LU Decomposition and Matrix Analysis: Column Space and Null Space, Study notes of Mathematics

An analysis of lu decomposition of a matrix a, explaining the column space and null space of the matrix. It covers the relationship between l and u matrices, the importance of pivots, and the solution of ax = b using lu decomposition. The document also discusses the general solution and the choice of free variables.

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IB Paper 7: Linear Algebra Handout 4
Tom Hynes
3.7 Bases for the Column Space and Row Space of A
LU decomposition gives us an immediate answer to how to general convenient descriptions
for the Row Space and Column Space of A. For a general m × n matrix
Column Space = all vectors formed by taking a linear combination of the columns of A
1 1 2 2 3 3 ...
n n
a a a a
λ λ λ λ
+ + + +
as the
λ
’s vary.
Row Space = all vectors formed by taking a linear combination of the rows of A
1 2 3
1 2 3
... m
m
a a a a
µ µ µ µ
+ + + +
as the
µ
’s vary.
We shall use the matrix A on which we performed LU decomposition in section 3.3 denoted AI
AI =
1 2 1 3
2 6 3 12
=
1 0 0
2 1 0
1 2 1
1 2 1 3
0 2 1 6
0 0 1 1
= LUI
and in order to show the range of behaviour,
AII =
1 2 1 3
2 6 3 12
=
1 0 0
2 1 0
1 2 1
1 2 1 3
0 2 1 6
0 0 0 0
= LUII
You will see that, since it is only the bottom right-hand corner of A that is different, it is only the
last row of U that changes and L is the same for both. You should check this by either LU or by
simply multiplying out.
Now in terms of the outer products of the columns and rows of L and UI and UII,
T T T
1 1 2 2 3 3
l u l u l u
= + +
I
A
T T T
1 1 2 2 3 3
l u l u l u
= + +
II
A
Basis for Column Space
Remembering that we can consider matrix multiplication as a relationship between columns (see
section 2.6)
[
]
[
]
[
]
11 21 31
1 1 2 3
u u u
a l l l
= + +
, i.e.
11 21 31
1 1 2 3
a u l u l u l
= + + , etc.
Changed
0
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IB Paper 7: Linear Algebra Handout 4

Tom Hynes

3.7 Bases for the Column Space and Row Space of A

LU decomposition gives us an immediate answer to how to general convenient descriptions

for the Row Space and Column Space of A. For a general m × n matrix

Column Space = all vectors formed by taking a linear combination of the columns of A

1 1 2 2 3 3

n n

λ a + λ a + λ a + +λ a

as the λ’s vary.

Row Space = all vectors formed by taking a linear combination of the rows of A

1 1 2 2 3 3

m m

μ a  + μ a  + μ a  + +μ a 

as the μ’s vary.

We shall use the matrix A on which we performed LU decomposition in section 3.3 denoted AI

AI =
= LUI

and in order to show the range of behaviour,

AII =
= LUII

You will see that, since it is only the bottom right-hand corner of A that is different, it is only the

last row of U that changes and L is the same for both. You should check this by either LU or by

simply multiplying out.

Now in terms of the outer products of the columns and rows of L and UI and UII ,

T T T

1 1 2 2 3 3

= l u + l u + l u I

A ^ ^ ^

T T T

1 1 2 2 3 3

= l u + l u + l u II

A ^ ^ 

Basis for Column Space

Remembering that we can consider matrix multiplication as a relationship between columns (see

section 2.6)

[ ] [ ] [ ]

11 21 31

1 1 2 3

u u u

a l l l

, i.e. 1 11 1 21 2 313

a = u l + u l + u l , etc.

Changed

Since all of the columns of A can be written in terms of them, this means that l 1 , l 2 , form a

basis for the column space of A (at least the set of them for which the corresponding u ^ is non-zero

do).

