Numerical Analysis

Programs Supporting Algorithms

Applets by Richard Nunoo, book by Dr. Richard Burden and Dr. D. Faires.

 

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Direct Factorization Algorithm

To factor the n x n matrix A =( aij) into the product of the lower-triangular matrix L= (lij) and the upper-triangular matrix U = (uij); that is, A = LU, where the main diagonal of either L or U consists of all ones.