LU factorization and triangular solves
An LU factorization writes A=LU with unit lower-triangular L and upper-triangular U.
Key knowledge
An LU factorization writes A=LU with unit lower-triangular L and upper-triangular U. When U has nonzero diagonal, solving Ly=b then Ux=y solves Ax=b.
Conditions and scope
- Unpivoted elimination requires its pivots to be nonzero.
- Not every nonsingular matrix admits unpivoted LU in its given row order.
Sources · 1
References
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Evidence and review
Section 2.4.3 triangular factorization and linear-system use.
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