GlAl TlCH SO l

1rinh /nh 'goc

I9ZOO9
i
Muc dich cua giai tich so: phat trien cac phuong phap hieu qua va chinh
xac de tinh xap xi cac dai luong ma kho hoac khong the nhan duoc lang cac
phuong tien giai tich.
Moc dcb
I. Cung cap kien thuc co so ve phuong phap tinh.
Z. Sinh vien liet ap dung, thuc hien (lang may tinh) va phan tich ket qua
tinh toan.
J. Sinh vien co the tu doc cac sach, lai lao ve phuong phap tinh.
Noi dong
I. Sai so va so hoc dau cham dong
Z. He phuong trnh dai so tuyen tinh
J. 'oi suy
+. Cac phuong trnh phi tuyen
5. Lao ham va tich phan so
o. lhuong trnh vi phan thuong
Tai Iico doc tbcm
David kincaid and Ward Cbcncy, 'umerical /nalysis Mathematics of Scien-
tific Computing, BrooksCole lullishing Company I99I.
Cap nhat: 9ZOII
ii
Cboong 1
Sai so va so boc dao cbam dong
Cac loai sai so:
- sai so khi thiet lap mo hnh (toan hoc);
- sai so do phep do du lieu cua lai toan;
- sai so do phuong phap tinh, goi la sai so roi rac hoa (discretization error)
hay sai so chat cut (truncation error);
- sai so do phep lieu dien so (lang mot so huu han cac lit) va tinh toan
trong may tinh, goi la sai so lam tron (roundoff error).
1.1 Cac kbai nicm co ban
Hai cach do do chinh xac cua mot dai luong xap xi: sa| s .uye. 1| (alsolute
error) va sa| s .u+n 1| (relative error).
|nb ngbia 1.1. Cho . la gia tri xap xi cua .. 1h sai so tuyet doi trong . la
^. = . ..
va neu . ,= 0 sai so tuong doi la
^.
.
=
. .
.
.
Sai so tuong doi the hien do chinh xac tot hon, nhung sai so tuyet doi
lai co ich khi gia tri chinh xac gan lang khong.
I
Z CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
Ba| .an s (numerical prollem) la moi quan he ham giua du lieu nhap
(input data) - lien doc lap trong lai toan - va du lieu xuat (output data) -
ket qua can tm. Du lieu nhap va xuat gom mot so huu han cac dai luong
thuc (hoac phuc) va nhu vay duoc lieu dien loi cac vecto co kich thuoc huu
han. Moi quan he ham co the lieu dien duoi dang an hoac hien. 1huong ta
doi hoi du lieu xuat phai duoc xac dinh duy nhat va phu thuoc lien tuc vao
du lieu nhap.
T|ua. .an (algorithm) cho mot lai toan so la su mo ta day du cac phep
toan xac dinh tot qua do moi vecto du lieu nhap kha dI duoc chuyen thanh
mot vecto du lieu xuat. Cacphep toan o day duoc hieu la cac phep toan
so hoc va logic ma may tinh co the thuc hien duoc, hoac la tham chieu den
nhung thuat toan da liet.
I|u+n p|ap s (numerical method) la mot thu tuc de xap xi mot lai
toan toan hoc lang mot lai toan so hay de giai mot lai toan so (hay it nua
la dan no ve mot lai toan don gian hon). 1huat ngu phuong phap so tong
quat va duoc dung rong rai hon thuat toan, no it nhan manh vao cac chi tiet
tinh toan.
Tb do 1.1. Xac dinh nghiem thuc lon nhat cua phuong trnh lac la
(:) = a
0
:
3
a
1
:
2
a
2
:
1
a
3
= 0
voi cac he so thuc a
0
. a
1
. a
2
. a
3
, la mot lai toan so. \ecto du lieu nhap la
(a
0
. a
1
. a
2
. a
3
). Du lieu xuat la nghiem . can tm. Mot thuat toan cho lai
toan nay co the duoc xay dung dua vao phuong phap 'ewton, cung quy tac
chon gia tri dau va dieu kien dung thuat toan. Cung co the xay dung thuat
toan tren co so cong thuc (cho nghiem chinh xac) cua Cardano. Cong thuc
nay chua can lac hai va lac la v vay ta can chi dinh thuat toan tinh cac
can thuc nay
Mot lai toan toan hoc voi du lieu nhap . va du lieu xuat , = J(.)
duoc goi la 1|eu '|en .. (well-conditioned) neu nhung thay doi nho trong
. dan den nhung thay doi nho trong ,. 'eu su thay doi trong , lon, lai
toan duoc goi la (o trong) 1|eu '|en xau (ill-condition). Lieu kien tot hay xau
co the phu thuoc vao cach do su thay doi. \e phuong dien tinh toan, dieu
kien cua lai toan co lien he voi tinh on dinh (stalility) cua thuat toan. Mot
thuat toan la n 1(n| (stalle) neu nhung thay doi nho trong du lieu nhap
dan den nhung thay doi nho trong du lieu xuat. 1ruong hop nguoc lai, ta
noi thuat toan '|n n 1(n| (unstalle).
Tb do 1.2. Cho ham J(.) kha vi. Cia su doi so nhap . co sai so tuong doi
lang c, khi do sai so tuyet doi trong gia tri xuat cua J(.) la
J(.) J(. c.) ~ c.J
0
(.).
l.l. C^C lH^l !lLM CO B^! J
Sai so tuong doi la
J(.) J(. c.)
J(.)
= c.
J
0
(.)
J(.)
.
1ruong hop J(.) = e
x
, sai so tuyet doi trong gia tri cua ham mu gay
ra do sai so c. trong doi so . duoc xap xi loi c.e
x
, va sai so tuong doi ang
chung c.. Khi . lon, dieu kien cua phep (lai toan) danh gia ham nay doi
voi sai so tuong doi c nho phu thuoc rat nhieu vao viec chon cach do sai so.
1ruong hop J(.) = cos(.), o gan . = ,2, sai so tuyet doi do su nhieu
. thanh . c. xap xi lang c. sin(.) ~ c,2. Sai so tuong doi tai ,2 khong
xac dinh. 1uy nhien, cac gia tri chinh xac
cos(1.57079) = 0.63268 10
5
. cos(1.57078) = 1.6327 10
5
cho thay mot thay doi rat nho trong doi so gan ,2 co the dan toi sai so
tuong doi trong gia tri ham rat lon (oI)
Tb do 1.3. 1ich phan tung phan thuong duoc dung de thiet lap cong thuc
truy hoi. 1hi du, xet
1
n
=
_
1
0
.
n
e
x1
J. voi n = 1. 2. . . . (I.I)
1u (I.I) ta co ngay
1
1
> 1
2
> . . . > 0. (I.Z)
/p dung cong thuc tich phan tung phan, sau mot so lien doi, ta duoc
cong thuc truy hoi.
1
n
= 1 n1
n1
. (I.J)
1hanh phan dau
1
1
= 1
_
1
0
e
x1
J. = 1,e.
+ CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
dung Matlal (ILLL-o+
I
, chinh xac don) ta tinh duoc:
1
1
= 0.3679
1
2
= 0.2642
. . .
1
16
= 0.0555
1
1T
= 0.0572 1
n
khong giam'
1
1S
= 0.0295 1
n
khong duong'
. . .
1
20
= 30.1924 1
n
khong nam giua O va I'
Lay la mot thi du ve thuat toan khong on dinh. lhan tich: Cia su ta lat dau
lang

1
1
= 1
1
, va cac tinh toan theo sau khong co sai so. 1h

1
2
= 1 2

1
1
= 1 2

1
1
2 = 1
2
2.

1
3
= 1 3

1
2
= 1 3

1
2
6 = 1
3
6.
. . .

1
n
= 1
n
(1)
n1
n.
Mot thay doi nho trong gia tri dau 1
1
lon len rat nhanh trong 1
n
sau do.
/nh huong nay la xau v cac dai luong 1
n
giam khi n tang.
Mot phuong phap thuong dung de cai thien tinh on dinh la viet lai cong
thuc hoac thay doi thu tu tinh toan. Cia su ta liet gia tri xap xi

1
1
cua 1
1
voi N nao do, ta co the danh gia tich phan theo cong truy hoi nguoc:
1
n1
=
1 1
n
n
n = N. N 1. . . . . 2. (I.+)
I
ILLL, viet tat cua Institute of Llectrical and Llectronics Lngineers, la mot hiep hoi the
gioi cac chuyen gia ky thuat.
l.2. BlL| DlL! SO TnO!C M^Y Tl!H 5
'ghien cuu su on dinh cua thuat toan giong nhu tren. 'eu

1
1
= 1
1
c th

1
11
=
1

1
1
N
=
1 1
1
N

c
N
= 1
11

c
N

1
12
= 1
12

c
N(N 1)
.
.
.

1
1
= 1
1

c
N
.
Bang cong thuc (I.+) ta co the tinh xap xi 1
n
lat dau tu

1
1
voi N du lon.
1hat vay, tu lat dang thuc
0 < 1
n
<
_
1
0
.
n
J. =
1
n 1
ta thay co the chon N de cho sai so tuyet doi cua 1
n
can tinh khong vuot
qua gioi han cho truoc
1.2 ico dicn so trong may tnb
1.2.1 So dao cbam dong
So thuc . ,= 0 lat ky co the duoc lieu dien trong he thap phan nhu sau
. = .J
1
J
2
. . . J
x
J
xC1
. . . 10
e
. (I.5)
trong do J
1
> 0 va moi J
i
(i = 2. 3. . . .) nhan mot trong cac gia tri 0. . . . . 9.
lhan .J
1
J
2
. . . duoc goi la phan dinh tri (mantissa),
.J
1
J
2
. . . = J
1
10
1
J
2
10
2
. . .
Cac tinh toan tren may tinh duoc thuc hien tren he thong so dau cham
dong (floating point). Lay la he thong so dung mot so huu han cac con so de
xap xi he thong so thuc (vo han). 1at ca cac so thuoc he thong voi s con so
dung co so IO co dang
. = .J
1
J
2
. . . J
x
10
e
(I.o)
o CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
trong do m _ e _ M. So khong la mot truong hop dac liet, no duoc viet nhu
la
0.0 . . . 0 10
n
()
Tb do 1.4. 'eu s = 1, m = 1, M = 1, th tap hop cac so dau cham dong la
0.1 10
1
. 0.2 10
1
. . . . . 0.9 10
1
.
0.1 10
0
. 0.2 10
0
. . . . . 0.9 10
0
.
0.1 10
1
. 0.2 10
1
. . . . . 0.9 10
1
cung voi so khong 0.0 10
1
. 'hu vay co tat ca 55 con so
Hnh I.I: lhan lo so dau cham dong voi = 4. s = 1. m = 1. M = 1.
Do tap hop so dau cham dong, ky hieu J, la huu han nen mot so dau
cham dong lieu dien (xap xi) nhieu so thuc. Khi so mu e trong (I.5) lon hon
M th . khong the duoc lieu dien trong he thong dau cham dong nay. 'eu
trong qua trnh tinh toan xuat hien so voi e > M th ta noi tinh toan da
overflow. Cac he dieu hanh khi gap truong hop nay se dung lai viec tinh
toan. 1ruong hop khi e < m, mot cach tu nhien, ta co the xap xi . lang
khong. Khi tinh toan gap so nhu vay ta noi tinh toan da underflow. Mot so
he dieu hanh, trong truong hop nay, gan cho ket qua lang khong roi tiep
tuc, mot so khac th dung chuong trnh. Khi su dung cac ngon ngu lap trnh
hoac cac phan mem tinh toan ta can luu y den he thong so dau cham dong
ma no su dung de tranh nhung ket qua khong dang co.
Tb do 1.S. Mot thuat toan don gian dung de giai phuong trnh (.) = 0 la
thuat toan chia doi khoang. 1rong thuat toan nay can phai xac dinh xem
(a) va (b) co trai dau khong, nghIa la (a)(b) < 0 dung hay sai. 1uy
nhien, khi a hay b kha gan nghiem cua phuong trnh th tich (a)(b) co
the underflow va dau cua no khong xac dinh'
Tb do 1.6. Linh thuc cua ma tran cheo duoc tinh theo cong thuc
det = a
1
a
2
a
n
.
1rong nhieu truong hop khi dung cong thuc nay ta gap underflow hay over-
flow. Chang han, voi he thong dau cham dong M = 100, a
1
= 10
50
,
a
2
= 10
60
, a
3
= 10
30
, tat ca cac so a
i
con lai deu thuoc pham vi lieu dien
l.2. BlL| DlL! SO TnO!C M^Y Tl!H 7
duoc va Jet = 10
S0
. 'hung (a
1
a
2
) a
3
la overlow trong khi a
1
(a
2
a
3
)
lai thuc hien duoc. Lieu nay cho thay cac so dau cham dong khong tuan
theo luat ket hop cua phep nhan trong he thong so thuc.
Mot van de cung co lan khong kem la su nhay cam cua dinh thuc
khi nhan ma tran voi mot so. 'eu la ma tran vuong cap n th det(c) =
c
n
det(), khi n lon dieu nay co the gay ra overflow hay underflow.
Le giai quyet van de o day, phan mem LI'l/CK mo rong pham vi
hieu luc cua so mu. Mot cach lam khac la dung ham logarit va ham mu
ln [ det [ =
n

iD1
ln[a
i
[
det = exp(ln[ det [).
'eu dieu nay dan den overflow th la v lan than ket qua khong lieu dien
duoc trong he thong so dau cham dong
Tb do 1.7. Khi tinh modun cua so phuc : = . i,,
[:[ =
_
.
2
,
2
.
ta gap tro ngai khi . hay , lon. Cia su [.[ _ [,[. 'eu . du lon, .
2
se overflow
va ta khong the tinh duoc [:[ ngay ca truong hop no la diem dau cham dong
co hieu luc. 'eu tinh toan duoc thuc hien nhu sau
[:[ = [.[
_
1
_
,
.
_
2
.
chuong ngai duoc vuot qua.
\iec danh gia chuan Luclide cua vecto = (
1
.
2
. . . . .
n
),
[[
2
=
_
n

iD1

2
i
_
0.5
.
cung mot kieu tinh toan nhu tren. Mot so nguoi lap trnh phan mem toan
hoc de nghi dung chuan maximum
[[
1
= max
1in
[
i
[.
o CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
v no tranh duoc cac overflow va underflow.
'eu mot so thuc . co so mu trong pham vi cho phep th co hai cach
xap xi . thanh so dau cham dong, ky hieu fl(.). 'eu fl(.) la ket qua cua
viec loai lo tat ca cac chu so sau s chu so dau trong (I.5) th fl(.) duoc goi
la lieu dien chat cut (chopped, truncated) cua .. 'eu cong them 5 10
(xC1)
vao (I.5) roi chat cut th ta duoc mot so dau cham dong gan voi . hon (lieu
dien chat cut). Xac dinh fl(.) theo cach nay goi la lam tron so (rounding).
Tb do 1.8. 'eu m = 99, M = 99, s = 5 va = 3.1415926 . . . th so chat
cut
fl() = 0.31415 10
1
trong khi
fl() = 0.31416 10
1
la so lam tron
'eu dung lieu dien chat cut th sai so tuong doi cua fl(.):

. fl(.)
.

