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NGUYN TN N
NGUYN TH THU THY
H NI - 2010
NCT-FIT-HNUE
MC LC
M U......................................................................................................................................... 5
Chng 1 TNH GN NG V SAI S................................................................................... 8
1. S gn ng v sai s ca n .................................................................................................. 8
1.1. S gn ng v sai s ....................................................................................................... 8
1.2. Ch s c ngha v ch s ng tin.................................................................................. 9
1.3. Cch vit s gn ng .................................................................................................... 10
1.4. Sai s lm trn................................................................................................................ 10
2. S lan truyn sai s ............................................................................................................... 11
2.1. M u ........................................................................................................................... 11
2.2. Sai s ca tng................................................................................................................ 11
2.3. Sai s ca tch................................................................................................................. 12
2.4. Sai s ca thng ........................................................................................................... 13
2.5. Sai s ca hm bt k..................................................................................................... 14
3. Cc loi sai s ....................................................................................................................... 14
3.1. Cc loi sai s mc phi khi gii mt bi ton thc t ................................................... 14
3.2. Cc loi nh gi sai s phng php........................................................................... 15
BI TP ................................................................................................................................... 15
Chng 2. TNH GI TR V XP X HM S ...................................................................... 16
1. Tnh gi tr hm s ................................................................................................................ 16
1.1. Thut ton Hoocner tnh gi tr a thc ......................................................................... 16
1.2. Tnh hm nh chui ly tha ......................................................................................... 17
2. Bi ton ni suy hm s ........................................................................................................ 18
2.1. a thc ni suy Lagrange trn mc khng u ............................................................. 19
2.2. a thc ni suy Lagrange vi mc cch u ................................................................. 22
2.3. a thc ni suy Newton trn mc khng cch u........................................................ 23
2.4. a thc ni suy Newton trn mc cch u................................................................... 27
2.5. Ni suy tng qut (ni suy Hermit)................................................................................ 29
3. Xp x bnh phng cc tiu................................................................................................. 30
3.1. Phng php chung........................................................................................................ 30
3.2. Mt s dng hm c th. ................................................................................................ 31
BI TP ................................................................................................................................... 33
CHNG 3 GII GN NG PHNG TRNH PHI TUYN............................................ 35
1. Nghim v khong phn ly nghim ...................................................................................... 35
2. Phng php chia i ........................................................................................................... 36
2.1. M t phng php ........................................................................................................ 36
2.2. Thut ton tm nghim xp x bng phng php chia i............................................ 37
3. Phng php lp n ............................................................................................................ 38
3.1. M t phng php ........................................................................................................ 38
3.2. Cch chn (x) tha iu kin hi t ca phng php lp n ................................... 40
2
NCT-FIT-HNUE
NCT-FIT-HNUE
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M U
1. Gii thiu mn hc Phng php tnh
C cc tn gi sau: Phng php tnh (Computional methods), phng php s (Numerical
methods), Gii tch s (Numerical analysis), rng hn na l Ton hc tnh ton (Computional
mathematics, Numerical mathematics) (theo Bch khoa ton th v khoa hc v k thut, NXB
Mc. Graw Hill 1992).
L mt khoa hc nghin cu cch gii gn ng, m ch yu gii bng s (gi l gii s) cc
phng trnh, cc bi ton xp x hm s v cc bi ton ti u ha. Mt cch ngn gn l gii
cc bi ton bng s trn my tnh.
2. Phn bit ton tnh v ton l thuyt
Ton l thuyt quan tm n cc vn nh tnh ca bi ton: tn ti, duy nht, tnh cht nghim
ca cc bi ton.
Ton tnh quan tm n xy dng phng php, thut ton tm nghim bi ton trn my
tnh.
Thut ton c xy dng phi tha mn yu cu v tnh kh thi v tnh n nh.
Mt thut ton l kh thi nu n thc hin c trn my tnh. Mt thut ton gi l n nh nu
sai s tnh ton (do my tnh lm trn s) khng b khuch i trong qu trnh tnh.
V d 1 (tnh n nh). Gi s cn tnh tch phn
1
I n = x n e x1dx (n 1) .
0
I n = x n e x 1 10 n x n1e x 1dx = 1 nI n1 .
0
Ngoi ra ta c
1
I1 = xe x1dx = e x1 ( x 1)
1
0
1
0.3679.
e
I n = 1 nI n 1 , n 2,
I1 = 0.3679.
V mt thc t tnh trn my tnh khng cho kt qu mong mun khi n ln. C th l tnh trn
my tnh vi n=25 ta c bng kt qu sau (lit k theo tng hng)
0.3679
0.2642
0.2073
0.1709
0.1455
0.1268
0.1124
0.1009
0.0916
0.0839
5
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0.0774
0.0718
0.0669
0.0627
0.0590
0.0555
0.0572
-0.0295
1.5596
-30.1924
635.0403 -13969.8864
0 I n x n dx =
0
1
.
n +1
Hin tng kt qu tnh ton I n nu trn l s khng n nh ca thut ton: sai s ban u khi
tnh I 1 =
1
0.3679 b khuych i trong qu trnh tnh.
e
1
~
ta thu c I 1 = I 1 + , trong l sai s. Gi s cc tnh ton
e
tip theo khng mc phi sai s. Vi n = 2 ta c
~
~
I 2 = 1 2 I 1 = 1 2( I 1 + ) = (1 2 I 1 ) 2 = I 2 2 .
Nguyn nhn: thay v I1 =
~
~
Thu c I 2 vi sai s | I 2 I 2 |= 2 . Tng t, bc th n thay cho gi tr ng I n ta thu
~
~
c gi tr gn ng I n vi sai s | I n I n |= n! . Do , d c b th khi n ln, sai s vn
(1)
xi =
i
,
(i =1,..., n),
(2)
NCT-FIT-HNUE
trn ta mi ch xt vic gii mt h c 20, m thc t khoa hc v cng ngh i hi phi gii
cc h phng trnh i s tuyn tnh c hng vn, hng triu hoc hn th na. V th, cn phi
nghin cu xut cc phng php hiu qu c th gii c cc h thng phng trnh c
ln. l mt trong cc nhim v ca ngnh Phng php tnh.
Chng 1 gm cc ni dung sau:
Cc khi nim c bn: s xp x (hay s gn ng), sai s tuyt i v sai s tng i, ch s c
ngha v ch s ng tin, cch vit s gn ng, sai s quy trn v quy tc lm trn s cn li
gm cc s ng tin;
S lan truyn sai s u vo dn n sai s u ra x f(x), t tnh c sai s ca tng, hiu,
tch, thng.
Cc loi sai s: gii thiu cc nguyn nhn dn n sai s: sai s khi xy dng m hnh ha cc
i tng, sai s v phng php thc hin, sai s do tnh ton. V, cch nh gi tin nghim,
hu nghim i vi sai s.
NCT-FIT-HNUE
tha.
nh ngha 1-1.1 S =| A a | c gi l sai s tuyt i ca s gn ng a .
Thng thng s ng A khng bit nn ta cng khng bit chnh xc sai s tuyt i ca s
gn ng a , m ch c th nh gi n. V th ta c th xem nh gi tt nht ca l sai s
tuyt i gii hn ca a , l s a b nht c th bit c, tha mn iu kin
A a
(1-1.1)
a a A a + a .
(2-1.1)
a.
V d 1-1.1. Nu coi a = 3,14 l xp x ca th sai s tuyt i l a 0, 002 .
Sai s tuyt i khng phn nh y mc chnh xc ca php o hoc tnh ton. Chng
hn, o chiu di ca hai thanh st bng cng mt thc o ta nhn c cc kt qu sau:
l1 = 115,6cm 0,1cm
l2 = 7,5cm 0,1cm
Tuy sai s tuyt i ca hai php o trn l nh nhau (= 0,1 cm) nhng r rng l php o th
nht chnh xc hn. th hin iu ta a vo khi nim sau.
nh ngha 2-1.1. Sai s tng i ca s gn ng a , k hiu bi , l
Aa
=
A
A
(3-1.1)
vi gi thit l A 0 .
Tuy nhin, do s A v khng bit nn trong thc hnh ta s chp nhn sai s tng i ca s
gn ng a l s a di y, gi l sai s tng i gii hn ca a
8
NCT-FIT-HNUE
a =
a
a
(4-1.1)
a =
a
100% .
|a|
1 =
0,1
0,1
100% = 0, 09% , ca l2 l 2 =
100% = 1,33% . R rng l 1 nh hn rt nhiu
115, 6
7,5
Gi s a l s gn ng ca A v a c biu din
m m `... 1 0 , 1 2 ... n
tc l
(1-1.2)
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ch s 8 v 4 l ng ng.
1
V d 2-1.3. Theo cch ny ta vit a = 23.54 nu a 102 = 0.005 .
2
1
10-1.
2
10
NCT-FIT-HNUE
1
10-1. V th ch s 4 trong a l
2
u
u
dx +
dy
x
y
T y ta c
u
u
u
x +
y
x
y
u =|
u
u
| x + |
| y
x
y
Suy ra
(1-2.1)
Ch : Cng thc (1-2.1) l cng thc quan trng tnh sai s ca hm hai bin u = f(x,y) bt
k da vo o hm ring ca tng bin. Cng thc (1-2.1) c s dng trong vic chng minh
cc cng thc tnh sai s ca tng, hiu, tch thng biu din hm hai bin.
NCT-FIT-HNUE
Ta c
u
u
= 1 .
= 1,
x
y
Do , t (1.6) suy ra
u = x + y
(1-2.2)
u =
u (x + y )
=
u
x y
0.005
= 0.000327 ,
0.066 trong khi sai s tng i ca x v y tng ng l x = x =
x 15.29
y =
y
y
0.005
= 0.000330 . R rng l sai s tng i ca hiu ln gp 200 ln sai s tng
15.14
i ca tng s x v y.
Trong tnh ton ngi ta c gng trnh vic tr hai s gn nhau bng cch bin i biu thc ca
hiu (trong nhng trng hp c th c).
Th d: tnh hiu u =
u=
1
( 201 + 200 )
12
NCT-FIT-HNUE
T (1-1.2) suy ra
u = y x + x y
Do
u =
u x y
=
+
= x +y
u
x
y
Vy
u = x + y
(1-2.3)
Ta c quy tc sau:
Sai s tng i ca mt tch bng tng cc sai s tng i ca cc tha s ca tch.
V d 1-2.3. Gi s X v Y l hai cnh ca mt hnh ch nht m di ca chng (tnh bng
cm) c lm trn n mt ch s sau du chm thp phn l 15.6 v 8.2. Hi gi tr thc s ca
din tch ca hnh ch nht nm trong khong no?
0.05
0.05
= 0.0032, y =
= 0.0061 . Theo (3-1.2) sai s tng i ca tch l
15.6
8 .2
u = 0.0032 + 0.0061 = 0.0093 . V u = x * y =15.6 * 8.2 =127.92 nn sai s tuyt i ca u l
x =
u 1 u
x
= 2
= ,
x y y
y
T (1.6) suy ra
u =
Do
1
x
x + 2 y
y
y
y 1
u
1
y 1
x
= u = x + 2 y = x + y .
|u|
x y
x
y
y
x
Suy ra:
x/ y = x + y
(1-2.4)
Ta c quy tc sau:
Sai s tng i ca mt thng bng tng cc sai s tng i ca s chia v s b chia.
13
NCT-FIT-HNUE
2.5. Sai s ca hm bt k
Cho hm u = f ( x1 , x 2 ,..., x n ) . Theo cng thc vi phn ca hm nhiu bin ta c:
du =
u
u
u
dx1 +
dx2 + ... +
dxn
x1
x 2
x n
T y ta c
u
u
u
u
x1 +
x2 + ... +
xn
x1
x 2
x n
Suy ra
u =
u
u
u
x1 +
x2 + ... +
x
x1
x 2
x n n
(1-2.5)
V = (1/6)d3
nu cho ng knh d = 3.7 0.05 cm v = 3.14 0.0016.
