User Tools

Site Tools


Math 753/853 LU decomposition with pivoting

The LU decomposition with pivoting is the factorization of a matrix $A$ into an lower-triangular matrix $L$ and an upper-triangular matrix $U$ with a permutation matrix $P$ applied to $A$


The permutation matrix $P$ is crucial to suppressing accumulation of rounding errors in the computation. It's so important that nobody ever uses LU decomp without pivoting (A=LU) in practice.

Here a links to a few good online resources for the LU decomposition

gibson/teaching/fall-2016/math753/lu-pivoting.txt · Last modified: 2016/10/06 11:18 by gibson