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Introduction to Numerical Analysis I MATH/CMPSC 455 LU Factorization
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LU F ACTORIZATION LU-factorization is a matrix representation of Gaussian elimination
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Example:
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Proposition: Let denote the lower triangular matrix whose only nonzero entries are 1’s on the main diagonal and –c in (i,j) position. The it represents the row operation “subtracting c times row j from row i.” Proposition:
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O PERATION C OUNT The LU factorization for a system of n equations in n variables can be completed by operations
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