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简单的LU分解Matlab源程序

于 2022-08-11 发布 文件大小:1.02 kB
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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(三分之二的n三次方) 左右。

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