P A = L U PA=LU PA=LU
对矩阵 A A A做 L U LU LU分解(考虑行交换)
A = [ a 11 a 12 a 13 a 14 a 21 a 22 a 23 a 24 a 31 a 32 a 33 a 34 a 41 a 42 a 43 a 44 ] A = \begin{bmatrix} a_{11} & a_{12} & a_{13} & a_{14} \\ a_{21} & a_{22} & a_{23} & a_{24} \\ a_{31} & a_{32} & a_{33} & a_{34} \\ a_{41} & a_{42} & a_{43} & a_{44} \end{bmatrix} A=⎣⎢⎢⎡a11a21a31a41a12a22a32a42a13a23a33a43a14a24a34a44⎦⎥⎥⎤
第一步,将矩阵 A A A的第一列元素 a 11 , a 21 , a 31 , a 41 a_{11},a_{21},a_{31},a_{41} a11,a21,a31,a41中绝对值最大值所在行与第 1 1 1行交换,即构造行交换矩阵 P 1 P_{1} P1,用行交换矩阵 P 1 P_{1} P1左乘矩阵 A A A完成第一次行交换。如果 a 41 a_{41} a41的绝对值最大,则将第 4 4 4行和第 1 1 1行交换,对应的行交换矩阵就是将 4 4 4阶单位矩阵的第 1 1 1行和第 4 4 4行交换后得到的矩阵
P = [ 0 0 0 1 0 1 0 0 0 0 1 0 1 0 0 0 ] P = \left[ \begin{matrix} 0 & 0 & 0 & 1 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 1 & 0 & 0 & 0 \end{matrix} \right] P=⎣⎢⎢⎡0001010000101000⎦⎥⎥⎤
用矩阵 P P P左乘矩阵 A A A相当于交换矩阵 A A A的第 1 1 1行和第 4 4 4行
P A = [ 0 0 0 1 0 1 0 0 0 0 1 0 1 0 0 0 ] [ a 11 a 12 a 13 a 14 a 21 a 22 a 23 a 24 a 31 a 32 a 33 a 34 a 41 a 42 a 43 a 44 ] = [ a 41 a 42 a 43 a 44 a 21 a 22 a 23 a 24 a 31 a 32 a 33 a 34 a 11 a 12 a 13 a 14 ] \begin{aligned} PA &= \left[ \begin{matrix} 0 & 0 & 0 & 1 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 1 & 0 & 0 & 0 \end{matrix} \right] \begin{bmatrix} a_{11} & a_{12} & a_{13} & a_{14} \\ a_{21} & a_{22} & a_{23} & a_{24} \\ a_{31} & a_{32} & a_{33} & a_{34} \\ a_{41} & a_{42} & a_{43} & a_{44} \end{bmatrix}\\ &= \begin{bmatrix} a_{41} & a_{42} & a_{43} & a_{44} \\ a_{21} & a_{22} & a_{23} & a_{24} \\ a_{31} & a_{32} & a_{33} & a_{34} \\ a_{11} & a_{12} & a_{13} & a_{14} \end{bmatrix} \end{aligned} PA=⎣⎢⎢⎡0001010000101000⎦⎥⎥⎤⎣⎢⎢⎡a11a21a31a41a12a22a32a42a13a23a33a43a14a24a34a44⎦⎥⎥⎤=⎣⎢⎢⎡a41a21a31a11a42a22a32a12a43a23a33a13a44a24a34a14⎦⎥⎥⎤
一般的,将第一次行交换后的矩阵记为
P 1 A = [ b 11 b 12 b 13 b 14 b 21 b 22 b 23 b 24 b 31 b 32 b 33 b 34 b 41 b 42 b 43 b 44 ] P_{1}A = \begin{bmatrix} b_{11} & b_{12} & b_{13} & b_{14} \\ b_{21} & b_{22} & b_{23} & b_{24} \\ b_{31} & b_{32} & b_{33} & b_{34} \\ b_{41} & b_{42} & b_{43} & b_{44} \end{bmatrix} P1A=⎣⎢⎢⎡b11b21b31b41b12b22b32b42b13b23b33b43b14b24b34b44⎦⎥⎥⎤
第二步,构造矩阵 M 1 M_{1} M1
M 1 = [ 1 0 0 0 − l 21 1 0 0 − l 31 0 1 0 − l 41 0 0 1 ] M_{1} = \left[ \begin{matrix} 1 & 0 & 0 & 0 \\ -l_{21} & 1 & 0 & 0 \\ -l_{31} & 0 & 1 & 0 \\ -l_{41} & 0 & 0 & 1 \end{matrix} \right] M1=⎣⎢⎢⎡1−l21−l31−l41010000100001⎦⎥⎥⎤
其中 l i 1 = b i 1 b 11 , i = 2 , 3 , 4. \displaystyle l_{i1} =\frac{b_{i1}}{b_{11}}, i = 2, 3, 4. li1=b11bi1,i=2,3,4. 用矩阵 M 1 M_{1} M1左乘 ( P 1 A ) (P_{1}A) (P1A)
M 1 P 1 A = [ b 11 b 12 b 13 b 14 0 b 22 ′ b 23 ′ b 24 ′ 0 b 32 ′ b 33 ′ b 34 ′ 0 b 42 ′ b 43 ′ b 44 ′ ] M_{1}P_{1}A = \left[ \begin{matrix} b_{11} & b_{12} & b_{13} & b_{14} \\ 0 & b'_{22} & b'_{23} & b'_{24} \\ 0 & b'_{32} & b'_{33} & b'_{34} \\ 0 & b'_{42} & b'_{43} & b'_{44} \end{matrix} \right] M