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11. LU Decomposition - University of California, Davis
www.math.ucdavis.edu11 1 C A, and we’re done. Finding an LU Decomposition. For any given matrix, there are actually many di erent LUdecompositions. However, there is a unique LU decomposition in which the Lmatrix has ones on the diagonal; then Lis called a lower unit triangular matrix. To nd the LU decomposition, we’ll create two sequences of matrices L 0;L 1 ...
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