=
0.00 . . . 0J
xC1
J
xC2
. . . 10
e
0.J
1
J
2
. . . J
x
J
xC1
J
xC2
. . . 10
e
_
0.00 . . . 099 . . .
0.10 . . . 000 . . .
_
0.00 . . . 100 . . .
0.10 . . . 000 . . .
= 10
1x
.
1rong he thap phan, khi phep chat cut duoc dung, con so 10
1x
duoc dinh
nghIa la 1+n t( 'am .rn (unit roundoff), ky hieu u. 'eu dung phep lam tron
th

. fl(.)
.

_
1
2
10
1x
va u = 0.5 10
1x
.
So u la chan tren cua sai so tuong doi trong phep lieu dien dau cham
dong cua mot so khac khong. 'eu lieu dien
fl(.) = .(1 )
th _ u.
l.2. BlL| DlL! SO TnO!C M^Y Tl!H 9
may s m M u
\/X Z Z+ 128 127 6.0 10
0S
\/X Z +o 128 127 1.4 10
1T
CR/Y-I Z 5o 16384 16383 3.6 10
15
IBM JOoI Io o 64 63 9.5 10
0T
IBM JOoI Io I+ 64 63 2.2 10
16
ILLL
single Z Z+ 125 128 6.0 10
0S
doulle Z 5J 1021 1024 1.1 10
16
Bang I.I: Cac thi du ve he thong so dau cham dong.
Tb do 1.9. Cac chuong trnh hien nay tm nghiem cua phuong trnh, tinh
tich phan xac dinh, giai phuong tnh vi phan v.v. . . . , thuong cho phep nguoi
su dung chi dinh do chinh xac. Ro rang la khong the co loi giai chinh xac
hon lieu dien dau cham dong cua nghiem dung. Lieu nay co nghIa la nguoi
su dung khong nen yeu cau sai so tuong doi nho hon don vi lam tron u. 'ghe
co ve ky quac, dieu nay van xay ra' Ly do la nguoi su dung khong liet gia tri
cua u nen dua ra yeu cau qua dang ve do chinh xac. Mot ly do thuong thay
hon la nguoi su dung chi dinh sai so tuyet doi r. Lieu nay co nghIa la so lat
ky ,

se duoc chap nhan nhu la mot xap xi cua , neu

[, ,

[ _ r.
Yeu cau nhu vay tuong ung voi doi hoi sai so tuong doi

, ,

_
r
[,[
.
Khi [r,,[ < u, nghIa la, r < u[,[, yeu cau nay khong chap nhan duoc. 'eu
nghiem dung la cuc lon, mot chan sai so tuyet doi vua phai thuong la khong
the trong thuc hanh. Cac chuong trnh cho phep nguoi dung chi dinh chan
sai so tuyet doi can phai co the giam sat do lon cua nghiem va dua ra khuyen
cao cho nguoi dung khi yeu cau ve do chinh xac la khong the.
Cac co so = 2 (nhi phan), = 16 (thap luc phan) thuong duoc dung
trong may tinh hon la co so IO. Cac trnh lay tren co the thuc hien cho co
so lat ky.
|nb Iy 1.1. Trn |e .|n s Jau .|am 1n J .+ s |u s .|u s t+|
m < e < M, 'y ||eu J = J(. s. m. M), m| s .|u. .rn p|am t| .ua J . .|e
IO CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
1u+. '|eu J|en t+| sa| s .u+n 1| '|n tu+. qua 1+n t( 'am .rn u,
u =
_

1x
. .|a. .u.
0.5
1x
. 'am .rn.
(I.7)
1.2.2 Tboat toan cboycn doi gioa cac bc tbong so
Cho a la so nguyen trong he thong so voi co so . 1a can xac dinh lieu dien
cua no trong he thong so voi co so :
a = b
n

n
b
n1

n1
. . . b
0
. 0 _ b
i
< . (I.o)
Cac phep tinh trong (I.o) phai duoc thuc hien trong he thong so voi co so
va cung vay duoc lieu dien trong he thong so nay. Su chuyen doi duoc
thuc hien lang cach chia lien tiep cua a cho :
Lat q
0
= a, va
q
k
= q
kC1
b
k
. k = 0. 1. . . . . (I.9)
(q
kC1
la thuong con b
k
la du trong phep chia.)
'eu a khong la so nguyen, ta viet a = b c, trong do b la phan nguyen
(integer part) va
c = b
1

1
b
2

2
. . . (I.IO)
la phan phan so (fractional part) phai duoc xac dinh. Cac chu so nay nhan
duoc nhu phan nguyen (cua ket qua) khi nhan lien tiep c voi :
Lat
1
= c, va

k
= b
k

k1
. k = 1. 2. . . . . (I.II)
\ mot phan so huu han trong he thong so voi co so thuong khong tuong
ung voi mot phan so |uu |an trong he thong so voi co so nen can thiet
phai lam tron.
Khi chuyen doi lang tay giua he thap phan va, chang han, he nhi phan
tat ca cac phep tinh duoc lam trong he thap phan ( = 10 va = 2). 'eu
nguoc lai, su chuyen doi duoc thuc hien tren mot may nhi phan, cac phep
tinh duoc lam trong he nhi phan ( = 2 va = 10).
l.. C^C THl D| Tl!H TO^! SO D^| CH^M DO!C II
Tb do 1.10. Chuyen doi so thap phan 176.524 thanh dang tam phan (ternary)
(co so = 3). \oi phan nguyen ta co 173,3 = 58 du 2; 58,3 = 19 du 1;
19,3 = 6 du 1; 6,3 = 2 du 0; 2,3 = 0 du 2. 'hu vay, (176)
10
= (20112)
3
.
\oi phan phan so ta tinh .524 3 = 1.572, .572 3 = 1.716, .716 3 =
2.148, . . . . 1iep tuc ta nhan duoc (.524)
10
= (.112010222 . . .)
3
. So thap phan
huu han khong tuong ung voi phan so huu han trong he tam phan'
1.2.3 So boc dao cbam dong
So cham dong cung la so thuc. Cac ket qua khi thuc hien phep , , ,
, trong he thong so dau cham dong luon kem theo mot phep lam tron
nao do, nghIa la xap xi ket qua nhan duoc cua phep tinh tuong ung trong he
thong so thuc. Sau nay ta dung cac ky hieu , , , de chi xap xi dau
cham dong (floating point approximation) cua cac phep tinh , , , , trong
he thong so thuc. 1a gia su cac thu tuc so hoc cua phan cung sinh ra cac ket
qua thoa
. , = fl(. ,).
. , = fl(. ,).
. , = fl(. ,).
. , = fl(.,,)
mien la ket qua tinh nam trong pham vi he thong so dau cham dong. Mo
hnh phan cung thoa cac dieu kien tren goi la m ||n| .|uan.
'hu vay, trong mo hnh chuan, voi .. , J, ta co
fl(. op ,) = (. op ,)(1 ). [[ _ u. (I.IZ)
trong do u la don vi lam tron va op thay cho mot trong lon phep tinh ,
, va ,.
Le thuc hien cac phep tinh trong mo hnh so hoc nay lang tay, voi moi
phep tinh . . . ,, thuc hien phep toan lang so hoc chinh xac, chuan hoa
ket qua, va lam tron (chat cut) no. Dung mot cach khac, voi moi phep tinh,
tinh ket qua va chuyen doi no thanh lieu dien trong may truoc khi tiep tuc
phep tinh ke tiep.
1.3 Cac tb do tnb toan so dao cbam dong
He thong so dau cham dong co cac tinh chat nhu he thong so thuc nhung
khong phai tat ca. 1a se thay phep nhan va phep chia thoa man cac tinh
IZ CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
chat cua he thong so thuc tot hon phep cong va phep tru.
\oi .. ,. : J,
. , = .,(1
1
).
(. ,) : = (.,(1
1
)):(1
2
)
= .,:(1
1
)(1
2
).
1ich
(1
1
)(1
2
) = 1 c.
trong do c la nho va co the danh gia so voi don vi lam tron u
(1
1
)(1
2
) = 1
1

2
~ 1
1

2
suy ra
c ~
1

2
va chan tren cua c la 2u. 1ruoc khi tong quat hoa ket qua nay, ta luu y rang
co the xay ra truong hop ma
. (, :) ,= (. ,) :.
ngay ca khi so mu khong vuot qua pham vi. 1uy nhien
. (, :) = .,:(1
3
)(1
4
)
suy ra
. (, :)
(. ,) :
=
(1
3
)(1
4
)
(1
1
)(1
2
)
= 1 j.
trong do j la nho. 'hu vay, luat ket hop cho phep nhan la dung mot cach
xap xi.
1rong truong hop tong quat, neu ta muon nhan .
1
. .
2
. . . . . .
n
ta co the
lam lang thuat toan lap
1
1
= .
1
1
i
= 1
i1
.
i
. i = 2. 3. . . . . n.
1inh trong he thong so thuc ta co
1
i
= .
1
.
2
.
i
= (1
1
)(1
2
) (1
i
).
l.. C^C THl D| Tl!H TO^! SO D^| CH^M DO!C IJ
trong do cac [
i
[ _ u. Sai so tuong doi cua moi 1
i
co the duoc chan nho u
khong kho, neu dung xap xi
1
i
~ .
1
.
2
.
i
(1
1

2
. . .
i
).
th
[
1

2
. . .
i
[ _ i u.
Lieu nay cho thay chan tren sai so tuong doi phat trien mot cach cong don.
Moi phep nhan lam gia tang sai so tuong doi mot luong khong nhieu hon
don vi lam tron. lhep chia co the phan tich theo cung mot cach va ket luan
cung tuong tu (xem lo de I.Z).
Tb do 1.11. Ham gamma, dinh nghIa nhu la
I(.) =
_
1
0
t
x1
e
t
Jt.
tong quat hoa ham giai thua (factorial function) cho cac so nguyen len cac so
thuc . (va cung cho so phuc .). 1u cong thuc truy hoi co lan
I(.) = (. 1)I(. 1) (I.IJ)
va su kien la I(1) = 1. Mot phuong phap chuan de xap xi I(.) voi . _ 2 la
dung cong thuc tren dan ve viec xap xi I(,) voi 2 _ , _ 3. Lieu nay duoc
thuc hien lang cach cho N la mot so nguyen sao cho N _ . < N 1, lang
cach cho , = . N 2, va roi chu y rang ap dung lien tiep (I.IJ) ta duoc
I(.) = I(,)(. N 2)(. N 3) (. 2)(. 1).
Ham I(,) co the xap xi tot loi ti so 1(,) cua hai da thuc voi 2 _ , _ 3. Suy
ra, ta xap xi
I(.) ~ 1(,)(. N 2) (. 1).
'eu . khong qua lon, mot chut chinh xac li mat khi cac phep nhan nay
duoc thuc hien trong so hoc dau cham dong. 1uy nhien khong the tinh I(.)
voi . lon lang cach tiep can nay loi v gia tri cua no phat trien rat nhanh
nhu la ham cua .. Lieu nay co the thay tu cong thuc Stirling
I(.) ~
_
2,.
_
.
e
_
x
.
I+ CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
1hi du nay cho thay mot van de khac: do so hoc dau cham dong tu
dong doi xu voi cac so co do lon khac nhau. 'hung nhieu ham dac liet cua
vat ly toan lai phat trien hoac suy giam rat nhanh, thuong la ra ngoai pham
vi so mu. Khi dieu nay xay ra can thiet viet lai cong thuc cho lai toan de
nhan duoc ket qua tot hon. Chang han, thuong ta lam viec voi ham dac liet
ln I(.) hon la voi I(.).
lhep cong va phep tru rat it thoa man trong so hoc dau cham dong
so voi phep nhan va phep chia. Khi cac so co do lon rat khac nhau duoc
cong (hay duoc tru), mot so thong tin co the li mat. 1hi du ta muon cong
0.123456 10
4
voi 0.100000 10
1
trong so hoc chat cut sau-chu so. 1ruoc
het, so mu duoc dieu chinh de tro nen giong nhau va roi cac so duoc cong lai
0.100000 10
1
0.00000123456 10
1
O.IOOOOIZJ+5o 10
1
.
Ket qua duoc chat cut thanh 0.100001 10
1
. Chu y rang mot vai chu so da
khong tham gia vao phep cong. 1hat vay, neu [,[ < [.[u, th . , = . va
so , chang dong vai tro g. Su mat mat thong tin khong co nghIa la dap so
khong chinh xac; that ra no chinh xac den mot don vi lam tron. \an de la
thong tin li mat nay co the can den cho cac tinh toan ve sau.
Tb do 1.12. 1a co cong thuc xap xi
J
0
(.) ~
J(. ) J(.)

.
\e phai cua cong thuc nay duoc goi la ti sai phan (difference quotient) cua
ham J tai diem .. 1rong nhieu ap dung cong thuc nay duoc dung de xap xi
J
0
(.). Le co xap xi chinh xac, phai nho so voi .. 1ot hon no khong nen
qua nho (de co su chinh xac) neu khong ta se co . = . va gia tri tinh
cua J
0
(.) se lang khong. 'eu du lon de anh huong den tong nhung van
nho, mot vai chu so cua no () se khong anh huong den tong theo nghIa
. . ,= . 1rong ti sai phan ta can chia cho hieu thuc cua doi so chu
khong phai la , nhu vay nen dinh nghIa
^ = (. ) .
l.. C^C THl D| Tl!H TO^! SO D^| CH^M DO!C I5
va xap xi
J
0
(.) ~
J(. ^) J(.)
^
.
Hai xap xi cua J
0
(.) o tren la tuong duong ve mat toan hoc, nhung ve mat
tinh toan th khac. 1hi du, gia su J(.) = . va ta xap xi J
0
(.) tai . = 1
lang cach dung = 0.123456 10
4
trong so hoc chat cut sau-chu so. 1a co
1 = 0.100001 10
1
; tuong tu, ^ = 0.100000 10
4
chi the hien nhung
chu so cua co anh huong thuc den tong. Cong thuc dau tien cho
(1 ) 1

=
0.100000 10
4
0.123456 10
4
= 0.810000 10
0
.
Cong thuc thu hai cho
(1 ) 1
^
=
0.100000 10
4
0.100000 10
4
= 0.100000 10
1
.
Hien nhien cong thuc thu hai cho xap xi tot hon J
0
(1) = 1.
Tb do 1.13. Xap xi tich phan xac dinh
_
b
o
(.)J.
co the duoc thuc hien lang cach phan hoach a. b| thanh nhung doan con
. | va xap xi tich phan tren moi doan con nay. Cia su ta dung cong thuc
_

(.)J. ~

6
_
() 4
_

2
_
()
_
.
Lo chinh xac cua cong thuc nay phu thuoc vao do dai [ [, do dai cang
nho th cang chinh xac. 1uy nhien, neu [ [ < 2u[[, cac so dau cham
dong va ( ),2 la giong nhau. 'eu va khong the duoc phan
liet trong do chinh xac (dang dung), cac ket qua tinh se khong giong cac ket
qua toan hoc trong he thong so thuc. 1rong truong hop nay nguoi su dung
phan mem phai duoc canh lao la su chinh xac nhu yeu cau la khong kha thi.

