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Inverse Using LU Decomposition
Inverse Using LU Decomposition
1)
Solution.
[U |I] =
2 4 6 1 0 0 2 4 6 1 0 0
( 1 ) −6R3 add to
−→ R1
0 −1 −8 0 1 0 R3 0 −1 -8 0 1 0
96 8R add to
3 −→ R2
0 0 96 0 0 1 1
0 0 1 0 0 96
2 4 0 1 0 − 16
1
2 4 0 1 0 − 16
1
add to
0 -1 0 0 1 1 (−R2 ) 0 1 0 0 −1 − 12
1 − 4R2 −→ R1
12
1 1
0 0 1 0 0 96
0 0 1 0 0 96
2 13 1 13
0 0 1 4 1 0 0 2
48 1 2 96
0 1 0 0 −1 − 12
1 ( R1 ) 0 1 0 0 −1 − 12
1 = [ identity | U −1 ]
2
1 1
0 0 1 0 0 96 0 0 1 0 0 96
and as soon as we get the identity matrix on the left-hand part, then the matrix on the
right-hand part is the inverse to the upper triangular matrix:
1 13
2
2 96
U −1 = 0 −1 − 12
1
1
0 0 96
1
Example. Find the inverse of the following lower triangular matrix:
2 0 0
L = 8 −7 0
4 9 −27
Solution.
[L|I] =
2 1
0 0 1 0 0 1 0 0 0 0
(1 ) 2 −8R1 add to
−→ R2
8 −7 0 0 1 0 R1 8 −7 0 0 1 0
2 −4R add to
1 −→ R3
4 9 −27 0 0 1 4 9 −27 0 0 1
1 1
1 0 0 1 0 0 0 0 0 0
( 1 ) 2 2
add to
0 -7 0 −4 1 0 − R2 0 1 0 4
− 17 0 − 19 R2 −→ R3
7 7
0 9 −27 −2 0 1 0 9 −27 −2 0 1
1 1
1 0 0 2 0 0 ( ) 1 0 0 2 0 0
1
0 1 − 17 0 −1
− 27 R3 0 = [ identity | L ]
4
0 0 1 0 4
− 71
7
7
0 0 -27 − 50 9 0 0 1 50
− 21
1
− 27
1
7 7 1 189
So:
1
0 0
2
−1
L = 4
− 17 0
7
50
189 − 21
1
− 27
1
Note. If the upper triangular matrix or lower triangular matrix has 1 all over the main
diagonal, then there is no need to apply the row operations to get the inverse, you only need
to change the signs of the off-diagonal elements.
2
Example.
−1
1 0 0 1 0 0
3
1 0 = −2
3
1 0
2
3 14 1 −3 −14 1
−1
1 4
− 56 1 − 43 5
3 6
0 1 3 = 0 1 − 37
7
0 0 1 0 0 1
A = BC ⇒ A−1 = C −1 B −1
Example. Find the inverse of the matrix A that has the LU decomposition:
1 0 0 2 4 6
A= 3
1 0 0 −1 −8
2
3 14 1 0 0 96
− 32
93 5 13
48
96
1
= 7 1
− 12
4 6
− 32
1
− 48
7 1
96
3
So here is twp-step procedure to find the inverse of a matrix A:
Step 1.. Find the LU decomposition A = LU (Gaussian form or the Crout form whichever
you are told to find)
Step 2.. Find the inverse of A−1 = U −1 L−1 by inverting the matrices U and L.