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Almost all square matrices have an (unpivoted) LU decomposition, but some don't. The question I have is whether - assuming $M$ is a square matrix over $\mathbb R$ or $\mathbb C$ which does not admit an LU decomposition - there is some scalar $\lambda$ such that $M + \lambda I$ does have an LU decomposition. I suspect that the answer is yes, but I'm not confident, and I don't know how to show it.

wlad
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1 Answers1

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I would use Doolittle's algorithm (which is equivalent to Gaussian elimination without the pivoting) to prove that the answer is yes over $\mathbb R$ or $\mathbb C$, but not in a way that's valid for an arbitrary field. One can pick $\lambda$ very large, so that after performing the shift $M \leftarrow M + \lambda I$, each row-addition in the algorithm $R_i \leftarrow R_i + x_j R_j$ is done with very small $x_j$. This results in the diagonal entries of the matrix not changing much.

So the answer is yes over $\mathbb R$ and $\mathbb C$.

wlad
  • 8,185