Source: Numerical Methods for Engineers and Scientists, 3rd Edition by Gilat, Amos and Subramaniam, Vish

LU DECOMPOSITION METHOD
LU Decomposition of a matrix is the factorization of a given square matrix into two triangular matrices,
one lower triangular matrix and one upper triangular matrix, such that the product of these two
matrices gives the original matrix.
The LU decomposition method is a method for solving a system of linear equations [a] [x] = [ b]. In
this method the matrix of coefficients [a] is decomposed (factored) into a product of two matrices [L]
and [U]:
[𝒂] = [𝑳][𝑼] Eq. 1
a11 a12 a13 1 0 0 u11 u12 u13
a
𝑎 = [ 21 a22 a23 ] , we have L = [𝑙21 1 0] and U = [ 0 u22 u23 ]
a31 a32 a33 𝑙31 𝑙32 1 0 0 u33

where the matrix [L] is a lower triangular matrix and [ U] is an upper triangular matrix. With this
decomposition, the system of equations to be solved has the form:
[𝑳][𝑼][𝒙] = [𝒃] Eq. 2
To solve this equation, the product [U][x] is defined as:
[𝑼][𝒙] = [𝒚] Eq. 3
and is substituted in Eq. 2 to give:
[𝑳][𝒚] = [𝒃] Eq. 4
Now, the solution [x] is obtained in two steps. First, Eq. 4 is solved for [y]. Then, the solution [y] is
substituted in Eq. 3, and that equation is solved for [x].

Example:
https://youtu.be/BFYFkn-eOQk
Source: Numerical Methods for Engineers and Scientists, 3rd Edition by Gilat, Amos and Subramaniam, Vish

Practice!
−5 3 0
Decompose A = [−10 7 −2] into product of lower and upper triangular matrices.
20 −6 −5