/lu_decomposition

Definition
L=[l1100l21l220l31l32l33],U=[u11u12u130u22u2300u33] L = \begin{bmatrix} l_{11} & 0 & 0 \\ l_{21} & l_{22} & 0 \\ l_{31} & l_{32} & l_{33} \end{bmatrix} ,\: U = \begin{bmatrix} u_{11} & u_{12} & u_{13} \\ 0 & u_{22} & u_{23} \\ 0 & 0 & u_{33} \end{bmatrix} \\[5px] SolveLUX=Bfor X to solve the system\text{Solve}\: LUX = B \: \text{for X to solve the system}LetUX=Y\text{Let}\: UX = YFirst solveLY=BforYand then solveUX=YforX\text{First solve}\: LY = B \: \text{for}\: Y \: \text{and then solve} \: UX = Y\: \text{for}\: X
Matrix
[A][A]
{x}\{x\}
==
[B][B]