南大数值分析课件§2.1 三角分解课件.pptVIP

* §2 三角分解法 /* Matrix Factorization */ ? 高斯消元法的矩阵形式 /* Matrix Form of G.E. */： Step 1: 记 L1 = ，则 Step n ? 1: 其中 Lk = §2 Matrix Factorization – Matrix Form of G.E. 记为 L 单位下三角阵 /* unitary lower-triangular matrix */ 记 U = A 的 LU 分解 /* LU factorization */ Hey hasn’t GE given me enough headache? Why do I have to know its matrix form??! When you have to solve the system for different with a fixed A. Could you be more specific, please? Factorize A first, then for every you only have to solve two simple triangular systems and . §2 Matrix Factorization – Ma