LU decomposition of LinearAlgebraMIT_4_ matrix

The inverse transformation of the matrix needs to be reversed, as follows,

Please add a picture description

The inverse of a transpose is equal to the transpose of the inverse.

After knowing the above basic knowledge, we perform matrix decomposition, such as LU decomposition and LDU decomposition, as follows,

Please add a picture description

Here, we first have a matrix A, and we perform basic row transformation on the matrix A to simplify it into a stepped matrix or a row-simplified matrix (the pivot is 1), that is, multiply the elementary matrix E by A to the left to obtain an upper triangular matrix U (U means Upper), and then we invert the elementary matrix and put it on the right side, which constitutes L (L mean Lower lower triangular matrix), which constitutes the LU decomposition, as follows,

Please add a picture description

So how many calculations do you need to do for a matrix row transformation (one multiplication + addition is one calculation), for an nxn matrix, the answer is about 1/3 of n to the third power.
Please add a picture description

permutations permutation matrix (allow row-to-row interchange), transpose transpose matrix. The permutations permutation matrix has a very magical example, that is, the inverse of the permutation matrix is ​​equal to the transpose of the permutation matrix.

Guess you like

Origin blog.csdn.net/qq_43369406/article/details/131630715
lu