Matrix Factorization for solving linear equations
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Require examples and procedure of:
- Solving Linear Equation - Ax = b
- Matrix Factorization - A = LU
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Solution Summary
Matrix Factorization is clearly demonstrated.
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Gauss Elimination.
We would like to solve the system
Where is a marrix, is the variables vectors and is the constant solution vector.
If we can transform the matrix A into an upper triangular matrix U such that:
By using linear row operations, then the system will be written as:
Where is the result of applying the same operation on the solution vector b.
Then we can use backwards ...
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