LU decomposition

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What Wikipedia says

In numerical analysis and linear algebra, lower–upper (LU) decomposition or factorization factors a matrix as the product of a lower triangular matrix and an upper triangular matrix (see matrix multiplication and matrix decomposition). The product sometimes includes a permutation matrix as well.

Excerpt from the Wikipedia article “LU decomposition”, under the CC BY-SA 4.0 license. Read the article on Wikipedia