Gii. Xem v d l i s ca hm V, p dng (1-2.4) v (1-2.5) ta c
V = + 3d
= 0.0016/3.14 = 0.0005
d = 0.05/3.7 = 0.0135
Suy ra V = 0.0005 + 3 * 0.0135 = 0.04
Gi tr gn ng ca th tch l V = (1/6)d3 = 26.5 cm3 . Do , ta tnh c sai s tng i
ca n l V = |V|*V = 26.5*0.04 = 1.06 1.1 cm3. V th
V = 26.5 1.1 cm3.
3. Cc loi sai s
3.1. Cc loi sai s mc phi khi gii mt bi ton thc t
Nh bit, nghin cu mt i tng thc t, chng hn mt i tng vt l nh dng chy
trong sng, hin tng dn nhit trong mt thanh vt cht, hay mt i tng kinh t-x hi,...
ngi ta thng xy dng m hnh ton hc ca i tng v nghin cu i tng thng qua
m hnh. Do tnh cht phc tp ca i tng nn ngi ta khng th a ht tt c cc yu t
lin quan vo m hnh, m buc phi loi b nhng yu t khng quan trng v nh hng t n
i tng. Kt qu l ngi ta ch nhn c m hnh ton hc phn nh gn ng i tng cn
nghin cu. Sai s mc phi trong qu trnh ny gi l sai s m hnh.
Khi c m hnh ton hc, thng l cc phng trnh vi phn, tch phn hoc phng trnh i
s,... ngi ta phi gii n. Ni chung ngi ta khng nhn c li gii ng ca mt bi ton
m ch c th nhn c li gii gn ng bng mt phng php no y, th d phng php
lp gii phng trnh phi tuyn, phng php hnh thang tnh tch phn,... . Sai s mc phi khi
14
NCT-FIT-HNUE
phi gii mt bi ton bng phng php gn ng c gi l sai s phng php. y l loi
sai s m chng ta cn quan tm khi nghin cu cc phng php gn ng (gii tch hoc s tr)
v sai s ny phn nh cht lng ca phng php v thng qua n c th nh gi c khi
lng tnh ton cn thit c c li gii vi mt chnh xc cho trc.
Sau khi c phng php hoc thut ton gii mt bi ton cn phi thc hin n trn my tnh
c c li gii s. Trong qu trnh tnh ton bng s ny khng th trnh khi vic lm trn
s. Sai s xy ra trong cng on ny c gi l sai s tnh ton.
Mt loi sai s na c th mc phi khi gii mt bi ton thc t l sai s d liu khi cc d liu
u vo ca bi ton nhn c bng cc php o c hoc quan st thc nghim hoc l li gii
gn ng ca mt bi ton khc.
qn
x1 x0 ,
1 q
q
x n x n 1
1 q
BI TP
1.
Khi xc nh hng s kh ca khng kh, nhn c R =29.25. Hy xc nh cc gii hn
ca R bit sai s tng i gii hn ca R l 1%.
2.
5.
Hy quy trn cc s di y (xem l ng) vi ba ch s c ngha ng tin v xc nh
sai s tuyt i v sai s tng i ca chng:
a) 2.1514
b) 0.16152
c) 0.01204
d) - 0.00152281
15
NCT-FIT-HNUE
Chng 2. TNH GI TR V XP X HM S
1. Tnh gi tr hm s
1.1. Thut ton Hoocner tnh gi tr a thc
a) Gii thiu thut ton
(1-1.1)
= b0 x n + (bk bk 1 x0 ) x n k
k =1
Vy ta c ng nht thc :
n
Hay :
n
k =1
k =1
a0 x n + ak x n k = b0 x n + (bk bk 1 x0 ) x n k
ng nht hai v ta c
b0 = a0, bk - bk-1x0 = ak, k = 1, n hay
bk = ak + bk-1x0, hay bk = ak + ck vi ck = bk-1x0
Thut ton Hoocner tnh gi tr cc h s ca a thc trong (1-2.1) nh sau :
b0
ck
b
k
= a0
= bk 1 x0 k = 1, n
(2-1.1)
= ak + ck
16
NCT-FIT-HNUE
H (2-1.1) cho thy ch cn tnh n php nhn v n php cng v cc s hng tham gia tnh ton
b hn phng php tnh trc tip.
b) S tnh bng tay
b0
a1
an
c1
cn
b1
bn
x0
p(x0)=bn
V d 1-1.1
-3
-4
22
11
30
p(2)=30
f ( x) =
k =0
f ( k ) ( x0 )
( x x0 ) k
k!
(1-1.2)
th ta c th tnh gn ng
n
f ( x)
k =0
f ( k ) ( x0 )
( x x0 ) k
k!
(2-1.2)
v c lng sai s l :
Rn ( x) =
f ( n+1) (c)
x x0
(n + 1)!
n +1
trong c l im no gia x v x0
V d 1-1.2. Tnh sin 360
17
NCT-FIT-HNUE
v f ( x) =
f ( 0 ) ( x0 )
f (1) ( x0 )
( x x0 ) 0 +
( x x 0 )1 = f ( x 0 ) + ( x x 0 ) f ' ( x 0 )
0!
1!
Thay vo ta c sin 360 = sin (/ 6 + /30) = sin (/6) + (/30) cos (/6) + R1
2
sin c
1 3
2
= + .
+ R1 trong R1 =
10
2 30 2
2 30
2. Bi ton ni suy hm s
Mt trong cc bi ton c bn ca gii tch s l ni suy hm s. Bi ton ny thng gp trong
cc trng hp sau :
i) Cn phc hi hm s f (x) i vi mi im x thuc khong [a, b] nu ch bit gi tr ca n
(x + t) 2
f ( x) = t
dt
cos( x ) e + sin( xt )
18
NCT-FIT-HNUE
Ln ( x) = f ( xi )li ( x)
i =1
n
x xj
( x x0 )...( x xi 1 )( x xi +1 )...( x x n )
=
( xi x0 )...( xi xi 1 )( xi xi +1 )...( xi x n ) j i xi x j
(2-2.1)
j =0
(3-2.1)
1, i = j
li ( x j ) = ij=
0, i j
(4-2.1)
x x0
x x1
+ f ( x1 )
x0 x1
x1 x0
(5-2.1)
( x x0 )( x x2 )
( x x0 )( x x1 )
( x x1 )( x x2 )
(6-2.1)
+ f ( x2 )
+ f ( x1 )
( x0 x1 )( x0 x2 )
( x1 x0 )( x1 x2 )
( x2 x0 )( x2 x1 )
trong y i = f ( xi ), i =0, 1, 2.
V d 1-2.1. Xy dng a thc ni suy cho hm y = sin x ti cc nt
x0 = 0, x1 =
1
1
v x 2 = .
6
2
19
NCT-FIT-HNUE
Gii. Ta c bng gi tr ca hm
x
1/6
1/2
1/2
3.
-1
1/3
tnh
3 = 31 / 2 ta xp x
1 11
L2 ( ) = .
2
6
c) nh gi sai s
Vn quan trng t ra khi xp x hm f (x) ti im x bt k bi a thc ni suy l phi nh
gi c sai s, tc lch f (x) - Ln (x) . nh l sau y cho ta nh gi .
nh l 4.2.1 Gi s hm s f (x) C ( n +1) [a, b] , tc l c o hm lin tc n cp n+1 trn [a,
f ( n +1) ( )
n +1 ( x),
(n + 1)!
(7-2.1)
n
[a, b] c nh gi
f ( x ) Ln ( x )
M n +1
n +1 ( x) ,
(n + 1)!
(8-2.1)
20
NCT-FIT-HNUE
a x b
Tnh gn ng sin
0,707
x( x
)
4
L2 ( x) = 0,707.
+ 1.
.
( )
( )
2 2 4
4 4 2
Ta c sin
L2 ( ) 0,851.
3
3
L2 ( ) 3 3 ( ) .
3
3
3!
3
D tnh c
M 3 = max y ' ' ' ( x) = max cos x = 1,
0 x
0 x
3
. =
.
3 ( ) =
3
sin
Do
Nh vy,
3 3
4 3
216
1 3
L2 ( )
= 0,024
3
3
6 216
sin
=0,851 0,024
L2 ( x ) = x 2 .
nh gi sai s f ( x) L2 ( x) ta khng th p dng cng thc (8-2.1) v hm f (x) khng c
o hm ti x = 0. Nhng ta c th nh gi c sai s ni suy trn on [-1, 1] nh sau
21
NCT-FIT-HNUE
x 1
x 1
1
4
i =0
j i
j =0
y = Ln ( x ) = y i
x xj
xi x j
input: x, xi, yi (i = 0, n)
output: y l gi tr ca hm ti x
Algorithm:
1. Khi to y = 0
2. for i = 0 n
2.1. P = 1; /* P chnh l a thc li */
2.2. for j = 0 n
if (j i) then P = P * (x - xj) / (xi - xj)
2.3. y = y + yi*P
3. return y
x x0
, khi :
h
x x0 = h.t
xi x0 = h.i
x x1 = h(t 1)
xi x1 = h(i 1)
...
...
x xi 1 = h(t (i 1))
xi xi 1 = h
x xi +1 = h(t (i + 1))
xi xi +1 = h
...
x xn = h(t n)
...
xi x n = h ( n i )
hay
22
(1-2.2)
NCT-FIT-HNUE
li ( x0 + ht ) =
t (t 1)...(t n)
(t i )i!(n i )!(1) n1
(2-2.2)
Vy cng thc ni suy Lagrange (1-2.1) trong trng hp mc cch u mt khong h c dng :
n
Ln ( x0 + ht ) = t (t 1)...(t n)
i =0
(1) n1 f ( xi )
(t i )i!(n i )!
(3-2.2)
hay
t (t 1)...(t n) n (1) n1 f ( xi )C ni
Ln ( x0 + ht ) =
n!
(t i )
i =0
(4-2.2)
xi
f(xi)
-2
L2 (2t ) =
t (t 1)(t 2) 5C 20 2C 21 1.C 22
+
2!
t 0 t 1 t 2
4
1
t (t 1)(t 2) 5
+
+
2
t t 1 t 2
1
= (10t 2 24t + 10) = 5t 2 12t + 5
2
23
f ( xi ) f ( x j )
xi x j
NCT-FIT-HNUE
f ( xi , x j , xk ) =
f ( xi , x j ) f ( x j , x k )
xi x k
f ( x0 , x1 ,..., xk 1 ) f ( x1 , x2 ,..., xk )
x0 x k
f ( x0 , x1 ,..., x k ) = f ( x k , x k 1 ,..., x0 ).
ii) Nu Pn (x) l a thc bc n th t sai phn bc nht Pn ( x, x0 ) l mt a thc bc n-1, t sai phn bc
hai Pn ( x, x 0 , x1 ) l mt a thc bc n-2, ..., t sai phn bc n ca Pn(x) l a thc bc 0, v t sai phn
bc n + 1 ca Pn(x) l a thc Pn ( x, x 0 , x1 ,..., x n ) = 0. Kt lun ny d chng minh da vo nh l
Bezout.
Pn ( x) = Pn ( x0 ) + ( x x0 ).Pn ( x, x0 ), v Pn ( x, x0 ) =
Pn ( x) Pn ( x0 )
x x0
Pn ( x, x0 ) = Pn ( x0 , x1 ) + ( x x1 ).Pn ( x, x0 , x1 ) v Pn ( x, x0 , x1 ) =
Pn ( x, x0 ) Pn ( x0 , x1 )
x x1
Pn ( x, x0 , x1 ) = Pn ( x0 , x1 , x2 ) ( x x2 ).Pn ( x, x0 , x1 , x2 )
..........
Pn ( x, x0 ,..., xn1 ) = Pn ( x0, x1 ,..., xn 1 ) ( x xn 1 ).P ( x, x0 ,..., xn1 )
Pn ( x) = Pn ( x0 ) + ( x x0 ) Pn ( x0 , x1 ) + ( x x0 )( x x1 ) Pn ( x0 , x1 , x 2 )...
+ ( x x0 )( x x1 )...( x x n 1 ) Pn ( x0 , x1 ,..., x n )
By gi, nu Pn (x) l a thc ni suy
(1-2.3)
ca hm f (x) ti cc nt x0 , x1 ,..., xn tc l
24
NCT-FIT-HNUE
Pn ( x) = f ( x0 ) + ( x x0 ) f ( x0 , x1 ) + ( x x0 )( x x1 ) f ( x0 , x1 , x 2 )...