Io CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C

Tb do 1.14. 1ong S cua chuoi so
1

nD1
a
n
la gioi han cua day cac tong rieng
S
n
=
n

nD1
a
n
.
Mot thuat toan tu nhien de tinh S:
S
1
= a
1
.
S
n
= S
n1
a
n
n = 2. 3. . . . .
tiep tuc cho den khi tong rieng khong con thay doi. Mot thi du co dien ve
chuoi phan ky la chuoi dieu hoa
1

nD1
1
m
.
'eu thuat toan tren duoc ap dung cho chuoi dieu hoa, gia tri tinh toan S
n
tang va a
n
= 1,n giam cho den khi
S
n
= S
n1
a
n
= S
n
va thuat toan dung' 1rong so hoc dau cham dong chuoi phan ky nay co tong
huu han' 'hu vay can phai co vai phan tich toan hoc phu them (khi tinh
tong cua chuoi so) de co ket qua tin cay.
Tb do 1.1S. Hai so co cac chu so dau giong nhau th phep tru giua chung se
khu di cac chu so nay. 1hi du, neu . = 0.12365410
5
va , = 0.12345610
5
,
th
0.123654 10
5
0.123456 10
5
O.OOOI9o 10
5
= 0.198000 10
S
.
l.. C^C THl D| Tl!H TO^! SO D^| CH^M DO!C I7
Lieu dang quan tam la khi su khu duoc thuc hien, phep tru duoc thuc hien
chinh xac, . , = . ,. 'hung co su mat mat thong tin, duoc goi la su
ma. y n||a (loss of significane). Khi su khu xay ra, ket qua . , la nho hon
. va , ve do lon, v vay cac sai so 1a ||en J|en trong . va , la tuong doi lon
so voi . ,. Cia su . la mot xap xi cua X va , la mot xap xi cua Y . Chung
co the la cac gia tri do hay ket qua cua mot vai tinh toan. Hieu . , la mot
xap xi cua X Y voi sai so tuong doi thoa

(. ,) (X Y )
X Y

(. X) (, Y )
X Y

. X
X

X
X Y

, Y
Y

Y
X Y

.
'eu . gan , den do co su khu, sai so tuong doi co the lon v mau so X Y
la nho so voi X hay Y . 1hi du, neu X = 0.123654700 . . . 10
5
, th . giong
X sai khac mot don vi lam tron trong so hoc sau-chu so. \oi Y = , gia tri
ta tm la X Y = 0.198700 . . . 10
S
. Mac du hieu . , = 0.198000 10
S
duoc thuc hien cach chinh xac, . , va X Y khac nhau o so le thu lon.
1rong thi du nay, . va , co it nhat sau chu so co nghIa, nhung hieu cua
chung chi con la chu so co nghIa.
Nban xct 1.1. Mot nhan xet co gia tri la ta da dung su khu trong thi du I.IZ
khi tinh
^ = (. ) ..
\ la nho so voi ., co su khu va ^ = (. ) .. 1heo cach nay ta nhan
duoc trong ^ cac chu so cua thuc su anh huong den tong.
Tb do 1.16. Cong thuc tinh nghiem phuong trnh lac hai
.
2
b. c = 0
la
.
1,2
=
b
2

_
_
b
2
_
2
c.
gia su b _ 0. 'eu c nho so voi b, can lac hai co the viet lai va xap xi lang
cach dung chuoi nhi thuc
b
2
_
1
4c
b
2
~
b
2
_
1
2c
b
2
. . .
_
.
Io CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
Lieu nay chung to cac nghiem thuc
.
1
~ b.
.
2
~ c,b.
1rong so hoc co do chinh xac huu han mot vai chu so cua c khong anh huong
len tong (b,2)
2
c. 1ruong hop toi han la
_
b
2
_
2
c =
_
b
2
_
2
.
Lieu quan trong de nhan thuc dung la dai luong nay duoc tinh mot cach
chinh xac theo nghIa tuong doi. 1uy nhien, mot vai thong tin li mat va ta
se thay trong vai truong hop ta can den no trong tinh toan sau nay. Mot can
lac hai duoc tinh voi mot sai so tuong doi nho cung dung voi phep tru theo
sau. \ay th nghiem lon hon .
1
~ b duoc tinh chinh xac loi cong thuc o
tren. 1rong tinh toan nghiem nho hon, co su khu khi so hang can lac hai
li tru tu b,2. Ban than phep tru duoc thuc hien chinh xac, nhung sai so da
hien dien trong (b,2)
2
c tro nen quan trong theo nghIa tuong doi. 1rong
truong hop toi han cong thuc cho ket qua lang khong nhu mot xap xi cua
.
2
. Sap xep lai cong thuc tinh co the tranh duoc kho khan nay. Dung cong
thuc .
1
.
2
= c, nghiem .
2
co the duoc tinh lang
.
2
= c,.
1
cho gia tri chinh xac hon.
Tb do 1.17. Muon tinh tong cua mot chuoi, dieu quan trong la liet khi
nao da lay du cac so hang tu chuoi de xap xi gioi han (tong cua chuoi) voi
do chinh xac mong muon. Chuoi dan dau thu hut su chu y nay. Cia su
a
0
_ a
1
_ . . . _ a
n
_ a
nC1
_ . . . _ 0. 1h chuoi dan dau
1

nD0
(1)
n
a
n
hoi tu toi gioi han S va sai so cua tong rieng
S
n
=
n

nD0
(1)
n
a
n
l.. C^C THl D| Tl!H TO^! SO D^| CH^M DO!C I9
thoa
[S S
n
[ _ a
nC1
.
Xem mot truong hop cu the, danh gia sin(.) lang chuoi Maclaurin cua no
sin(.) = .
.
3
3

.
5
5

.
T
7
. . . .
Mac dau chuoi nay hoi tu nhanh voi . cho truoc lat ky, co kho khan so khi
[.[ lon. 'eu, chang han, . = 10, a
n
la
10.
10
3
6
.
10
5
120
.
10
T
5040
. . . . .
Ro rang co mot vai so hang thuc su lon can phai loai de nhan duoc ket qua
sin 10 co do lon khong qua 1. Cac so hang a
n
la ket qua cua mot so phep
tinh o day co the nhan duoc voi sai so tuong doi nho. 1uy nhien, neu a
n
la
lon so voi tong S, mot sai so tuong doi nho trong a
n
se khong nho so voi S
va S se khong duoc tinh chinh xac.
'guoi ta da lap trnh danh gia chuoi nay lang mot cach truc tiep, can
than tinh, cu the,

.
T
7
=
_
.
5
5
_
_
.
6
_ _
.
7
_
.
de tranh nhung con so lon khong can thiet. Bang cach dung so hoc dau cham
dong chinh xac don tieu chuan ILLL nguoi ta cong cac so hang cho den khi
cac tong rieng khong con thay doi. Cach tinh nay cho gia tri 0.544040 trong
khi gia tri chinh xac la 0.544021. Do pham vi so mu trong chinh xac don
la nho nen ta se gap truong hop overflow neu co gang tinh voi . = 100' Ro
rang so hoc dau cham dong khong thoat khoi tat ca nhung dieu co lien quan
ve do lon.
Cac chuoi thuong duoc dung nhu mot cach danh gia gia tri cac ham
so. 'eu gia tri cua ham can tinh la nho va neu mot vai so hang trong chuoi
tuong doi lon, th phai duoc loai lo va ta phai nghI rang su khong chinh xac
trong tinh toan cac so hang se lam cho gia tri cua ham khong chinh xac theo
mot nghIa tuong doi.
1a da thay cac thi du chung to tong cua nhieu so phu thuoc vao thu
tu trong do chung duoc cong. 'hu vay thu tu nao la tot! 1ro lai voi thuat
ZO CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
toan trong thi du I.I+ de tinh tong a
1
a
2
. . . a
1
. 1ruoc het tong rieng
thu nhat la
fl(S
2
) = a
1
a
2
= (a
1
a
2
)(1
2
)
= S
2

2
a
1

2
a
2
.
trong do [
2
[ _ u. 1iep tuc,
fl(S
3
) = fl(S
2
) a
3
= (fl(S
2
) a
3
)(1
3
)
= S
3
(
2

3
)a
1
(
2

3
)a
2

3
a
3

3
a
1

3
a
2
.
trong do [
3
[ _ u. Bo qua cac so hang chua cac tich cua cac thua so le,
fl(S
3
) = S
3
(
2

3
)a
1
(
2

3
)a
2

3
a
3
.
Cuoi cung ta tm duoc
fl(a
1
. . . a
1
) ~ (a
1
. . . a
1
)
(
2

3
. . .
1
)a
1
(
2

3
. . .
1
)a
2
(
3

4
. . .
1
)a
3
. . .
1
a
1
.
1heo xap xi nay, sai so phat sinh khi a
k
duoc cong vao S
k
co the tang len
nhung anh huong cua no trong S se khong lon hon (N k 1)u[a
k
[. Lieu
nay de nghi rang de giam sai so toan phan, cac so hang nen duoc cong theo
thu tu do lon tang.
Sai so xap xi co the uoc luong loi
[fl(S
1
) S
1
[ _ Nu
1

nD1
[a
n
[.
day ta dung ky hieu _ co nghIa la nho hon hay lang voi mot dai luong
ma la mot cach xap xi. Sai so tuong doi cua tong
[fl(S
1
) S
1
[
[S
1
[
_ Nu

1
nD1
[a
n
[
[

1
nD1
a
n
[
.
1ruong hop nguy hiem la khi [

1
nD1
a
n
[

1
nD1
[a
n
[, luc do xay ra su khu.
Mot he qua quan trong la neu tat ca cac so hang co cung dau, tong se duoc
l.+. ^!H HlO!C C|^ S^l SO l^M TnO! - Sl Tn|YL! S^l SO ZI
tinh chinh xac theo nghIa tuong doi, mien la so cac so hang khong qua lon
de su chinh xac co hieu luc.
\oi chuoi hoi tu
S =
1

nD0
a
n
th [a
n
[ 0 khi m o. 1ruoc het ta lay tong theo thu tu tu nhien
m = 0. 1. . . ., de chon so so hang can thiet N de tinh tong roi tinh S
1
theo
thu tu dao m = N. N 1. . . . . 0.
Tb do 1.18. Cho (.) = .
2
2. 1 duoc danh gia tai . = 1.018 voi so
hoc chat cut J-chu so va 100 < e < 100. Lap so chinh xac la (1.018) =
0.324 10
3
. \ cac he so cua la so nguyen le, khong co sai khi lieu dien
nhu la so dau cham dong. 1uy nhien, voi . th khac, fl(.) = 0.101 10
1
,
phep lieu dien co sai so. Co nhieu thuat toan de tinh (.):
(.) = (.
2
) (2.)| 1.
(.) = .(. 2) 1.
(.) = (. 1)
2
.
Cac dang nay cho:
,
I
= (. .) (2 .)| 1 = 0.000 10
100
.
,
2
= . (. 2) 1 = 0.100 10
2
.
,
3
= (. 1) (. 1) = 0.100 10
3
.
1at ca cac ket qua co sai so tuong doi lon. Lo la v lai toan la dieu kien xau.

1.4 Anb boong coa sai so Iam tron - so troycn sai

so
1rong tinh toan cac lai toan khoa hoc, du lieu nhap thuong khong chinh
xac, sai so trong du lieu nhap duoc truyen di trong qua trnh tinh toan gay ra
sai so trong du lieu xuat. 'goai ra sai so lam tron o moi luoc tinh cung duoc
truyen di va xuat hien trong ket qua cuoi cung. /nh huong cua sai so lam
tron len ket qua cuoi cung co the duoc danh gia lang cach dung cac lo de
sau.
ZZ CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
o dc 1.1. Trn p|ep .n ta p|ep .ru, .a| .|an .| sa| s .uye. 1| .rn 'e.
qua 1u+. .| '+| .n .ua .a. .|an .| sa| s .uye. 1| .ua .a. .an |an
, =
n

iD1
.
i
. [^,[ _
n

iD1
[^.
i
[. (I.I+)
Le nhan duoc ket qua tuong ung cho phep nhan va chia, ta lat dau
lang nhan dinh rang voi , = ln(.) ta co ^(ln(.)) ~ ^.,.. lhat lieu lang
loi: sa| s .u+n 1| .rn m. 1a| 'u+n xap x/ 'an sa| s .uye. 1| .rn 'ar|. .u
n||en .ua n. 1u nhan xet nay ta co:
o dc 1.2. Trn p|ep n|an ta p|ep .||a, .a| .|an xap x/ .| sa| s .u+n 1|
1u+. n|an 'an .a.| .n .a. sa| s .u+n 1| .ua .a. .an |an. Tn qua. |+n,
.| , = .
n
1
1
.
n
2
2
.
n
n
n
,

^,
,

~
~
n

iD1
[m
i
[

^.
i
.
i

. (I.I5)
C|un m|n|. Chung minh lang cach lay dao ham ln(,) = m
1
ln(.
1
)
m
2
ln(.
2
) . . . m
n
ln(.
n
) roi danh gia nhieu trong tung so hang
Tb do 1.19. 1rong phuong phap 'ewton giai phuong trnh phi tuyen (.) =
0 mot hieu chinh ^.
k
(tu nghiem xap xi o luoc k, .
k
) phai duoc tinh nhu
la ti so , = (.
k
),
0
(.
k
). Cia su rang (.
k
) chi duoc liet voi do chinh xac
tuong doi nao do, ta nen tinh
0
(.
k
) chinh xac the nao de co do chinh xac
cao hon! \ gioi han cua sai so tuong doi trong , lang tong cua cac chan cho
sai so tuong doi trong (.
k
) va
0
(.
k
), nen se khong co loi neu co gang dat
sai so tuong doi trong
0
(.
k
) rat it hon sai so tuong doi trong (.
k
)
Bay gio ta nghien cuu su truyen sai so trong cac lieu thuc phi tuyen
tong quat hon. Cia su ta can tinh ham , = (.) cua mot lien doc lap .. Sai
so trong . truyen toi , nhu the nao! Cho ^. = . .. Boi dinh ly gia tri
trung gian,
^, = (.) ( .) =
0
()^..
trong do nam giua . va .. Cia su [^.[ _ c th
[^,[ _ max

