Solve System of Linear Equations by LU Decompose
One of the application of LU matrix decomposition is solving system of linear equations. Ax = b A - coefficient matrix b - non-homogeneous vector x - unknown vector (solution vector) The square matrix (coefficient matrix) A decomposed into LU (lower triangular and upper triangular) matrix by elementary-row-operations. A = LU the solution vector X of system found by forward and back substitution. y = forward-substitute L and b X = back-substitute U and y The two or more system of equations have same coefficient matrix A but have different non-homogeneous vectors (b1 ,b2,..), the solutions vectors (x1,x2,..) obtained by once applying LU decomposition over matrix A. System 1    Ax = b1 ...