LU decomposition
General · Mathematics
Study notes
Q: Find LU decomposition of A = [[2,1],[6,4]] (Doolittle). A = LU: [[1,0],[l,1]][[u₁₁,u₁₂],[0,u₂₂]]. u₁₁ = 2, u₁₂ = 1. l·2 = 6: l = 3. l·1+u₂₂ = 4: u₂₂ = 1. L = [[1,0],[3,1]], U = [[2,1],[0,1]]. Check: LU = [[2,1],[6,4]] ✓! (Solve Ax=b: Ly=b, Ux=y!)