Question : (a) Choose E21 to remove the 3 below the first pivot. Then m...

(a) Choose {E}_{21} to remove the 3 below the first pivot. Then multiply {E}_{21}A{E}^{T}_{21} to remove both 3 ‘s:
A=\left[ \begin{matrix} 1 & 3 & 0 \\ 3 & 11 & 4 \\ 0 & 4 & 9 \end{matrix} \right] is going toward D =\left[ \begin{matrix} 1 & 0 & 0 \\ 0 & 2 & 0 \\ 0 & 0 & 1 \end{matrix} \right].
(b) Choose {E}_{32} to remove the 4 below the second pivot. Then A is reduced to D by {E}_{32}{E}_{21}A{E}^{T}_{21}{E}^{T}_{32} = D. Invert the E’s to find L in A = LD{L}^{T}.

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(a) {E}_{21}=\left[ \begin{matrix} 1 & & \\ -3 & 1 & \\ & & 1 \end{matrix} \right] puts 0 in the 2, 1 entry of {E}_{21}A.

Then {E}_{21}A{E}^{T}_{21}=\left[ \begin{matrix} 1 & 0 & 0 \\ 0 & 2 & 4 \\ 0 & 4 & 9 \end{matrix} \right] is still symmetric, with zero also in its 1, 2 entry.

(b) Now use {E}_{32}=\left[ \begin{matrix} 1 & & \\ & 1 & \\ & -4 & 1 \end{matrix} \right] to make the 3, 2 entry zero and {E}_{32}{E}_{21}A{E}^{T}_{21}{E}^{T}_{32} = D also has zero in its 2, 3 entry.

Key point: Elimination from both sides gives the symmetric LD{L}^{T} directly.