LU Factorization Existence Theorem
Let . The factorization with unit lower triangular and upper triangular exists and is unique if and only if all leading principal minors of are nonzero: for . If is nonsingular, there always exists a permutation matrix such that (LU factorization with partial pivoting).
Proof
Existence (by induction on ). For : , , .
For the inductive step, partition where is . By hypothesis, (it is a leading principal minor), so by induction .
Seek , .
Then .
This gives: , so (solvable since is nonsingular); , so (solvable since is nonsingular, as ); and .
Uniqueness. Suppose . Then . The left side is unit lower triangular and the right side is upper triangular. A matrix that is simultaneously unit lower and upper triangular must be . Hence and .
Necessity. If exists, then , so . For the factorization to succeed, we need each during elimination, which requires .
Pivoted factorization. If is nonsingular but has a zero leading principal minor, there exists a row permutation (constructed by partial pivoting during Gaussian elimination) such that all leading principal minors of are nonzero.
Even when has all nonzero leading principal minors, unpivoted LU can be unstable if some minors are small. Partial pivoting ensures , bounding the backward error to . The growth factor satisfies with partial pivoting, though values exceeding are essentially never observed in practice.
has , so does not exist. With row permutation : with , .