Consider a system of linear equations \(PX = Q\) where \(P \in \mathbb{R}^{3 \times 3}\) and \(Q \in \mathbb{R}^{3 \times 1}\). Suppose \(P\) has an LU decomposition, \(P = LU\), where
\[ L = \begin{bmatrix} 1 & 0 & 0 \\ l_{21} & 1 & 0 \\ l_{31} & l_{32} & 1 \end{bmatrix} \text{ and } U = \begin{bmatrix} u_{11} & u_{12} & u_{13} \\ 0 & u_{22} & u_{23} \\ 0 & 0 & u_{33} \end{bmatrix}. \]
Which of the following statement(s) is/are TRUE?
Answer
(A), (B), (C)
Explanation
- A true. \(PX = Q\) is \(L(UX) = Q\). Put \(Y = UX\): solve \(LY = Q\) by forward substitution, then \(UX = Y\) by back substitution.
- B true. \(L\) has a unit diagonal, so \(\det L = 1\) and \(\det P = \det L \cdot \det U = u_{11}u_{22}u_{33}\). If \(P\) is invertible this is non-zero, so \(U\) is invertible, and \(L\) always is.
- C true. If \(P\) is singular, \(u_{11}u_{22}u_{33} = \det P = 0\), so some \(u_{ii} = 0\).
- D false. A triangular matrix is symmetric only if it is diagonal. The symmetric \(P = \begin{bmatrix} 1 & 1 & 0 \\ 1 & 2 & 0 \\ 0 & 0 & 1 \end{bmatrix}\) has \(l_{21} = 1\) and \(u_{12} = 1\) with \(l_{12} = u_{21} = 0\), so neither factor is symmetric.
Answer: A, B, C