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Consider the matrix product A = LU where L is lower triangular and U is upper triangular.
Use the rule for finding the element
to successively compute
the entries in U and L.
![[Graphics:../Images/dol_gr_2.gif]](../Images/dol_gr_2.gif)
Compute the first row of U and the first column of L.
![[Graphics:../Images/dol_gr_3.gif]](../Images/dol_gr_3.gif)
Compute the second row of U and the second column of L.
![[Graphics:../Images/dol_gr_4.gif]](../Images/dol_gr_4.gif)
Compute the third row of U and the third column of L.
![[Graphics:../Images/dol_gr_5.gif]](../Images/dol_gr_5.gif)
Compute the k-th row of U and the k-th column of L.
![[Graphics:../Images/dol_gr_6.gif]](../Images/dol_gr_6.gif)
The above derivation gives rise to the Doolittle subroutine.
(c) John H. Mathews