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LU Factorization / LU Decomposition | Numerical Methods

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LU Factorization / LU Decomposition | Numerical Methods

What is LU Factorization (also known as LU Decomposition) and how do we perform it on a matrix? LU Factorization essentially allows us to solve a matrix a single time and apply the scaling factors to any possible constant vector that the matrix could equal. Therefore, LU Decomposition can save us large amounts of time it can also allow us to ...

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