Mathematics for AI and Machine Learning

Foundations for modern AI and machine learning

LDU Decomposition

Chapter 5 Mathematics for AI

Chapter 5: Square Matrix and LU Decomposition — LDU Decomp ($A = LDU$)

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LDU Decomposition — high-resolution mind-map icon

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

Open Chapter 5 companion →

Read the full definitions, figures, and worked examples in Chapter 5: Square Matrix and LU Decomposition — see the mind-map node LDU Decomp ().