c++ LU分解

C++ LU分解

这里使用的使用VS2017
两个主要函数：

double **factor(double **A, int n);
int solve(double **LU, double*b, int n);

首先初始化二维数组，输入A,b
第一个函数进行LU分解：

	for (int i = 1; i < n; i++)
	{
		A[i][0] = A[i][0] / A[0][0];
	}
	for (int i = 1; i < n; i++)
	{
		for (int j = i; j < n; j++)
		{
			for (int k = 0; k <i; k++)
			{ 
				A[i][j] -= A[i][k] * A[k][j];//计算u_ij
			}
		}
		for (int j = i+1; j < n; j++)
		{
			if (A[i][i] != 0)
			{
				A[j][i] = A[j][i] / A[i][i];
				for (int h = 0; h < i; h++)
				{
					A[j][i] = A[j][i] - (A[j][h] * A[h][i]) / A[i][i];//计算l_ji
				}
			}
			else

				cout << "循环结束\n";
			break;
		}
		
	}

第二个函数解方程组Ax=b

	//solve Ly=b
	
	for (int i = 1; i < n; i++)
	{
		for (int k = 0; k < i; k++)
		{
			b[i] -= A[i][k] * b[k];
		}
	}
	//solve Ux=y
	b[n - 1] = b[n - 1] / A[n - 1][n - 1];
	for (int j = n-2; j>= 0; j--)
	{
		double s = 0;
		for (int m = j+1; m < n; m++)
		{
			s = s + A[j][m] * b[m];
		}
		b[j] = (b[j] - s) / A[j][j];
	}