(1) [ H p p H p l H l p H l l ] [ Δ X p Δ X l ] = [ b p b l ] [ I − H p l H l l − 1 0 I ] [ H p p H p l H l p H l l ] [ Δ X p Δ X l ] = [ I − H p l H l l − 1 0 I ] [ b p b l ] [ H p p − H p l H l l − 1 H l p 0 H l p H l l ] [ Δ X p Δ X l ] = [ b p − H p l H l l − 1 b l b l ] \begin{aligned} \begin{bmatrix} H_{pp} & H_{pl} \\ H_{lp} & H_{ll} \end{bmatrix} \begin{bmatrix} \Delta \Chi_{p} \\ \Delta \Chi_{l} \end{bmatrix} &= \begin{bmatrix} b_{p} \\ b_{l} \end{bmatrix} \\ \begin{bmatrix} I & -H_{pl}H^{-1}_{ll} \\ 0 & I \end{bmatrix} \begin{bmatrix} H_{pp} & H_{pl} \\ H_{lp} & H_{ll} \end{bmatrix} \begin{bmatrix} \Delta \Chi_{p} \\ \Delta \Chi_{l} \end{bmatrix} &= \begin{bmatrix} I & -H_{pl}H^{-1}_{ll} \\ 0 & I \end{bmatrix} \begin{bmatrix} b_{p} \\ b_{l} \end{bmatrix} \\ \begin{bmatrix} H_{pp}-H_{pl}H^{-1}_{ll}H_{lp} & 0 \\ H_{lp} & H_{ll} \end{bmatrix} \begin{bmatrix} \Delta \Chi_{p} \\ \Delta \Chi_{l} \end{bmatrix} &= \begin{bmatrix} b_{p}-H_{pl}H^{-1}_{ll}b_l \\ b_{l} \end{bmatrix} \\ \end{aligned} \tag{1} [HppHlpHplHll][ΔXpΔXl][I0−HplHll−1I][HppHlpHplHll][ΔXpΔXl][Hpp−HplHll−1HlpHlp0Hll][ΔXpΔXl]=[bpbl]=[I0−HplHll−1I][bpbl]=[bp−HplHll−1blbl](1)
以上均是一般行变换(以左乘矩阵的形式表示),故方程组的解不会发生变化。
【注】:右侧变量b的定义是将负号包含在内的!!
将公式(1)中最后一个等式,重新写成下面两个等式:
(2)
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\begin{aligned} [H_{pp}-H_{pl}H^{-1}_{ll}H_{lp} ] \Delta \Chi_{p}&= b_{p}-H_{pl}H^{-1}_{ll}b_l \\ H_{lp}\Delta \Chi_p+H_{ll}\Delta \Chi_l &= b_l \end{aligned} \tag{2}
[Hpp−HplHll−1Hlp]ΔXpHlpΔXp+HllΔXl=bp−HplHll−1bl=bl(2)
故:
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\begin{aligned} \Delta \Chi_{p}&= [H_{pp}-H_{pl}H^{-1}_{ll}H_{lp} ]^{-1} [ b_{p}-H_{pl}H^{-1}_{ll}b_l ] \\ \Delta \Chi_l &= H^{-1}_{ll} [ b_l-H_{lp}\Delta \Chi_p] \end{aligned} \tag{3}
ΔXpΔXl=[Hpp−HplHll−1Hlp]−1[bp−HplHll−1bl]=Hll−1[bl−HlpΔXp](3)
可以加速的原因