:
е ġؼ : Steven C. Chapra, Raymond P. Canale , ö.±..ŵ.̽¹ , McGraw-Hill Korea, 2002 ( : Numerical Method for Engineers, 4th ed), Page 205~214
ȣ ǥõ ҵ 簢 迭 Ǿ ִ. 1 ִ ó, [A] ǥϴ ǥ̸, ϴ (element) ̴.
ҵ (row) ̶ θ, (column) ̶ θ. ù ° ÷ Ұ ҼӵǾ ִ ġ Ÿ, ÷ Ÿ. ° ° ġѴ.
1 ִ , ´ٰ Ѵ. ̸ ̶ Ѵ.
,
(row vector) Ѵ. ϰ ǥϱ , ù ° ÷ڴ Ѵ. ٸ İ ϱ Ư ǥ ϴ 쵵 ִ ( δ, ȣ Ư ȣ ϱ Ѵ).
Column 3 |
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Row 2 |
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1
Ͷ Ѵ. ǥ ° ÷ڸ Ѵ. Ϳ , ٸ İ ϱ Ư ǥ ϱ Ѵ. ̸ Ǵ δ Ư ȣ ϴ ̴.
簢 (square matrices) θ. , 4×4 .
ҷ ̷ 밢 ⺻ (principal) 밢 Ǵ (main) 밢̶ Ѵ.
簢 Ǯ ſ ߿ Ѵ. , ذ ϱ ؼ ( ش) ( ش) ƾ Ѵ. , ýۿ ̷ 簢 ȴ. 簢 Ư µ 漳 1 Ǿ ִ.
漳 1 簢 Ư |
߿ Ư 簢ĵ鿡 ؼ ˾ƺ . Ī (symmetric matrix) , ϴ ̴. ,
3×3 Ī̴. 밢 (diagonal matrix) 밢 ҵ 0 ̴.
ҵ 0 , ̸ 0 ǥϴ ĭ ´ٴ Ϳ ϶. (identity matrix) ִ밢 ҵ 1 밢̴.
⼭ ǥϱ ȣ Ͽ. 1 ´. λﰢ (upper triangular matrix) , ִ밢 Ϻ ҵ 0 ̴.
Ϻλﰢ (lower triangular matrix) , ִ밢 ҵ 0 ̴.
(banded matrix) ִ밢 ߽ (band) Ұ 0 ̴.
(badwidth) ̸, ߴ밢 (tridiagonal matrix) ̶ Ư ̸ Ҹ. |
ռ Ŀ Ǹ ϿǷ, ̸ Ǵ Ģ ʿ䰡 ִ. , ù ° ҵ ° ҿ , ٰ Ѵ. , ̸ ̴.
Ŀ ġ ִ ҵ ν ǵȴ. .
⼭ ̰, ̴.
, , ġ ִ ҵ ν ǵȴ.
⼭ ̰, ̴.
Ƿκ Ŀ ؼ ȴٴ ִ.
ȯĢ Ѵ. ,
չĢ Ѵ. ,
ϸ, ҿ ϴ Ͱ ȴ.
ǥϴµ, Ҵ ǵȴ ( ϱ ؼ 漳 2 ).
(1)
2
⼭ ̸, ̴. , Ҵ ù ° ° Ҹ ° ° ҿ ؼ ´.
漳 2 : ϴ |
(1) ǻ αֿ ̿ , ð ִ ƴϴ. ϱ ϰ ִ. ؼ Ѵٰ .
ð ִ ÷ ǥϴ ̴.
̰ ִ. ´ ٸ Ľų Ƿ, ſ ϴٰ ִ. , (1) ù ° ù ° ؼ ´. ̴ ϴ Ϳ شѴ.
, 22 ȴ. ִ.
̿ Ǹ, 迭 Ǿ,
ù ° ° ٴ Ȯ ְ ִ. ϴ ߿ϴٴ ְ ִ (, ȯĢ ʴ´). |
ǿ , ù ° Ŀ ° ǵȴ. ̶ Ѵ. , ´. , ̾ٸ, Ǿ . 2 Ǿ ִ Ȯغ ְ ִ.
ٸ, ȯĢ ϰ,
йĢ Ѵ.
Ǵ
, Ϲ ȯĢ ʴ´.
, ߿.
3 , ϴ ڵ带 ְ ִ. (inner product) ʰ, ӽ sum ϴ Ѵ. ó ϴ ε, ù° ǻʹ ġ ƴ, ϸ DZ ȿ̰, °, sum е Ͽ е DZ ̴ (3.4.2 ).
, ǵ ʴ´. 簢̸, Ư ʴٸ (nonsingular), (inverse) Ҹ Ѵ.
(2)
, Ŀ ϴ ѵ, ̴ ڽ 1 Ǵ Ͱ ƶ̴. , Ŀ ϸ ȴ (漳 1 ).
2 (two-dimensional) Ÿ ִ.
(3)
SUBROUTINE Mmult (a, b, c, m, n, l) DO i = 1, n DO j = 1, l sum = 0. DO k = 1, m sum = sum + a(i, k)b(k, j) END DO c(i, j) = sum END DO END DO |
3
2 ̻ 쿡 ſ . LU ع İ Ưİ Gauss-Seidel 쿡 ϴ ġ ڼ ٷ ̴.
ϰ ִ ٸ 꿡 ġ (transpose) trace ִ. ġ ȯ 츦 ϴµ, , 4×4 ,
, ġ ϸ
ٽ ؼ, ġ .
ġ (transpose) Ŀ꿡 ſ پ Ѵ. δ ǥ ִٴ ε, ,
̶,
⼭, ÷ ġ ǥѴ. ̿ ǥϰ Ǹ ִ. ġ ִ.
trace ִ밢 ҵ ̴. ̴ ǥõǸ, ȴ.
trace 27 ̴.
Ŀ꿡 Ȯ (augmentation) ̶ ִ. Ŀ (Ǵ ̻ ) ν ־ ȮǾٰ Ѵ. ,
ķ Ȯϰ ϴ 찡 ִ (漳 1 ). , Ȯ 3×6 ȴ.
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̿ ǥ Ŀ Ͽ ʿ䰡 ſ ϰ ȴ. , Ŀ ʰ, ϳ Ȯ Ŀ ִ.
Ÿ ſ Ѵ. (1) ǥ ִµ,
(4)
⼭ ̴.
̸,
̴.
[ (1) Ǵ 漳 2] ϸ PT (1) (4) ϴٴ ִ. Ƿ (4) ־ ǵȴ.
PT (1)
Ŀ (4) ϴ 纯 ϴ ̴.
⼭ İ Ƿ ȴ.
(5)
κ ϰ ȴ. Լ Ŀ꿡 ϴ ϴ Ϳ ְ ִ. Ǫ ſ ȿ ƴϴ. , ġ ˰ ٸ ȴ. LU ع Ŀ ٿ , ü ذῡ ſ ߿ Ѵ.
, ̿Ͽ Ȯϰ ϴ 찡 ִ. , ̶, 3×4 ȴ.
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(6) |
̿ · ǥϴ ſ ϴٰ ִµ, ̴ Ǫµ Ǵ º ִ ҵ鿡 ۾ شϴ 캯 (right hand side constant) ϱ , (6) , (coefficient matrix) 캯 (right-hand-side vector) ʰ Ȯ Ŀ ϸ DZ ̴.