Linear Algebra, Python, Numpy, Matrix Decomposition, Eigenvectors.
differ in the way they set up the Lower or Upper triangular matrix: Doolittle (𝑑𝑖𝑎𝑔(𝐿)=1) Crout (𝑑𝑖𝑎𝑔(𝑈)=1) Cholesky (𝑑𝑖𝑎𝑔(𝑈)=𝑑𝑖𝑎𝑔(𝐿)) We will dive into each one and show how different setups give us the same result. Doolittle In this method of LU decomposition, the Lower Matrix is set up as: where