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Culegere de probleme de Analiz˘a numeric˘a

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56 Rezolvarea numerică a sistemelor algebrice liniare<br />

ai,i−1 = li,i−1, i = 2,n (4.2)<br />

aii = li,i−1ui−1,i +lii, i = 2,n (4.3)<br />

ai,i+1 = liiui,i+1<br />

Ordinea <strong>de</strong> obt¸inere este (4.2), (4.4), (4.3) alternativ<br />

Algoritmul:<br />

P1 l11 := a11<br />

u12 := a12/l11<br />

P2 fori = 2 ton−1<br />

li,i−1 := ai,i−1<br />

P3 ln,n−1 = an,n−1<br />

lii = aii −li,i−1ui−1,i<br />

ui,i+1 = ai,i+1/lii<br />

ln,n = ann −ln,n−1un−1,n<br />

4.2 Descompunere LUP<br />

Aici rolul luia11 va fi jucat <strong>de</strong>ak1.<br />

Efectul QA, Q matrice <strong>de</strong> permutare<br />

<br />

ak1 w<br />

QA =<br />

T<br />

v A ′<br />

<br />

1 0<br />

=<br />

v/ak1 In−1<br />

<br />

ak1 wT 0 A ′ −vwT /ak1<br />

<br />

(4.4)<br />

Matricea A ′ − vw T /ak1 se numes¸te complementul Schur al lui ak1 s¸i este<br />

nesingulară.<br />

Determinăm mai <strong>de</strong>parte <strong>de</strong>scompunerea LUP a complementului Schur<br />

Definim<br />

P ′ (A ′ −vw T /ak1) = L ′ U ′ .<br />

P =<br />

1 0<br />

0 P ′<br />

<br />

Q<br />

care este tot o matrice <strong>de</strong> permutare.<br />

Avem acum<br />

<br />

1 0<br />

PA =<br />

0 P ′<br />

<br />

1 0<br />

QA =<br />

0 P ′<br />

<br />

1 0<br />

<br />

=<br />

1 0<br />

P ′ v/ak1 P ′<br />

ak1w T<br />

v/ak1 In−1<br />

0 A ′ −vw T /ak1<br />

<br />

ak1 wT 0 A ′ −vwT /ak1<br />

<br />

=<br />

<br />

=

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