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QRDCMP

于 2013-09-27 发布 文件大小:1KB
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  用镜像矩阵求出矩阵的QR分解(正交三角分解),并求解线性方程组,该方法不必选主元,但其计算过程非常稳定。也可用于求矩阵的广义逆和求解线性最小二乘问题。子过程QRDCMP用镜像矩阵求m*n矩阵A的QR分解,A=Q^TR,其中Q是m*m正交矩阵,R为m*n上三角矩阵;子过程QRBKSB用矩阵的QR分解求解线性方程组Ax=b,其中A为n阶非奇异方阵。(Matrix obtained with the mirror matrix QR decomposition (orthogonal triangular decomposition), and solving linear equations, the method does not have to choose the main element, but its calculation process is very stable. Can also be used to find the generalized inverse matrix and solving linear least squares problems. Sub-process of the mirror matrix QRDCMP m* n matrix A QR decomposition, A = Q ^ TR, wherein Q is a m* m orthogonal matrix, R is m* n upper triangular matrix subprocess QRBKSB a QR decomposition to solve the matrix linear equations Ax = b, where A is non-singular square matrix of order n.)

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