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February 18th, 2017, 03:55 AM   #1
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LU Decomposition

How to Prove that an LU decomposition exists for any positive definite matrix.
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February 18th, 2017, 04:06 AM   #2
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I'm not sure if you are omitting something here but I am 99% sure an LU decomposition exists for any square matrix. This follows from the fact that you can do Gaussian elimination and Gaussian elimination provides a constructive method for computing the LU decomposition.
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