And also, how does one go about doing a PLU decomp?
Thanks
$ LU $ decomposition encodes gaussian elimination without pivoting. $ PA = LU $ encodes gaussian elimination with pivoting, which is crucial for numerical stability (and also sometimes pivoting is used to obtain sparser $ L, U $ factors).
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$ LU $ decomposition encodes gaussian elimination without pivoting. $ PA = LU $ encodes gaussian elimination with pivoting, which is crucial for numerical stability (and also sometimes pivoting is used to obtain sparser $ L, U $ factors).