February 18th, 2017, 04:55 AM  #1 
Member Joined: Nov 2016 From: Kansas Posts: 68 Thanks: 0  LU Decomposition
How to Prove that an LU decomposition exists for any positive definite matrix.

February 18th, 2017, 05:06 AM  #2 
Senior Member Joined: Sep 2016 From: USA Posts: 227 Thanks: 122 Math Focus: Dynamical systems, analytic function theory, numerics 
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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