(2-2.3)
+ ( x x0 )( x x1 )...( x x n 1 ) f ( x0 , x1 ,..., x n )
hay
(3-2.3)
Pn ( x) = f ( x0 ) + ( x x0 )( x x1 )...( x xi 1 ) f ( x0 , x1 ,..., xi )
i =1
a thc Pn (x) dng (2-2.3) hay (3-2.3) c gi l a thc ni suy Newton (tin) xut pht t
nt x0 . N trng vi a thc ni suy Lagrange (v a thc ni suy l duy nht) nhng c vit
trong dng khc.
Nhn xt 1. Vic tnh ton a thc ni suy theo cc cng thc trn khc phc c nhc im
ca cch tnh theo cng thc Lagrange (1-2.1) v khi b sung cc nt ni suy mi ch cn tnh
thm mt s s hng mi cng vo tng c.
Nhn xt 2. Sau khi tnh c cc t sai phn, tnh a thc ni suy Newton mt cch hu
hiu ngi ta thng dng lc Horner.
P( x) = f ( x0 ) + ( x x0 )[ f ( x0 , x1 ) + ( x x1 )[ f ( x0 , x1 , x 2 ) + ( x x 2 )[ f ( x0 ,..., x3 ) + ...]]]
2.3.3. nh gi sai s ca ni suy Newton mc khng u
T nh ngha ca cc t sai phn vit cho hm f (x) , tng t nh trong tiu mc trc, c th
thu c
f ( x) = f ( x0 ) + ( x x0 ) f ( x0 , x1 ) + ( x x0 )( x x1 ) f ( x0 , x1 , x 2 )...
+ ( x x0 )...( x x n 1 ) f ( x0 , x1 ,..., x n ) + ( x x0 )...( x x n ) f ( x, x0 , x1 ,..., x n )
n (2-2.3) ta vit c
f ( x) = Pn ( x) + n +1 ( x) f ( x, x0 , x1 ,..., x n )
f ( x) Pn ( x) = n +1 ( x) f ( x, x0 , x1 ,..., x n )
(4-2.3)
trong
n
n +1 ( x) = ( x xi )
(5-2.3)
i =0
tnh cc t sai phn (t.s.p) trong cng thc ca a thc ni suy Newton (4.3.2) ngi ta lp
bng sau (th d cho n=4)
x
f(x)
T.s.pbc 1
T.s.p bc 2
T.s.p bc 3
T.s.p bc 4
x0
f(x0)
f(xo,x1)
f(x0,x1,x2)
f(x0,x1,x2,x3)
f(x0,x1,x2,x3,x4)
x1
f(x1)
f(x1,x2)
f(x1,x2,x3)
f(x1,x2,x3,x4)
25
NCT-FIT-HNUE
x2
f(x2)
f(x2,x3)
x3
f x3)
f(x3,x4)
x4
f(x4)
f(x2,x3,x4)
f(x)
T.s.pbc 1
T.s.p bc 2
T.s.p bc 3
T.s.p bc 4
x0
f(x0)
f(xo,x1)
f(x0,x1,x2)
f(x0,x1,x2,x3)
f(x0,x1,x2,x3,x4)
-2/3
3/10
-11/120
x1
f(x1)
f(x1,x2)
f(x1,x2,x3)
f(x1,x2,x3,x4)
-1
5/6
-1/4
x2
f(x2)
f(x2,x3)
f(x2,x3,x4)
3/2
-1/6
x3
f (x3)
f(x3,x4)
x4
f(x4)
Hoc ngn gn l:
x
f(x)
T.s.pbc 1
T.s.p bc 2
T.s.p bc 3
T.s.p bc 4
-2/3
3/10
-11/120
-1
5/6
-1/4
3/2
-1/6
NCT-FIT-HNUE
11
3
2
P4 ( x) = 1 + x 1 + x( x 2) ( ) + x( x 2)( x 3) + x( x 2)( x 3)( x 5) (
)
120
10
3
11 4 73 3 601 2 413
=
x +
x
x +
x + 1.
120
60
120
60
Nhn vo bng t sai phn v cng thc ni suy Newton (3-2.3) d thy rng vic tnh gi tr ca
a thc Newton ti im x c th m t bi on m sau:
input: x, xi, fi (i = 0, n)
output: y l gi tr ca hm f(x) ti mt im trong khong cha cc mc ni suy
Algorithm
Sai phn cp mt ti nt xi l f i = f i +1 f i .
k f i = ( k 1 f i ) ,
V d 1-2.4.
2 f i = ( f i ) = f i +1 f i = ( f i + 2 f i +1 ) ( f i +1 f i ) = f i + 2 2 f i +1 f i .
27
NCT-FIT-HNUE
f ( x0 , x1 ) =
i f 0
f ( x0 , x1 ,..., xi ) =
(i = 1, n) .
i!h i
(1-2.4)
Trong cng thc ca a thc ni suy Newton (2-2.3) hoc (3-2.3) mc trc biu din t sai
phn qua sai phn theo cng thc (1-2.4) v t x = x0 + t.h ta thu c
t (t 1) 2
t (t 1)...(t n + 1) n
f 0 + ... +
f0
2!
n!
n
t (t 1)...(t i + 1) i
= f0 +
f0
i!
i =1
Pn ( x0 + th) = f 0 + tf 0 +
(2-2.4)
y chnh l cng thc ca a thc ni suy Newton trn mc cch u (thng c dng
ni suy hm s i vi nhng gi tr ca x vng u bng tc l gn x0.)
2.4.3. nh gi sai s ca ni suy Newton mc cch u
f ( n +1) ( )
t (t 1)...(t n)h n +1
(n + 1)!
(3-2.4)
tnh cc sai phn tin lm h s trong a thc Newton ta lp bng cc sai phn (th d cho n =
4)
x
2f
3f
4f
x0
f0
f0
2f0
3f0
4f0
x1
f1
f1
2f1
3f1
x2
f2
f2
2f2
x3
f3
f3
x4
f4
V d 2-2.4.
10
Xy dng a thc ni suy Newton xut pht t x0 = 0, ri dng a thc ny tnh gn ng f(0,5).
Gii. Lp bng cc sai phn
28
NCT-FIT-HNUE
2f
3f
-1
10
P3 (t ) = 1 + t (1) +
V th f (1 / 2) P3 (1 / 2) = 0,625 .
2.4.5. Thut ton ni suy newton trn mc cch u
t = (x - x0)/h;
y = f0; tich = 1;
2. for i =1 n
2.1. for j = 1 n - i
fj = fj+1 - fj
2.2. tich = tich * (t - i + 1)/i;
2.3. y = y + tich * f0;
3. return y;
x0 , x1 ,..., xm v gi s ti cc nt ta bit cc gi tr ca hm s v gi tr ca o hm ca n
n mt cp no (cp cao nht ca o hm ti mi nt c th khc nhau). Chng hn,
NCT-FIT-HNUE
..............................
S ki c gi l bi ca nt xi (i = 0,1,..., m).
Gi s rng tng bi ca tt c cc nt l k0 + k1 + ... + km = n + 1. Cn xy dng a thc H n ( x)
bc n sao cho
H n( j ) ( xi ) = f n( j ) ( xi )
(i = 0, m, j = 0, k i )
(1-2.5)
H n ( x) = a k x k = a 0 + a1 x + ... + a n x n
(2-2.5)
k =0
t h n + 1 phng trnh n + 1 n s:
( k0 )
( k1 )
.........
( x0 ) = f ( k0 ) ( x0 ),
( x1 ) = f ( k1 ) ( x1 ),
(3-2.5)
.........
( km )
( xm ) = f ( km ) ( xm )
Ngi ta chng minh c rng h phng trnh trn c duy nht mt nghim tc l a thc
ni suy Hermit tn ti v duy nht. Ngoi ra, sai s ca a thc ny cho bi cng thc sau
f ( x) H n ( x) =
f ( n +1) ( )
( x x0 ) k0 ( x x1 ) k1 ...( x x m ) k m
(n + 1)!
( [a, b])
(6-2.5)
Gi s ngi ta thu thp c s liu thc nghim v s ph thuc ca hai i lng (vt l, ho
hc, kinh t,...) x v y trong bng sau
x
x1
x2
...
xn
y1
y2
...
yn
NCT-FIT-HNUE
y = aebx
y = axb
nhng cha bit gi tr c th ca cc tham s. tm cc tham s ngi ta s dng phng
php di y c tn gi l phng php bnh phng cc tiu.
Gi s dng ph thuc hm s gia x v y l
y = Q(x, a0, a1,..., am),
(1-3.1)
trong a0, a1,..., am l cc tham s cn tm. Cc tham s ny c chn sao cho tng bnh
phng cc lch ca hm Q ti cc im xi so vi cc gi tr thc nghim yi l b nht. Ni
cch cc tham s cn c chn sao cho tng bnh phng cc sai s b nht, tc l hm
2
2-3.1)
i =1
t min. iu kin cc tr ca hm S l
S
= 0, i = 0,..., m .
ai
(3-3.1)
S (a, b) = ( yi a bxi )
(1-3.2)
i =1
Cc h s a v b tm t iu kin
S
a = 0
S = 0
b
(2-3.2)
n
2( yi a bxi )(1) = 0
i =1
n
2( y a bx )( x ) = 0
i
i
i
i =1
Rt gn ta c
31
NCT-FIT-HNUE
n
n
na
(
x
)
b
+
=
i yi
i =1
i =1
n
n
n
( x ) a + ( x 2 )b = x y
i
i i
i
i =1
i =1
i =1
(3-3.2)
Trong trng hp ny
n
(4-3.2)
i =1
n
S
2
=
a 2 y i a bxi cxi (1) = 0
i =1
n
S
2
= 2 y i a bxi cxi ( xi ) = 0
b i =1
n
S
2
2
= 2 y i a bxi cxi ( xi ) =0
c i =1
Rt gn ta c
n
n
n
2
na + ( xi )b + ( xi )c = yi
i =1
i =1
i =1
n
n
n
n
2
3
(
x
)
a
(
x
)
b
(
x
)
c
+
+
=
i
i
i
xi y i
=
=
=
1
1
1
i =1
i
i
i
n
n
n
n
2
3
4
2
(
x
)
a
(
x
)
b
(
x
)
c
+
+
=
i
i
i
xi y i
i =1
i =1
i =1
i =1
(5-3.2)
32
NCT-FIT-HNUE
0.65
0.75
0.85
0.95
1.15
0.96
1.06
1.17
1.29
1.58
0.65
0.75
0.85
0.95
1.15
Yi =ln yi
-0.04
0.06
0.18
0.25
0.46
v n = 5
5
Xi
X i2
X iYi
4.35
3.93
0.92
0.89
i =1
i =1
i =1
i =1
+ ( X i ) B =
nA
i =1
5
5
( X i )A + ( X i2 ) B =
i =1
i =1
Y
5
i =1
XY
i =1
i i
+ 4.35B = 0.89
5 A
1 x
e
2
BI TP
1.
Dng cc gi tr di y ca
x
x
tnh gn ng
1.414
3 v nh gi sai s.
33
NCT-FIT-HNUE
2.
Hm f(x) c xp x bi a thc ni suy Lagrange ti ba im cch u nhau trn on
cho trc. Hy tnh gn ng gi tr ca hm ti im v nh gi sai s
Cho
x bi bng sau
x
3
10
11
12
2.0800
2.1544
2.2240
2.2894
8.5 v nh gi sai s.
