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11. LU Decomposition - University of California, Davis

www.math.ucdavis.edu

Next, use the rst row of U 0 to zero out the rst entry of every row below it. For our running example, U 0 = M= 0 B @ 6 18 3 2 12 1 4 15 3 1 C A, so the second row minus 1 3 of the rst row will zero out the rst entry in the second row. Likewise, the third row minus 2 3 of the rst row will zero out the rst entry in the third row. Set L

  Decomposition, Lu decomposition

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