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Clarify LU slide a bit
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@@ -1461,28 +1461,6 @@ Now know \(\B{x}\) that solves \(A \B{x} = \B{b}\).
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*** Determining an LU factorization
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#+LATEX: \begin{hidden}
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#+BEGIN_EXPORT latex
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\[ \left[\begin{array}{cc}
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a_{11} & \B{a}_{12}^T\\
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\B{a}_{21} & A_{22}
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\end{array}\right]
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% = \left[\begin{array}{cc}
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% 1 & \\
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% \B{l}_{21} & L_{22}
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% \end{array}\right] \left[\begin{array}{cc}
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% u_{11} & \B{u}_{12}^T\\
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% & U_{22}
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% \end{array}\right]
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= \left[\begin{array}{cc}
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L_{11} & \\
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L_{21} & L_{22}
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\end{array}\right] \left[\begin{array}{cc}
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U_{11} & U_{12}\\
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& U_{22}
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\end{array}\right] . \]
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#+END_EXPORT
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Or, written differently:
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#+BEGIN_EXPORT latex
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\[ \begin{array}{cc}
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& \left[\begin{array}{cc}
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u_{11} & \B{u}_{12}^T\\
@@ -1504,6 +1482,10 @@ Or, written differently:
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- $A_{22} =\B{\ell}_{21} \B{u}_{12}^T + L_{22} U_{22}$, or $L_{22} U_{22} = A_{22} -\B{\ell}_{21} \B{u}_{12}^T$.
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#+LATEX: \end{hidden}
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- We have reduced the problem size from $n\times n$ to $(n-1)\times(n-1)$.
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- $\B a_{21}$ and $\B a_{12}$ (etc.) are vectors and $A_{22}$ (etc.) are matrix blocks!
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- Recursively, we next compute an LU factorization of $A_{22} -\B{\ell}_{21} \B{u}_{12}^T$.
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\demolink{linear_systems}{LU Factorization}
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*** Computational Cost

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