9. LU Factorization and Linear Equations
Nicholas John Higham
Abstract
Nicholas John Higham
Abstract
It appears that Gauss and Doolittle applied the method only to symmetric equations. More recent authors, for example, Aitken, Banachiewicz, Dwyer, and Crout … have emphasized the use of the method, or variations of it, in connection with non-symmetric problems … Banachiewicz … saw the point … that the basic problem is really one of matrix factorization, or “decomposition” as he called it.
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It appears that Gauss and Doolittle applied the method only to symmetric equations. More recent authors, for example, Aitken, Banachiewicz, Dwyer, and Crout … have emphasized the use of the method, or variations of it, in connection with non-symmetric problems … Banachiewicz … saw the point … that the basic problem is really one of matrix factorization, or “decomposition” as he called it.
Key concepts: Gaussian elimination, LU decomposition, Linear system, Factorization, Incomplete LU factorization, System of linear equations, Linear algebra, Gaussian