[
0
()[c. . c. . c|.
l.+. ^!H HlO!C C|^ S^l SO l^M TnO! - Sl Tn|YL! S^l SO ZJ
1rong thuc hanh, thuong ta thay lang danh gia co hieu luc cua . la du.
'gay ca neu can su chinh xac cao trong gia tri cua (.), hiem khi can su
chinh xac tuong doi cao trong cai chan sai so hoac danh gia sai so. Chi can
can than hon khi nam trong lan can cua khong diem cua
0
(.).
Hnh I.Z: Sai so truyen trong ham , = (.).
1ruong hop , la ham an cua . xac dinh loi phuong trnh g(.. ,) = 0.
'eu dg,d, ,= 0 th
[^,[ _ max

dg
d.
() :
dg
d,
()

c. . c. . c|.
Tb do 1.20. 1rong thi du I.Io len duoi, giai phuong trnh lac hai
a.
2
b. c = 0.
ta thay nghiem tinh toan rat nhay cam voi sai so cua c. 1hat vay, dao ham
phuong trnh .
2
b. c = 0, trong do . = .(c) doi voi c ta duoc
(2a. b)
J.
Jc
1 = 0 =
J.
Jc
=
1
2a. b
.
Lay . = .
1
va dung cac he thuc lien he giua nghiem .
1,2
voi cac he so a. b. c
ta co
J.
1
Jc
=
c,a
c(2.
1
b,a)
=
J.
1
.
1
=
Jc
c
.
2
.
1
.
2
.
Z+ CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
Lieu nay chung to khi [.
1
.
2
[ << [.
2
[ co the rat nhay cam voi nhieu tuong
doi nho trong c.
Khi .
1
= .
2
= r, phuong trnh co nghiem kep, phan tich tren khong
con hieu luc. 1uy nhien, neu goi . la nghiem cua phuong trnh voi c li
nhieu
a.
2
b. c a^c = 0.
th (do b
2
4ac = 0, r = b,2a)
(. r)
2
^c = 0.
lhuong trnh nay co nghiem . = r
_
^c.
Le phan tich su truyen sai so trong mot ham nhieu lien ta can mot
tong quat hoa cua dinh ly gia tri trung gian:
|nb Iy 1.2. C|a su |am 'ay |a .r( .|u. '|a t| .rn m. 'an .an .ua 1|em
x=(.
1
. .
2
. . . . . .
n
), ta .| . = . ^. 'a 1|em nam .rn 'an .an nay. T|| .n .a|
s 0, 0 _ 0 _ 1, sa .|
^ = (. ^.) (.) =
n

iD1
d
d.
i
(. 0^.)^.
i
.
1uong tu nhu tren ta de dang chung minh:
|nb Iy 1.3 (Cong thuc tong quat cho su truyen sai so). C|a su |am 'ay |a
.r( .|u. '|a t| .rn m. 'an .an .ua 1|em x=(.
1
. .
2
. . . . . .
n
) t+| sa| s ^.
1
,
^.
2
,. . . , ^.
n
. T|| u+. 'u+n sau 'a . ||eu 'u.
^ ~
n

iD1
d
d.
i
^.
i
. (I.Io)
.rn 1 .a. 1a |am r|en 1u+. 1an| |a .a| ..
V+| sa| s .u. 1a| .rn (.
1
. .
2
. . . . . .
n
) .a . .|an .ua xap x/
[^ [
~
~
n

iD1

d
d.
i

[^.
i
[. (I.I7)
l.5. SO DlL| llL! Z5
1rong (I.I7) [d,d.
i
[ la gia tri lon nhat cua tri tuyet doi cac dao ham
rieng trong lan can cua diem da liet .. 1rong hau het cac truong hop thuc
hanh chi can tinh d,d.
i
tai . roi cong them mot luong khoang 5 den IO
phan tram cho an toan.
1a cung co cac cong thuc tuong tu (I.Io) va (I.I7) cho truong hop ham
an.
Tb do 1.21. 1inh cac chan sai so cho = .
2
1
.
2
, trong do .
1
= 1.030.01,
.
2
= 0.45 0.01. 1a nhan duoc

d
d.
1

= [2.
1
[ _ 2 1.03 < 2.1.

d
d.
2

= [ 1[ = 1.
suy ra ^ _ 2.1 0.01 1 0.01 = 0.031 hay = 1.061 0.450 0.032 =
0.611 0.032; chan sai so da duoc nang len O.OOI v su lam tron trong khi
tinh .
2
1
.
1rong giai tich so rat hiem truong hop yeu cau cho cac chan sai so de
lao dam toan hoc. 1huong th chi can cho mot danh gia ve cap cua do lon
(order of magnitude) cua du lao sai so.
1.S So dico kicn
'hu da liet, mot lai toan so la dieu kien xau neu du lieu nhap thay doi mot
chut nhung du lieu xuat lai thay doi rat lon. \ vay viec co mot so do cho
su nhay cam cua du lieu xuat khi du lieu nhap thay doi la rat huu ich. 1rong
lai toan tinh so gia tri ham , = (.) ta co the lay [
0
(.)[ lam so do do nhay
cam cua (.) doi voi nhieu ^. cua .. 1rong nhieu tai lieu, ti so giua sai so
tuong doi trong (.) va . duoc dung.
|nb ngbia 1.2. Cia su . ,= 0 va (.) ,= 0, th so dieu kien k cho lai toan
tinh gia tri ham , = (.), loi dinh nghIa la
k = lim
jZxj!0
[(. ^.) (.)[
[(.)[
:
[^.[
[.[
= [.[
[
0
(.)[
[(.)[
. (I.Io)
1a noi lai toan tinh (.) tu . la dieu kien xau neu k lon va dieu
kien tot neu nguoc lai.
Zo CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
1a cung co dinh nghIa tuong tu cho truong hop ham an.
So dieu kien la mot thuoc tinh cua lai toan so va khong phu thuoc vao
thuat toan duoc dung' Mot lai toan dieu kien xau co kho khan noi tai khi
giai lang lat ky thuat toan nao. 'gay ca neu du lieu nhap la chinh xac sai
so lam tron xuat hien khi tinh toan lang so hoc dau cham dong van co the
gay ra nhieu rat lon trong ket qua cuoi cung.
Tb do 1.22. Xet he phuong trnh tuyen tinh
_
1
1
__
.
,
_
=
_
1
0
_
trong do la du lieu nhap. 'ghiem chinh xac la
. = 1,(1
2
). , = ,(1
2
).
Ma tran suy lien khi = 1, va lai toan tinh .. , la dieu kien xau khi ~ 1.
Dung phuong trnh (I.Io) ta thay so dieu kien khi tinh . la
k = .
0
(),.() = 2
2
,[1
2
[.
\oi = 0.9950 ta co lang cach dung phep khu Causs va tinh toan trong he
thap phan lon chu so cac gia tri tinh duoc la
, = 0.995,(1 0.9900) = 99.50. . = 1 0.9950 99.50 = 100.0025.
thay v gia tri chinh xac , = 99.7494, . = 100.2506. Chu y rang hai chu so
li mat khi lam tron trong mau so luc tinh , (
2
= 0.990025 0.9900). So
dieu kien k = 198 chi ra mot cach chinh xac rang ta co the mat di su chinh
xac cua hai chu so thap phan co nghIa.
Bay gio ta xet lai toan so nhieu lien 1 trong do du lieu xuat ,
}
=
}
(.),
= 1. 2. . . . . m phu thuoc vao du lieu nhap . = (.
1
. .
2
. . . . . .
n
). 1h, loi
cong thuc truyen sai so tong quat (I.I7), ta co danh gia sai so cuc dai
[^
}
[
~
~
n

iD1

d
}
d.
i

[^.
i
[. (I.I9)
Lieu nay cho ta mot ma tran cac so dieu kien (tuong doi)
k
i}
=

d
}
d.
i

[.
i
[
[,
}
[
i = 1. 2. . . . . n. = 1. 2. . . . . m.
l.o. IH^! TlCH S^l SO C|^ TH|^T TO^! Z7
1huan tien hon neu dung mot so duy nhat de do dieu kien cua lai
toan. Lieu nay co the thuc hien duoc lang cach dung chuan
|nb ngbia 1.3. So dieu kien k cua lai toan 1 voi du lieu nhap x =
(.
1
. .
2
. . . . . .
n
) va du lieu xuat y = (,
1
. ,
2
. . . . . ,
n
) la
k(1) = lim
e!0
sup
1
c
[ y y[
[y[
. (I.ZO)
trong do c la sai so tuong doi cua du lieu nhap,
[ x x[ _ c[x[.
day, cac ky hieu [ [, [ [ chi chuan trong khong gian nhap, xuat.
Chu y rang k(1) la mot ham cua du lieu nhap va phu thuoc vao cach
chon chuan trong khong gian du lieu va khong gian nghiem. \oi c du le ta
co danh gia
[ y y[ _ kc[y[ O(c
2
). (I.ZI)
Ket qua la nghiem se co, ve dai the, it hon s(= log
10
k) chu so thap phan co
nghIa so voi du lieu nhap.
1.6 Fban tcb sai so coa tboat toan
Cho thuat toan voi du lieu nhap x = (.
1
. .
2
. . . . . .
n
) qua cac tinh toan gia tri
trung gian lang cac phep toan so hoc cho loi giai y = (,
1
. ,
2
. . . . . ,
n
) (chinh
xac). Co hai kieu phan tich sai so lam tron co lan cho mot thuat toan nhu
vay.
Cho den nay ta da xet cach p|an ./.| sa| s .|en (forward error analysis).
lhan tich nay tm cac chan sai so trong loi giai, [,
i
,
i
[, i = 1. 2. . . . . m, lang
cach chan tai moi luoc tinh cac sai so co the xuat hien va anh huong cua
chung. day, ky hieu ,
i
chi gia tri tinh duoc cua ,
i
.
Le cu the, nhac lai lieu thuc cho sai so cua tong la so:
fl(S
3
) = S
3
(
2

3
).
1
(
2

3
).
2

3
.
3
.
Zo CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
Mot phan tich sai so tien co the chan sai so tuyet doi loi
[fl(S
3
) S
3
[ _ (2u u
2
)([.
1
[ [.
2
[) u[.
3
[.
I|an ./.| sa| s 'u|
Z
(lackward error analysis) di tm mot tap cac du lieu .
i
sao cho loi ,
i
la '+| |a| .|/n| xa. neu cac .
i
duoc lay lam du lieu nhap; dong
thoi uoc luong cac chan cua [.
i
.
i
[. Co the co vo so tap hop du lieu nhu
vay; thinh thoang co dung mot tap va co the xay ra, ngay ca voi thuat toan
rat don gian, khong ton tai tap nao ca.
Chu y, trong phan tich sai so lui, ta khong dung den loi giai chinh xac,
,
i
. 1rong thuc hanh, khi du lieu nhap chi duoc liet voi do chinh xac nao
do, loi giai chinh xac khong the xac dinh tot. 1h loi giai lat ky, ma sai
so lui cua no nho hon sai so cua du lieu nhap, co the duoc xem la thoa man.
1ro lai thi du tren ta thay rang
fl(S
3
) = ,
1
,
2
,
3
.
trong do
,
1
= .
1
(1
2

3
).
,
2
= .
2
(1
2

3
).
,
3
= .
3
(1
3
).
1heo phan tich sai so lui, tong tinh toan la tong chinh xac cua cac so hang
,
k
ma moi so hang gan voi gia tri cho .
k
theo nghIa tuong doi.
1.7 Tnb on d|nb coa tboat toan
Co nhieu dinh nghIa khac nhau ve on dinh, duoi day ta xet mot dinh nghIa
dua tren phan tich sai so lui.
|nb ngbia 1.4. Mot thuat toan on dinh, theo nghIa phan tich sai so lui,
neu no cho nghiem chinh xac cua lai toan la y = ( ,
1
. ,
2
. . . . . ,
n
) voi du
lieu x = ( .
1
. .
2
. . . . . .
n
) gan voi du lieu x = (.
1
. .
2
. . . . . .
n
) cua lai toan goc.
Chinh xac hon, voi chuan [ [ trong khong gian du lieu nhap,
[ x x[
[x[
_ c
1
u. (I.ZZ)
trong do c
1
la hang so khong qua lon va u la don vi lam tron.
Z
Do |.H. Wilkinson de xuat vao thap nien 5O cua the ky ZO.
l.. Tl!H O! DI!H C|^ TH|^T TO^! Z9
'eu liet so dieu kien k cua lai toan th, theo danh gia (I.ZI), ta co
[ y y[ _ c
1
uk[y[ O(u
2
). (I.ZJ)
Chu y, de khong dua them vao ky hieu, o day ta dung ky hieu [ [ de chi
chuan trong khong gian du lieu xuat.
Len day ta thay, loi giai chinh xac va loi giai tinh toan co thuc su gan
nhau hay khong, do la van de ve dieu kien cua lai toan. Hieu luc cua cach
nhn sai so nay (phan tich sai so lui) la tach roi vai tro on dinh cua thuat
toan va dieu kien cua lai toan. Do phep phan tich sai so lui khong tham
chieu den loi giai chinh xac cho du lieu goc, nen no dac liet hap dan khi du
lieu nhap co do chinh xac huu han, chang han, khi du lieu duoc do hoac tinh
toan. Co the xay ra la mot thuat toan on dinh cho nghiem chinh xac mot
lai toan voi du lieu ma khong the phan liet duoc voi du lieu cho truoc v su
chinh xac huu han cua chung. 1hat ra ta khong the yeu cau nhieu hon ve
so do so trong truong hop nhu vay, nhung mot lan nua ta phai nhan manh la
an n||em n|u .|e na, .u+n un t+| Ju '|eu .| .ru+., p|u .|u. ta 1|eu '|en
.ua 'a| .an.
Mot thi du so se giup neu len van de nay. Cho .
1
= 0.12 10
2
,
.
2
= 0.34 10
1
, .
3
= 0.15 10
2
, gia tri thuc cua tong la S
3
= 0.40 10
0
.
Khi tinh toan lang so hoc thap phan chat cut hai chu so, fl(S
3
) = 0.0010
0
,
mot ket qua rat khong chinh xac. 1uy nhien, voi ,
1
= 0.116 10
2
, ,
2
= .
2
va ,
3
= .
3
, ta co fl(S
3
) = ,
1
,
2
,
3
. Ket qua tinh la tong chinh xac cua
cac so gan voi du lieu goc. 1hat vay, hai so trung voi du lieu goc va so con
lai sai khac mot luong it hon don vi lam tron.
Cao boi va bai tap
1.1. lhan tich dieu kien cua thuat toan dung cong thuc truy hoi (I.+). /p
dung tinh 1
5
voi sai so tuyet doi khong qua 10
6
.
1.2. Cho he thong so dau cham dong voi = 2, s = 3, m = 1, M = 2. He
nay co lao nhieu so! Bieu dien cac so nay tren truc so.
1.3. \iet thuat toan chuyen doi he co so IO sang co so va nguoc lai.
1.4. Cho la ma tran vuong va n la so nguyen duong. 1a can tinh
n
. Le
tinh
kC1
=
k
, k = 1. . . . . n 1, doi hoi n 1 phep nhan ma tran. Chung
to so cac phep nhan co the giam lot con 2log
2
n| lang cach chuyen doi n
thanh dang nhi phan va luy thua lien tiep
2k
= (
k
)
2
, k = 1. . . . . log
2
n|.
JO CHlO!C l. S^l SO V^ SO HOC D^| CH^M DO!C
1.S. Cho a va b la hai so dau cham dong voi a _ b. Chung to rang lat dang
thuc
a _ (a b) 2 _ b
co the sai trong lieu dien theo co so IO.
1.6. Xac dinh sai so cuc dai cho , = .
1
.
2
2
,
_
.
3
, trong do .
1
= 2.0 0.1,
.
2
= 3.0 0.2, .
3
= 1.0 0.1.
1.7. 'guoi ta muon tinh = (
_
2 1)
6
, lang cach dung gia tri xap xi 1.4
thay cho
_
2. Bieu thuc toan nao duoi day cho ket qua tot nhat
1
(
_
2 1)
6
: (3 2
_
2)
3
:
1
(3 2
_
2)
3
: 99 70
_
2:
1
90 70
_
2
!
1.8. lhan tich su truyen sai so trong .

