利用LU分解求解线性方程组
这里的选主元的方式是高斯列选主元法,对于每一列,选择最大的元素作为主元。
第二部分是利用QR分解。最后给出了两种分解方式的数值解与理论解的二范数,以及数值解的残量的二范数。
试验中希尔伯特矩阵的条件数非常大,对于10的阶数就开始乱抖,不保证每一台机器算出同样的结果,之后CPU可能随机了。
LU分解与householder变换求解线性方程组
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