1960
1970
1980
1990
2000
Dn s (triu
ngi)
45
50.5
54
60.5
64
34
NCT-FIT-HNUE
CHNG 3 GII GN NG
PHNG TRNH PHI TUYN
1. Nghim v khong phn ly nghim
Cho f(x) l mt hm s xc nh v lin tc trong min D ca trc s thc. Xt phng trnh:
f(x) = 0
(1-1)
f ( x) = x 3 6 x + 2 = 0
(1)
f'(x)
f(x)
M>0
-
+
+
m<0
Ta thy f(-) < 0, M = f ( 2 ) > 0, m = f ( 2) < 0 , f() > 0 v f(x) tng trong cc khong (-,
2 ), ( 2 , +) v gim trong khong ( 2 , 2 ), do cc khong trn l khong phn ly
ca 3 nghim ca phng trnh (1). Tip theo, ta c th thu hp khong phn ly ca cc nghim
thnh (-3, -2), (0, 1) v (2, 3).
f(x) = 2x - cos x = 0
(2)
35
NCT-FIT-HNUE
Ta c f(x) = 2 + sin x > 0 v f(0) = - 1 < 0 , f(1) = 2 - cos 1 > 0. Do (0, 1) l khong phn ly
ca nghim duy nht ca phng trnh cho.
Phng php th tm khong phn ly ca cc nghim ca phng trnh f(x) = 0 da trn vic
xc nh cc khong cha cc im ct ca th ca hm s y = f(x) vi trc honh hoc honh
ca cc im ct nhau ca hai th g(x), h(x) nu phng trnh g(x) = h(x) tng ng vi
phng trnh cho.
V d 3-1. Li xt phng trnh (2). t g(x)
= x v h(x) = (1/2)cos x. Nhn vo hnh v ta
thy khong phn ly ca nghim duy nht ca
phng trnh (2) l (0, /2).
1.6
1.4
1.2
y=x
1
0.8
0.6
y=1/2*cos(x)
0.4
0.2
0
0.5
1.5 pi/2
Hnh 1-2.1
a 0 + b0
2
NCT-FIT-HNUE
ba
ba
< l sai s cho trc ta dng qu trnh chia i v ly
. Nu
n
2
2n
b a
b an
xn = n
< .
l nghim gn ng. Khi xn x *
2n
2
d n = bn an =
a1 = x0 = 1,8513, b1 = b0 = 1; d1 = b1 a1 = 0,5.
Ta c [a1, b1] = [0,5; 1] l khong phn ly.
t x1 = (a1 + b1)/2 = 0,75. Khi
f (a1 ) = 1,8513, f ( x1 ) = 0,758 a 2 = x1 = 0,75, b2 = b1 = 1, d 2 = 0,25.
a
0
0.5
0.75
0.875
0.875
0.875
0.875
0.882813
0.886719
0.886719
b
1
1
1
1
0.9375
0.90625
0.890625
0.890625
0.890625
0.888672
x0
0.5
0.75
0.875
0.9375
0.90625
0.890625
0.882813
0.886719
0.888672
0.887695
f(a)
3
1.851279
0.758
0.069875
0.069875
0.069875
0.069875
0.023594
0.000307
0.000307
f(b)
-0.71828
-0.71828
-0.71828
-0.71828
-0.3114
-0.1176
-0.02308
-0.02308
-0.02308
-0.01137
f(x0)
1.851279
0.758
0.069875
-0.3114
-0.1176
-0.02308
0.023594
0.000307
-0.01137
-0.00553
|b-a|<0.01
FALSE
FALSE
FALSE
FALSE
FALSE
FALSE
FALSE
TRUE
TRUE
TRUE
37
NCT-FIT-HNUE
3. Phng php lp n
3.1. M t phng php
Gi s phng trnh f(x) = 0 c th vit di dng:
x = (x)
(1-3.1)
(2-3.1)
(3-3.1)
(4-3.1)
x[ a , b ]
Khi
i) Phng trnh (1-3.1) c nghim duy nht x* (a, b)
ii) Qu trnh lp (2-3.1) hi t v c c lng
xn x *
q
xn xn1
1 q
(5-3.1)
xn x *
qn
x1 x0
1 q
(6-3.1)
(7-3.1)
- hoc sai s hu nghim ca xn l i lng cp ca lch gia hai xp x lin tip xn v x n1,
ngha l xn x * C xn xn 1 .
38
NCT-FIT-HNUE
' ( x) = sin x q =
0 ( x)
1
2
1
< ,
2 2
do
( x) [0, ] x [0, ].
2
xi-1
xi
|xi - xi-1|
0.5
0.4307
false
0.4307
0.4426
false
0.4426
0.4496
false
0.4496
0.4502
0.0006
true
Gii. Trc ht, ta a phng trnh cho v dng tng ng x = (x). Trong s cc cch
a v dng ny, ta phi chn cch sao cho tha mn cc iu kin ca nh l 1-3.1. Ta s chn
x = (x) vi (x) = (5x3 + 3)/20. Khi (x) tha mn iu kin (3-3.1) v
3x 2 3
= <1
0 x 1
0 x 1 4
4
v cng tha mn iu kin (4-3.1) v 3/20 < (x) 2/5, do (x) [0, 1], x [0, 1]. Do ,
phng php lp n cho dy nghim:
max ' ( x) = max
xn =
5 xn31 + 3
, x [0,1]
20
39
NCT-FIT-HNUE
hi t v c nh gi
xn x * 3 xn xn 1
xn
xn - xn-1
3(xn - xn-1)
0.1812
0.3187
0.9562
0.1515
0.0298
0.0893
0.1509
0.0006
0.0019
0.1509
0.0000
0.0000
L iu kin (3-3.1)
x[ a , b ]
Trc ht nhn xt rng 0 th phng trnh f(x) = 0 tng ng vi phng trnh x = (x)
vi
(x) = x + f(x)
(1-3.2)
Gi s (a,b) l khong phn ly nghim v f(x) > 0 trn [a, b]. K hiu
M = max f ' ( x), m = min f ' ( x)
a x b
a x b
m
1
, q = 1
M
M.
f ' ( x)
.
M
f ' ( x)
m
1
= q < 1 trn ton on [a, b]. Nh vy, hm
M
M
(x) c xy dng nh trn tho mn iu kin th nht ca nh l 1-3.1.
V 0 < m f(x) M nn ' ( x) = 1
2
M +m
q=
M m
M +m,
trong
40
NCT-FIT-HNUE
a x b
(1-4.1)
f ( xn 1 )
f ' ( xn 1 )
(2-4.1)
Ta coi xn l xp x tip theo ca x*. V th phng php tm nghim gn ng theo cng thc
(2-4.1) cn c tn gi l phng php tip tuyn .
Nhn xt.
( x) = x
f ( x)
f ' ( x)
(3-4.1)
41
NCT-FIT-HNUE
(4-4.1)
Gi s
x0 [a, b] l im Fourier.
xn x *
xn x *
f ( xn )
,
m1
(1-4.2)
M2
2
xn xn 1 ,
2m1
(2- 4.2)
trong q =
(3-4.2)
M2
, zn = xn x*, M2 v m1 c xc nh nh trong nh l 1-4.2.
2m1
Gii. t f(x) = x2 - x -1. Ta c f(1) = -1 < 0, f(2) = 1 > 0 v f(x) = 2x-1 > 0. Do [1, 2] l
khong phn ly nghim dng ca phng trnh cho. Ngoi ra, ta c f(x) = 2 > 0. Do
chn m1 =1, M2 =2. Vi t cch xp x ban u ta chn im Fourier x0 = 2. Phng php lp
Newton c dng
xn = xn1
f ( xn 1 )
x2 x 1
= xn 1 n1 n 1 .
f ' ( xn 1 )
2 xn 1 1
42
NCT-FIT-HNUE
Rt gn v phi ta c
xn21 + 1
xn =
2 xn 1 1
(1)
Theo nh l 1-4.2 ta c
xn x *
2
2
2
xn xn1 = xn xn1
2 1
.
xn
xn- xn-1
(xn- xn-1)2
1.666666
-0.333333
0.111111
1.619048
-0.047619
0.002267
1.618034
-0.001013
0.000001
43
NCT-FIT-HNUE
xn = xn 1
(1-5.1)
Phng php ct tuyn (1-2.5) hi t chm hn phng php Newton nhng hi t nhanh hn
phng php lp n.
V d 1-5.1. Cho phng trnh f(x) = x3 -3x + 2 = 0 c mt nghim l x* = 2. S dng phng
php ct tuyn vi sai s 10-3, x0 = -2,6, x1 = -2,4 ta c
x(n)
-2.1066
-2.0226
-2.0015
-2.0000
-2.0000
44
NCT-FIT-HNUE
f ( xn 1 )( xn 1 d )
, n = 1,2,...
f ( xn 1 ) f (d )
(1-6.1)
| f ( xn ) |
,
m1
| xn x* |
M 1 m1
| xn xn 1 |,
m1
y, nh thng l, ta k hiu
M 1 = max | f '( x) |, m1 = min | f '( x) |
a x b
a x b
BI TP
1.
x 4 3x 20 = 0 ( x > 0)
2 ln( x) x = 0
x 3 2 x 5 = 0 ( x > 0)
4 e x 2 x 2 = 0 ( x > 0)
x 3 + 3x + 5 = 0
x sin x =
x + ex = 0
1
5
x 2 sin x = 0.
2.
Bng phng php chia i tm nghim ca cc phng trnh cho trong bi 1 vi
chnh xc = 10-2.
3.
45
x2 , x3 ,...
NCT-FIT-HNUE
S dng phng php lp n dng xn+1 = xn + f(xn) gii phng trnh f(x) = 0
4.
tm
7.
5.
Tm nghim ca cc phng trnh cho trong bi 1 vi chnh xc = 10-3 bng phng
php Newton.
6. Tnh 13 bng phng php Newton, phng php lp n v phng php ct tuyn vi
chnh xc 10-3.
7.
Phng php Newton hi t ti nghim no trong ba nghim 0; 1 v -1 ca phng
3
trnh x - x = 0 nu xut pht t im x0 bt k?
8.
46
NCT-FIT-HNUE
Cho u = u 2 v v = v2 , th u + v = u2 + v2
u
v
u + v
3
3
3 3
Tng t,
Cho u = (u1 , u2 , u3 ) v v = (v1 , v2 , v3 ) , th u + v = (u1 + v1 , u2 + v2 , u3 + v3 )
Nhn mt s vi mt vect
Cho u = (u1 , u2 , u3 )
v1
v v = v2
v
3
47
NCT-FIT-HNUE
u = (3 4 2 ) v v = 80000
60000
1.2. Ma trn
1.2.1. nh ngha
am1 am 2
... a1n
... a2 n
,
... ...
... amn
E=
. . . .
0 0 ... 1
Ma trn nghch o: Cho ma trn vung A, ma trn nghch o ca ma trn A (nu c),
k hiu l A-1, l mt ma trn vung cp n tha mn iu kin sau:
A.A-1 = A-1.A = E
1.2.3. Mt s dng c bit ca ma trn
Ma trn tam gic trn: Ma trn vung A c gi l ma trn tam gic trn, nu aij = 0
nu vi i > j, tc l A c dng:
48
NCT-FIT-HNUE
a11 a12
0 a
22
A=
.
.
0
0
Ma trn tam gic di: Tng t, ma trn vung A c gi l ma trn tam gic di,
nu aij = 0 vi i < j, tc l A c dng:
a11
a
A = 21
.
an1
... a1n
... a2 n
.
... .
... ann
0
... 0
... .
... ann
...
a22
.
an 2
Ma trn tha: Ma trn tha l ma trn c rt nhiu phn t bng 0. Trong trng hp,
nu aij= 0 khi |i-j| > m v m<<n th ma trn c tn gi l ma trn bng. Nu m = 1 th ma
trn bng c dng ba ng cho
a11 a12 0 .......... ..0
0
0
a21 a22 a23 .......... .0
A = .......... .......... .......... ....
0 .......... ... an 1, n
0 0
0 0
0 ...... .. an , n 1 ann
Cng 2 ma trn Php cng hai ma trn ch c ngha khi hai ma trn c cng cp. Cho hai
ma trn A = {aij}i = 1, .., m; j = 1, ..., n, B = {bij}i = 1, .., m; j = 1, ..., n, Khi tng ca hai ma trn A
v B l ma trn C = {cij}i = 1, .., m; j = 1, ..., n, k hiu l C = A + B, vi cij = aij + bij ,
(i,j=1,...,n).
Nhn hai ma trn: iu kin thc hin c php nhn: S ct ca ma trn trc
phi bng s hng ca ma trn sau. Tch ca hai ma trn A = (aij) kch thc m p vi
ma trn B = (bij) kch thc p n l ma trn C = (cij) c kch thc m n, trong :
p
V d 1-1.2.
