Numerical Analysis : Solution of Linear Systems: Factorization Method.
Numerical Analysis :
Solution of System of Linear Algebraic Equations:
Method of Factorization:
In this lecture Factorization of the matrix of coefficients into two matrices L and U where L is a unit lower triangular and U is an upper triangular matrix, is explained. The scheme to compute the matrices L and U is explained.
A problem is solved to illustrate the entire method.