Paper 1, Section I, 6D

Numerical Analysis
Part IB, 2015

Let

A=[14324171311313131221112λ],b=[1132]A=\left[\begin{array}{rrrr} 1 & 4 & 3 & 2 \\ 4 & 17 & 13 & 11 \\ 3 & 13 & 13 & 12 \\ 2 & 11 & 12 & \lambda \end{array}\right], \quad b=\left[\begin{array}{l} 1 \\ 1 \\ 3 \\ 2 \end{array}\right]

where λ\lambda is a real parameter. Find the LUL U factorization of the matrix AA. Give the constraint on λ\lambda for A to be positive definite.

For λ=18\lambda=18, use this factorization to solve the system Ax=bA x=b via forward and backward substitution.