LU-Decomposition

Iterative linear-system solvers can be fast and are usually easy to implement. However, they have a limited application range, as they impose requirements on the coefficient matrix ranging from positive definiteness to special sparsity structure. Direct solvers, on the other hand, are almost always applicable. Although their operation count and execution time can be large, both are very predictable given the problem size. In Chapters 4 and 5, we shall develop two different direct solvers for general linear systems of equations.