LU decomposition软件

lower–upper (LU) decomposition or factorization factors a matrix as the product of a lower triangular matrix and an upper triangular matrix.

软件应用简介

lower–upper (LU) decomposition or factorization factors a matrix as the product of a lower triangular matrix and an upper triangular matrix.

LU decomposition (factorization) of a nonsingular (square) matrix A means expressing the matrix as the multiplication of a lower triangular matrix L and an upper triangular matrix U, where a lower/upper triangular matrix is a matrix having no nonzero elements above/below the diagonal. For the case where some row switching operation is needed like in the Gauss elimination, we include a permutation matrix P representing the necessary row switching operation(s) to write the LU decomposition as

P A = L U

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