Pick Matrix: First, we gotta pick a matrix to decompose. Let's say we have a 2×2 matrix A:A=[abcd]
Decompose Matrix: Now, we're gonna write A as the product of a lower triangular matrix L and an upper triangular matrix U. So, A=LU
Lower Triangular Matrix:L is gonna look like this:L=[10x1]'Cause the diagonal of L is always 1s.
Upper Triangular Matrix: And U is like: U=[yz0w] Upper triangular means zeros below the diagonal.
Multiply L and U: We multiply L and U to get A back: [10x1]∗[yz0w]=[abcd]
Solve Equations: Do the multiplication:\left[\begin{array}{cc}\(\newline1y + 0\cdot 0 & 1z + 0w (\newline\)xy + 1\cdot 0 & xz + 1w\end{array}\right] = \left[\begin{array}{cc}a & b (\newline\)c & d\end{array}\right]\)
Plug in Values: This gives us the equations:y=az=bx∗y=cx∗z+w=d
Final L and U Matrices: Solve for y, z, x, and w:y=az=bx=ycw=d−x⋅z
Final L and U Matrices: Solve for y, z, x, and w: y=a z=b x=yc w=d−x⋅zPlug in the values: y=a z=b z0 z1
Final L and U Matrices: Solve for y, z, x, and w:y=az=bx=ycw=d−x⋅zPlug in the values:y=az=bx=acw=d−(ac)⋅bSo our L and U matrices are:L=[10ac1]U=[ab0d−(ac)⋅b]
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