What Is LU Factorization?
LU factorization (or LU decomposition) breaks a matrix A into the product of a lower triangular matrix L and an upper triangular matrix U, such that A = LU. This is one of the most important algorithms in linear algebra and numerical computing.
A = L × U
L = Lower triangular (1s on diagonal)
U = Upper triangular
Used to solve Ax = b by solving Ly = b then Ux = y
The Algorithm
LU factorization uses Gaussian elimination. As you eliminate entries below the diagonal, the multipliers form the L matrix, and the resulting upper triangular matrix is U. For a 2×2 matrix: compute U through row operations, and L records the multipliers.
Applications
- Solving systems of linear equations efficiently
- Computing matrix determinants (det(A) = det(L)×det(U))
- Computing matrix inverses
- Numerical simulations and engineering computations
How to Use
Enter the elements of a 2×2 matrix. The calculator performs LU factorization and shows both the L and U matrices.
Partial Pivoting
In practice, LU factorization often uses partial pivoting (row swaps) for numerical stability. This produces PA = LU, where P is a permutation matrix.
When Does LU Exist?
LU factorization exists for any matrix where all leading principal minors are non-zero. If a zero pivot is encountered, pivoting is required.