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