LU Factorisation (4x4 matrix) - most efficient method I understand how to do LU factorisation but I'm not sure I'm being very efficient. I first find the row echelon form of A, noting the elementary operations $E_i$ in order.
$$
E_1E_2...E_nA = U $$ then $$ L = E_1^{-1}E_2^{-1}...E_n^{-1}
$$
But is this the quickest way for a 4x4 matrix?
I've been given a class problem which (going by every other question) shouldn't take as long as it's taken me. I'd be interested to hear what method you'd be using!
$$
A =
 \begin{pmatrix}
  1 & -2 & -2 & -3 \\
  3 & -9 & 0 & -9 \\
  -1 & 2 & 4 & 7  \\
  -3 & -6 & 26 & 2
 \end{pmatrix}
$$
 A: We can use Doolittle's Method:
$$\begin{bmatrix} 1 & 0 & 0 &0\\ l_{21} & 1 & 0 &0 \\ l_{31} & l_{32} & 1 &0 \\ l_{41} & l_{42} & l_{43} & 1 \end{bmatrix} \cdot \begin{bmatrix} u_{11} & u_{12} & u_{13} &u_{14}\\ 0 & u_{22} & u_{23} &u_{24} \\ 0 & 0 & u_{33} &u_{34} \\0 & 0 & 0 & u_{44} \end{bmatrix} = \begin{bmatrix} 1 & -2 & -2 & -3 \\  3 & -9 & 0 & -9 \\  -1 & 2 & 4 & 7  \\ -3 & -6 & 26 & 2 \end{bmatrix}$$
Solving for each of the variables, in the correct order yields:


*

*$u_{11} = 1, u_{12} = -2, u_{13} = -2, u_{14} = -3$

*$l_{21} = 3, u_{22} = -3, ...$

*$l_{31} = -1, l_{32} = 4, ...$

*$\ldots $


So, we arrive at:
$$A = \begin{bmatrix} 1 & -2 & -2 & -3 \\  3 & -9 & 0 & -9 \\  -1 & 2 & 4 & 7  \\ -3 & -6 & 26 & 2 \end{bmatrix} = LU = \begin{bmatrix} 1 & 0 & 0 & 0\\ 3 & 1 & 0 & 0 \\ -1 & 0 & 1 & 0 \\ -3 & 4 & -2 & 1\end{bmatrix} \cdot \begin{bmatrix} 1 & -2 & -2 & -3 \\ 0 & -3 & 6 & 0 \\ 0 & 0 & 2 & 4 \\ 0 & 0 & 0 & 1 \end{bmatrix}$$
We could have also used Crout's or Choleski's Method for the $LU$ approach. See: what are pivot numbers in LU decomposition? please explain me in an example
Please note that sometimes an LU decomposition is not possible, and sometimes, when it is, we have to resort to using permutation matrices and other approaches.
