SOLUTION: Let n ∈ N and B be a n × n matrix that has determinant 1. Show that there exist n × n matrices K, A and N with the following four properties: (a) B = KAN, (b) K is an orthog

Algebra ->  Matrices-and-determiminant -> SOLUTION: Let n ∈ N and B be a n × n matrix that has determinant 1. Show that there exist n × n matrices K, A and N with the following four properties: (a) B = KAN, (b) K is an orthog      Log On


   



Question 1183382: Let n ∈ N and B be a n × n matrix that has determinant 1. Show that there exist n × n matrices
K, A and N with the following four properties:
(a) B = KAN,
(b) K is an orthogonal matrix with det(K) = 1,
(c) N is an upper triangular matrix with all diagonal entries 1; and
(d) A is a diagonal matrix whose all diagonal entries are positive and det(A) = 1

Answer by robertb(5830) About Me  (Show Source):
You can put this solution on YOUR website!
The LU decomposition of B states that B = LU where L is a lower triangular matrix and U is an upper triangular matrix.
An even better decomposition is the LU decomposition with partial pivoting, which says that
PB+=+LU
for some permutation matrix P. One property of permutation matrix is that it is always orthogonal, i.e., P%5ET%2AP+=+P%2AP%5ET++=+I.
In other words,
P%5E%28-1%29+=+P%5ET, or its transpose is its own inverse.
Hence, B+=+P%5E%28-1%29%2ALU+=+P%5ET%2ALU
Note that by symmetry, P%5ET is also orthogonal.
Now none of the diagonal elements of U is equal to 0, since the determinant of B is 1. This implies that U can be decomposed into
U+=+%28diag%28U%29%29%2AU%5B1%5D,
where diag(U) is a diagonal matrix whose diagonal elements and their locations are the same as those of U,
and U%5B1%5D is an upper triangular matrix where all diagonal elements are 1.
Now QL+=+U%5B2%5D, or L+=+Q%5ET%2AU%5B2%5D where Q is a permutation matrix that turns L into an upper triangular matrix U%5B2%5D.
==> .
Similarly, U%5B2%5D+=+diag%28U%5B2%5D%29%2AU%5B3%5D, where diag%28U%5B2%5D%29 is a diagonal matrix whose diagonal elements and their locations are the same as those of U%5B2%5D,
and U%5B3%5D is an upper triangular matrix where all diagonal elements are 1.
==> .
where U%5B4%5D is still an upper triangular matrix with diagonal elements equal to 1.
==> B+=+%28QP%29%5ET%2A%28diag%28U%5B2%5D%29%2Adiag%28U%29%29%2A%28U%5B4%5D%2AU%5B1%5D%29.
Now det%28QP%29%5ET=1, because its rows are just rearrangements of the rows of I;
U%5B4%5D%2AU%5B1%5D is an upper triangular matrix whose diagonal elements are all 1, hence its determinant is equal to 1;
and finally diag%28U%5B2%5D%29%2Adiag%28U%29 has the same determinant as LU, and therefore equal to 1.
Hence, let K+=+%28QP%29%5ET, A+=+diag%28U%5B2%5D%29%2Adiag%28U%29, and N+=+U%5B4%5D%2AU%5B1%5D, and the statement is proved.