Ax = b where A = mxn, x = 1xm, b = 1xn. x_i and b_i are defined to be in the ith row of their corresponding vectors. If C is an invertible mxm matrix, CAx = Cb is equivalent to Ax = b. (1) If x_0 satisfies Ax_0 = b, CAx_0 = Cb is satisfied. (2) If x_1 satisfies CAx_0 = Cb, C^{-1} CAx_0 = C^{-1} Cb \to Ax_0 = b is satisfied. (I believe this proof requires associativity) LU Decomposition/Factorization Goal: Factorize A into a lower triangular and upper triangular matrices L and U respectively. (These are very non-unique) A = LU. Conventionally, L is mxm, and U is mxn. Ax = b ---> LUx = b ---> Y = Ux, LY = b. If we assert that L is an invertible matrix (e.g. ones down the diagonal), this is trivial to solve 1 0 0 y1 b1 ( c21 1 0 ... ) * ( y2 ) = ( b2 ) c31 c32 1 y3 b3 ... ... ... Y has a unique solution by construction. ( ex: y1 = b1, c21*y1 + y2 = b2 ...) U is upper triangular, meaning that it is strictly zero below the diagonal started at the top-left. (However, we have no control over the values of the diagonal or the values above the diagonal) [Note] How do we ensure that L and U retain the properties of the original matrix's solution? (i.e. not just matrices of zero) Using a series of row operations (written as invertible matrices C_1, C_2, ..., C_k -- that is, adding a multiple to a lower row) will turn A into echelon (upper triangular), and C_1^{-1}C_2^{-1}*...*C_k^{-1} = L (lower triangular). U is not reduced-echelon, but it is echelon/upper triangular.