Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Matrix decomposition
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
=== LU decomposition === {{main|LU decomposition}} *Traditionally applicable to: [[square matrix]] ''A'', although rectangular matrices can be applicable.<ref>{{Cite book|last=Lay|first=David C.|url=https://www.worldcat.org/oclc/920463015|title=Linear algebra and its applications|date=2016|others=Steven R. Lay, Judith McDonald|isbn=978-1-292-09223-2|edition=Fifth Global|location=Harlow|pages=142|oclc=920463015}}</ref><ref group="nb">If a non-square matrix is used, however, then the matrix ''U'' will also have the same rectangular shape as the original matrix ''A''. And so, calling the matrix ''U'' upper triangular would be incorrect as the correct term would be that ''U'' is the 'row echelon form' of ''A''. Other than this, there are no differences in LU factorization for square and non-square matrices.</ref> *Decomposition: <math>A=LU</math>, where ''L'' is [[triangular matrix|lower triangular]] and ''U'' is [[triangular matrix|upper triangular]]. *Related: the [[LDU decomposition|''LDU'' decomposition]] is <math>A=LDU</math>, where ''L'' is [[triangular matrix|lower triangular]] with ones on the diagonal, ''U'' is [[triangular matrix|upper triangular]] with ones on the diagonal, and ''D'' is a [[diagonal matrix]]. *Related: the [[LUP decomposition|''LUP'' decomposition]] is <math>PA=LU</math>, where ''L'' is [[triangular matrix|lower triangular]], ''U'' is [[triangular matrix|upper triangular]], and ''P'' is a [[permutation matrix]]. *Existence: An LUP decomposition exists for any square matrix ''A''. When ''P'' is an [[identity matrix]], the LUP decomposition reduces to the LU decomposition. *Comments: The LUP and LU decompositions are useful in solving an ''n''-by-''n'' system of linear equations <math>A \mathbf{x} = \mathbf{b}</math>. These decompositions summarize the process of [[Gaussian elimination]] in matrix form. Matrix ''P'' represents any row interchanges carried out in the process of Gaussian elimination. If Gaussian elimination produces the [[row echelon form]] without requiring any row interchanges, then ''P'' = ''I'', so an LU decomposition exists.
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)