A=LUA=LUA=LU
对矩阵AAA做LULULU分解(不考虑行交换)
A=[a11a12a13a14a21a22a23a24a31a32a33a34a41a42a43a44] A = \begin{bmatrix} a_{11} & a_{12} & a_{13} & a_{14} \\ a_{21} & a_{22} & a_{23} & a_{24} \\ a_{31} & a_{32} & a_{33} & a_{34} \\ a_{41} & a_{42} & a_{43} & a_{44} \end{bmatrix} A=⎣⎢⎢⎡a11a21a31a41a12a22a32a42a13a23a33a43a14a24a34a44⎦⎥⎥⎤
第一步,构造矩阵M1M_{1}M1
M1=[1000−l21100−l31010−l41001] M_{1} = \left[ \begin{matrix} 1 & 0 & 0 & 0 \\ -l_{21} & 1 & 0 & 0 \\ -l_{31} & 0 & 1 & 0 \\ -l_{41} & 0 & 0 & 1 \end{matrix} \right] M1=⎣⎢⎢⎡1−l21−l31−l41010000100001⎦⎥⎥⎤
其中li1=ai1a11,i=2,3,4.\displaystyle l_{i1} =\frac{a_{i1}}{a_{11}}, i = 2, 3, 4.li1=a11ai1,i=2,3,4. 用矩阵M1M_{1}M1左乘AAA
M1A=[a11a12a13a140a22′a23′a24′0a32′a33′a34′0a42′a43′a44′] M_{1}A = \left[ \begin{matrix} a_{11} & a_{12} & a_{13} & a_{14} \\ 0 & a'_{22} & a'_{23} & a'_{24} \\ 0 & a'_{32} & a'_{33} & a'_{34} \\ 0 & a'_{42} & a'_{43} & a'_{44} \end{matrix} \right] M1A=⎣⎢⎢⎡a11000a12a22′a32′a42′a13a23′a33′