LU Decomposition Formula:
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Definition: LU factorization decomposes a square matrix into the product of a lower triangular matrix (L) and an upper triangular matrix (U).
Purpose: This decomposition is useful for solving systems of linear equations, matrix inversion, and calculating determinants.
The decomposition follows the formula:
Where:
Explanation: The algorithm systematically eliminates matrix elements to create the triangular forms while preserving the original matrix's information.
Details: LU decomposition is more efficient than Gaussian elimination when solving multiple equations with the same coefficient matrix but different right-hand sides.
Tips: Enter your square matrix elements (up to 6×6). The calculator will display the L and U matrices with 4 decimal precision.
Q1: Does every matrix have an LU decomposition?
A: No, the matrix must be square and its leading principal minors must be non-singular. Some matrices require permutation (PLU decomposition).
Q2: What's the difference between LU and QR decomposition?
A: LU uses triangular matrices while QR decomposes into an orthogonal matrix (Q) and upper triangular matrix (R).
Q3: How is LU decomposition used in solving equations?
A: After decomposition, solve Ly = b then Ux = y, which is computationally efficient.
Q4: Can I use this for non-square matrices?
A: No, LU decomposition requires square matrices. Consider QR decomposition for rectangular matrices.
Q5: Why might the decomposition fail?
A: If a zero pivot is encountered during decomposition, row exchanges (permutation) are needed.