Skip to main content
PaperadvancedFree

Gaussian Elimination (MIMS EPrint 2011.16)

by Nicholas J. Higham · University of Manchester (MIMS)

Ten-page survey explaining why Gaussian elimination computes an LU factorization and what that viewpoint buys, then covering pivoting strategies, growth factors, backward error bounds, matrix classes needing no pivoting, and blocked LAPACK-style implementations.

Visit resource
Also charted under:Numerical Stability

More resources on LU Factorization

WebsiteFree

Wolfram MathWorld

MathWorld is an online mathematics encyclopedia from Wolfram Research offering detailed, browsable articles on topics across the math spectrum, including algebra, geometry, calculus, and number theory. Each entry includes definitions, theorems, formulas, diagrams, worked examples, and links to further reading.

CourseFree

Linear Algebra (MIT 18.06SC)

Matrix theory and linear algebra following Strang's textbook: elimination, vector spaces, orthogonality and least squares, determinants, eigenvalues, positive definite matrices and the singular value decomposition. Includes 74 lecture and problem-solving videos, summary notes, and problem sets and exams with solutions, built for independent study.

CourseFree

ALAFF Chapter 5: The LU and Cholesky Factorizations

The strongest free structured treatment that goes past the definition into the algorithmic variants an implementer actually needs. Chapter of UT Austin's graduate numerical linear algebra text that moves from Gaussian elimination to LU, then to row pivoting, complete pivoting, blocked algorithms and Cholesky, using FLAME notation with worked derivations and programming exercises.

VideoFree

Lecture 4: Factorization into A = LU (MIT 18.06)

Derives A = LU from elimination, explains why the multipliers appear unchanged in L, counts elimination's cost, and introduces permutation matrices for PA = LU. One lecture video from a 35-video course with solved problem sets and exams; afterwards you can factor matrices by hand.

CourseFree

Linear Algebra - Foundations to Frontiers

Learn the mathematics behind linear algebra and link it to matrix software development.

See all LU Factorization resources →