PA LU Factorization Formula:
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Definition: PA LU factorization decomposes a square matrix into three matrices: a permutation matrix (P), a lower triangular matrix (L), and an upper triangular matrix (U).
Purpose: This decomposition is useful for solving systems of linear equations, calculating determinants, and finding matrix inverses more efficiently.
The factorization follows the formula:
Where:
Explanation: The algorithm performs Gaussian elimination with partial pivoting to create the decomposition.
Details: This factorization is numerically stable (due to partial pivoting) and forms the basis for many matrix computations in scientific computing and engineering.
Tips: Enter your square matrix size (2×2 to 6×6) and fill in all matrix elements. The calculator will compute the P, L, and U matrices.
Q1: What's the difference between LU and PA LU?
A: PA LU includes partial pivoting (row exchanges) for numerical stability, represented by the P matrix.
Q2: When does PA LU factorization fail?
A: It fails when the matrix is singular (has zero determinant), though partial pivoting makes it more robust than basic LU.
Q3: How is the permutation matrix P determined?
A: P records all row exchanges made during the elimination process to avoid division by small numbers.
Q4: What are practical applications of PA LU?
A: Solving linear systems, computing determinants, matrix inversion, and as a step in eigenvalue algorithms.
Q5: Why are L's diagonal elements 1?
A: This is a convention that makes the factorization unique (when combined with partial pivoting).