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Questions tagged [lu-decomposition]

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4
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1answer
1k views

Cholesky decomposition when deleting one row and one and column.

I've thought about this problem for days but could not find a good answer. Given Cholesky decomposition of a symmetric positive semidefinite matrix $A = LL^T$. Now, suppose that we delete the $i$-th ...
0
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1answer
35 views

Sparse Matrix inversion some time singular some time get a big value

I want to invert a matrix which is a "band" diagonal matrix. The structure of the matrix is The blue strip represents the elements that are non zero.All other element in white area are of zero value. ...
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2answers
329 views

Why (which advantages) we use different matrix factorization algorithms?

For the case of PA=LU factorization, I found some documents which tell that it may delete the probability of having 0's on the diagonal of Matrix A. But I am not sure if I got it right. If so, what is ...