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Numerical Method207510 marksNumerical: LU decomposition DoolittleMatrix factorization and Solving System of Linear Equations

Matrix Factorization and LU Decomposition

Matrix Factorization and LU Decomposition

Matrix factorization (decomposition) means expressing a matrix $A$ as a product of two or more matrices. In LU decomposition, $A = LU$, where $L$ is lower triangular and $U$ is upper triangular. The Doolittle method fixes the diagonal of $L$ to be all 1's. It is used to solve $Ax=b$ efficiently: ...

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