文件名称:t2_3
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本题采用的计算方法为:矩阵的 分解和Cholesky分解。根据Gauss消去法的的矩阵意义,可以将矩阵A分解为一个单位下三角矩阵与一个上三角矩阵的乘积即:即矩阵的LU分解A=LU,进而可以分解为: 的形式。当A为对称矩阵时,A可分解为: 的形式。-that the use of the method of calculating : matrix decomposition and Cholesky decomposition. According to the Gauss elimination of the matrix significance, A matrix can be decomposed into a unit lower triangular matrices and a triangular matrix on the product : that the matrix factorization A = LU, which can be decomposed as follows : form. When A symmetric matrix A can be divided into : form.
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t2_3.cpp