LU Decomposition Method:
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LU decomposition factors a matrix as the product of a lower triangular matrix (L) and an upper triangular matrix (U). This method is used to solve systems of linear equations, invert matrices, and compute determinants.
The calculator performs the following steps:
Where:
Explanation: The system is solved in two steps using triangular matrices which are easier to solve than the original system.
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 the square matrix A with rows separated by semicolons and elements separated by commas. Enter vector b with comma-separated values. The matrix must be square and non-singular.
Q1: When does LU decomposition fail?
A: LU decomposition fails when the matrix is singular or when pivoting is required (though partial pivoting can be implemented).
Q2: How is this different from Gaussian elimination?
A: LU decomposition preserves the original matrix and factors it into L and U, allowing efficient solving of multiple systems with the same A.
Q3: What's the computational complexity?
A: Decomposition is O(n³), while solving triangular systems is O(n²) per system.
Q4: Can this handle non-square matrices?
A: No, the matrix must be square for standard LU decomposition.
Q5: What about numerical stability?
A: The calculator uses partial pivoting for stability, but ill-conditioned matrices may still cause problems.