49
NCT-FIT-HNUE
2 3 5
0
1
1
3 2 . 1 2 3 5 = 9 6 1 13
6 0 4 1
1 2
11 2 5 3
V d 2-1.2.
4 0
[3 2 1] 1 2 = [3.4 + 2.(1) + 1.3 3.0 + 2.2 + 1.1] = [13 3]
3 1
V d 3-1.2.
4 0
4.4 + 0.5 16
1 2 . 4 = (1).4 + 2.5 = 6
5
3 1 3.4 + 1.5 17
Ch :
(AB)C = A(BC)
a
a
Cho A = 11 12 th det(A) = a11a22 - a12a21
a21 a22
b) nh thc ca ma trn cp ba
a11
Cho a21
a31
a12
a22
a32
a13
a23 th
a33
a
det A = a11 det 22
a32
a23
a
a
a
a
+ a12 det 21 23 + a13 det 21 22
a33
a31 a33
a31 a32
50
NCT-FIT-HNUE
, M 1, 2 =
, M 1,3 =
A = 4 5 6 , M 1,1 =
8 9
7 9
7 8
7 8 9
det A = (-1)1+1a1,1 det M1,1 + (-1)1+2 a1,2 det M1,2 + (-1)1+3 a1,3 det M1,3
= a1,1 det M1,1 - a1,2 det M1,2 + a1,3 det M1,3
=1.93 -2.(-78)+3.(-3) = 240.
thy, nu chn hng 1 th du cng tr an xen nhau, bt u l du dng.
a11 x1
a x
21 1
.
an1 x1
a12 x2
+ ... +
a1n xn
b1
+ a22 x2
+ ... + a2 n xn
= b2
+ a n 2 x2
...
+ ... + ann xn
(1-2.1)
= bn
(2-2.1)
trong
a11
a
21
A=
.
a n1
a12
a 22
.
an 2
... a1n
x1
b1
... a 2 n
x2
b
, x= , b= 2
... .
...
...
x
b
... a nn
n
n
Phng php ng hay cn gi l phng php trc tip, v d nh cc phng php Cramer,
kh Gauss, Choleski, l phng php cho ta nghim ng ca h phng trnh (1-2.1) sau mt
s hu hn cc php tnh vi gi thit khng c sai s lm trn.
51
NCT-FIT-HNUE
x = A1b
tc l
xj =
det A j
(1-2.2)
det A
Hy gii h
x1
3 x1
x
1
+ 4 x2
+ 2 x3
+ 6 x3
= 6
= 30
2 x2
+ 3 x3
Gii: Ta c
0 2
1
6
A = 3 4 6 , b = 30
1 2 3
8
Vy
0 2
6 2
0
6
6
1
1
A1 = 30 4 6 , A2 = 3 30 6 , A3 = 3 4 30
8 2 3
1 8 3
1 2 8
Ta tnh c
det A = 44 0
det A1 = -40, det A2 = 72, det A3 = 152
Ta suy ra cc thnh phn nghim ca h cho:
x1 = -40/44 = -10/11; x2 = 72/44 = 18/11; x3 = 152/44 = 38/11
Vy x = (-10/11, 18/11, 38/11)t l nghim ca h cho.
52
NCT-FIT-HNUE
Trong khoa hc v cng ngh ngi ta thng phi gii cc h phng trnh c ln hn 20 rt
nhiu, chng hn c nghn, chc nghn, thm ch c hng triu. V th cn phi c cc phng
php gii h phng trnh tt hn c th cho li gii trong mt thi gian chp nhn c. Mt
c im ca cc phng php l khc t vic nghch o ma trn. V kim ch nam cho vic
xy dng cc phng php nhanh gii h phng trnh i s tuyn tnh c ln l khai thc
trit cc thng tin v ma trn ca h.
a n1
a12
...
a 22
... a 2 n
.
an 2
a1n
...
... a nn
a1,n+1
a '11
0
a 2,n+1
A' =
.
.
a n ,n +1
0
a '12
...
a '1n
a ' 22
... a ' 2 n
...
... a ' nn
a '1,n +1
a ' 2,n +1
a ' n ,n+1
i ch 2 phng trnh bt k.
Dng j
-
Dng j + Dng i m ,
j = i + 1,..., n; m =
a ji
aii
(1-2.3)
Qu trnh ngc: gii h tam gic trn t di ln trn, tc l tnh cc nghim xn, xn-1,
, x1 bng phng php th ngc.
xn =
1
bn
ann
53
NCT-FIT-HNUE
1
an1,n1
(bn1 an1,n xn )
(2-2.3)
xi =
1
(bi
aii
j =i +1
aij x j )
2 x1
3 x
1
+ 2 x2
+ 3 x2
+ 3 x3
+ x3
= 6
= 6
+ x2
+ 2 x3
= 6
Ta c
1 2 3
A' = [A, b] = 2 3 1
3 1 2
6
6
Qu trnh thun
i=1
[A,b] = 2 3 1
3 1 2
1 2
6
3
6 [A,b] = 0 1 5
0 5 7
6
6
12
i=2
[A,b] = 0 1 5
0 5 7
1 2
6
3
6 [A,b] = 0 1 5
0 0 18
12
6
18
+ 2 x2
x2
+ 3 x3
5 x3
= 6
= 6
18 x3
18
Qu trnh ngc
Gii ngc: Tnh cc nghim xn, xn-1, , x1 bng phng php th ngc: Ta tnh c x3 = 1;
x2 = 6 - 5.1 = 1; x1 = 6 - 2 - 3 = 1.
54
NCT-FIT-HNUE
Khi lng tnh ton: Ta c th nh gi c tng s php ton ca phng php kh Gauss
l O(n3) khi n ln.
V d 2-2.3. Gii h PTSTT sau bng phng php kh Gauss:
= -2
3 1 - 2 - 2
4 11 7 7
2
1 2 1,5
0 - 5 - 6,5 - 8
0 3 1
- 1
1 2
0 1
0 0
1 2
0 1
0 0
1,6
- 2,9 - 5,8
1,5
1,3
1,5
1,3
1
1,6
2
1 2
= 2.(-5).(-2,9) det 0 1
0 0
1,5
55
NCT-FIT-HNUE
Algorithm:
1. Nhp n, ai (i=1, .., n; j = 1, ..., n+1)
2. Qu trnh thun: Bin i A A
Lp qu trnh sau vi i = 1 n - 1
2.1. Xt a[i,i], nu a[i,i] = 0 th tm phng trnh j sao cho a[j,i] 0. Nu tn ti
phng trnh j th hon i hai phng trnh cho nhau, nu khng th kt lun h
suy bin v dng thut ton.
2.2. Chia 2 v ca phng trnh i cho a[i,i] chun b cho vic kh x[i] trong
cc phng trnh cn li ; gn kt qu cho phng trnh trung gian c
a[i,,j]=a[i,,j]/a[i,i]; c[j]=a[i,,j]; vi j = 1, 2, .., n.
2.3. Vi mi phng trnh j = i +1 n
Cng phng trnh j vi phng trnh c sau khi phng trnh c (tc l phng
trnh i trn) nhn vi -a[j,i]
a[j,k] = a[j,k] + c[k] * (-a[j,k]) ; vi k = 1,2, ..., n
3. Qu trnh ngc
3.1. Tnh x[n]=a[n,n+1];
3.2. Tnh thnh phn nghim x[k] vi k = n-1, ..., 1
(i) Tnh tng s = s + a[k, j] vi j = k+1, ..., n
(ii) Tnh x[k] = a[k, n + 1] - s
4. Xut x1, x2, ..., xn
a11 x1
a x
21 1
.
a n1 x1
a12 x2
+ ... +
a1n xn
a1,n+1
+ a 22 x2
+ ... + a 2 n xn
= a 2,n+1
+ a n 2 x2
...
+ ... + a nn x n
(1-2.4)
= a n ,n+1
V dng
x1
x
2
.
xn
=
=
.
=
1
(a1,n +1
a11
1
(a 2,n +1
a 22
.
1
(a n ,n +1
a nn
a12 x2
a 21 x1
a13 x3
...
a1n xn )
a 23 x3
...
a2 n xn )
a n1 x1
a n 2 x2
a n 3 x3
Hay
56
...
... a n ,n 1 xn 1
NCT-FIT-HNUE
x1
x
2
.
xn
(a1,n +1 a1 j x j ) / a11
( j 1)
= (a 2,n +1 a 2 j x j ) / a 22
( j 2)
j =1
n
j =1
...
= (a n ,n+1 a nj x j ) / a nn
...
( j n)
j =1
Tng qut ta c vi i = 1, 2, , n th
n
(2-2.4)
j =1
(3-2.4)
trong B gi l ma trn lp v
a21
B = a 22
.
a
n1
a nn
a12
a11
0
.
an 2
ann
a1,n+1
a1n
a
a11
11
1
a2,n +1
a2n
x2
...
a 22 , x = , g = a 22
...
...
.
...
x
an ,n+1
...
0
a
nn
...
Tip theo, cho h nghim ban u x0 = ( x10 , x 20 ,..., x n0 ) t . Thay x0 vo phng trnh (2-2.4) tnh
x1 = ( x11 , x12 ,..., x1n ) t vi
n
n
1
(ai ,n+1 aij x kj ) , j i
aii
j =1
(4-2.4)
(i = 1,..., n)
(i)
(5-2.4)
j =1
57
NCT-FIT-HNUE
(ii)
(iii)
r3 =
i =1
(6-2.4)
i =1
2
ij
j =1
<1
(7-2.4)
V d 1-2.4.
x1 + 4 x 2 x3 = 4
x + x + 4x = 4
2
3
1
x1( k )
x 2( k )
x3( k )
|| x (k ) x ||
1.6000
-1.4000
0.9500
0.6000
0.9400
-0.9975
1.0144
0.0600
0.9948
-0.9951
1.0001
0.0052
1.0009
-1.0002
0.9998
0.0009
1.0000
-1.0001
1.0000
0.0001
1.0000
-1.0000
1.0000
0.0000
V d 2-2.4.
1 1 10 8
x2
x
3
=
= 0.1x1
= 0.1x1
0 .2 x 2
0.1x2
0.1x3
0 .2 x 3
+1
+ 1 .2
+ 0 .8
Ta c
58
NCT-FIT-HNUE
0.2 0.1
1
0
B = 0 .1
0
0.2 , g = 1.2
0.8
0.1 0.1
0
n
Do r1 = max bij = 0,3 < 1 tha mn iu kin hi t nn ta c th p dng phng php Gaussi
j =1
Seidel. Chn x0 = (0, 0, 0)t thay vo ta c x1 = (1, 1.2, 0.8)t, tng t tnh x2, x3, .. v bng kt
qu l
k
x1(k)
x2(k)
x3(k)
1.2
0.8
0.68
0.94
0.58
0.754
1.016
0.638
0.733
0.997
0.623
0.738
1.002
0.627
0.737
1.001
0.626
0.737
1.001
0.626
59
NCT-FIT-HNUE
5. Xut xi (i = 1 n)
.
a n1 x1
a1,n+1
a
2,n+1
a n,n+1
a12 x2
+ ... +
a1n xn
a1,n+1
+ a 22 x2
.
.
+ ... + a 2 n xn
. ... .
.
= a 2,n+1
.
.
+ an 2 x2
+ ... + a nn xn
= a n ,n+1
a11 x1
a 21 x1
.
a n1 x1
(1-2.5)
v dng
a1n xn
= 0
a 22 x2
.
.
... a 2 n xn
. ... .
.
= 0
. .
a n 2 x2
... a nn xn
= 0
a12 x 2
...
(2-2.5)
bn ,n +1 bn1 x1
b13 x3
...
x1
= 0
b23 x3
.
.
...
. ... .
x2
.
= 0
. .
bn 2 x 2
... x n
= 0
(3-2.5)
b2,n+1
bn ,n+1
b12 x20
b13 x30
...
x10
= R10
b21 x10
b23 x30
...
x20
= R20
bn1 x10
bn 2 x20
...
