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I have learnt that the matrix has to be a real, symmetric and a positive definite matrix to find it's LU factorization by Cholesky's method. Is there any conditions for Doolittle's method and Crout's method?

Malith
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1 Answers1

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As described here, you need to have all the leading principal minors be non-singular. If you allow permutations, then the matrix just needs to be invertible.

Victor Liu
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