We see immediately that for matrix A I

1 1

a = l 2 1 2

a = 2 l + 2 l 3 1 2 3

a = l + l + l 4 1 2 3

a = 3 l + 6 ll

while for matrix A II

1 1

a = l 2 1 2

a = 2 l + 2 l 3 1 2

a = l + l 4 1 2

a = 3 l + 6 l

Since the columns of L are independent (see next section),

a basis of the column space of AI is

2 , 1 and 0

while one for AII is

2 and 1

Basis for Row Space

Remembering that we can also consider matrix multiplication as a relationship between rows (see

section 2.7)

[ ] [ ] [ ]

1 11 1 12 2 13 3

← a →  = b  ← c →  + b ← c → + b ← c →        

, i.e. 1 11 1 12 2 13 3

a ^ = l u ^ + l u ^ + l u ^ , etc.

we see immediately that for matrix AI

1 1

a ^ = u ^ 2 1 2

a ^ = 2 u ^ + u ^ 3 1 2 3

a ^ = − u ^ + 2 u ^ + u 

while for matrix A II

1 1

a  = u  2 1 2

a  = 2 u  + u  3 1 2 3

a  = − u  + 2 u  + u 

A basis of the row space of A I

is

, and

while A II

is

and

4. The Solution of Ax = b

4.1 What are we expecting?

We know that for a 3 × 3 matrix A

Equations

independent?

No

Yes

No Solution

Equations

compatible?

Unique solution

No

x = x 0

  • λ t

Yes

Tell this by

det A ≠ 0

This involves a

condition on b

A x = b

For a general m × n case, as for example the matrix associated with the structure analysed in section

1 of Handout 1, A t = f

I

E II

E III

IV (^) F

V F

VI

x

y

x

y

t

f t

f t

t f

t f W

t

− ^ 
 −^ −^  ^ 
  ^ 

we will amend this to

Yes

No Solution

Equations

compatible?

i.e.

b in column

space of A?

No A x = b

Yes

x = x 0

+ λ n

1

+ μ n

2

and the issues are now (i) how to tell if b is in the column space of A and (ii) how do we find x 0

n 1

, n 2

, ... (and how many of them should there be). We don’t really need to consider the case of a

unique solution as special; this will come out in the wash as there being zero n ’s.

λ arbitrary

arbitrary

4.2 How do we check whether b is in Column Space?

The answer to (i) is that we when we express b in terms of the columns of L , it should only need

those columns that are in the column space of A.

AI =

= L UI Col Space

2 , 1 and 0

AII =

= L UII Col Space

2 and 1

When we solve A x = b using LU decomposition, LU x = b , then, we recast the problem as L c = b

and U x = c. The first step is to find c this is expressing b in terms of the columns of L.

1

1 2 3 2

3

c

c c c c

c

1

c = 4 2 2 2 1

c = − c = 2 2 1 3 1 2

c = + cc =−  c =

3

2

1

c

c

c

There will be a solution for A I

but not for A II

4.3 Completing the Solution U x = c (finding the Null-Space of A)

As part of the following procedure, we will be generating n 1 , n 2 , ... which will be the general

solution of A n = 0. We are, in effect, generating a basis for the null space of A

CASE I U x = c 

t

z

y

x

Starting with the last of these and working upwards

zt = − 1

This is the first evidence of the problem being under-determined. We can not solve this equation.

We will, instead use it to find z in terms of t.

Pivots

e.g. A x = b =

We can also approach this problem using a “a particular solution” plus “general solution of A x = 0”

method. This would be (taken from the Maths Databook)

  1. Set the free variable to zero and find a particular solution x 0
  2. Set the RHS to zero (i.e. U x = 0), put the free variable equal to the value 1 and solve

to find n.

There may actually be more than one free variable, when this becomes

  1. Set all free variables to zero and find a particular solution x 0
  1. Set the RHS to zero, give each free variable in turn the value 1 while the others are zero,

and solve to find a set of vectors which span the nullspace of A.

CASE II Ux = c 

x

y

z

t

  ^   

As noted earlier, we can not solve this, unless c 3

If b , on the other hand, had been

, then L c = b gives

1

2

3

c

c

c

 c =

1

2

3

c

c

c

and the equations are compatible.

U x = c , is now

x

y

z

t

Only x and y have pivots and this time both z and t are free variables.

  1. To find x 0

, set the free variables to zero. This gives (using back substitution)

2 y = 2  y = 1 and

x = 1 − 2 y  x = − 1 i.e.

  1. Set the RHS to zero, give each free variable in turn the value 1 while the others are zero,

and solve to find a set of vectors which span the nullspace of A.

0

x

^ − 

Put t = 1, z = 0

x

y

By back substitution, 2 y = − 6  y = − 3 and x = − 3 − 2 y = 3 i.e.

Put t = 0, z = 1

x

y

  ^   

By back substitution,

2 y = − 1  y = −

and x = − 1 − 2 y = x = 0

The general solution is, therefore,

x t z

^ −   
− ^ − 

You can now do Examples Paper 7/7 Question 8.

1

n

2

i.e. n