:
a) 'eu . chinh xac va sai so.
l) 'eu . sai so va chinh xac.
1.9. Cho o = (u
1
. u
2
) va v = (
1
.
2
) la hai vecto. Coc giua hai vecto nay
duoc cho loi cong thuc
cos =
o v
[o[[v[
a) Chung to tinh tu cac thanh phan cua o va v luon la lai toan dieu
kien tot.
l) Chung to cong thuc tren la khong on dinh khi nho.
c) Chung to thuat toan sau la on dinh. 1ruoc het chuan hoa hai vecto
thanh o, v, roi tinh = [ o v[
2
va = [ o v[
2
. Bay gio lay
=
_
2arctg(,). neu _ :
2arctg(,). neu > .
1.10. 1hiet lap cong thuc truy hoi tien va lui de tinh tich phan
1
n
=
_
1
0
.
n
J.
4. 1
.
lhan tich tinh on dinh cua tung thuat toan.
Cboong 2
Hc pboong trnb dai so toycn tnb
Mot trong cac lai toan thuong gap trong tinh toan khoa hoc la giai he phuong
trnh dai so tuyen tinh
a
11
.
1
a
12
.
2
. . . a
1n
.
n
= b
1
a
21
.
1
a
22
.
2
. . . a
2n
.
n
= b
2
.
.
.
.
.
.
a
n1
.
1
a
n2
.
2
. . . a
nn
.
n
= b
n
.
_

_
(Z.I)
trong do ve phai b
i
, i = 1. . . . . n, va cac he so a
i}
, i. = 1. . . . . n la cac du
lieu cho truoc; .
1
. . . . . .
n
la an.
He phuong trnh (Z.I) co the viet duoi dang ma tran,
Ax = b. (Z.Z)
trong do
A =
_
_
_
_
_
a
11
a
12
. . . a
1n
a
21
a
22
. . . a
2n
.
.
.
.
.
.
.
.
.
a
n1
a
n2
. . . a
nn
_

_
. x =
_
_
_
_
_
.
1
.
2
.
.
.
.
n
_

_
. b =
_
_
_
_
_
b
1
b
2
.
.
.
b
n
_

_
. (Z.J)
Xet truong hop n = 1 trong (Z.I),
a
11
.
1
= b
1
.
JI
JZ CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
'eu a
11
,= 0, phuong trnh co nghiem duy nhat .
1
= b
1
,a
11
. 'eu a
11
= 0
th co luc phuong trnh vo nghiem (b
1
,= 0), co luc phuong trnh co vo so
nghiem (b
1
= 0). Lieu nay cung dung voi n tong quat. Co hai loai ma tran,
khong suy lien (nonsingular) va suy lien (singular). 'eu ma tran A khong
suy lien, th he ton tai duy nhat vecto nghiem x voi ve phai cho truoc lat
ky b. 'eu A suy lien, th he vo nghiem voi mot vai b nhung vo so nghiem
voi cac b khac. 1rong chuong nay ta xet he phuong trnh dai so tuyen tinh
voi cac ma tran he so khong suy lien.
2.1 Fboong pbap kbo Gaoss
Y tuong dang sau phuong phap khu Causs la dung cac phep lien doi so cap
de khu cac an cua he (Z.I). He phuong trnh tuong duong, sau khi lien doi, co
dang tam giac tren (upper trianglular system), duoc giai lang phep the nguoc
(lack-sulstitution).
'eu a
11
,= 0, th o luoc dau tien ta khu .
1
khoi (n 1) phuong trnh
cuoi lang cach tru phuong trnh thu i voi nhan tu (multiplier)
m
i1
= a
i1
,a
11
. i = 2. . . . . n
lan phuong trnh dau. Lieu nay sinh ra mot he rut gon gom (n 1) phuong
trnh voi cac an .
2
. . . . . .
n
, trong do cac he so moi duoc cho loi
a
(2)
i}
= a
i}
m
i1
a
1}
. b
(2)
i
= b
i
m
i1
b
1
. = 1. 2. . . . . n.
'eu a
(2)
22
,= 0, tiep theo lang cach tuong tu ta khu .
2
tu (n 2) phuong trnh
cuoi cua he phuong trnh nay. Sau k 1 luoc, k _ n, cua phep khu Causs ma
tran tro thanh ma tran co dang
A
(k)
=
_
_
_
_
_
_
_
_
_
_
a
(1)
11
a
(1)
12
. . . a
(1)
1k
. . . a
(1)
1n
0 a
(2)
22
. . . a
(2)
2k
. . . a
(2)
2n
.
.
.
.
.
.
.
.
.
.
.
.
0 0 . . . a
(k)
kk
. . . a
(k)
kn
.
.
.
.
.
.
.
.
.
.
.
.
0 0 . . . a
(k)
nk
. . . a
(k)
nn
_

_
. b
(k)
=
_
_
_
_
_
_
_
_
_
_
b
(1)
1
b
(2)
2
.
.
.
b
(k)
k
.
.
.
b
(k)
n
_

_
. (Z.+)
2.l. IHlO!C IH^I lHl C^|SS JJ
trong do ta da dat A
(1)
= A, b
(1)
= b. Cac phan tu cheo (diagonal elements)
a
(1)
11
. a
(2)
22
,. . . , xuat hien trong qua trnh khu duoc goi la cac phan tu tru (pivotal
elements).
Ky hieu A
k
la ma tran con chinh cua A,
A
k
=
_
_
_
_
_
a
11
a
12
. . . a
1k
a
21
a
22
. . . a
2k
.
.
.
.
.
.
.
.
.
a
k1
a
k2
. . . a
kk
_

_
.
\ dinh thuc cua ma tran khong thay doi duoi phep lien doi so cap thu la
nen
det(A
k
) = a
(1)
11
a
(2)
22
a
(k)
kk
. k = 1. . . . . n.
Cac phan tu tru a
(i)
i i
, i = 1. . . . . n, trong phep khu Causs la khac khong neu
va chi neu det(A
k
) ,= 0, k = 1. . . . . n. 1rong truong hop nay ta co the khu
cho den sau luoc thu (n 1), con lai mot phuong trnh duy nhat
a
(n)
nn
.
n
= b
(n)
n
(a
(n)
nn
,= 0).
Cac an cua phuong trnh co the tinh lang cong thuc truy hoi
.
n
= b
(n)
n
,a
(n)
nn
. .
i
=
_
b
(i)
i

n

kDiC1
a
(i)
ik
.
k
_
,a
(i)
i i
. i = n 1. . . . . 1. (Z.5)
Qua trnh nay goi la the nguoc.
Cia su o luoc thu k cua phep khu Causs ta co
a
(k)
kk
= 0.
'eu A khong suy lien, th k cot dau cua ma tran A la doc lap tuyen tinh.
Lieu nay cung dung voi ma tran da lien doi. 'ghIa la ton tai a
(k)
]k
,= 0
(k < _ n). Bang cach hoan vi dong k va dong th phan tu nay co the
J+ CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
lay lam phan tu tru va phep khu duoc tiep tuc. 1om lai, ma .ran '|n suy
'|en 'a. 'y . .|e Jan te Jan .am |a. .ren 'an p|ep '|u Causs neu p|ep |an
t( Jn 1u+. Jun neu .an.
Khi hoan vi dong dinh thuc cua ma tran li doi dau, do do
det(A) = (1)
x
a
(1)
11
a
(2)
22
a
(n)
nn
. (Z.o)
trong do s la tong so lan thuc hien phep hoan vi. day, ta da thay doi ky
hieu khi thuc hien phep hoan vi dong cho phu hop.
'eu rank(A) < n th co the xay ra o luoc thu k 1 nao do
a
(k)
ik
= 0. i = k. . . . . n.
'eu toan lo cac phan tu a
(k)
i}
= 0, i. = k. . . . . n th rank(A) = k 1 va ta
dung lai. 'guoc lai, neu co phan tu khac khong, chang han
a
(k)
]q
.
ta co the mang no den vi tri tru lang cach hoan vi dong k voi , cot k voi q
(khi cot cua ma tran A li hoan vi th ta cung phai hoan vi cac phan tu tuong
ung trong vecto x. 1ien hanh theo cach nay moi ma tran A deu co the dua
ve dang hnh thang (trapezoidal form) tren
A
(i)
=
_
_
_
_
_
_
_
_
_
_
a
(1)
11
. . . a
(1)
1i
a
(1)
1,iC1
. . . a
(1)
1n
0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
. a
(i)
ii
a
(i)
i,iC1
. . . a
(i)
in
0 . . . 0 0 . . . 0
.
.
.
.
.
.
.
.
.
.
.
.
0 . . . 0 0 . . . 0
_

_
. b
(i)
=
_
_
_
_
_
_
_
_
_
_
b
(1)
1
.
.
.
b
(i)
i
b
(i)
iC1
.
.
.
b
(i)
n
_

_
. (Z.7)
o luoc r = rank(A).
1u (Z.7) ta doc duoc hang cua ma tran A.
Bang cach dung phep lien doi so cap thu nhat (hoan vi), qua trnh khu
Causs co phan tu tru lang khong chi neu lai toan goc la suy lien. lhat lieu
2.l. IHlO!C IH^I lHl C^|SS J5
nay la dung ve phuong dien ly thuyet, nhung su phan liet giua suy lien va
khong suy lien cua cac lai toan la mo ho trong thuc hanh do anh huong
cua viec lam tron. 1ru phi phan tu tru chinh xac lang khong, con th su
hoan vi cac phuong trnh la khong can thiet ve phuong dien ly thuyet. 1uy
nhien, lien doi voi mot phan tu tru hau nhu lang khong se dan den van
de ve su chinh xac trong so hoc dau cham dong. Xem thi du duoi day do
lorsythe va Moler dua ra.
Tb do 2.1. Cho he phuong trnh
0.000100.
1
1.00.
2
= 1.00.
1.00.
1
1.00.
2
= 2.00.
Bang cach dung so hoc dau cham dong thap phan lam tron la-chu so, mot
luoc trong qua trnh khu .
1
trong phuong trnh thu hai khong dung hoan vi
1.00 10000 1.00|.
2
= 2.00 10000 1.00|
10. 000.
2
= 10. 000.
Ro rang, .
2
= 1.00 va lang phep the nguoc, .
1
= 0.00. Chu y thong tin chua
trong phuong trnh thu hai li mat o luoc nay. Lieu nay xay ra v phan tu
tru nho gay ra mot nhan tu lon va sau do phep tru cac so co do lon rat khac
nhau. 'eu dung hoan vi ta co
1.00.
1
1.00.
2
= 2.00.
1.00.
2
= 1.00
va .
1
= 1.00, .
2
= 1.00. 'ghiem chinh xac la xap xi .
1
= 1.00010, .
2
=
0.99990
Cac phan tu tru nho co the dan den ket qua khong chinh xac. 'hu da
thay trong thi du tren, khi khu lien .
k
trong dong i , mot phan tu tru nho
dan toi nhan tu m
ik
= a
(k)
ik
,a
(k)
kk
lon. Khi tinh
a
(kC1)
i}
= a
(k)
i}
m
ik
a
(k)
k}
.
co su mat mat thong tin lat cu khi nao m
ik
a
(k)
k}
lon hon rat nhieu a
(k)
i}
, thong
tin ma co the rat can den sau do. Mot nhan tu lon gay ra hau qua cung giong
Jo CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
nhu phan tu trong ma tran tam giac tren lon do phep khu. 1rong phep giai
he phuong trnh tuyen tinh lang phep the nguoc ta tinh
.
k
=
b
(k)
k

n
} DkC1
a
(k)
k}
.
}
a
(k)
kk
.
'eu phan tu tru (mau so) la nho va gia tri dung .
k
co do lon vua phai, th tu
so cung phai nho. 'hung neu co cac thanh phan a
(k)
i}
cua ma tran tam giac
tren ma lon, dieu nay chi co the neu su khu xay ra o tu so. Cac thanh phan
lon co the da duoc tinh voi sai so tuong doi vua phai, nhung v cac thanh
phan la lon dan den sai so tuyet doi lon trong tu so sau khi co su khu. Mau
so nho khuech dai sai so nay dan den sai so tuong doi dang ke trong .
k
.
Co mot cach de tranh phan tu tru nho duoc goi la p|ep xay .u. ' (tam
dich chu partial pivoting). 1heo cach nay, khi khu .
k
, ta chon he so lon nhat
(ve gia tri tuyet doi) cua .
k
trong nk 1 phuong trnh cuoi nhu la phan tu
tru. 'ghIa la, neu [a
(k)
Ik
[ la lon nhat cua cac [a
(k)
}k
[ voi = k. k 1. . . . . n ta
hoan vi dong k va l. Bang cach danh so lai ta co the gia su rang phan tu tru
a
(k)
kk
co do lon lon nhat. lhep xoay cuc lo cho ta cac nhan tu co do lon
[m
ik
[ =

a
(k)
ik
a
(k)
kk

_ 1.
Su dieu khien do lon cua cac nhan tu lam lot di su tang len cua cac thanh
phan trong ma tran tam giac tren gay ra do phep khu (Causs). Cho a =
max
i,}
[a
(1)
}k
[. Bay gio
a
(2)
i}
= [a
(1)
i}
m
i1
a
(1)
i}
[ _ 2a
va cu the ta co
[a
(k)
i}
[ _ 2
k1
a.
2.2. TH|^T TO^! lHl C^|SS J7
Lieu nay ham y
max
i,},k
[a
(k)
i}
[ _ 2
n1
max
i,}
[a
i}
[ (Z.o)
khi phep xoay cuc lo duoc thuc hien. Wilkinson da chi ra rang dau lang
trong lat dang thuc tren co the xay ra voi cac ma tran co dang
_
_
_
_
_
_
1 0 0 0 1
1 1 0 0 1
1 1 1 0 1
1 1 1 1 1
1 1 1 1 1
_

