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LDU decomposition

LU decomposition — In linear algebra, LU decomposition (also called LU factorization) is a matrix decomposition which writes a matrix as the product of a lower triangular matrix and an upper triangular matrix. The product sometimes includes a permutation matrix as… … Wikipedia
Matrix decomposition — In the mathematical discipline of linear algebra, a matrix decomposition is a factorization of a matrix into some canonical form. There are many different matrix decompositions; each finds use among a particular class of problems. Contents 1… … Wikipedia
Crout matrix decomposition — In linear algebra, the Crout matrix decomposition is an LU decomposition which decomposes a matrix into a lower triangular matrix (L), an upper triangular matrix (U) and, although not always needed, a permutation matrix (P). The Crout matrix… … Wikipedia
Woodbury matrix identity — In mathematics (specifically linear algebra), the Woodbury matrix identity, named after Max A. Woodbury[1][2] says that the inverse of a rank k correction of some matrix can be computed by doing a rank k correction to the inverse of the original… … Wikipedia