矩阵的LU分解 c++

#include <iostream>
#include <math.h>
using namespace std;

int main()
{
double a[] = {   4,  2,  -2,
2,  2,  -3,
                    -2, -3,  14 };

double *L = NULL;
double *U = NULL;
double tmp=0;
int n;                //矩阵内总数据个数
    int s;                //矩阵的阶数
    
    n = sizeof(a)/sizeof(double);
    s = sqrtl(n);

    L = new double[n];
    U = new double[n];

for (int i = 0; i < s; i++)
    {
for (int j = 0; j < s; j++)
        {
if (i == j)
                L[i*s+j] = 1;
if (i < j)
                L[i*s+j] = 0;
if (i > j)
                U[i*s+j] = 0;

            U[0*s+j] = a[0*s+j];
            L[i*s+0] = a[i*s+0] / U[0*s+0];
        }
    }

for (int k = 1; k < s; k++)
    {

for (int j = k; j < s; j++)
        {
            tmp = 0;
for (int m = 0; m < k; m++)
            {
                tmp += L[k*s+m] * U[m*s+j];
            }

            U[k*s+j] = a[k*s+j] - tmp;
        }

for (int i = k+1; i < s; i++)
        {
            tmp = 0;
for (int m = 0; m < k; m++)
            {
                tmp += L[i*s+m] * U[m*s+k];
            }

            L[i*s+k] = ( a[i*s+k] - tmp ) / U[k*s+k];
        }

    }

//这里就得到L和U矩阵的值了

    delete [] L;
    delete [] U;
    system("pause");
return 0;
}

转载于:https://www.cnblogs.com/tiandsp/archive/2011/12/02/2271751.html