Definition of LU decomposition

Created almost 9 years ago, updated about 8 hours ago

An LU decomposition writes $A=LU$ with $L$ lower triangular and $U$ upper triangular. With the common unit-diagonal convention for $L$, its subdiagonal entries record elimination multipliers. Row pivoting instead gives $PA=LU$ for a permutation matrix $P$. An invertible matrix need not admit LU without row exchanges.

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