complexity of lu factorization


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PDF 9 Numerical linear algebra background

Solving linear equations by LU factorization given a set of linear equations Ax = b with A nonsingular 1 LU factorization Factor A as A = P LU ((2/3)n3 

PDF Performance Complexity of LU Factorization with Efficient Pipelining

In this paper we make efficient use of pipelining on LU decomposition with pivoting and a column-scattered data decomposition to derive precise variations of 

  • What are the conditions for LU factorization?

    A factorization of a matrix A in the form A = LU, where L is unit lower triangular and U is upper triangular, is called an LU factorization of A.
    An LU factorization of A exists if all of its leading principal minors are nonsingular.

  • What are the limitations of LU decomposition?

    There are some limitations and restrictions associated with LU decomposition: Square matrices: LU decomposition is applicable only to square matrices (i.e., matrices with an equal number of rows and columns).
    Existence of LU decomposition: Not all square matrices have an LU decomposition.

  • LU factorization with partial pivoting
    It turns out that all square matrices can be factorized in this form, and the factorization is numerically stable in practice.
    This makes LUP decomposition a useful technique in practice.

The most computationally intensive part of solving (1) is the LU factorization defined by (2). This operation has computational complexity of order O(n3) when A is a dense matrix, as compared to O(n2) for the solution phase.
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