Harvard AM205 video 2.4 - LU factorization
Channel: Chris Rycroft
Date: 2020-10-05

Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. This video introduces the LU factorization, a useful method for writing a square matrix as the product of lower and upper triangular matrices. One of the primary applications of the LU factorization is to efficiently solve large linear systems of equations.

For more information see the main course website at https://people.math.wisc.edu/~chr/am205