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Part 3 - How do I find the inverse of a square matrix using LU Decomposition?
Posted by BMFRGuru at 7:51 PMHow do I find the inverse of a square matrix using LU Decomposition?
A matrix 
is the inverse of 
if 
. How can we use LU decomposition to find inverse of the matrix? Assume the first column of (the inverse of [A] is
[b
b
………….b
]
then from the above definition of inverse and definition of matrix multiplication.
Similarly the second column of is given by
[A] 
Similarlycan be found by solving n different sets of equations with the column of the right hand sides being the n columns of the identity matrix.
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