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I am trying to learn a more efficient way to triangularize a matrix. I found the following answer here on StackExchange which I found interesting, talking about 'double Gaussian elimination':

Short way for upper triangularization

Would someone be so kind as to walk me through the method discussed in the answer step-by-step? Particularly how $\lambda$ is determined and how P is set up?

I know this isn't your typical question on here and I am sorry if it doesn't fit the rules, but if someone could help with this I would appreciate it.

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I'll focus on the two steps that you asked for clarification on. For reference, the matrix being triangularized is $$ A = \begin{pmatrix} 3 & 0 & 1 \\ -1 & 4 & -3 \\ -1 & 0 & 5 \\ \end{pmatrix}. $$

For the step of selecting a $\lambda$, we are trying to find an elementary matrix $$ E_{\lambda} = \pmatrix{1 & 0 & 0\\0 & 1 & 0 \\ \lambda & 0 & 1} $$ such that $E_\lambda AE_{\lambda}^{-1}$ has zero as its bottom-left entry. To that end, we compute the lower-left entry of this product. Taking $e_1,e_2,e_3 \in \Bbb R^3$ to be the standard basis (i.e. the columns of the identity matrix $I_3$), we have $$ [E_\lambda AE_\lambda^{-1}]_{3,1} = \\ e_3^T[E_\lambda AE_\lambda^{-1}]e_1 = \\ (e_3^TE_\lambda) A(E_\lambda^{-1}e_1) = \\ \pmatrix{\lambda & 0 & 1}A \pmatrix{1\\0\\-\lambda} = \\ \pmatrix{\lambda & 0 & 1} \pmatrix{3 - \lambda\\ -1 + 3\lambda\\ -1 - 5\lambda} = \\ \lambda(3-\lambda) - 1 - 5\lambda =\\ -\lambda^2 - 2\lambda - 1. $$ As the answer states, in order to have this result equal zero, we solve $-\lambda^2 - 2\lambda - 1 = 0$ to get $\lambda = -1$. With that done, we now compute $$ E_{\lambda}AE_{\lambda}^{-1} = \pmatrix{4 & 0 & 1 \\ -4 & 4 & -3 \\ 0 & 0 & 4 \\}. $$ Now, let $E_2$ denote the elementary matrix that swaps the first two rows. We have $$ E_2 = E_2^{-1} = \pmatrix{0&1&0\\1&0&0\\0&0&1}. $$ Applying the associated paired operation to this new matrix gives us something triangular. $$ E_2[E_{\lambda}AE_{\lambda}^{-1}]E_2^{-1} = \pmatrix{0&1&0\\1&0&0\\0&0&1} \pmatrix{4 & 0 & 1 \\ -4 & 4 & -3 \\ 0 & 0 & 4 \\} \pmatrix{0&1&0\\1&0&0\\0&0&1} \\ = \pmatrix{4 & -4 & -3 \\ 0 & 4 & 1 \\ 0 & 0 & 4 \\}. $$ Now, note that this product can be written as $$ \pmatrix{4 & -4 & -3 \\ 0 & 4 & 1 \\ 0 & 0 & 4 \\} = (E_2 E_{\lambda}) A (E_2 E_{\lambda})^{-1}. $$ That is, if we take $P = (E_2 E_\lambda)^{-1} = E_{\lambda}^{-1}E_2^{-1}$, then the upper triangular matrix that we obtained can be written as $P^{-1}AP$, which is what we wanted.

Ben Grossmann
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