LU decomposition

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. LU decomposition can be viewed as the matrix form of Gaussian elimination. Computers usually solve square systems of linear equations using LU decomposition, and it is also a key step when inverting a matrix or computing the determinant of a matrix. It is also sometimes referred to as LR decomposition (factors into left and right triangular matrices). The LU decomposition was introduced by the Polish astronomer Tadeusz Banachiewicz in 1938.