数值分析英文版ppt(2~9章).pptVIP

Chapter 2 Direct Methods for Solving Linear Systems §0 Introduction ;where A is a n-order square matrix, x and b are n-dimensional vectors. According to the Cramer’s rule, if det(A) ≠0,system (2) has a unique solution where D=det(A), and Dj is the determinant of the matrix obtained by substituting j-th column of A with the right hand side b. ;§2 Gaussian Elimination Method 2.1 The Idea of GEM ;The 2nd step: the second equation times by -2/3and adds to the third equation, we have;2.2 GEM Denote Ax=b as A(1)x=b(1),where A(1) and b(1) with entries and , respectively. The goal in the first elimination process is changing the n-1 entries below into 0. We denote the resulting system by A(2)x=b(2).;; After k-1th eliminations(suppose ≠0),we have;Like the first elimination process, the goal of k-th is eliminating the entries below . The operations in detail are as follows: ;Because the matrix A(n) is an upper triangular matrix, the linear system of equations is changed into a triangular system of equations. If ≠0,we obtain the solution ; (i,j=k+1,k+2,?,n);2.3 A Condition on GEM From the previous algorithm, we need assume the entry ≠0 in the k-th elimination process. In order to finish the GEM, the condition ≠0 for all k. But we hope decide only according to A whether the GEM can finish or not. So, we have the theorem: ;§3 Gaussian Elimination with Pivoting In the previous section, the GEM perhaps get a solution with a great error when 1,because multipliers perhaps are very huge and the computation error is amplified largely.;Method I: normal GEM;Method II: GEM with Column Pivoting; From the example, we can find that the simple exchange between rows can better the precision of algorithm.;Before kth elimination, the step ①、② need be done: ①determine ik according to . If =0,we have det(A)=｜A(k）｜=0,namely,system Ax=b doesn’t satisf