deepdream of
          a sidewalk
Show Answer
Math and science::Algebra

LU decomposition

Let A be a 3x3 square invertible matrix. Elimination on A by a sequence of elimination matrices E21,E31 and E32 results in an upper triangular matrix U:

E32E31E21A=U

We can combine the elimination matrices together:

E=E32E31E21

and invert to arrive at the LU decomposition:

A=E211E311E321U=E1U=LU

The elements of the matrix L have a very direct interpretation, arguably more interpretable than those of E. If l21,l31 and l32 are the scalars by which the first and second rows are subtracted from the rows below, then we can express L as:

[L=[?00?10??1]]