Description: LU分解在本质上是高斯消元法的一种表达形式。实质上是将A通过初等行变换变成一个上三角矩阵，其变换矩阵就是一个单位下三角矩阵。这正是所谓的杜尔里特算法（Doolittle algorithm）：从下至上地对矩阵A做初等行变换，将对角线左下方的元素变成零，然后再证明这些行变换的效果等同于左乘一系列单位下三角矩阵，这一系列单位下三角矩阵的乘积的逆就是L矩阵，它也是一个单位下三角矩阵。
这类算法的复杂度一般在左右，对充分消元的分解则不然。
-LU decomposition is essentially a Gaussian elimination method expression. A substance is through the primary transformation into an upper triangular matrix, the transformation matrix is a unit lower triangular matrix. This is the so-called Duerlite algorithms (Doolittle algorithm): from the bottom row of the matrix A do elementary transformation, the diagonal elements into the bottom left of zero, and then show the effect of these lines is equivalent to transform the left by a unit lower triangular matrix, this series of unit lower triangular matrix inverse is the product of L matrices, it is also a unit lower triangular matrix. The complexity of these algorithms is generally about the full elimination of the decomposition is not. Platform: |
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Author:王伟 |
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