_
.
1uy nhien, thuong th su gia tang la vua phai.
Con so
g
n
= max
i,},k
[a
(k)
i}
[, max
i,}
[a
i}
[ (Z.9)
thuong duoc dung lam so do cho su gia tang cua cac phan tu trong ma tran
rut gon, va duoc goi la ./ s |a .an (growth ratio).
2.2 Tboat toan kbo Gaoss
1ruong hop vuong. Cho ma tran A = A
(1)
R
nn
va vecto b = b
(1)
R
n
,
% Khu Causs
for k=1:n-1
hoan vi cac dong sao cho abs(a(k,k))=max(abs(a(k:n,k))
if abs(a(k,k) == 0, suy lien, return
for i=k+1:n
t=a(i,k)/a(k,k)
for j=k+1:n
a(i,j)=a(i,j)-t*a(k,j)
end
b(i)=b(i)-t*b(k)
Jo CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
end
end
if abs(a(n,n)) ==0, suy lien, return
% 1he nguoc
for i=n:-1:1
x(i)=b(i)
for j=i+1:n
x(i)=x(i)-a(i,j)*x(j)
end
x(i)=x(i)/a(i,i)
end
Nban xct 2.1. Le do khoi luong cong viec ta dem so phep toan so hoc duoc
thuc hien. Ciai doan khu:
Moi luoc cua vong lap j gom I phep nhan va I phep tru. 'hu vay co
(n-k) phep nhan va (n-k) phep tru.
Moi luoc cua vong lap i gom I phep chia (khong ke phep tinh hieu
chinh b) va cac phep tinh trong vong lap j. \ong lap i gom (n-k) luoc. 'hu
vay co (n-k)
2
phep nhan, (n-k)
2
phep tru va (n-k) phep chia.
Moi luoc cua vong lap k chua cac phep toan cua vong lap i tuong
ung. \ong lap k co (n-I) luoc. 'hu vay so phep tinh nhan (=so phep tinh
tru) va so phep tinh chia lan luot la
(n 1)
2
(n 2)
2
. . . 1
2
=
n(n 1)(2n 1)
6
.
(n 1) (n 2) . . . 1 =
n(n 1)
2
.
lhan hieu chinh b doi hoi so phep tinh nhan (=so phep tinh tru) lang
n(n 1),2.
Ciai doan the nguoc, so phep tinh nhan (=so phep tinh tru) va phep
tinh chia lan luot la n(n 1),2 va n. 1om lai, khoi luong tinh toan lang
thuat toan khu Causs: n(4n
2
9n 7),6. v
Nban xct 2.2. Khi phai giai nhieu he phuong trnh co cung ma tran A voi
cac vecto b khac nhau, cac nhan tu m
ik
can duoc luu tru de hieu chinh vecto
b. Le y rang, khi m
ik
duoc tinh th phan tu a
(k)
ik
duoc dat lang khong, v vay
nhan tu m
ik
co the duoc dat vao vi tri nay (khong can them vung nho de
luu tru no). v
2.. IHLI !H^! Tl HO^ M^ Tn^! (M^TnlX F^CTOnlZ^TlO!) J9
2.3 Fbcp nban to boa ma tran (matrix factoriza-
tion)
1rong muc nay ta se thay neu khong dung phep xoay cuc lo, thuat toan khu
chinh la p|ep n|an .u |a, phan tich ma tran A thanh tich t cua mot ma
tran tam giac duoi t = l
i}
|, trong do
l
i}
= 0 neu i < .
va mot ma tran tam giac tren = u
i}
|, trong do
u
i}
= 0 neu i > .
'hn lai phep khu duoc mo ta trong muc truoc, ta thay neu a
(1)
11
,= 0, ta
co the thay dong i lang dong i tru voi m
i1
= a
(1)
i1
,a
(1)
11
lan dong 1. Lieu nay
duoc thuc hien cho cac dong 2. 3. . . . . n. De dang kiem chung, neu nhan len
trai ma tran A voi ma tran
M
1
=
_
_
_
_
_
_
_
1
m
21
1
m
31
0 1
.
.
.
.
.
.
.
.
.
.
.
.
m
n1
0 0 1
_

_
ta nhan duoc cung mot ket qua nhu khi thuc hien phep khu; nghIa la
M
1
A =
_
_
_
_
_
a
(1)
11
a
(1)
12
a
(1)
13
. . . a
(1)
1n
0 a
(2)
22
a
(2)
23
. . . a
(2)
2n
.
.
.
.
.
.
.
.
.
.
.
.
0 a
(2)
n2
a
(2)
n3
. . . a
(2)
nn
_

_
.
Hon nua, nghich dao cua ma tran M
1
la
M
1
1
=
_
_
_
_
_
_
_
1
m
21
1
m
31
0 1
.
.
.
.
.
.
.
.
.
.
.
.
m
n1
0 0 1
_

_
.
+O CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
1iep tuc khu cac an, sau n 1 luoc ta duoc
M
n1
M
n2
M
1
A =
_
_
_
_
_
a
(1)
11
a
(1)
12
. . . a
(1)
1n
a
(2)
22
. . . a
(2)
21
.
.
.
a
(n)
nn
_

_
= .
Suy ra,
A = M
1
1
M
1
2
M
1
n1
= t.
trong do t = M
1
1
M
1
2
M
1
n1
. Kiem truc tiep ta thay t la ma tran tam giac
duoi,
t =
_
_
_
_
_
_
_
1
m
21
1
m
31
m
32
1
.
.
.
.
.
.
.
.
.
.
.
.
m
n1
m
n2
m
n3
. . . 1
_

_
.
\ cac phan tu tren duong cheo chinh cua ma tran t deu lang 1 nen ta khong
can luu tru chung. Cac cot cua ma tran t xuat lien lan luot theo thu tu cua
phep khu nen co the viet chong len vi tri tuong ung cua ma tran A ma trong
phep khu duoc dat lang khong. Ma tran tam giac tren chinh la ket qua
cua phep khu Causs.
\oi phep nhan tu hoa ma tran A, he phuong trnh Ax = b dan ve viec
giai lan luot hai he phuong trnh voi ma tran he so co dang tam giac,
ty = b. (Z.IO)
va
x = y. (Z.II)
1hat vay, b = ty = t(x) = (t)x = Ax.
2.+. Sl CHl!H X^C +I
He tam giac duoi (Z.IO) duoc giai lang the tien (forward sulstitution),
,
1
= b
1
,
2
= b
2
m
21
,
1
.
.
.
,
n
= b
n

n1

} D1
m
n}
,
}
.
He tam giac tren (Z.II) duoc giai lang phep the lui (lackward sulstitution)
.
n
= ,
n
,u
nn
.
n1
= (,
n1
u
n1,n
.
n
),u
n1,n1
.
.
.
.
1
=
_
_
,
1

} D2
u
1}
.
}
_
_
,u
11
.
Nban xct 2.3. Khi co su dung phep xoay cuc lo, ap dung phep nhan tu hoa
cho ma tran FA voi F la ma tran duoc xay dung tu ma tran don vi lang cach
hoan vi cac dong tuong ung. 1a co FA = t. v
2.4 So cbnb xac
Co hai nguon sai so trong nghiem tinh toan z cua he phuong trnh Ax = b.
1hu nhat, du lieu A va b co the khong duoc do chinh xac, va ngay ca neu co
chinh xac, th van co cac sai so duoc phat sinh khi lieu dien chung lang so
dau cham dong. 1hu hai, sai so lam tron xuat hien trong qua trnh khu va
thuat toan thay the tienlui. Mot cach tu nhien ta can nghien cuu sai so
c = x z.
'hung co mot cach tiep can khac ve van de chinh xac. lhan tich sai so lui
xem z nhu la nghiem chinh xac cua lai toan nhieu
(A ^A)z = b ^b.
+Z CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
'eu cac nhieu, ^A va ^b la so sanh duoc voi cac sai so do dac hay lam tron
trong cac phan tu cua A va b, th . 'y de noi rang z gan nhu la nghiem tot
nhu ta co the hy vong.
2.4.1 Fban tcb sai so Ioi
Xet he phuong trnh
u
11
.
1
u
12
.
2
= b
1
.
u
22
.
2
= b
2
.
1a lan ve cach mot phan tu le, o day la u
11
va u
22
, co the gay nguy hiem
v cac anh huong truc tiep cua no lan lan than no co the dan den cac phan
tu lon trong ma tran tam giac tren, o day la u
12
. lhep the lui lang phep tinh
so hoc chinh xac cho nghiem dung la
.
2
=
b
2
u
22
.
.
1
=
b
1
.
2
u
12
u
11
.
1rong so hoc dau cham dong,
.

2
= b
2
u
22
=
b
2
u
22
(1
1
) = .
2
(1
1
).
1inh toan thanh phan con lai lao gom nhieu luoc. 1ruoc het ta tinh
.

2
u
12
= .

2
u
12
(1
2
) = .
2
u
12
(1
1
)(1
2
).
th
b
1
(.

2
u
12
) = (b
1
(.

2
u
12
))(1
3
).
2.+. Sl CHl!H X^C +J
va cuoi cung
.

1
= (b
1
(.

2
u
12
)) u
11
=
(b
1
(.

2
u
12
))
u
11
(1
4
)
=
(b
1
.

2
u
12
(1
2
))
u
11
(1
3
)(1
4
).
1rong phan tich sai so lui, ta lieu dien nghiem .

1
, .

2
(ket qua tinh
lang so hoc dau cham dong) nhu la nghiem (tinh lang so hoc chinh xac) cua
mot lai toan nhieu (lai toan gan):
u

11
.

1
u

12
.

2
= b
1
.
u

22
.

2
= b
2
.
day khong co nhieu o ve phai. lhuong trnh
.

2
=
b
2
u

22
=
b
2
u
22
(1
1
)
se dung neu ta dinh nghIa
u

22
=
u
22
1
1
~ u
22
(1
1
).
1uong tu, phuong trnh
.

1
=
b
1
.

2
u

12
u

11
=
b
1
.

2
u
12
(1
2
)
u
11
(1
3
)(1
4
)
++ CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
se dung neu ta dinh nghIa
u

12
= u
12
(1
2
).
u

11
=
u
11
(1
3
)(1
4
)
~ u
11
(1
3

4
).
\oi cac dinh nghIa nay ta da lieu dien nghiem tinh toan cua lai toan
cho truoc nhu la nghiem chinh xac cua lai toan voi ma tran cac he so li
nhieu. 'o cho thay khong co he so nao cua ma tran li nhieu nhieu hon hai
don vi lam tron.
lhan tich nay noi cho chung ta rang thuat toan the nguoc lao dam sinh
ra mot ket qua tot theo nghIa nghiem tinh toan la nghiem chinh xac cua lai
toan gan voi lai toan cho. 1uy nhien, dieu do khong dong nghIa voi phat
lieu: n||em ./n| .an an t+| n||em .|u..
lhan tich sai so tien cho phep uoc luong su khac nhau giua nghiem tinh
toan va nghiem thuc. Cia thiet co lan cua chung ta ve so hoc dau cham
dong la mot phep toan duoc thuc hien voi mot sai so tuong doi li chan loi
don vi lam tron u, v vay ta co
.

2
.
2
.
2
= [
1
[ _ u.
1hay the cac lieu thuc da phat trien truoc day va mot tinh toan nho chung
to rang
.

