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Is it possible to LU factorise a singular matrix. If this can be done in multiple ways, then how would you go about finding the different decompositions?

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Read the section Existence and Uniqueness –  Amzoti May 4 '13 at 21:03
    
Thank you, this is helpful. How would you go about finding the decomposition though, and at what point in the algorithm would you have a choice which could lead to multiple outcomes? –  user76025 May 4 '13 at 21:13
    
You want to look up Doolittle's Method, Crout's Method and Cholesky's Method. Oops, should have also mentioned Wilkinson's Method. Regards –  Amzoti May 4 '13 at 21:16
    
Thank you, these are useful, I am confident I will be able to solve my problem. –  user76025 May 4 '13 at 21:21
    
You are very welcome, and you can always post follow-up questions if things go South! Great luck! –  Amzoti May 4 '13 at 21:23

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