https://en.wikipedia.org/wiki/LU_decomposition One way to find the LU decomposition of this simple matrix would be to simply solve the linear equations by inspection. Expanding the matrix multiplication gives This system of equations is underdetermin…
“矩阵代数初步”(Introduction to MATRIX ALGEBRA)课程由Prof. A.K.Kaw(University of South Florida)设计并讲授. PDF格式学习笔记下载(Academia.edu) 第7章课程讲义下载(PDF) Summary For a nonsingular matrix $[A]$ on which one can always write it as $$[A] = [L][U]$$ where $[L]$ is a lower tr…
首先科普下Pivoting的含义 一般翻译为“主元”,在对矩阵做某种算法时,首先进行的部分元素.在线性规划的单纯形法中常见.wiki的解释如下:Pivot element(the first element distinct from zero in a matrix in echelon form)The pivot or pivot element is the element of a matrix,which is selected first by an algorithm (e.g.…
Chap 1: Linear Equations and Matrix Linear equations Gaussian elimination Pivot; Triangularize; Back substitution; Coefficient matrix, augmented matrix, row vector & column vector; the meaning of Ai*, A*j; 3 situations of solution existence (under th…
2ed, by Timothy Sauer DEFINITION 1.3A solution is correct within p decimal places if the error is less than 0.5 × 10$^{−p}$ .-P29Bisection Method的优点是计算次数(step)是确定的(interval<精度).后面介绍的算法的interval是不确定的, 所以什么时候结束计算呢?不知道.所以定义“stopping criteria’’来决定什么时候结束…
2ed, by Timothy Sauer DEFINITION 1.3A solution is correct within p decimal places if the error is less than 0.5 × 10$^{−p}$ .-P29Bisection Method的优点是计算次数(step)是确定的(interval<精度).后面介绍的算法的interval是不确定的, 所以什么时候结束计算呢?不知道.所以定义“stopping criteria’’来决定什么时候结束…
接着上次LU分解的讲解,这次给出使用不同的计算LU分解的方法,这种方法称为基于GaxPy的计算方法.这里需要了解lapapck中的一些函数.lapack中有一个函数名为gaxpy,所对应的矩阵计算公式是:x = Gx + y; 对应的Matlab代码如下: function[L, U] =zgaxpylu(A) %calculate LU decomposition based on Gaxpy operation %the same way as zlu.m but differnt appr…
1/6 LU 分解 LU 分解可以写成A = LU,这里的L代表下三角矩阵,U代表上三角矩阵.对应的matlab代码如下: function[L, U] =zlu(A) % ZLU - LU decomposition for matrix A % work as gauss elimination [m, n] = size(A); if m ~= n error('Error, current time only support square matrix')…
