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Step 1 : LU decomposition of A into A = LU ( This step is done using Gauss Elimination ) Step 2 : Ax =

Step 1: LU decomposition of A into A= LU (This step is done using Gauss Elimination)
Step 2: Ax = b is now LUx = b or Ly = b where y = Ux
Step 3: Solve for y in Ly = b, using forward substitution.
Step 4: Solve for x in Ux = y using back-substitution
Note: This is a very efficient implementation of Gauss Elimination. In the above algorithm, the
subdiagonal entries of L are given by lik=mik. The diagonal and superdiagonal entries of U
replace those of A.

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