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LDU Decomposition

This repository contains an LDU Decomposition Function implemented in MATLAB.

LDU Decomposition: A numerical Method of Factorizing a matrix into a lower triangular matrix, a diagonal matrix, and an upper triangular matrix. By having lower/Upper triangular matrices, computations are easy through forward/back substitution respectively [1].

LDU decomposition is usually used to solve linear systems of equations, inverting matrices, and computing determinants [2].

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