...
xn0
(4-2.5)
= Rn0
(5-2.5)
(6-2.5)
C tip tc qu trnh lp trn cho n khi |Rik| < (i=1, ..., n) th xk = (x1k, x2k, ..., xnk) l
nghim ca h.
60
NCT-FIT-HNUE
1
1 10 8
0.7 + 0.2 x1
0.8 + 0.1x
1
+ 0 .2 x 3
+ 0 .2 x 3
x1
x2
= 0
= 0
+ 0.1x2
x3
= 0
Tng t, ta c bng kt qu
x1
0
x2
0
x3
R1
R2
R3
0.6
0.7
0.8
0.8
0.76
0.78
0.92
0.08
0.18
0.17
0.04
0.19
0.07
0.02
0.03
0.01
0.01
0.01
0.01
0.01
0.78
0.92
0.96
0.99
0.99
0.99
1
1
1
Vy nghim ca h l x = (1, 1, 1).
b) Thut ton Gim d
61
NCT-FIT-HNUE
Algorithm:
1. Nhp n, aij, xi
2. Bin i h t dng (3.13) v dng (3.14)
3. for i = 1 n
{ for j = 1 n+1
if (i!=j) a[i,j] / a[i,i];
a[i,i] = 1;
}
4. Tnh r[i] ban u (i = 1, 2, , n)
for i = 1 n
{ r[i] = a[i, n+1];
for j=1 n
r[i] = r[i] - a[i,j] * x[j];
}
5. Khi to u lp continue = true
6. Lp khi continue = true
continue = false;
/* Tm rs = max{|r[i]|, i = 1, 2, ..., n} v tnh li xs */
max = |r[1]|; k = 1;
for i = 1 n
if (max < |r[i]|) {max = r[i]; k = i;}
x[k] = x[k] + r[k];
/* Tnh li r[i] v kim tra kh nng lp tip theo */
d = r[k];
for i = 1 n
{ r[i] = r[i] - a[i, k] * d;
if (|r[i]|
) continue = true;}
Lu :
NCT-FIT-HNUE
(1-2.6)
(2-2.6)
x1 + 2x 2 = 1
x1 + 2.01x 2 = 1
c nghim l x1= 1, x2 = 0. H vi nhiu nh ca v phi
x 1 + 2x 2 = 1
x 1 + 2.01x 2 = 1.01
li c nghim l x1= -19, x2 = 10, rt khc so vi nghim ca h cho.
V d 2-2.6. H phng trnh
1.0001x1 + x 2 = 3
x 1 + x 2 = 3
c nghim l x1= 0, x2 = 3. Trong khi h vi nhiu nh ca ma trn A
x 1 + x 2 = 3
x 1 + 1.0001x 2 = 3
c nghim l x1= 3, x2 = 0, rt khc so vi nghim ca h cho.
V d 3-2.6. H phng trnh
2x 1 + x 2 = 2
2x 1 + 1.01x 2 = 2.01
c nghim l x1= 0.5, x2 = 1. Nhng h phng trnh trn vi s thay i t ca ma trn A v v
phi
2x 1 + x 2 = 2
2.01x 1 + x 2 = 2.05
63
NCT-FIT-HNUE
Ax = x, x Rn
(1-3.1)
c nghim x = (x1, x2, , xn) khc (0, 0, ., 0). Vect x 0 ny c gi l vect ring ng vi
gi tr ring .
Ch trong cch vit Ax, x lun hiu l vecto ct.
V d 1-3.1.
3 0
1 3 0 1 3 1
Cho A =
. Ta thy A =
= = 3
8 1
2 8 1 2 6 2
Vy vi x = (1, 2) th Ax = 3x
Do gi tr ring ca A l 3 ng vi vect ring l (1, 2) R2.
tm gi tr ring ca ma trn vung A cp n, ta vit Ax = x thnh Ax = Ex, x Rn, trong
E l ma trn n v cp n. Do ta c
(A - E)x = 0
(2-3.1)
y l mt h phng trnh tuyn tnh thun nht. Mun cho l gi tr ring ca A v h trn
c ngha x 0 th iu kin cn v l
det (A-E) = 0
(3-3.1)
3 2
A=
1 0
Gii: Ta c
1 0 3
3 2
A- I =
=
0 1 1
1 0
64
NCT-FIT-HNUE
det (A - I) =
= 2 - 3 + 2 = 0
Suy ra = 1 v = 2 l cc gi tr ring ca A.
trnh vic khai trin nh thc i hi s php tnh ln, khi tm gi tr ring ta c th p
dng phng php a-nhi-lep-ski. Trong phng php ny, ta ch cn tm ma trn B sao cho B
ng dng vi ma trn A v B c dng l ma trn Ph-r-be-mit.
p1
1
P=0
.
0
p2
...
pn1
0
1
...
...
0
0
.
0
...
...
.
1
pn
0
0
.
0
(4-3.1)
A~BB~A
A ~ B, B ~ C A ~ C
A ~ B Gi tr ring ca A v B trng nhau.
M 1
1
0
= .
a n ,1
0
0
1
.
an,2
0
0
0
...
.
... a n ,n
0 1
...
...
(1-3.3)
65
NCT-FIT-HNUE
1
0
M = .
a n ,1
a n ,n 1
0
...
...
.
a n,2
...
...
a n ,n 1
0
...
a n ,n 1
a n ,n 1
0
1
M n 1, j
1
a
= n ,n 1
a
n , j
a n ,n 1
if
j = n 1
(3-3.3)
if
j n 1
A1 = M-1 A M ~ A
(4-3.3)
...
p1
1
P=0
.
0
p2
0
...
...
pn1
0
1
.
...
...
0
.
...
pn
0
0
.
0
Khi gi tr nh thc ca P - E l
det (P - E) = (-1)n (n - p1n-1 - - pn-1 - pn)
det (P - E) = 0 n - p1n-1 - - pn-1 - pn = 0.
Gii phng trnh trn ta suy ra c cc gi tr ring . Ch rng P = M-1AM.
V d 1-3.3. Tm gi tr ring ca ma trn
66
NCT-FIT-HNUE
2 1 0
A = 1 3 1 , n = 3
0 1 2
Ta tm ma trn Ph-r-be-mit:
p1
P = 1
0
p2
0
1
p3
0
0
Ln 1, chn
1
= 0
0
0
1
1
0
1 0 0 1 0 0
2 , M = 0 1 2 = 0 1 2
1 1
0 0 11 0 0 1
0
Trong : dng 2 ca M-1 l dng 3 ca A. Dng 2 ca M bng dng 3 ca A chia cho phn t
ct 2 ly du m, tr v tr chnh ct 2 th bng 1 chia cho n.
2 1 2
A1 = M A M = 1 5 5
0 1 0
-1
Ln 2, chn
1
1 5 5
1
= 0 1 0 , M = 0
0 0 1
0
5
1
1
5
1
1
= 0
0
1 0
5
1
0
5
0
1
Trong : dng 1 ca M-1 l dng 2 ca A. Dng 2 ca M bng dng 2 ca A chia cho phn t
ct 1 ly du m, tr v tr chnh ct 1 th bng 1 chia cho n.
7 14 8
A2 = M A M = 1
0
0 = P
0
1
0
-1
67
NCT-FIT-HNUE
(1-3.4)
Ax = Ex
Vy x l vect ring ca A Tnh x theo cng thc (9-3.3) trong M v Y xc nh bi cc cng
thc sau:
P = M n11 M n12 ...M 11 AM 1 M 2 ...M n 1 ,
(2-3.4)
NCT-FIT-HNUE
hay
p1
1
P=
.
p2
...
...
pn
0
.
y1
y
2 = 0
...
yn
+ ... +
p n 1 y n 1
p n 1
0
...
...
hay
( p1 ) y1
y
1
p2 y2
pn yn
y 2
= 0
= 0
...
y n 1
y n
= 0
cho yn =1 yn-1 = .
yn-2 = yn-1= 2, ..., y1 = n-1
Vy
y = (n-1, n-1, ..., , 1)
(3.3.4)
0 1 0 0 0 1 0 0
1
69
NCT-FIT-HNUE
1 5 5 1 1
x = 0 1 2 1 = 1
0 0
1 1 1
2
1 5 5 16 1
x = 0 1 2 4 = 2
0 0
1 1 1
3
BI TP
1. Gii cc h phng trnh Ax = b sau y bng phng php kh Gauss. So snh vi nghim
ng x*
11
5 0 1
a) A = 1 3 - 1 ' b = 4 ,
6
- 3 2 10
2 0
b) A = - 1 3
1 -1
- 1
3
1 ' b = 2 ,
3
4
2 0 -1
1
c) A = 1 - 3 1 ' b = 2 ,
1 1 3
4
2
x* = 1 .
1
1
x* = 0 .
1
1
x* = 0 .
1
70
NCT-FIT-HNUE
2 -1 0
2
d) A = 2 5 - 2 ' b = 4 ,
1 - 1 3
2
1
x* = 0 .
1
3 -1 1
4
e) A = - 1 3 1 ' b = 4 ,
1 - 1 3
4
2
x* = 0 .
2
2
f) A =
2
0 -1 1
4
2 1 - 1
1
' b = ,
-5 1 0
6
1
1 - 1 1
1
x* =
.
1
1
2 -1 0
A = -1 2 -1 , b = 5 .
3
0 - 1 2
Tm nghim ca h bng phng php kh Gauss.
Hy xut mt phng php lp gii h trn v bin lun s hi t ca n.
6. Sau cc php bin i thch hp hy s dng phng php lp Gauss-Seidel gii h phng
trnh sau vi sai s 10-3
x1 + 3 x2 + 9 x3 + x4 = 10
x1 + x2 + x3 + 5 x4 = 6
2 x1 + 7 x2 + 3 x3 + 2 x4 = 15
4x1 + 2 x2 + x3 + x4 = 9.
7. C th p dng phng php lp g gii h sau y v l gii v sao
x1 x2 = 10
x1 + 2 x2 x3 = 6
x2 + 2 x3 x4 = 10
x3 + 2 x4 = 9.
10. Dng phng php th gii h phng trnh sau
2x + y = 2
2 x + 1.01y = 2.01
Gii thch v sao nghim thu c c th sai khc rt ln so vi nghim ng l x1 = 0.5, x2 = 1.
71
NCT-FIT-HNUE
Chng 5 TNH GN NG O HM
V TCH PHN
1. Tnh gn ng o hm
Gi s f (x) l hm trn trn on [a, b] v xi = a + ih, i = 0, n, trong h = (b a) / n, l cc
im mc cch u nhau. Cho ga tr ca hm ti cc im li trn: yi = f (xi ) (i = 0, n) . Khi
c th tnh gn ng o hm cp mt ca hm ti cc im li nh cc cng thc o hm
sai phn sau.
1.1. o hm cp 1
y i +1 y i y i
=
h
h
(i = 0, n 1)
(1-1.1)
y i y i 1 y i
=
h
h
(i = 1, n)
(2-1.1)
yi +1 yi 1 1
= ( y x ,i + y x ,i ) (i = 1, n 1)
2h
2
(3-1.1.)
(3-1.1)
y x ,i f ' ( x i ) = O ( h ) ,
(5-1.1)
y 0 f ' ( xi ) = O ( h 2 ) .
(6-1.1)
x ,i
1.2. o hm cp hai
yi +1 2 yi + y i 1
h2
(i = 1, n 1)
(7-1.2)
(8-1.2)
c lng trn c chng minh nh khai trin Taylor n thnh phn cha o hm cp 4 vi
gi thit f ( x) C ( 4 ) [a, b].
72
NCT-FIT-HNUE
I = f ( x)dx
(1-2.1)
Trong gio trnh gii tch ton hc ta bit rng nu f (x) c nguyn hm l hm F (x) th c th
tnh tch phn trn mt cch n gin nh cng thc Newton- Leibnitz
b
(2-2.1)
Tuy nhin trong thc t ta gp cc hm f (x) m nguyn hm ca n khng th biu din bng
cc hm s s cp hoc ta khng tm c nguyn hm ca chng. Trong nhng trng hp y
cng thc (2-2.1) khng c tc dng. V th ngi ta phi tm cch tnh gn ng tch phn xc
nh.
