Crout matrix decomposition
- Crout matrix decomposition
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In linear algebra, the Crout matrix decomposition is an LU decomposition which decomposes a matrix into a lower triangular matrix (L), an upper triangular matrix (U) and, although not always needed, a permutation matrix (P).
The Crout matrix decomposition algorithm differs slightly from the Doolittle method. Doolittle's method returns a unit lower triangular matrix and an upper triangular matrix, while the Crout method returns a lower triangular matrix and a unit upper triangular matrix.
So, if a matrix decomposition of a matrix A is such that:
- A = LDU
being L a unit lower triangular matrix, D a diagonal matrix and U a unit upper triangular matrix, then Doolittle's method produces
- A = L(DU)
and Crout's method produces
- A = (LD)U.
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