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6.2 LU factorization

Let
$ A_{n\times n}$ - fully occupied matrix, rowise stored,
$ L$ - lower triangular matrix with normalization $ \ell_{i,i}=1$, column-wise stored,
$ U$ - upper triangular matrix, rowise stored,


and $ \sum\limits_{j=1}^n \ell_{i,j} \cdot u_{j,k}  =  a_{i,k}$ is hold.
\begin{algorithmus}
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Subsections

Gundolf Haase 2000-03-20