LDU Decomposition
Chapter 5: Square Matrix and LU Decomposition — LDU Decomp ($A = LDU$)
From the book
Chapter 5: Square Matrix and LU Decomposition. In the chapter mind map this icon labels LDU Decomp ($A = LDU$). The discussion below is excerpted and lightly edited from § Theorem: LDU Decomposition in Mathematics for AI and Machine Learning.
For any matrix $A \in \mathbb{R}^{N \times N}$ that admits LU decomposition, there exists a decomposition
where $L \in \mathbb{R}^{N \times N}$ is a lower triangular matrix with unit diagonal, $D \in \mathbb{R}^{N \times N}$ is a diagonal matrix, and $U \in \mathbb{R}^{N \times N}$ is an upper triangular matrix with unit diagonal.
This decomposition is obtained from LU decomposition by factoring $U = DU'$ where $D$ contains the diagonal elements of $U$ and $U'$ is the unit upper triangular matrix obtained by dividing each row of $U$ by its diagonal element.
What this drawing shows
What you see. Represents a matrix split into lower-triangular, diagonal, and upper-triangular factors.
In the mind map. Chapter 5 — LDU Decomp (). See From the book above for definitions, figures, and worked examples.
Where to read next
Read the full definitions, figures, and worked examples in Chapter 5: Square Matrix and LU Decomposition — see the mind-map node LDU Decomp ().