Tnh gn ng tch phn cn c ngha khi hm f (x) khng cho dng biu thc ton hc m
cho di dng bng s.
tng c bn ca cc phng php tnh gn ng tch phn l chia nh khong tch phn [a, b]
thnh cc on con v trn mi khong con xp x hm s bi mt a thc. Vi cc a thc ta c
th tm c cc nguyn hm ca chng, do c th p dng cng thc Newton- Leibnitz tnh
tch phn trn mi on con. Tch phn trn ton on [a, b] s l tng cc tch phn trn tng
khong con.
1
h = (b a) / n. K hiu xi +1 / 2 = ( xi + xi +1 ) l im gia ca mi on con.
2
Ta c
b
n 1 xi +1
i =0 xi
f ( x)dx = f ( x)dx
(1-2.2.)
Ta xp x
xi +1
f ( x)dx f ( xi +1 / 2 )h
(2-2.2)
xi
73
NCT-FIT-HNUE
V mt hnh hc, iu c ngha l hnh thang cong gii hn bi ng cong y = f (x) trn
on [ xi , xi +1 ] c xp x bi hnh ch nht trung tm vi ng cao bng gi tr ca hm f (x)
ti im gia xi +1 / 2 .
T (1-2.2) v (2-2.2) suy ra cng thc hnh ch nht trung tm tnh gn ng tch phn xc nh
trn on [a = x0, xn = b]:
n 1
I CN f ( xi +1 / 2 )h
(3-2.2)
i =0
b) nh gi sai s:
M2 3
h .
24
(4-2.2)
(5-2.2)
ei
trong :
a x b
T suy ra c lng ca sai s ton phn ca cng thc hnh ch nht trung tm l
E
M2
(b a )h 2
24
(6-2.2)
c) Th d
1
dx
bng cng thc hnh ch nht trung tm vi s on chia n
1+ x
0
xi+1/2
yi+1/2
0.1000
0.9091
0.3000
0.7692
0.5000
0.6667
0.7000
0.5882
0.9000
0.5263
=3.4595
74
NCT-FIT-HNUE
f ' ( x) =
f ' ' ( x) =
2
.
(1 + x) 3
2
(0.2) 2 = 0.0033. Vy I = 0.6919 0.0033 = (0.6886, 0.6952) trong khi gi tr ng ca
24
tch phn l I = ln 2 = 0.6931.
| E |
Ta thay hnh thang cong bi hnh thang thng nh trong hnh sau y:
yi
x0
x1
yi+1
xi
xi+1
xn
Khi
xi +1
f ( x)dx
xi
1
( yi + yi+1 )h,
2
(1-2.3)
n 1
i =0
I = f ( x)dx
h
( yi + yi+1 ).
2
y + yn
I ht h 0
+ y1 + ... + yn1
2
(2-2.3)
2
i =0
(2-2.3)
hoc
I ht
ba
( y0 + 2 y1 + ... + 2 yn1 + yn )
2n
(3-2.3)
75
NCT-FIT-HNUE
b) nh gi sai s
M2 3
h .
12
(4-2.3)
M2
(b a )h 2 .
12
(5-2.3)
c) V d
1
dx
bng cng thc hnh thang vi s on chia n =10 v nh
1+ x
0
xi
yi
0.0000
1.0000
0.1000
0.9091
0.2000
0.8333
0.3000
0.7692
0.4000
0.7143
0.5000
0.6667
0.6000
0.6250
0.7000
0.5882
0.8000
0.5556
0.9000
0.5263
10
1.0000
0.5000
=7.6877
1
,
(1 + x) 2
f ' ' ( x) =
2
.
(1 + x) 3
76
NCT-FIT-HNUE
| E |
2
(0.1) 2 = 0.0017.
12
( x xi +1 / 2 )( x xi +1 )
( x xi )( x xi +1 )
+ yi +1 / 2
( xi xi +1 / 2 )( xi xi +1 )
( xi +1 / 2 xi )( xi +1 / 2 xi +1 )
+ yi +1
=
( x xi )( x xi +1 / 2 )
( xi +1 xi )( xi +1 xi +1 / 2 )
2
4
yi ( x xi +1 / 2 )( x xi +1 ) 2 yi +1 / 2 ( x xi )( x xi +1 )
2
h
h
2
+ 2 yi +1 ( x xi )( x xi +1 / 2 ).
h
t
xi + 1
xi + 1
xi
xi
h
( yi + 4 yi+1 / 2 + yi+1 )
6
I sim
i =0
h
( yi + 4 yi+1/ 2 + yi+1 )
6
(1-2.4)
Cng thc (1-2.4) cn gi l cng thc parabol v n nhn c nh thay ng cong y = f(x)
bi parabol qua 3 im (xi, yi), (xi+1/2, yi+1/2), (xi+1, yi+1).
C th vit li cng thc (1-2.3) trong dng thun tin cho tnh ton nh sau
y + y n 2h n
h n
I sim yi 0
+ yi +1 / 2
3 i =0
2 3 i =0
(2-2.4)
Nhn xt 1. trnh dng ch s khng nguyn ngi ta thng chia on [a, b] thnh 2n phn
bng nhau vi rng h = (b - a)/(2n) v trn mi on kp [x2i, x2i+2] xp x hm f(x) bi bi
parabol qua 3 im (xi, yi), (xi+1, yi+1), (xi+2, yi+2). Khi cng thc Simpson c dng:
77
NCT-FIT-HNUE
I sim =
ba
( y 0 + 4 y1 + 2 y 2 + ... + 2 y 2 n 2 + 4 y 2 n 1 + y 2 n
6n
(3-2.4)
(4-2.4)
b) nh gi sai s
ei = f ( x)dx
xi
5
h
( yi + 4 yi +1 / 2 + yi +1 ) M 4 h
6
2880
(5-2.4)
trong
M 4 = max f ( 4) ( x) .
(6-2.4)
a x b
T cng thc trn ta nhn c nh gi sai s ton phn ca cng thc Simpson
E = I I sim
M 4 (b a) 4
h .
2880
(7-2.4)
dx
bng cng thc Simpson vi s on chia n =5 v nh gi
1
+
x
0
xi
0.0000
1/2
0.1000
0.2000
1+1/2
0.3000
0.4000
2+1/2
0.5000
0.6000
3+1/2
0.7000
0.8000
4+1/2
0.9000
1.0000
yi
yi
1.0000
0.9091
0.8333
0.7692
0.7143
0.6667
0.6250
0.5882
0.5556
0.5263
0.5000
S1=3.4595
78
S2=4.2282
NCT-FIT-HNUE
y + y 5 2h 4
h 5
+
yi 0
yi +1 / 2
3 i =0
2 3 i =0
1
,
(1 + x)
f ( 4) ( x) =
24
.
(1 + x) 5
Do M 4 = max f ( 4 ) ( x) . = 24 v ta c nh gi
0x 1
E = I I sim
24 (1 0)
0.2 4 = 0.00001333.
2880
Kt qu tnh ton v c lng trn cho thy cng thc Simpson c chnh xc rt cao (so
snh vi kt qu tnh bng cng thc hnh thang tiu mc trc!).
79
NCT-FIT-HNUE
II
III
Nguyn liu
x2
x j 0 , j = 1,2
8
7
3
Bi ton trn c xem l thuc dng bi ton qui hoch tuyn tnh v cc hm g1(x) = 2x1 + x2,
g2(x) = x1 + 2x2, g3(x) = x2 l cc hm tuyn tnh.
f ( x) = c j x j max
(1-1.2)
j =1
80
NCT-FIT-HNUE
=
g
(
x
)
ai , j x j (, , =) bi , i = 1, m
i
D
j =1
x 0, j = 1, n
j
( 2 1 .2 )
(3 1.2)
Dng chnh tc
f ( x) = c j x j max
f ( x) = c j x j max
j =1
j =1
=
g
(
x
)
ai , j x j = bi , i = 1, m
i
D
j =1
x 0, j = 1, n
j
g i ( x) = ai , j x j bi , i = 1, m
D
j =1
x 0, j = 1, n
j
n
Ax b
0
x
Ax = b
0
x
c x
j =1
Cc bi ton QHTT c th qui v dng chun tc v dng chnh tc nh cc php bin i sau
y :
(1) Mt rng buc a \c v rng buc nh vic nhn hai v vi -1
n
a
j =1
i, j
j =1
j =1
bi ai , j bi a 'i , j b'i
a
j =1
i, j
n
ai , j bi
= bi jn=1
ai , j bi
j =1
81
NCT-FIT-HNUE
j =1
(ii)
bi ai , j yi = bi
i, j
j =1
a
j =1
i, j
bi ai , j + yi = bi
j =1
+ 2 x2
x3
x1
x j 0,
j = 1,2
7
9
= 2
Thm bin ph x4 0, x5 0 v thay bin x3 khng ph thuc du bi hai bin ph thuc du: x3
= x3+ - x3- vi x3+, x3- > 0 ta c bi ton mi tng ng l mt bi ton dng chnh tc:
f(x) = x1 + 4x2 -3(x3+ - x3-) + 0.x4 + 0.x5 max
2 x1
+ x2
+ 3( x 3+ x3 ) + x4
3 x2
2( x 3+ x3 ) x5
4 x1
+ 2 x2
( x 3+ x3 )
x1
x j 0,
j = 1,2,3
= 7
= 9
= 2
hp li ca cc im xi, i = 1, m nu
m
x = 1 x1 + 2 x 2 + ... + m x m = i xi
i =1
vi i 0, i = 1, m v
i =1
=1
dAB = { M Rn | M = A + (1-)B, 0 1}
V d 1-2.1 Trong mt phng R2:
82
NCT-FIT-HNUE
a din li l mt tp li.
y2
x3
y3
x1
y1
x4
y4
x5
y5
a din li
Tp li a din
83
NCT-FIT-HNUE
Chng minh. Xt bi ton QHTT chnh tc (chun tc chng minh tng t). Ly 2 im bt k
x1, x2 D. Ta c Ax1 = b v Ax2 = b. Xt mi im x m x = x1 + (1-)x2 vi [0, 1] ta c
Ax = A(x1 + (1-)x2) = Ax1 + (1-)Ax2 = b + (1-)b = b, do x D. Vy D l tp li.
Nhn xt: Tp phng n D l tp li, c ba kh nng
D=
H qu 1-1.2:
Nu D khng gii ni nhng hm mc tiu b chn trn D th cng chc chn c phng
n ti u.
x 3
2
x j 0, j = 1,2
Cho ng mc f(x) = 4x1 +
5x2 chuyn ng trong min
a gic (mu xm) l min
tha mn cc rng buc ca
bi ton, th f(x) t gi tr
ln nht bng 22 ti im
cc bin l nh M(3, 2) ca
a gic.
By gi xt h rng buc Ax = b, vi A = (ai,j)m n.
K hiu Aj l vect ct th j ca ma trn A khi phng trnh
84
NCT-FIT-HNUE
x1
x
Ax = b ( A1 , A2 ,..., An ) 2 = b
...
x
n
( A1 x + A2 x2 + ... + An xn ) = b
Ta c 3 tnh cht quan trng sau y:
Tnh cht 1 (nh l 2-2.2) Nu h {A1, A2, , An} l c lp tuyn tnh v A1x1 + A2x2 + +
NCT-FIT-HNUE
Trong A = (ai,j) m n
Ax = b
0
x
Aj l cc vect ct ca A, j = 1, n
Gi thit rank(A) = m
D : x1 + x2 + x4 = 2
x 0, j = 1,4
j
Nhn xt : x1 =(0, 0 , 4, 2) v x2 = (0, 2, 0 , 0)t l cc phng n thuc D. Phng n x1 khng
suy bin ng vi J = {3, 4}. Phng n x2 suy bin v J0 = {2}. Ta c th b sung vo J0
c tp J sao cho |J| = 2, v d J = {1, 2}, hoc J = {2, 3}, hoc J = {2, 4}, cch no cng
c, nhng khi chn th phi c nh. Gi s chn J = {1, 2} th cc bin x12 v x22 l cc
bin c s, cn cc bin x32 v x42 l cc bin phi c s.
