I have a general knowledge question.
I have a problem to solve Ax = b using LU Factorization (A and b are provided).
I solved for L and U, but now I have no clue how to use these to find x.
I've tried to look online, but I can't seem to find anything. If someone could explain this, it would be great.
For solving a linear system of equations by LU decomposition you need to split the process in two parts:
You now that:
$A\cdot x = b$
So your guess is that:
$LU\cdot x = b$
Well, you are almost right! Now here's come the aforementioned split:
Calculate $y$ such that:
$L\cdot y = b$ (you have $L$, you have $b$, just calculate $y$)
And now let's solve for $x$
$U\cdot x = y$ (you have $U$ and $y$, solve for $x$).
And we are done!