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Mathematics版 - Question about Matrix: why LU decomposition is better than normal matrix inverse
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进入Mathematics版参与讨论
1 (共1页)
mw
发帖数: 525
1
hi, math gurus:
I read that it is usurally preferable to inverse the triangle matrix L and U
, rather than the original matrix itself.
but I cannot understand why it is like this
can anyone here give a clue ? thanks a lot ?
c******m
发帖数: 599
2
你如果自己会用手算求逆你就知道了

U

【在 mw 的大作中提到】
: hi, math gurus:
: I read that it is usurally preferable to inverse the triangle matrix L and U
: , rather than the original matrix itself.
: but I cannot understand why it is like this
: can anyone here give a clue ? thanks a lot ?

mw
发帖数: 525
3
thanks for your suggestion
yes, I know (roughly) how to calculate the matrix inverse manually.
so, do you mean that LU only improves the efficiency? why my impression is
that it is more robust to ill-conditioned matrix?
thanks

【在 c******m 的大作中提到】
: 你如果自己会用手算求逆你就知道了
:
: U

s*x
发帖数: 3328
4
I guess it is not about efficiency, but precision.

U

【在 mw 的大作中提到】
: hi, math gurus:
: I read that it is usurally preferable to inverse the triangle matrix L and U
: , rather than the original matrix itself.
: but I cannot understand why it is like this
: can anyone here give a clue ? thanks a lot ?

mw
发帖数: 525
5
can you give more details?
I suppose this should be some sort of "hello world" problems for math
students, right?

【在 s*x 的大作中提到】
: I guess it is not about efficiency, but precision.
:
: U

c*******h
发帖数: 1096
6
in general no one would like to invert the L or U factors.
when you solve a matrix equation Ax=b, first LU factorize A, then do a
forward-solve on Ly=b followed by a back-solve Ux=y to obtain x.
The LU factorization is equivalent to Gauss elimination.
otherwise, how to compute a matrix inverse?

U

【在 mw 的大作中提到】
: hi, math gurus:
: I read that it is usurally preferable to inverse the triangle matrix L and U
: , rather than the original matrix itself.
: but I cannot understand why it is like this
: can anyone here give a clue ? thanks a lot ?

s*x
发帖数: 3328
7
try to find help from CS guys on scitific computation/numerate computation.

【在 mw 的大作中提到】
: can you give more details?
: I suppose this should be some sort of "hello world" problems for math
: students, right?

1 (共1页)
进入Mathematics版参与讨论
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话题: matrix话题: lu话题: inverse话题: question话题: why