T cc gi nh trn ta c ngay kt qu sau y :
V x0 l pacb nn n tha mn rng buc ca bi ton, hay
x
jJ
0
j
Aj = b
(1-3.2)
86
NCT-FIT-HNUE
(2-3.2)
jJ
a12
a22
a13
a23
a14 1 2 1 0
=
a24 1 1 0 1 ,
A1 A2 A3 A4
tng qut l x j ,k = ai ,k
(2)
(3-3.2)
jJ
(4-3.2)
(5-3.2)
jJ
trong cc h s xj,k c xc nh trong cng thc (2-3.2). Trong cng thc (5-3.2) trn,
tng chnh l gi tr ca hm mc tiu ti cc thnh phn c s biu th cho Ak. Vy k biu
th lch ca hm mc tiu trong c s biu th cho Ak vi h s ca hm mc tiu ti thnh
phn th k.
B 1-3.2: Gi s x = (x1, x2, , xn)t l mt phng n bt k, tc x D, ca bi ton QHTT
chnh tc cho. Khi ta c:
87
NCT-FIT-HNUE
(i)
jJ
(6-3.2)
kJ
f ( x ) = f ( x 0 ) xk k
(ii)
(7-3.2)
kJ
kJ
jJ
jJ
kJ
x j A j = x 0j A j xk x j ,k A j
jJ
jJ
kJ
jJ
jJ
kJ
x j = x 0j xk x j ,k ,
kJ
(ii) f ( x) = c j x j = c j x j + ck xk
j =1
jJ
kJ
kJ
= c j x 0j c j xk x j ,k + ck xk , do khai trin v thay i th t hai tng
jJ
kJ jJ
kJ
Nu k 0, k n th pacb x0 l patu.
Chng minh. Theo b (ii), x D ta c
f ( x ) = f ( x 0 ) xk k
kJ
NCT-FIT-HNUE
Ta chn
s = min{ k | k < 0}
(8-3.2)
x 0j
x j,s
b nht, tc l :
x 0j
xr0
= min
| x j , s > 0
xr , s
x j ,s
(9-3.2)
By gi ta chn c s mi J nh sau :
J = J \ {r} {s}
Ni cch khc c s mi nhn c t c s c bng cch thay ct Ar bng ct As (Ct xoay s
c a vo c s mi).
Trong c s J mi ny, cc thnh phn ca pacb x1 c xc nh nh sau:
1 xr0
=
xs =
xr , s
x1 = x 0 . x , j J '
j
j ,s
j
(a)
(10-3.2)
(b)
89
NCT-FIT-HNUE
- Cng thc (b): Ly bin c s c dng j tng ng tr i tch ca s trn dng chnh nhn
vi phn t ct xoay tng ng.
x ' = x .x
j ,k
j ,s
j ,k
(a )
(11-3.2)
(b)
H s
C s
c1
c2
cn
cj
Aj, jJ
A1
A2
An
cj1
Aj1
x 0j1
xj1,1
xj1,2
xj1,n
cj2
Aj2
x 0j 2
xj2,1
xj2,2
xj2,n
.
.
.
.
.
.
.
.
.
.
.
.
cjm
Ajm
.
.
.
x 0jm
Phng
n
f(x0)
.
.
.
.
.
.
xjm,1
xjm,2
xjm,n
90
NCT-FIT-HNUE
s = min{ k | k < 0}
(8-3.2)
x 0
xr0
= min j | x j ,s > 0
xr , s
x j ,s
. Ct s: ct xoay
(9-3.2)
xr0
=
x =
xr , s
1
s
(11a-3.2)
xs' ,k =
xr ,k
=
xr , s
b) Ly mi dng khc (c) tr i tch ca dng chnh nhn vi phn t ct xoay tng ng
(c s 0 v tr cn li trn ct xoay). Kt qu c t dng mi tng ng.
Dng mi = Dng c - Dng chnh * phn t trn ct xoay
(11b-3.2)
x 'j ,k = x j ,k .x j , s
x1 + 2 x2 + x3 = 8
D : 2 x1 + x2 + x4 = 10
x j 0, j = 1,2,3,4
91
NCT-FIT-HNUE
1 2 1 0
0
t
A=
, H s c s J = {3, 4}, pacb x = (0, 0, 8, 10) .
2
1
0
1
c2
c1
C s
H s
Phng n
2
-1
A
A
cj
1
2
Aj , j J
c3
3
A3
c4
1
A4
A3
A4
10
f(x) =
34
D : 3 x1 + x2 x3 + x5 = 20
x 0, j = 1,5
j
c3
4
A3
c4
1
A4
c5
0
A5
A4
10
-1
-1
A5
20
-1
f(x) =
10
-4
-4
Gii bi ton Lp k hoch sn xut cho mt x nghip sao cho tin li thu c ln nht
My I
Hn nh s
gi 1 my/1
thng
24.000
92
NCT-FIT-HNUE
My II
12.000
My III
26.500
0,4
0,2
0,5
0,8
Li/1 vsp
+ 3 x3
6 x1
x j 0, j = 1,4
+ 8 x4
24000
12000
+ x4
26500
+ 3x3
6 x1
x j 0, j = 1,7
+ 8 x4
+ x5
= 24000
+ x6
+ x4
= 12000
+ x7
= 26500
Tnh dng chnh: Chia cc phn t dng xoay Ar c cho phn t trc v t vo dng
chnh As mi
Tnh cc dng cn li: (dng mi = dng chnh * phn t ct xoay tng ng)
. Dng A7:
NCT-FIT-HNUE
0 - (1/4)*1 = -1/4
3 - (1/2)*1 =5/2, ...
- K c k (mi) cng tnh = k (c) - dng chnh * s; V d 1= -0,4-(1/8)*(-0,8)=-0,3.
c2
c3
c4
c5
c6
c7
c1
C s Phng
0,4
0,2
0,5
0,8
0
0
0
n
H s
A
A
A
A
A
A
A
1
2
3
4
5
6
7
Aj,jJ
cj
II
III
A5
24.000
[8]
A6
12.000
A7
26.500
f(x) =
-0,4
-0,2
-0,5
(-0,8)
0,8
A4
3.000
1/8
1/4
1/2
1/8
A6
12.000
[3]
A7
23.500
47/8
-1/4
5/2
-1/8
f(x) =
2400
(-0,3)
-0,1
0,1
0,8
A4
2.500
1/24
11/24
1/8
-1/24
0,4
A1
4.000
5/3
1/3
1/3
A7
-241/24
13/24
-1/8
-47/24
f(x) =
3.600
0,5
0,1
0,1
x2
x j 0 , j = 1,2
8
7
3
x3
x j 0, j = 1,5
= 8
+ x4
= 7
+ x5
94
= 3
NCT-FIT-HNUE
II
III
IV
Phng
n
c1
4
A1
c2
5
A2
c3
0
A3
c4
0
A4
c5
0
A7
A3
A4
A5
[1]
f(x) =
-4
(-5)
A3
-1
A4
[1]
-2
A2
f(x)=
15
(-4)
A3
-2
[3]
A1
-2
A2
f(x) =
19
(-3)
A5
1/3
-2/3
A1
2/3
-1/3
A2
-1/3
f(x) =
22
H s
C s
cj
Aj,jJ
NCT-FIT-HNUE
a
j =1
i, j
x3
D:
+ x2
x1
x j 0, j = 1,5
+ 2 x4
+ x5
= 15 (1)
+ x4
= 30 (2)
+ 3 x4
= 20 (3)
0
A = 0
1
A1
3 0 2 1
0 1 1 0
1 0 3 0
A2 A3 A4 A5
96
NCT-FIT-HNUE
x3
7 x3
x2
D:
+ x2
+ 2 x3
x1
x j 0, j = 1,5
3 x4
= 0 (1)
5 x4
+ 2 x5
= 5 ( 2)
+ 4 x4
+ x5
= 2 (3)
0
A = 0
1
A1
0 1 3 0
1 -7 5 2
1 2
4
1
A2 A3 A4 A5
Ta thy ch c rng buc (3) l rng buc chun vi bin chun l xk(i) = x1(3) ca iu kin i = 3,
tc l Ak = A1 l vec t c s th ba c ai,k = a3,1 = 1, cn li ai,j = 0 vi j = 1,2 ( i = 3).
tt c cc rng buc u l chun th bi ton P cn thm 2 bin gi na c bi ton sau
y :
Bi ton P2:
7 x3
x2
D:
+ x2
+ 2 x3
x1
x j 0, j = 1,5
0
A = 0
1
A1
3 x4
+ x6
5 x4
+ 2 x5
+ 4 x4
+ x5
+ x7
= 0 (1)
= 5 ( 2)
= 2 (3)
0 1 3 0 1 0
1 -7 5 2 0 1
1 2
4
1 0 0
A2 A3
A4
A5 A6 A7
D : ak , j x j
j =1
x j 0,
= bi , i I1
= bk , k I 2
j = 1, n
97
NCT-FIT-HNUE
n
= bi , i I1
ai , j x j
j =1
n
D : ak , j x j + xk = bk , k I 2
j =1
x j 0, j = 1, n, xk 0, k I 2
a = c and b > d
(*)
kI 2
98
NCT-FIT-HNUE
x2
2 x1
3 x
1
D:
x3
x j 0, j = 1,6
x4
= 6
x4
+ x5
+ x6
2 x4
+ 2 x5
(1)
= 10 (2)
= 4
(3)
x j 0, j = 1,7
x4
x3
+ x7 = 6
x4
+ x5
+ x6
2 x4
+ 2 x5
(1)
= 10 (2)
=
(3)
III
c5
0
A6
-M
A7
[2]
-1
-1
A6
10
-1
A3
-2
(-2M)
-1
-2
f(x) =
II
c5
2
A5
-1
A1
-1/2
-1/2
A6
3/2
[1/2]
A3
-2
f(x)=
-1/2
(-3/2)
-1
A1
A4
A3
f(x) =
c5
-M
A7
99
NCT-FIT-HNUE
x2
+ 2 x3
x1
2 x
+ x2
3 x3
1
D:
+ x2
+ x3
x1
x j 0, j = 1,4
x4
= 2
(1)
+ x4
= 6
( 2)
+ x4
= 7
(3)
x4
+ x5
+ x4
+ x6
+ x4
+ x7
= 2
(1)
= 6
( 2)
= 7
(3)
c5
-M
A7
[1]
-1
-1
-M
A6
-3
-M
A7
(-4M)
-M
0.M
-M
-2
-1
A1
-1
-1
-M
A6
[3]
-7
-M
A7
-1
0.M
(-5.M)
8.M
-5.M
-3
+5
-1
A1
8/3
-1/3
A2
2/3
-7/3
-M
A7
11/3
[11/3]
0.M
0.M
(-11M/3)
0.M
-2/3
f(x) =
IV
c5
-M
A6
A5
f(x)=
III
c5
-M
A5
-M
f(x) =
II
c4
-1
A4
A1
A2
-1
A3
f(x) =
100
NCT-FIT-HNUE
BI TP
Gii cc bi ton ti u sau y:
1.
2 x1 + x2 + 3 x3 4 x4 + 3 x5 x6 Min
x3 + x 4 +2 x5 3 x6 = 45
3 x1
2 x + x +2 x x x + 2 x = 8
1
2
3
4
5
6
3 x3 2 x4 + x5 = 20
x1
xj 0
j = 1,2,...,6
2.
2 x1 + x2 x3 + x4 + 3 x5 Max
3 x1 + 2 x2 + x3 + x4 + 2 x5 = 14
2 x + 6 x 3x
+ x5 18
1
2
3
x5 = 16
2 x1 + x2 2 x3
x j 0,
j = 1,2,...,5.
3.
x1 + 3x2 + x3 Min
x1 + x2 + x3 5
x 2 2 x 3 = 8
x1 + 2 x2 + x3 10
x j 0,
j = 1,2,3.
4.
x1 + x2 + 3 x3 + 2 x4 Max
x1 + 2 x2 + x 3 +2 x4 10
2 x + x +3 x + 4 x = 9
1 2
3
4
x1 + 2 x2 + 2 x3 + x4 8
x j 0
j = 1,2,3,4
101