The LU Decomposition of a Matrix Derivation
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YouTubeAlejandro Fermin
The LU Decomposition of a Matrix Derivation
In the first part of this video, we derive the formulas for the lower triangular matrix L and the upper triangular matrix U in the LU Decomposition of a matrix A. We are assuming that A has an LU Decomposition. (A = LU.) After finding the formulas for L and U, we derive the formulas through forward substitution and backward substitution for the ...
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