LU Decomposition Method:
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LU Decomposition is a method to factorize a matrix as the product of a lower triangular matrix (L) and an upper triangular matrix (U). This decomposition is used to solve systems of linear equations, invert matrices, and compute determinants more efficiently.
The calculator performs the following steps:
Where:
Details: LU decomposition is computationally efficient for solving multiple systems with the same coefficient matrix but different right-hand sides. It's more stable than Gaussian elimination and forms the basis for many numerical algorithms.
Tips: Enter your square matrix A and vector b. The calculator supports matrices from 2×2 to 6×6. All values must be valid numbers.
Q1: When does LU decomposition fail?
A: LU decomposition fails when the matrix is singular or when pivoting is required (though this implementation doesn't include pivoting).
Q2: How is this different from Gaussian elimination?
A: LU decomposition preserves the original matrix and factors it into L and U, allowing for efficient solving of multiple systems.
Q3: What's the computational complexity?
A: Decomposition is O(n³), while solving is O(n²) for each system.
Q4: Can I use this for non-square matrices?
A: No, LU decomposition requires square matrices.
Q5: What about numerical stability?
A: For better stability, consider adding partial pivoting (PA = LU).