- tags
- Mathematics
LU Factorization
- resources
- Nick Higham’s blog
An LU factorization of a \(n \times n\) matrix \(A\) is a factorization \(A = LU\), where \(L\) is lower triangular and \(U\) is upper triangular
LUP factorization
LU factorization with partial pivoting: \(PA = LU\) with \(P\) a permutation matrix.
LDU factorization
Lower-diagonal upper factorization: \(A = LDU\) with \(D\) a diagonal matrix and \(L\) and \(U\) are uni-triangular (triangular with diagonal one).