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LU decomposition

version 1.1.0 (1.71 KB) by Meysam Mahooti
lower–upper (LU) decomposition or factorization factors a matrix as the product of a lower triangular matrix and an upper triangular matrix.

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Updated 29 Apr 2021

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LU decomposition (factorization) of a nonsingular (square) matrix A means expressing the matrix as the multiplication of a lower triangular matrix L and an upper triangular matrix U, where a lower/upper triangular matrix is a matrix having no nonzero elements above/below the diagonal. For the case where some row switching operation is needed like in the Gauss elimination, we include a permutation matrix P representing the necessary row switching operation(s) to write the LU decomposition as P A = L U.
Reference:
Applied Numerical Methods Using MATLAB®
Author(s): Won Young Yang, Wenwu Cao, Tae‐Sang Chung, John Morris
First published:14 January 2005
Print ISBN:9780471698333 |Online ISBN:9780471705192 |DOI:10.1002/0471705195
Copyright © 2005 John Wiley & Sons, Inc.

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Meysam Mahooti (2021). LU decomposition (https://www.mathworks.com/matlabcentral/fileexchange/73481-lu-decomposition), MATLAB Central File Exchange. Retrieved .

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LU_Decomposition 1.1.0