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Manuals/calci/LUDECOMPOSITION
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Revision as of 13:39, 4 September 2017
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*LU Decomposition is the procedure for decomposing any square matrix in to a product of Lower Triangular matrix and Upper Triangular matrix.
*LU Decomposition is the procedure for decomposing any square matrix in to a product of Lower Triangular matrix and Upper Triangular matrix.
*In LU Decomposition, L stands for Lower Triangular matrix and U stands for Upper Triangular matrix.
*In LU Decomposition, L stands for Lower Triangular matrix and U stands for Upper Triangular matrix.
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*So A=LU.But sometimes the product includes Permutation Matrix also.
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*So A=LU.But sometimes the product includes Permutation Matrix also
(PA=LU)
.
*LU Decomposition is also called LU Factorization.Here given matrix is split in to lower triangular and Upper triangular matrix.
*LU Decomposition is also called LU Factorization.Here given matrix is split in to lower triangular and Upper triangular matrix.
**For 2x2 matrix,
**For 2x2 matrix,
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