gibson:teaching:fall-2016:math753:lu-pivoting

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

The permutation matrix 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

- Wikipedia. Decent general description, an example, and applications to and computing .
- Wolfram Alpha. Pretty terse description of algorithm and application to .
- Sheehan Olver's MATH3976 Julia notebook. Substantially more detailed example than either of the above.

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