1
.
1
.
1
= o
2

.
2
u
12
.
1
u
11
o
1
(1 o
2
).
trong do
o
1
=
1

2
.
o
2
=
3

4
.
Suy ra

1
.
1
.
1

_ (2u u
2
)
_
1

.
2
u
12
.
1
u
11

(1 2u u
2
)
_
.
1heo uoc luong nay, sai so tuong doi noi chung la nho. Mot sai so tuong
doi lon chi co the xay ra khi [.
2
u
12
[ ; [.
1
u
11
[. 'eu nghiem la sao cho ca
2.+. Sl CHl!H X^C +5
hai thanh phan co do lon so sanh duoc, mot sai so tuong doi lon chi xay ra
khi phan tu tru u
11
la nho vahay phan tu u
12
trong ma tran tam giac tren la
lon. Cac sai so tuong doi lon co kha nang xay ra nhieu hon khi [.
2
[ ; [.
1
[.
Mau so co the viet lai duoi dang
.
1
u
11
= b
1
.
2
u
12
.
chung to rang sai so tuong doi co the la lon khi tu so la lon va mau so la nho
loi su khu (xem thi du I.I5, Ch. I).
2.4.2 Fban tcb so Iam tron
Mot cach tu nhien de do chat luong cua mot nghiem xap xi z la thay no vao
phuong trnh goc roi xem no thoa phuong trnh tot nhu the nao. \oi cach
lam nay gia tri thang du (residual),
r = b Az.
cho liet muc do chinh xac cua loi giai. Mot nghiem tot z th co gia tri thang
du nho. \ su khu, neu ta can gia tri thang du chinh xac cho mot nghiem
tot th phai tinh no lang so hoc co do chinh xac cao hon, ma dieu nay th
khong the. Cia tri thang du cung cap mot nhieu ^b cho phan tich sai so lui,
cu the,
^b := r.
Cia tri thang du r lien he voi sai so c loi
r = b Az = Ax Az = A(x z) = Ac
hay c = A
1
r.
Mot gia tri thang du nho r, th ^b nho va theo quan diem phan tich
sai so lui th z la nghiem tot ngay ca khi sai so tuong ung c khong nho.
Tb do 2.2. Le minh hoa su khac liet giua hai quan diem, xet he phuong
trnh
_
0.747 0.547
0.623 0.457
__
.
1
.
2
_
=
_
0.200
0.166
_
. (Z.IZ)
1huc hien phep khu dung so hoc thap phan chat cut la-chu so. Sau luoc
dau ta co
_
0.747 0.547
0 0.001
__
.
1
.
2
_
=
_
0.200
0.000
_
.
+o CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
Suy ra
:
2
= 0.000.
:
1
= (0.200 0.547:
2
),0.747 = 0.267.
'hu vay nghiem tinh toan la
z =
_
0.267
0.000
_
De thay nghiem chinh xac la .
1
= 1 va .
2
= 1. \ vay
c = x z =
_
0.733
1
_
.
1rai lai, gia tri thang du (trong so hoc chinh xac) la
r = b Az
=
_
0.200 (0.747 0.267) (0.547 0.000)|
0.166 (0.623 0.267) (0.457 0.000)|
_
=
_
0.000551
0.000341
_
.
Lieu nay chung to z la nghiem chinh xac cua Az = b ^b, trong do b
1
=
0.200 li nhieu thanh 0.199449 va b
2
= 0.166 li nhieu thanh 0.166341. 'hu
vay, z la nghiem cua lai toan rat gan voi lai toan cho, mac du no sai so voi
nghiem x rat dang ke
Kho khan co lan trong thi du Z.Z la ma tran cua he (Z.IZ) gan suy lien.
1hat vay phuong trnh dau, trong pham vi sai so lam tron, lang 1.2 lan phuong
trnh thu hai. 1rong qua trnh giai ta thay :
2
duoc tinh tu hai dai luong ma
lan than chung co do lon cung cap voi sai so lam tron. 1huc hien tinh toan
voi nhieu chu so hon ta se thay :
2
co gia tri hoan toan khac. Sai so trong
:
2
duoc truyen den sai so trong :
1
va nghiem tinh toan la khong tot. 'hung
tai sao gia tri thang du lai nho! Bat ke :
2
, so :
1
duoc tinh de lam cho gia tri
thang du cua phuong trnh dau gan lang khong. 1hang du cua phuong trnh
2.+. Sl CHl!H X^C +7
thu hai cung nho v he thong gan nhu ky di: phuong trnh dau xap xi lang
mot loi cua phuong trnh thu hai.
Le phan tich sai so lam tron trong qua trnh khu Causs ta dung cach
dien giai nhan tu hoa. Lon gian ta xet truong hop khong dung phep xoay
cuc lo. Coi ^t va ^ la sai so khi tinh toan t va . 'hu vay ma tran A
khong lang (t ^t)(^). Lat ^A la sai liet, ta co
^A = (^t)t(^) (^t)(^).
1a co the hy vong la qua trnh tinh t cung nhu co sai so tuong doi nho.
1uy nhien, lieu thuc cua ^A chung to rang do lon cua t va dong vai tro
quan trong trong ket qua nhan tu hoa ma tran A. lhep xoay cuc lo giu cho
cac phan tu cua t nho hon hay lang I ve mat do lon. 1a cung thay trong
(Z.o) rang do lon cua cac phan tu cua , a
(k)
i}
, duoc lam diu di lang phep
xoay cuc lo. Lac liet, chung khong the vuot qua 2
n1
max
i}
[a
i}
[ voi nn-
ma tran. Co the chi ra, lang cach tinh sai so cua phep nhan tu hoa va phep
the tienlui, nghiem tinh toan z cua phuong trnh Ax = b thoa
(A ^A)z = b. (Z.IJ)
trong do cac phan tu cua ^A thuong la nho. Le chinh xac ta can dua vao
cach do do lon cua vecto va ma tran. Mot cach do do dai quen thuoc cua
vecto la chuan Luclide ( = 2), (

n
iD1
.
2
i
)
1{2
. 1uy nhien trong tai lieu nay
ta dung chuan maximum ( = o)
[x[ = max
1in
[.
i
[. (Z.I+)
'eu A la ma tran vuong cap n va x la mot n-vecto. Chuan cua ma tran A
duoc dinh loi
[A[ = max
x6D0
[Ax[
[x[
. (Z.I5)
Mot cach hnh hoc, dieu nay noi rang [A[ la su lech tuong doi cuc dai
(maximum relative distorsion) ma ma tran A tao ra khi no nhan voi vecto
x ,= 0. Do chuan nay khong de tinh toan, thuong ta dung mot chuan tuong
duong voi no:
[A[ = max
1in
_
_
_
n

} D1
[a
i}
[
_
_
_
. (Z.Io)
+o CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
Chu y, ta co lat dang thuc quan trong sau
[Ax[ _ [A[[x[. (Z.I7)
Tb do 2.3. Cho
x =
_
_
1
2
3
_
_
.
1h
[x[ = max{[ 1[. [2[. [3[] = 3.
Cho
A =
_
_
1 1 0
2 2 3
4 1 1
_
_
.
1h
[A[ = max{[1[ [ 1[. [2[ [ 2[ [3[. [ 4[ [1[ [ 1[] = 7
1ro lai van de phan tich sai so lam tron cho phep khu Causs. 'guoi ta
chung minh duoc rang nghiem tinh toan z thoa phuong trnh (Z.IJ) trong do
[^A[ _ ;
n
u[A[. (Z.Io)
'hu thuong le, u la don vi lam tron, nhan tu ;
n
phu thuoc n va co the tang
nhu 2
n1
.
1u day co the ket luan rang phep khu Causs luon cho nghiem z la
nghiem chinh xac cua lai toan gan voi lai toan goc. \ Az b = ^Az nen
thang du thoa
[r[ = [Az b[ _ [^A[[z[ _ ;
n
u[A[[z[.
Lieu nay noi rang kich thuoc thang du hau nhu tuong doi nho so voi kich
thuoc cua A va z. 1uy nhien, nhac lai rang, dieu nay khong am chi rang sai
so thuc c la nho.
Nban xct 2.4. Le hieu them ly do tai sao phep khu Causs dan den cac nghiem
tinh toan voi thang du nho, xet phan tich t cua A. Qua trnh the tien dung
de giai he tam giac duoi ty = b tinh lien tiep ,
1
. ,
2
. . . . . ,
n
de lam cho thang
2.+. Sl CHl!H X^C +9
du lang khong. Chang han, lat chap sai so trong ,
1
va m
2,1
gia tri ,
2
duoc
tinh de ma
m
2,1
,
1
,
2
= b
2
.
nghIa la, thang du cua phuong trnh nay la khong (trong so hoc chinh xac)
voi gia tri nay cua ,
2
. Lieu giong nhu vay xay ra trong qua trnh the lui de
tinh .
n
. .
n1
. . . . . .
1
thoa x = y. \ay, rat tu nhien ve qua trnh phan ung
voi cac sai so trong du lieu theo cach nhu vay nhan duoc mot thang du le.
Lieu nay khong dung chut nao khi x duoc tinh lang A
1
b. 1hem mot chut
thao tac co the lam phep khu Causs on dinh theo nghIa manh. v
2.4.3 oc Ioong cboan cbo sai so
Bay gio ta xet anh huong cua sai so trong du lieu nhap len sai so c. Cho
x ^x la nghiem cua
(A ^A)(x ^x) = b ^b.
1ru cho Ax = b ta duoc (A^A)^x = ^Ax ^b. Cia su ma tran A^A
khong suy lien, ta co the nhan hai ve voi A
1
roi giai ra ^x
^x = (l A
1
^A)
1
A
1
(^Ax ^b). (Z.I9)
Dung lat dang thuc cho chuan ta suy ra
[^x[ _ [(l A
1
^A)
1
[[A
1
[([^A[[x[ [^b[). (Z.ZO)
Bo qua cac so hang cap hai (nhieu ^A du nho) va dung lat dang thuc
[b[ = [AX[ _ [A[[x[,
[^x[
[x[
~
~ [A[[A
1
[
_
[^b[
[b[

[^A[
[A[
_
. (Z.ZI)
1rong truong hop don gian ^A = 0, ta co
[^x[ _ [A
1
[[^b[. (Z.ZZ)
[^x[
[x[
~
~ [A[[A
1
[
[^b[
[b[
. (Z.ZJ)
Bat dang thuc (Z.ZO) tuong ung (Z.ZZ) cho sai so con lat dang thuc (Z.ZI) tuong
ung (Z.ZJ) cho sai so theo nghIa tuong doi. Lai luong [A[[A
1
[, ky hieu loi
cond(A) hay k(A), duoc goi la so dieu kien (condition numler) cua A .
Linh ly sau cho ta y nghIa cua so dieu kien.
5O CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
n k
2
(H
n
) n k
2
(H
n
)
1 1 7 4.753 10
S
2 19.281 8 1.526 10
10
3 5.241 10
2
9 4.932 10
11
4 1.551 10
4
10 1.602 10
13
5 4.766 10
5
11 5.220 10
14
6 1.495 10
T
12 1.678 10
16
Bang Z.I: So dieu kien cua ma tran Hillert cap _ 12.
|nb Iy 2.1. .n .a| ma .ran suy '|en S sa| '|a. A .|e n||a .u+n 1| 'an
n|(.| 1a s 1|eu '|en .ua A
min
det(S)D0
[S A[
[A[
=
1
cond(A)
.
'hu vay, neu A co so dieu kien lon th no gan voi ma tran suy lien.
Tb do 2.4. Ma tran Hillert H
n
cap n la ma tran n n voi cac phan tu
H
n
(i. ) = h
i}
=
1
i 1
.
Ma tran nay la mot thi du cho ma tran dieu kien xau.
Bang Z.I cho ket qua tinh so dieu kien cua cac ma tran Hillert cap _ 12
dung so chinh xac kep ILLL (chuan = 2). 1a thay so dieu kien tang dang
mu cua n. Khi n > 12 ma tran H
n
cuc ky xau ngay ca voi so chinh xac kep'
1heo mot ket qua cua C. Szeg o ta co uoc luong sau
k(H
n
) ~
(
_
2 1)
4(nC1)
2
15{4
_
n
- e
3.5n

Tb do 2.S. Cho A =
_
1 2
3 4
_
. 1m [A[, [A
1
[, cond(A).
[A[ = max{[1[ [2[. [3[ [4[] = 7.
2.+. Sl CHl!H X^C 5I
1heo cong thuc tinh ma tran nghich dao,
A
1
=
_
2 1
3
2

1
2
_
.
nen
[A
1
[ = max{[ 2[ [1[. [3,2[ [ 1,2[] = 3.
\ay, cond(A) = [A[[A
1
[ = 21
Tb do 2.6. Ma tran A =
_
1 1
1 1 10
5
_
gan ky di v
A
1
=
_
1 10
5
10
5
10
5
10
5
_
.
[A[ = 2, [A
1
[ = 2 10
5
va cond(A) = 4 10
5
.
Linh ly Z.I khang dinh su ton tai mot ma tran suy lien sai khac (tuong
doi) voi A khoang 1,cond(A) = 2.5 10
6
. Mac du khong hoan toan gan A,
ma tran don gian S =
_
1 1
1 1
_
la ky di va
[S A[
[A[
= 5 10
6

Tb do 2.7. Cia su ta giai phuong trnh Ax = b tren mot may voi u = 510
11
va nhan duoc
z =
_
6.23415
18.6243
_
. cond(A) = 1.0 10
4
.
Cia su du lieu la chinh xac de cho [^A[,[A[ ~ 510
10
, tu (Z.ZJ), chan tren
cua sai so tuong doi la
[^x[
[x[
~
~ 10
4
5 10
10
= 5 10
6
.
5Z CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
'eu du lieu nhap co sai so, chang han, [^A[,[A[ ~ 10
6
, [^b[,[b[ ~
10
6
, th chan tren cua sai so tuong doi la
[^x[
[x[
~
~ 10
4
2 10
6
= 0.02.
Lay [x[ ~ [z[ ~ 18.6 chan tren sai so tuyet doi la 0.37. \ vay phan tich
nay cho
.
1
= 6.23 0.37. .
2
= 18.62 0.37
2.S Cboong trnb
Muc nay gioi thieu hai function viet lang ngon ngu lap trnh Matlal. Sinh
vien tu nghien cuu va chay thu cho cac lai tap.
2.S.1 Factor
Muc dich: lhan tich ma tran / lang cach dung phep khu Causs va danh gia
so dieu kien cua no. Factor duoc dung chung voi Solve de giai /*x=l.
Loi so nhap:
A - ma tran neq dong va cols cot can duoc phan tich.
Loi so xuat:
A - chua ma tran tam giac tren U trong phan tren cua no va mot phien
lan hoan vi cua ma tran tam giac duoi (I-L). 'han tu hoa thoa (ma tran
hoan vi)*A=L*U.
flag - thong lao su thanh cong hay that lai. flag = 0 chi su thanh
cong. 'eu flag > 0, mot phan tu tru lang khong va dung tinh toan.
pivots - lan ghi cac hoan vi dong. Lua vao pivots(neq)=(-1)
^
(so cua
dong thay doi).
Khi flag > 0, dinh thuc cua A lang O va
khi flag = 0, det(A)=pivots(neq) * A(1,1) * * A(neq,neq).
Loi so xuat tuy chon:
Cond - khi flag >= 0, mot danh gia so dieu kien cua A trong chuan
vo cung.
Factor.m
2.5. CHlO!C TnI!H 5J
function [A,flag,pivots,Cond] = Factor(A)
[neq,cols] = size(A);
flag = 0;
pivots = zeros(neq,1);
pivots(neq) = 1;
if nargout == 4
% Initialize Cond for A that is numerically singular.
Cond = realmax;
% Compute the infinity norm of A before the matrix is
% overwritten by its factorization.
Anorm = norm(A,inf);
end
if neq == 1
if A(1,1) == 0
flag = 1;
elseif nargout == 4
Cond = 1;
end
return
end
% Gaussian elimination with partial pivoting.
for k = 1:neq-1
% Determine the row m containing the largest element in
% magnitude to be used as a pivot and its magnitude biggest.
[biggest,occurred] = max(abs(A(k:neq,k)));
m = occurred + k - 1;
% If all possible pivots are zero, A is numerically singular.
if biggest == 0
flag = k;
return
end
pivots(k) = m;
if m ~= k
% Interchange the current row k with the pivot row m.
A([m k],k:neq) = A([k m],k:neq);
pivots(neq) = - pivots(neq);
end
% Eliminate subdiagonal entries of column k.
for i = k+1:neq
t = A(i,k) / A(k,k);
A(i,k) = - t;
5+ CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
if t ~= 0
A(i,k+1:neq) = A(i,k+1:neq) - t * A(k,k+1:neq);
end
end
end
if A(neq,neq) == 0
flag = neq;
return
end
if nargout == 4
% Estimate the condition number of A by computing the infinity
% norm of A directly and a lower bound for the norm of A^(-1).
% A lower bound for the norm of A^(-1) is provided by the ratio
% norm(y)/norm(d) for any vectors such that A*y = d and d ~= 0.
% A "large" ratio is obtained by computing y as one iteration of
% inverse iteration for the smallest singular value of A, i.e.,
% by solving for y such that (A*A)*y = e. This exploits the
% fact that an LU decomposition of A can be used to solve the
% linear system A*d = e as well as A*y = d. The entries of e
% are +1 or -1 with the sign chosen during the computation of d
% to increase the size of the entry of d and so make a "large"
% lower bound for the norm of A^(-1) more likely.
% Solve A*d = e using the decomposition of A.
d = zeros(neq,1);
d(1) = -1 / A(1,1);
for k = 2:neq
t = A(1:k-1,k) * d(1:k-1);
if t < 0
ek = -1;
else
ek = 1;
end
d(k) = -(ek + t) / A(k,k);
end
for k = neq-1:-1:1
d(k) = d(k) + A(k+1:neq,k)*d(k+1:neq);
m = pivots(k);
d([m k]) = d([k m]);
end
% Solve A*y = d.
y = Solve(A,pivots,d);
2.5. CHlO!C TnI!H 55
% Compute the infinity norms of the vectors.
dnorm = norm(d,inf);
ynorm = norm(y,inf);
Cond = max(Anorm * ynorm / dnorm, 1);
end
2.S.2 SoIvc
Muc dich: Ciai he neq phuong trnh tuyen tinh theo neq an lang cach dung
phan tich LU nhan duoc lang cach goi Factor.
Loi so nhap:
A - output cua Factor.
pivots - output cua Factor.
b - ve phai, vecto co do dai neq.
Loi so xuat:
x - vecto nghiem co cung kich thuoc nhu b.
Solve.m
function x = Solve(A,pivots,b)
neq = length(b);
x = b;
if neq == 1
x(1) = x(1)/A(1,1);
else
% Forward elimination.
for k = 1:neq-1
m = pivots(k);
x([m k]) = x([k m]);
x(k+1:neq) = x(k+1:neq) + A(k+1:neq,k)*x(k);
end
% Back substitution.
x(neq) = x(neq) / A(neq,neq);
for i = neq-1:-1:1
x(i) = (x(i) - A(i,i+1:neq)*x(i+1:neq)) / A(i,i);
end
end
5o CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
2.6 Ma tran co cao troc dac bict
Hau het cac lo giai (solver) he phuong trnh dai so tuyen tinh deu dua tren
phep khu Causs voi phep xoay cuc lo. Khi ma tran A co tinh chat dac liet,
ta co the giam lot viec luu tru va chi phi cho viec giai he.
Khi qua trnh khu khong can den phep xoay cuc lo th viec luu tru
giam di cung nhu qua trnh tinh se nhanh hon rat nhieu. Co hai loai ma
tran, noi chung, khong can den phep xoay cuc lo. Mot ma tran nn A duoc
goi la troi tren duong cheo (diagonally dominant), neu voi moi cot
[
}}
[ _
n

