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數值分析第五次作業
LU Decomposition
組別： 第六組學生： 陳器奇、謝鎮宇學號：9301062a、9301035a程式碼(使用C語言)：#include <stdio.h>#include <stdlib.h>#include <math.h>#define dim 10//說明(1)double a[dim][dim], L[dim][dim], U[dim][dim], x[dim], b[dim], bp[dim];//說明(2)mprint( int , int , double [][dim] , double [] );//說明(3)main(){int n,i,j,k;//說明(4)doubletemp;printf( "\nInput the dimension of Matrix: " );//說明(5)scanf( "%d",&n );if(n>=dim)//說明(6){printf( "Dimension over preset value %d\n",dim );exit(0);}printf( "\n Input the a matrix\n\n" );for(i=1; i<=n; i++){for(j=1;j<=n;j++){printf( "Input the element of a[%d,%d]: ",i,j );//說明(7)scanf( "%lf",&a[i][j] );}}printf( "\n Input the b vector\n\n" );for(i=1; i<=n ; i++){printf( "input the value of b[%d]: ",i );//說明(8)scanf( "%lf",&b[i] );
 
}mprint(n,n,a,b);//說明(9)/*開始LU分解程序 */for(i=0; i<dim; i++){for(j=0; j<dim;j++){L[i][j]=0.0; U[i][j]=0.0;//說明(10)}}for(i=1; i<=n; i++) { L[i][1]=a[i][1]; }//說明(11)for(j=1; j<=n; j++) { U[1][j]=a[1][j]/L[1][1]; }for(j=2; j<=n; j++){for(i=j; i<=n;i++){temp=0.0;for(k=1;k<=j-1;k++){temp=temp+L[i][k]*U[k][j];}L[i][j]=a[i][j]-temp;}U[j][j]=1.0;//說明(12)for(i=j+1;i<=n;i++)//說明(13){temp=0.0;for(k=1; k<=j-1;k++){temp=temp+L[j][k]*U[k][i];}U[j][i]=(a[j][i]-temp)/L[j][j];}}/* Backward substitution
(反代法)
*/bp[1]=b[1]/L[1][1];//說明(14)for(i=2; i<=n; i++){temp=0.0;for(k=1; k<=i-1;k++){temp=temp+L[i][k]*bp[k];}bp[i]=(b[i]-temp)/L[i][i];
 
}x[n]=bp[n];for(j=n-1; j>=1; j--)//說明(15){temp=0.0;for(k=j+1; k<=n; k++){temp=temp+U[j][k]*x[k];}x[j]=bp[j]-temp;}mprint(n,n,L,b);//說明(16)mprint(n,n,U,bp);for(j=1; j<=n; j++)//說明(17){printf(" x[%d]=%10.5lf\n",j,x[j]);}}/*結束主程式 *//* 副程式*/mprint(int m,int n,double aa[][dim],double bb[])//說明(18){int i,j;for(i=1; i<=m; i++){for(j=1; j<=n;j++){printf(" %10.5e ",aa[i][j]);}printf(" %10.5e \n",bb[i]);}}程式說明：LU Decomposition定義：
將一個矩陣
A
分解成上三角矩陣
U
與下三角矩陣
L。
解法方程式為
：Ax = b=>LUx = b設定Ux=b'，求x，由下列兩個方程式求解:Lb' = bUx = b'先算出b'，再代回算出x
(反代法)
。
矩陣的
LU
分解
(
以四乘四為例
)
of 00

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05 / 21 / 2011This doucment made it onto the Rising List!
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