We introduced the LU-decomposition as a method for solving a linear system of equations. However, until now we have only decomposed the matrix A into L and U. Obviously, we now want to take the second step and see that this matrix decomposition helps us in solving a linear system of equations.

For this we return to the system of Eq. 25.2 from which we also took the matrix. The right-hand side is



We will now use the function DoLUDecomposition in combination with Eq. 25.20 and Eq. 25.21 for solving the linear system of equations


described by Eq. 25.18 and Eq. 25.19.

Calculating y. We first solve Eq. ...

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