LU Decomposition

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Summary

LU Decomposition is an example of how to use Nu+ features to optimize an algorithm, using multithreaded and vectorial code.

Reusable code decomposition and multithreaded and vectorial optimization methods are shown; they can be applied to every other parallelizable algorithm, from image processing to machine learning ones.

Algorithm Description

LU Decomposition is used in solving systems of linear equations

Ax=b.png

Algorithm decomposes A in:

  • U.png upper triangolar matrix
  • L.png lower triangolar matrix