LU Decomposition:
where L is lower triangular with 1s on diagonal, U is upper triangular.
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LU decomposition factors a matrix as the product of a lower triangular matrix (L) and an upper triangular matrix (U). The L matrix has 1s on its diagonal, while U has non-zero values on its diagonal.
The calculator performs LU decomposition using Doolittle's algorithm:
Where:
Explanation: The algorithm systematically decomposes the matrix by solving for elements of L and U in a specific order.
Details: LU decomposition is fundamental for solving systems of linear equations, computing determinants, and matrix inversion. It's more efficient than Gaussian elimination when solving multiple equations with the same coefficient matrix.
Tips: Enter your square matrix with rows separated by semicolons and columns separated by commas. The matrix must be square (n×n) and non-singular.
Q1: What matrices can be LU decomposed?
A: Any square matrix that can be reduced to row echelon form without row exchanges (i.e., all leading principal minors are non-zero).
Q2: How is LU different from QR decomposition?
A: LU decomposes into triangular matrices while QR decomposes into an orthogonal matrix and upper triangular matrix.
Q3: What are applications of LU decomposition?
A: Solving linear systems, computing determinants, matrix inversion, and numerical analysis applications.
Q4: What if my matrix requires pivoting?
A: This calculator implements basic LU decomposition. For matrices requiring pivoting, PA = LU decomposition would be needed.
Q5: Can I decompose non-square matrices?
A: No, LU decomposition requires square matrices. For rectangular matrices, consider QR or SVD decomposition.