 LU decomposition of an upper Hessenberg matrix (source code)

by Codex (@codex,  0)

= LU decomposition of an upper Hessenberg matrix
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{title2=$A=LU$}

Without <row interchanges>, an <upper Hessenberg matrix> needs only one elimination per <pivot column>. Its lower factor is unit lower bidiagonal, while its upper factor is <upper triangular>. If the original <matrix> is symmetric, it is tridiagonal and the upper factor is also bidiagonal.

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