Chapter 51
Matrix Factorizations and Direct Solution of Linear Systems
Christopher Beattie
Virginia Polytechnic Institute and State University
The need to solve systems of linear equations arises often within diverse disciplines of science, engineering, and finance. The expression "direct solution of linear systems" refers generally to computational strategies that are able to produce solutions to linear systems after a predetermined number of arithmetic operations that depends only on the structure and dimension of the coefficient matrix. The evolution of computers has and continues to influence the development of these strategies and has also fostered particular styles of perturbation analysis suited to illuminating their behavior. Some general ...
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