Factor a non-singular A as a lower-triangular L times upper-triangular U (after a partial-pivoting permutation P). Reduces solving Ax = b to forward + backward substitution at 2n² flops instead of the n³/3 of a full Gaussian elimination…
Factor a non-singular A as a lower-triangular L times upper-triangular U (after a partial-pivoting permutation P). Reduces solving Ax = b to forward + backward substitution at 2n² flops instead of the n³/3 of a full Gaussian elimination…