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Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -1461,28 +1461,6 @@ Now know \(\B{x}\) that solves \(A \B{x} = \B{b}\).
14611461*** Determining an LU factorization
14621462#+LATEX: \begin{hidden}
14631463#+BEGIN_EXPORT latex
1464- \[ \left[\begin{array}{cc}
1465- a_{11} & \B{a}_{12}^T\\
1466- \B{a}_{21} & A_{22}
1467- \end{array}\right]
1468- % = \left[\begin{array}{cc}
1469- % 1 & \\
1470- % \B{l}_{21} & L_{22}
1471- % \end{array}\right] \left[\begin{array}{cc}
1472- % u_{11} & \B{u}_{12}^T\\
1473- % & U_{22}
1474- % \end{array}\right]
1475- = \left[\begin{array}{cc}
1476- L_{11} & \\
1477- L_{21} & L_{22}
1478- \end{array}\right] \left[\begin{array}{cc}
1479- U_{11} & U_{12}\\
1480- & U_{22}
1481- \end{array}\right] . \]
1482- #+END_EXPORT
1483-
1484- Or, written differently:
1485- #+BEGIN_EXPORT latex
14861464\[ \begin{array}{cc}
14871465 & \left[\begin{array}{cc}
14881466 u_{11} & \B{u}_{12}^T\\
@@ -1504,6 +1482,10 @@ Or, written differently:
15041482- $A_{22} =\B{\ell}_{21} \B{u}_{12}^T + L_{22} U_{22}$, or $L_{22} U_{22} = A_{22} -\B{\ell}_{21} \B{u}_{12}^T$.
15051483#+LATEX: \end{hidden}
15061484
1485+ - We have reduced the problem size from $n\times n$ to $(n-1)\times(n-1)$.
1486+ - $\B a_{21}$ and $\B a_{12}$ (etc.) are vectors and $A_{22}$ (etc.) are matrix blocks!
1487+ - Recursively, we next compute an LU factorization of $A_{22} -\B{\ell}_{21} \B{u}_{12}^T$.
1488+
15071489\demolink{linear_systems}{LU Factorization}
15081490
15091491*** Computational Cost
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