선형대수,linear_algebra




GE


ex 1

$\displaystyle \begin{cases}2u&+v&+w&=&5\\4u&-6v&&=&-2\\-2u&+7v&+2w&=&9\end{cases}$
첫째줄은 그대로 두고,
두째줄은 ②-①×2,
셋째줄은 ③+①
$\displaystyle \begin{cases}2u&+v&+w&=&5\\&-8v&-2w&=&-12\\&8v&+3w&=&14\end{cases}$
③+② 하면
$\displaystyle \begin{cases}2u&+v&+w&=&5\\&-8v&-2w&=&-12\\&&w&=&2\end{cases}$

한편 계수들을 가지고 행렬을 만들면
$\displaystyle \left[\begin{array}{rrr.r}2&1&1&5\\4&-6&0&-2\\-2&7&2&9\end{array}\right]$
$\displaystyle \left[\begin{array}{rrr.r}2&1&1&5\\0&-8&-2&-12\\0&8&3&14\end{array}\right]$
$\displaystyle \left[\begin{array}{rrr.r}2&1&1&5\\0&-8&-2&-12\\0&0&1&2\end{array}\right]$
이 행렬을 upper triangular matrix라고 한다.

ex 2
$\displaystyle \left[\begin{array}{rrr.r}1&1&1&a\\2&2&5&b\\4&4&8&c\end{array}\right]$
$\displaystyle \left[\begin{array}{rrr.r}1&1&1&a\\0&0&3&b-2a\\0&0&4&c-4a\end{array}\right]$
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LU factorization/decomposition