Factorization into A = LU - MIT OpenCourseWare
−1 A L U 2 1 1 0 2 1 8 7 = 4 1 0 3. The matrix U is upper triangular with pivots on the diagonal. The matrix L is lower triangular and has ones on the diagonal. Sometimes we will also want to factor out a diagonal matrix whose entries are the pivots: A L D U 2 1 1 0 2 0 1 1/2 8 7 = 4 1 0 3 0 1. 1
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