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Introduction to Numerical Analysis I. LU Factorization. MATH/CMPSC 455. LU Factorization. LU-factorization is a matrix representation of Gaussian elimination. Example:. Example:.
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Introduction to Numerical Analysis I LU Factorization MATH/CMPSC 455
LU Factorization LU-factorization is a matrix representation of Gaussian elimination
Example: Example:
Proposition: Let denote the lower triangular matrix whose only nonzero entries are 1’s on the main diagonal and –c in (i,j) position. The it represents the row operation “subtracting c times row j from row i.” Proposition: Proposition:
Operation Count The LU factorization for a system of n equations in n variables can be completed by operations