带乘数的Lu分解算法

O. Ntekim, I. Esuabana, U. Edeke
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引用次数: 0

摘要

各种各样的算法,如Doolittle, Crouts和Cholesky已经提出将一个方阵分解成L和U矩阵的乘积,即找到L和U使得a = LU;其中L和U分别是下三角矩阵和上三角矩阵。这些方法是通过写出L和U的一般形式推导出来的,然后通过系统地将A和LU中的相应项相等形成L和U的未知元素。对于较大的n值,这种计算L和U的方法将涉及许多乘积和,并且将导致n阶矩阵的n个方程。在本文中,我们提出了一种基于修正高斯消去算法的乘子的简单方法。关键词:上下三角矩阵,乘数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On Lu Factorization Algorithm With Multipliers
Various algorithm such as Doolittle, Crouts and Cholesky’s have been proposed to factor a square matrix into a product of L and U matrices, that is, to find L and U such that A = LU; where L and U are lower and upper triangular matrices respectively. These methods are derived by writing the general forms of L and U and the unknown elements of L and U are then formed by equating the corresponding entries in A and LU in a systematic way. This approach for computing L and U for larger values of n will involve many sum of products and will result in n 2 equations for a matrix of order n. In this paper, we propose a straightforward method based on multipliers derived from modification of Gaussion elimination algorithm. Keywords: Lower and Upper Triangular Matrices, Multipliers.
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