设Hn=hij是hilbert矩阵,即hij=1/(i+j-1),对于n=10,11,...,15,取x=(1 1 ... 1),令bn=Hn*x,再用Guass消去法和Cholesky分解方法来求解Hn*y=bn,看看误差有多大
时间: 2024-10-21 15:04:39 浏览: 92
要演示如何使用Guass消元法(Gaussian elimination)和Cholesky分解来解决这个问题,我们首先需要构建Hilbert矩阵Hn,然后设置向量x,接着计算bn = Hn * x,最后应用这两种方法找到y。
**步骤1**: 构建Hilbert矩阵Hn (这里是n=10到15)
```python
import numpy as np
# Hilbert matrix for n=10 to 15
for n in range(10, 16):
hilb_n = 1 / ((np.arange(1, n+1).reshape(-1, 1) + np.arange(1, n+1)).astype(float) - 1)
print(f"H{n}:")
print(hilb_n)
```
**步骤2**: 设置向量x (全1向量)
```python
x = np.ones(n)
```
**步骤3**: 计算bn = Hn * x
```python
bn = np.dot(hilb_n, x)
```
**步骤4**: 使用Gauss消元法求解Hn * y = bn
```python
from scipy.linalg import solve
y_gauss = solve(hilb_n, bn)
```
**步骤5**: 使用Cholesky分解求解
```python
from scipy.sparse.linalg import cho_factor, cho_solve
L = cho_factor(hilb_n)
y_cholesky = cho_solve(L, bn)
```
**误差评估**:
现在我们可以比较y_gauss和y_cholesky与原始的bn的差来评估误差:
```python
error_gauss = np.linalg.norm(bn - np.dot(hilb_n, y_gauss))
error_cholesky = np.linalg.norm(bn - np.dot(hilb_n, y_cholesky))
print(f"Error using Gaussian elimination: {error_gauss}")
print(f"Error using Cholesky decomposition: {error_cholesky}")
```
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