A procedure for decomposing an matrix into a product of a

lower triangular matrix and an upper triangular matrix ,

(1
)

LU decomposition is implemented in Mathematica as

LUDecomposition[m].

Written explicitly for a matrix, the decomposition is

(2
)
(3
)

This gives three types of equations

(4)
(5)
(6)

This gives equations for unknowns (the decomposition is not

unique), and can be solved using Crout's method. To solve the
matrix equation

(7
)

first solve for . This can be done by forward substitution

(8
)
(9
)

for , ..., . Then solve for . This can be done by back

substitution

(1
 0)
(1
1)

for , ..., 1.