Proof of LU-Factorization/Decomposition for Square Matrices

Reduce A to an upper Triangular Matrix U

Find the Elementary Matrix Related to Column 1

Find the Elementary Matrix Related to Column 2

Find the Elementary Matrix Related to Column 3

Find the Elementary Matrix Related to Column 4

Find the Elementary Matrix Related to Column 5

Find the Elementary Matrix Related to Column 5n-1

Find the Lower Triangular Matrix L

3 thoughts on “Proof of LU-Factorization/Decomposition for Square Matrices”

Leave a Reply