Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

LDU matrix decomposition

  • Saul I. Gass
  • Carl M. Harris
Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_524

For a nonsingular square matrix Av, the transformation by Gaussian elimination of Av into the form LDUv, where Lv is a lower triangular matrix, Dv is a diagonal matrix, and Uv is an upper triangular matrix. It can be written so that the diagonal elements of Lv and Uv are equal to one and Dv is the diagonal matrix of pivots. LU matrix decomposition; Matrices and matrix algebra.

Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • Saul I. Gass
    • 1
  • Carl M. Harris
    • 2
  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA