April 2015
Intermediate to advanced
340 pages
7h 21m
English
Content preview from Mastering Python for Finance
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The LU decomposition
The LU decomposition, or also known as lower upper factorization, is one of the methods of solving square systems of linear equations. As its name implies, the LU factorization decomposes matrix A into a product of two matrices: a lower triangular matrix L and an upper triangular matrix U. The decomposition can be represented as follows:
Here, we can see 
, , and so on. A lower triangular matrix is a matrix that contains values in ...
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