Linear Algebra › Section B · Matrix algebra › Topic B.5

Matrix factorizations and LU

Factoring a number such as 12 = 3 × 4 reveals its structure. Factoring a matrix does the same, and the LU factorisation, which records the work of row reduction, is how computers actually solve most square linear systems.

In this topic

  • Why factor a matrix?
  • What A = LU means
  • Solving with the two factors
  • Finding L and U
  • Worked example: factoring a 3 × 3 matrix
  • Worked example: solving with the factors
  • Counting the cost
  • When rows must be swapped
  • Common mistakes to avoid
  • Key takeaways

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