数值分析-8-MatrixInverseNorm.pdfVIP

8. Matrix Inverse and Condition 8.1 Matrix Inverse When solving many systems with the same coefficient matrix A but different righthandside vectors b, we can also calculate the inverse of A to save the computation cost. In addition, the matrix inverse also provides a powerful technique for understanding the inter relationship of component parts of complicated systems. See Section 10.1.2 for details. A^{1} A = A A^{1} = I 8.1.1 Using LU decomposition to find A^{1} 1     1  −1 = =   AA I 1    O   1    −1 A = [a a a L a ],I = [e e e L e ] 1 2 3 n 1 2 3 n [ L ] [ L ] A a a a a = e e e e 1 2 3 n 1 2 3 n ⇒ Aa = e i i Using LU Decomposition to find the inverse of A: [ ][ ] [ ]  L Y = I [L][ U ][ X ]= [I] ⇒  [ ][ ] [ ] U X = Y  • LU decomposition: [A ] = [L][U] • Forward substitution: [L][Y] = [ I ] • Back substitution: [U][X ] = [Y] Forward substitution: [L][Y] = [ I ] l 0 0 0 y  1 l 0 0 0 y  0 11 11   11 12             l l 0 0 y 0