Necessary And Sufficient Conditions For Existence of the LU Factorization of an Arbitrary Matrix

arXivmath/0506382MaRDI QIDQ6475656FDOQ6475656

C. Richard jun. Johnson, Pavel Okunev

Publication date: 19 June 2005

Abstract: If $A$ is an n-by-n matrix over a field $F$ ($Ain{M}_n(F)$), then $A$ is said to ``have an LU factorization if there exists a lower triangular matrix $Lin{M}_n(F)$ and an upper triangular matrix $Uin{M}_n(F)$ such that ${\displaystyle }$A=LU.${\displaystyle }$ We give necessary and sufficient conditions for LU factorability of a matrix. Also simple algorithm for computing an LU factorization is given. It is an extension of the Gaussian elimination algorithm to the case of not necessarily invertible matrices. We consider possibilities to factors a matrix that does not have an LU factorization as the product of an ``almost lower triangular matrix and an ``almost upper triangular matrix. There are many ways to formalize what almost means. We consider some of them and derive necessary and sufficient conditions. Also simple algorithms for computing of an ``almost LU factorization are given.

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