LU Decomposition

• Suppose we can write A as a product of two matrices: A = LU, where L is lower triangular and U is upper triangular:

• Then Ax = (LU)x = L(Ux) = b, i.e. must solve,

  • (1) Ly = b; (2) Ux = y

• Can reuse L & U for subsequent calculations.

Notes: