computational complexity of lu decomposition


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PDF Operation count Uses of LU factorizations

18 oct 2017 · the computational complexity of LU factorization is on the order of pivoting always terminates successfully with the decomposition PA = LU

PDF Recursive Approach in Sparse Matrix LU Factorization

Table 2: Factorization time and error estimates for the test matrices for three factorization codes Toledo Locality of Reference in LU Decomposition with 

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Cost of LU factorization ! "#$ = 1 2 * *+1 ! "#$ & = 1 6 * * + 1 2* + Give an example of a matrix that is very well-conditioned (i e has a 

  • When it is applicable, the Cholesky decomposition is roughly twice as efficient as the LU decomposition for solving systems of linear equations.

  • What is the time complexity of the LU decomposition algorithm?

    Theoretical complexity
    If two matrices of order n can be multiplied in time M(n), where M(n) ≥ na for some a > 2, then an LU decomposition can be computed in time O(M(n)).
    This means, for example, that an O(n2.376) algorithm exists based on the Coppersmith–Winograd algorithm.

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