miércoles, 21 de julio de 2010

LU decomposition



LU decomposition

This type of factorization is useful for solving systems of equations.
Resume Gaussian elimination process applied to the matrix.

In linear algebra, the LU decomposition is a matrix decomposition which writes a matrix as the product of a lower triangular matrix and an upper triangular matrix. The product sometimes includes a permutation matrix as well. This decomposition is used in numerical analysis to solve systems of linear equations or calculate the determinant.




REFERENCES:

(1)NUMERICAL METHODS FOR ENGINEERS WITH PERSONAL COMPUTER APPLICATIONS. STEVEN C. Chapra / Raymond P. CANALE

(2) internet-google.

(3)Enciclopedia libre wikipedia

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