Separate HTML for Basic Foil 41 Sequential LU Algorithm, continued

Basic HTML version of Foils prepared 6 December 96

Foil 41 Sequential LU Algorithm, continued

From Full Matrices - December 4, 1995 CPS615 Basic Simulation Track for Computational Science -- Fall Semester 95. by Geoffrey C. Fox, Nancy J. McCracken

At each step k, column number k of L and row number k of U are calculated:

Then the rows and columns > k are modified as follows:

After step k, the first k rows and columns of A are not used again. We can therefore overwrite A with the columns of L and the rows of U as we find them. The diagonal of L does not have to be explicitly stored since it is all 1's.