11. LU Decomposition
Using LU Decomposition to Solve Linear Systems Suppose we have M= LUand want to solve the system MX= LUX= V: Step 1: Set W= 0 B @ u v w 1 C A= UX. Step 2: Solve the system LW= V. This should be simple by forward substitution since Lis lower triangular. Suppose the solution to LW= V is W 0. Step 3: Now solve the system UX = W 0. This should be ...
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