Python LU 分解,pythonlu分解,''' a = LUde


''' a = LUdecomp(a).    LU decomposition: [L][U] = [a]. The returned matrix [a] = [L\U]    contains [U] in the upper triangle and the nondiagonal terms    of [L] in the lower triangle.    x = LUsolve(a,b).    Solves [L][U]{x} = b, where [a] = [L\U] is the matrix returned    from LUdecomp.'''from numpy import dotdef LUdecomp(a):    n = len(a)    for k in range(0,n-1):        for i in range(k+1,n):           if abs(a[i,k]) > 1.0e-9:               lam = a [i,k]/a[k,k]               a[i,k+1:n] = a[i,k+1:n] - lam*a[k,k+1:n]               a[i,k] = lam    return adef LUsolve(a,b):    n = len(a)    for k in range(1,n):        b[k] = b[k] - dot(a[k,0:k],b[0:k])    b[n-1] = b[n-1]/a[n-1,n-1]        for k in range(n-2,-1,-1):       b[k] = (b[k] - dot(a[k,k+1:n],b[k+1:n]))/a[k,k]    return b

评论关闭