数值分析-6-GaussElimination.pdfVIP

6. Linear Algebraic Equations and Gauss Elimination Last week, we solved a single equation with one variable f(x)=0. Now, we have more than one variable and more than one equation. f (x ,x ,..., x )= 0 1 1 2 n f (x ,x ,..., x )= 0 2 1 2 n M f (x ,x ,..., x )= 0 n 1 2 n The simplest: linear algebraic equations with constant coefficients. a x +a x +...+a x = b 11 1 12 2 1n n 1 a x +a x +...+a x = b 21 1 22 2 2n n 2 M {a_{i,j}} and {b_i} are constants. a x +a x +...+a x = b n1 1 n 2 2 nn n n Alternatively, write it in matrixvector format: a a L a x b      11 12 1n 1 1      a a K a x b 21 22 2n 2 2           M M M M = M Problem: find x that satisfies Ax=b.       M M M          a a K a x b n1 n 2 nn n n      Exercise: Read Chapter 7 in the textbook. Special types of square matrices: Sy etric matrix: a_{i,j} = a_{j,i} Diagonal matrix: all the elements off the main diagonal are zero. Identity matrix (I): AI = IA = A Upper triangular matrix: all elements below the main diagonal are zero. Lower triangular matrix: all elements above the main diagonal are zero. Banded matrix: all elements equal to zero, with the exception of a band centered on the main diagonal. Matrix operation: Addition: C =