0 \\ 0 & 1 & 5 \\ 0 & 0 & 1 \end{matrix} \right]=U.

This is within our reasonable expectation, because in the process of obtaining \left(*_{2} \right), we use E_{\left(2\right)-4\left(1\right)}  and E_{\left(3\right)-\left(1\right)} to transform the original A into an upper triangle as shown in \left(*_{1} \right), and the lower triangle L should be

\left(E_{\left(3\right)-\left(1\right)}E_{\left(2\right)-4\left(1\right)}\right) ^{-1}= E_{\left(2\right)+4\left(1\right)}E_{\left(3\right)+\left(1\right)}.

The LU-decomposition can help solving A\overrightarrow{x^{*} } =\overrightarrow{b^{*} }. Notice that

A\overrightarrow{x^{*} } =\overrightarrow{b^{*} }

\Leftrightarrow \left[\begin{matrix} 1 & 1 & 0 \\ 0 & -1 & -5 \\ 0 & 0 & 5 \end{matrix} \right] \overrightarrow{x^{*} }=\overrightarrow{y^{*} }   and \left[\begin{matrix} 1 & 0 & 0 \\ 4 & 1 & 0 \\ 1 & 0 & 1 \end{matrix} \right] \overrightarrow{y^{*} }=\overrightarrow{b^{*} }

\Leftrightarrow \overrightarrow{x^{*} }=\left[\begin{matrix} 1 & 1 & 0 \\ 0 & -1 & -5 \\ 0 & 0 & 5 \end{matrix} \right]^{-1} \left[\begin{matrix} 1 & 0 & 0 \\ 4 & 1 & 0 \\ 1 & 0 & 1 \end{matrix} \right]^{-1} \overrightarrow{b^{*} }

\Leftrightarrow \overrightarrow{x^{*} }=A^{-1} \overrightarrow{b^{*} }.

Readers are urged to carry out actual computations to solve out the solution.

The elementary matrices, LU and LDU decompositions can be used to help investigating geometric mapping properties of A, better using GSP. For example, the image of the unit cube under A is the parallelepiped as shown in Fig. 3.50. This parallelepiped can be obtained by performing successive mappings E_{\left(2\right)+4\left(1\right)} to the cube followed by E_{\left(3\right)+\left(1\right)} · · · then by E_{\left(1\right)-5\left(3\right)}.

Also (see Sec. 5.3),

 the signed volume of the parallelepiped = det \left[\begin{matrix} 1 & 1 & 0 \\ 4 & 3 & -5 \\ 1 & 1 & 5 \end{matrix} \right]=-5

\Rightarrow \frac{ the  signed  volume  of  the  parallelepiped}{the  volume  of  the  unit  cube} = det A.

Since det A = −5 < 0, so A reverses the orientations in R³.

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