The LU decomposition A = L U A = L U A = LU of the given matrix is:
( 1 − 1 4 2 9 8 6 5 2 ) = ( 1 0 0 2 1 0 6 1 1 ) ( 1 − 1 4 0 11 0 0 0 − 22 ) \begin{pmatrix}
1 & -1 & 4 \\
2 & 9 & 8 \\
6 & 5 & 2
\end{pmatrix} =
\begin{pmatrix}
1 & 0 & 0\\
2 & 1 & 0\\
6 & 1 & 1
\end{pmatrix}
\begin{pmatrix}
1 & -1 & 4\\
0 & 11 & 0\\
0 & 0 & -22
\end{pmatrix} ⎝ ⎛ 1 2 6 − 1 9 5 4 8 2 ⎠ ⎞ = ⎝ ⎛ 1 2 6 0 1 1 0 0 1 ⎠ ⎞ ⎝ ⎛ 1 0 0 − 1 11 0 4 0 − 22 ⎠ ⎞
Hence, the inverse of the matrix is A = U − 1 L − 1 A = U^{-1} L^{-1} A = U − 1 L − 1 .
Since U and L are already in upper and lower triangular form, it is easy to find their inverses using Gauss-Jordan elimination.
Inverse of L:
( 1 0 0 1 0 0 2 1 0 0 1 0 6 1 1 0 0 1 ) ∼ ( R 2 → R 2 − 2 R 1 ; R 3 → R 3 − 6 R 1 ) ∼ \left(\begin{array}{ccc|ccc}
1 & 0 & 0 & 1 & 0 & 0\\
2 & 1 & 0 & 0 & 1 & 0\\
6 & 1 & 1 & 0 & 0 & 1
\end{array}\right) \sim (R_2 \rightarrow R_2- 2 R_1; R_3 \rightarrow R_3- 6 R_1) \sim ⎝ ⎛ 1 2 6 0 1 1 0 0 1 1 0 0 0 1 0 0 0 1 ⎠ ⎞ ∼ ( R 2 → R 2 − 2 R 1 ; R 3 → R 3 − 6 R 1 ) ∼
( 1 0 0 1 0 0 0 1 0 − 2 1 0 0 1 1 − 6 0 1 ) ∼ ( R 3 → R 3 − R 2 ) ∼ ( 1 0 0 1 0 0 0 1 0 − 2 1 0 0 0 1 − 4 − 1 1 ) \left(\begin{array}{ccc|ccc}
1 & 0 & 0 & 1 & 0 & 0\\
0 & 1 & 0 & -2 & 1 & 0\\
0 & 1 & 1 & -6 & 0 & 1
\end{array}\right) \sim(R_3 \rightarrow R_3 - R_2) \sim
\left(\begin{array}{ccc|ccc}
1 & 0 & 0 & 1 & 0 & 0\\
0 & 1 & 0 & -2 & 1 & 0\\
0 & 0 & 1 & -4 & -1 & 1
\end{array}\right) ⎝ ⎛ 1 0 0 0 1 1 0 0 1 1 − 2 − 6 0 1 0 0 0 1 ⎠ ⎞ ∼ ( R 3 → R 3 − R 2 ) ∼ ⎝ ⎛ 1 0 0 0 1 0 0 0 1 1 − 2 − 4 0 1 − 1 0 0 1 ⎠ ⎞
Inverse of U:
( 1 − 1 4 1 0 0 0 11 0 0 1 0 0 1 − 22 0 0 1 ) ∼ ( R 2 → R 2 11 ; R 3 → R 3 22 ) ∼ ( 1 − 1 4 1 0 0 0 1 0 0 1 11 0 0 0 1 0 0 − 1 22 ) ∼ ( R 1 → R 1 + R 2 − 4 R 3 ) ∼ ( 1 0 0 1 1 11 2 11 0 1 0 0 1 11 0 0 0 1 0 0 − 1 22 ) \left(\begin{array}{ccc|ccc}
1 & -1 & 4 & 1 & 0 & 0\\
0 & 11 & 0 & 0 & 1 & 0\\
0 & 1 & -22 & 0 & 0 & 1
\end{array}\right) \sim (R_2 \rightarrow \frac{R_2}{11}; R_3 \rightarrow \frac{R_3}{22}) \sim
\left(\begin{array}{ccc|ccc}
1 & -1 & 4 & 1 & 0 & 0\\
0 & 1 & 0 & 0 & \frac{1}{11} & 0\\
0 & 0 & 1 & 0 & 0 & -\frac{1}{22}
\end{array}\right) \sim (R_1 \rightarrow R_1 + R_2 - 4R_3) \sim
\left(\begin{array}{ccc|ccc}
1 & 0 & 0 & 1 & \frac{1}{11} & \frac{2}{11}\\
0 & 1 & 0 & 0 & \frac{1}{11} & 0\\
0 & 0 & 1 & 0 & 0 & -\frac{1}{22}
\end{array}\right) ⎝ ⎛ 1 0 0 − 1 11 1 4 0 − 22 1 0 0 0 1 0 0 0 1 ⎠ ⎞ ∼ ( R 2 → 11 R 2 ; R 3 → 22 R 3 ) ∼ ⎝ ⎛ 1 0 0 − 1 1 0 4 0 1 1 0 0 0 11 1 0 0 0 − 22 1 ⎠ ⎞ ∼ ( R 1 → R 1 + R 2 − 4 R 3 ) ∼ ⎝ ⎛ 1 0 0 0 1 0 0 0 1 1 0 0 11 1 11 1 0 11 2 0 − 22 1 ⎠ ⎞
Hence, A − 1 = U − 1 L − 1 = ( 1 1 11 2 11 0 1 11 0 0 0 − 1 22 ) ( 1 0 0 − 2 1 0 − 4 − 1 1 ) = ( 1 11 − 1 11 2 11 − 2 11 1 11 0 2 11 1 22 − 1 22 ) A^{-1} = U^{-1}L^{-1} =
\begin{pmatrix}
1 & \frac{1}{11} & \frac{2}{11}\\
0 & \frac{1}{11} & 0\\
0 & 0 & -\frac{1}{22}
\end{pmatrix}
\begin{pmatrix}
1 & 0 & 0\\
-2 & 1 & 0\\
-4 & -1 & 1
\end{pmatrix} =
\begin{pmatrix}
\frac{1}{11} & -\frac{1}{11} & \frac{2}{11}\\
-\frac{2}{11} & \frac{1}{11} & 0 \\
\frac{2}{11} & \frac{1}{22} & -\frac{1}{22}
\end{pmatrix} A − 1 = U − 1 L − 1 = ⎝ ⎛ 1 0 0 11 1 11 1 0 11 2 0 − 22 1 ⎠ ⎞ ⎝ ⎛ 1 − 2 − 4 0 1 − 1 0 0 1 ⎠ ⎞ = ⎝ ⎛ 11 1 − 11 2 11 2 − 11 1 11 1 22 1 11 2 0 − 22 1 ⎠ ⎞ .
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