LU-Factorization - math.ucdavis.edu
LU-factorization (or sometimes LU-decomposition). One can prove that such a factorization, with L and U satisfying the condition that all diagonal entries are non-zero, is equivalent to either A or some permutation of A being non-singular. For simplicity, we will now explain how such an LU-factorization of A may be obtained in the most common ...
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