Fortran77数值计算f2-3.pdf

34 Chapter 2. Solution of Linear Algebraic Equations S a m p le p a g e fr o m N U M E R IC A L R E C IP E S IN F O R T R A N 7 7 : T H E A R T O F S C IE N T IF IC C O M P U T IN G ( IS B N 0 - 5 2 1 - 4 3 0 6 4 - X ) C o p y r ig h t ( C ) 1 9 8 6 - 1 9 9 2 b y C a m b r id g e U n iv e r s ity P r e s s . P r o g r a m s C o p y r ig h t ( C ) 1 9 8 6 - 1 9 9 2 b y N u m e r ic a l R e c ip e s S o ftw a r e . P e r m is s io n is g r a n te d fo r in te r n e t u s e r s to m a k e o n e p a p e r c o p y fo r th e ir o w n p e r s o n a l u s e . F u r th e r r e p r o d u c tio n , o r a n y c o p y in g o f m a c h in e - r e a d a b le file s ( in c lu d in g th is o n e ) to a n y s e r v e r c o m p u te r , is s tr ic tly p r o h ib ite d . T o o r d e r N u m e r ic a l R e c ip e s b o o k s o r C D R O M s , v is it w e b s ite h ttp ://w w w .n r .c o m o r c a ll 1 - 8 0 0 - 8 7 2 - 7 4 2 3 ( N o r th A m e r ic a o n ly ) , o r s e n d e m a il to d ir e c tc u s ts e r v @ c a m b r id g e .o r g ( o u ts id e N o r th A m e r ic a ) . The advantage of Gaussian elimination and backsubstitution over Gauss-Jordan elimination is simply that the former is faster in raw operations count: The innermost loops of Gauss-Jordan elimination, each containing one subtraction and one multiplication, are executed N 3 and N 2M times (where there are N equations and M unknowns). The corresponding loops in Gaussian elimination are executed only 1 3N 3 times (only half the matrix is reduced, and the increasing numbers of predictable zeros reduce the count to one-third), and 1 2N 2M times, respectively. Each backsubstitution of a right-hand side is 1 2N 2 executions of a similar loop (one multiplication plus one subtraction). For M
N (only a few right-hand sides) Gaussian elimination thus has about a factor three advantage over Gauss-Jordan. (We could reduce this advantage to a factor 1.5 by not comput