Численные методы. Ч.2. Решение уравнений. Буслов В.А - 10 стр.

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A
2
x = b
2
:
a
(1)
11
a
(1)
12
··· a
(1)
1N
0 a
(2)
22
··· a
(2)
2N
··· ··· ··· ···
0 a
(2)
N2
··· a
(2)
NN
x
1
x
2
···
x
N
=
b
(1)
1
b
(2)
2
···
b
(2)
N
,
a
(2)
ij
= a
(1)
ij
+ c
i1
a
(1)
1j
, b
(2)
i
= b
(1)
i
+ c
i1
b
(1)
1
, i 2 .
c
32
=
a
(2)
32
a
(2)
22
4 , 5 , . . . , N i
c
i2
=
a
(2)
i2
a
(2)
22
, i > 2 A
3
x = b
3
:
a
(1)
11
a
(1)
12
a
(1)
13
··· a
(1)
1N
0 a
(2)
22
a
(2)
23
··· a
(2)
2N
0 0 a
(3)
33
··· a
(3)
3N
··· ··· ··· ··· ···
0 0 a
(3)
N3
··· a
(3)
NN
x
1
x
2
x
3
···
x
N
=
b
(1)
1
b
(2)
2
b
(3)
3
···
b
(3)
N
,
(k + 1) a
(k+1)
ij
= a
(k)
ij
+ c
ik
a
(k)
kj
b
(k+1)
i
= b
(k)
i
+ c
ik
b
(k)
k
c
ik
=
a
(k)
ik
a
(k)
kk
, i, j > k
(N 1)
a
(1)
11
a
(1)
12
a
(1)
13
··· ··· a
(1)
1N
0 a
(2)
22
a
(2)
23
··· ··· a
(2)
2N
0 0 a
(3)
33
··· ··· a
(3)
3N
0 0 0 a
(4)
44
··· a
(4)
4N
··· ··· ··· ··· ··· ···
0 0 0 ··· 0 a
(N)
NN
x
1
x
2
x
3
x
4
···
x
N
=
b
(1)
1
b
(2)
2
b
(3)
3
b
(4)
4
···
b
(N)
N
.
C
0 0 0 0 ··· 0
c
21
0 0 0 ··· 0
c
31
c
32
0 0 ··· 0
c
41
c
42
c
43
0 ··· 0
··· ··· ··· ··· ···
c
N1
c
N2
c
N3
··· c
NN1
0
.
Ux = f (U = A
N
, f = b
N
)
x
N
=
f
NN
U
NN
, x
k
=
1
U
kk
(f
k
N
X
i=k+1
U
ki
x
i
) , k = N , N 1 , . . . , 1 .