i6D}
[
i}
[.
Co the thay, voi ma tran nay ta khong can den phep xoay cuc lo trong qua
trnh khu Causs. Loai ma tran con lai la ma tran doi xung, A = A
T
.
2.6.1 Ma tran bang
'hac lai rang trong thuat toan khu Causs, vong lap trong cung co the duoc
lo di khi nhan tu t = 0. Lieu nay phan anh su kien lien (tuong ung) khong
hien dien trong phuong trnh va v vay khong can den phep khu. Khi ma
tran A gan voi ma tran tam giac tren, viec kiem tra nhan tu lang khong
co the tiet kiem duoc luong tinh toan. Mot loai ma tran cuc ky quan trong
trong nhieu lanh vuc tinh toan la ma tran lang. Ma tran A = a
i}
| duoc goi
la ma tran lang khi moi phan tu khac khong nam trong mot dai doc theo
duong cheo chinh. Cu the, khi a
i}
= 0 neu i > m
I
va i > m
u
, ma tran
duoc goi la co chieu rong lang duoi m
I
, chieu rong lang tren m
u
, va chieu
rong lang m
I
m
u
1. Mot thi du cua ma tran voi m
I
= 2, m
u
= 1 la
_
_
_
_
_
_
+ + 0 0 0
+ + + 0 0
+ + + + 0
0 + + + +
0 0 + + +
_

_
day + chi phan tu co the khac khong. Khi tien hanh phep khu tren ma
tran nhu vay, toi da m
I
phan tu phai duoc khu o moi luoc. Xem xet cac
2.o. M^ Tn^! CO C^| Tn|C D^C BlLT 57
phan tu tren duong cheo chung to rang nhieu phan tu khong van giu lang
khong. 1hat vay, phep xoay cuc lo se de lai cac so khong trong a
(k)
i}
voi
i > m
I
m
u
. \ voi cac nhan tu khong, ta co the tang toc qua trnh tinh
toan lang cach nhan dien cac phan tu khong van con lang khong. Quan
sat quan trong khac la, lang cach dung so do luu tru dac liet, khong can luu
tru cac phan tu a
(k)
i}
voi i > m
I
, hay i > m
I
m
u
. Ma cai dat phep
khu Causs dac liet cho cac ma tran lang co the tm thay trong LI'l/CK
cung nhu L/l/CK. Mac du co kho khan trong viec cai dat A theo cach luu
tru dac liet, nhung su tiet kiem co the rat lon. Cac ket qua so la giong nhau,
nhung viec luu tru o dang lang xap xi n(2m
I
m
u
) thay v n
2
. Khoi luong
tinh toan vao khoang nm
I
(m
I
m
u
) thay v n
3
,3, va co su thuan loi tuong
tu trong phep the tien va lui.
Bay gio ta xet mot dang khac cua phep khu Causs thuan tien cho cach
cai dat ma tran lang. Cia su phep phan tich A = t ton tai. 1ruoc het chu
y rang
a
11
=
n

nD1

1n
u
n1
=
11
u
11
v cac ma tran la tam giac. Chon
11
,= 0 th
u
11
= a
11
,
11
.
\oi i > 1,
a
i1
=
n

nD1

in
u
n1
=
i1
u
11
.
v vay

i1
= a
i1
,u
11
voi i = 2. . . . . n.
Cung vay, voi > 1,
a
1}
=
n

nD1

1n
u
n}
=
11
u
1}
.
5o CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
vay,
u
1}
= a
1}
,
11
voi = 2. . . . . n.
'oi chung, moi lan ta lap mot cot cua t va mot dong cua . Cia su ta da
tinh duoc cac cot 1. . . . . k 1 cua t va cac dong 1. . . . . k 1 cua . 1h
a
kk
=
n

nD1

kn
u
nk
=
kk
u
kk

k1

nD1

kn
u
nk
.
Cac so hang trong tong cuoi cung la da liet. Chon
kk
, th
u
kk
=
_
a
kk

k1

nD1

kn
u
nk
_
,
kk
.
\oi i > k,
a
ik
=
n

nD1

in
u
nk
=
ik
u
kk

k1

nD1

in
u
nk
.
v vay

ik
=
_
a
ik

k1

nD1

in
u
nk
_
,u
kk
voi i = k 1. . . . . n.
\oi > k,
a
k}
=
n

nD1

kn
u
n}
=
kk
u
k}

k1

nD1

kn
u
n}
.
vay,
u
k}
=
_
a
k}

k1

nD1

kn
u
n}
_
,
kk
voi = k 1. . . . . n.
2.o. M^ Tn^! CO C^| Tn|C D^C BlLT 59
'eu tat ca cac phan tu tren duong cheo chinh cua t lay lang I, thuat toan
nay la phep khu Causs khong dung phep xoay cuc lo. 1rong lan luan cua
chung ta ve phep khu ap dung cho ma tran lang A, ta thay nhieu cong viec
va vung luu tru co the duoc tiet kiem. 'eu A la ma tran lang voi chieu rong
lang duoi m
I
va chieu rong lang tren m
u
, th t cung la ma tran lang voi
chieu rong lang duoi m
I
va la ma tran lang voi chieu rong lang tren m
u
.
'eu ta chon cac phan tu cheo cua t lang I, th khong can luu tru chung va
giong nhu truong hop ma tran day du, nhan tu t va co the duoc viet chong
len A khi chung duoc tinh toan.
2.6.2 Ma tran ba doong cbco
Khi m
I
= m
u
= 1 ma tran cac he so duoc goi la ma tran la duong cheo
(tridiagonal matrix). \iec giai so phuong trnh dao ham rieng thuong dan ve
viec giai cac he phuong trnh gom mot so rat lon cac an, co the len den hang
ngan. Khi ay viec dung lactorSolve la khong thich hop, nhung voi thuat
toan co muc dich dac liet th gap kho khan nay. Cia su he la duong cheo
duoc viet duoi dang
_
_
_
_
_
_
_
a
1
c
1
b
2
a
2
c
2
0
.
.
.
.
.
.
.
.
.
0 b
n1
a
n1
c
n1
a
n
c
n
_

_
_
_
_
_
_
_
_
.
1
.
2
.
.
.
.
n1
.
n
_

_
=
_
_
_
_
_
_
_
J
1
J
2
.
.
.
J
n1
J
n
_

_
.
Khi khong dung phep xoay cuc lo, khu cac b
i
ta duoc
_
_
_
_
_
_
_

1
c
1

2
c
2
0
.
.
.
.
.
.
.
.
.
0
n1
c
n1

n
c
n
_

_
_
_
_
_
_
_
_
.
1
.
2
.
.
.
.
n1
.
n
_

_
=
_
_
_
_
_
_
_
e
1
e
2
.
.
.
e
n1
e
n
_

_
.
'hu ta thay cac c
i
khong thay doi. Bay gio thiet lap cong thuc cho
i
, e
i
,
truoc het ta thay
1
= a
1
, e
1
= J
1
. Le khu b
2
, khong dung phep xoay cuc
oO CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
lo, nhan tu m
2
= b
2
,
1
, suy ra:

2
= a
2
m
2
c
1
.
c
2
= c
2
m
2
0 = c
2
.
e
2
= J
2
m
2
J
1
.
Le hoan tat viec thiet lap ta dung quy nap. Cia su rang ta da thiet lap duoc

i
va e
i
den dong k. 1h ta co
0
k
c
k
0 [ e
k
0 b
kC1
a
kC1
c
kC1
[ J
kC1
tren dong k va k 1. Ro rang nhan tu la m
kC1
= b
kC1
,
k
. lhep khu dong
k 1 cho:

kC1
= a
kC1
m
kC1
c
k
.
c
kC1
= c
kC1
m
kC1
0 = c
kC1
.
e
kC1
= J
kC1
m
kC1
J
k
.
\iec luu tru co the duoc to chuc cuc ky hieu qua. Mot ma tran tong
quat cap n can luu tru n
2
phan tu, nhung mot ma tran tam giac tren chi can
luu tru 3n 2 phan tu khac khong. Mot so do tu nhien la luu tru la dai a
k
,
b
k
va c
k
nhu la la vecto chieu da n. 1a co the viet m
k
len b
k
va
k
len a
k
khi chung duoc tinh; theo cac luoc the tien va lui e
k
va .
k
co the viet chong
len J
k
de cho chi can them mot vecto chieu dai n. 1huat toan tren khong
dung phep xoay cuc lo nen ket qua so co the rat xau. \oi he la duong cheo
co mot dieu kien don gian, thuong thoa man trong thuc hanh, lao dam ket
qua thu duoc la tot. 1ruoc het chu y rang neu lat ky c
k
hay b
k
triet tieu, he
co the le thanh cac he nho hon ma cung la la duong cheo. Suy ra, ta co
the gia su c
k
va b
k
khac khong voi moi k. Cia thiet then chot la
[a
1
[ > [b
2
[.
[a
k
[ _ [b
kC1
[ [c
kC1
[. k = 2. . . . . n 1.
[a
n
[ > [c
n1
[.
Lieu kien nay manh hon dieu kien troi tren duong cheo, cho phep chung to
ma tran khong suy lien.
2.6.3 Ma tran doi xong
'eu ma tran A co the phan tich thanh
T
voi la ma tran tam giac tren,
th A la ma tran doi xung, xac dinh duong. 'guoc lai, mot ma tran doi xung,
2.. C^C IHlO!C IH^I l^I oI
xac dinh duong A co the phan tich thanh tich
T
voi la ma tran tam giac
tren khong suy lien. Bang thu tuc trnh lay o tren ta co the xac dinh . 1a
phai co t
T
= nen
a
11
=
11
u
11
= u
2
11
.
suy ra u
11
=
_
a
11
, va nhu truoc
u
1}
= a
i}
,u
11
= 2. . . . . n.
Bay gio
a
kk
=
n

nD1

kn
u
nk
=
n

nD1
u
2
nk
. (Z.Z+)
tu day suy ra
u
kk
=
_
a
kk

k1

nD1
u
2
nk
_1{2
.
Roi, cung nhu truoc,
u
k}
=
_
a
k}

k1

nD1
u
nk
u
n}
_
,u
kk
. = k 1. . . . . n.
1u (Z.Z+) ta thay
a
kk
_ u
2
nk
:
suy ra
[u
nk
[ _
_
a
kk
voi moi m _ k, voi moi k. Lieu nay noi rang cac nhan tu khong the lon doi
voi A. lhep phan tich nay goi la phuong phap Cholesky hay phep phan tich
can lac hai. 'o lao ve tot hon cau truc lang cua ma tran.
2.7 Cac pboong pbap Iap
1rong muc nay ta xet hai phuong phap lap |acoli va Causs-Seidel cho phuong
trnh Ax = b. \iet lai phuong trnh duoi dang
Mx = b (M A)x.
oZ CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
trong do M la ma tran gan A; tinh day nghiem xap xi x
(k)
loi
Mx
(kC1)
= b (M A)x
(k)
.
lhep lap |acoli co dang nay voi M la ma tran cheo voi duong cheo chinh la
duong cheo chinh cua ma tran A. 1uong tu, phep lap Causs-Seidel ung voi
truong hop M la ma tran tam giac duoi gom duong cheo chinh cua M va cac
phan tu len duoi duong cheo chinh cua no. Ro rang rat de giai cac phuong
trnh o dang nay.
Qua gioi han ca hai ve cua phuong trnh xac dinh phep lap, ta thay neu
xap xi hoi tu th chung phai hoi tu ve x. Sai so c
(k)
= x x
(k)
thoa
c
(kC1)
= M
1
(M A)c
(k)
.
suy ra
[c
(kC1)
[ _ [M
1
(M A)[[c
(k)
[.
'eu j = [M
1
(M A)[ < 1, lat dang thuc nay chung to qua trnh lap hoi
tu voi x
(0)
lat ky. Sai so giam do nhan tu j o moi luoc lap, v vay neu M
cang gan A theo nghIa j cang nho th qua trnh hoi tu cang nhanh. Chu y,
luong j la mot loai sai so tuong doi cua xap xi A lang M.
1huong ta tinh nghiem xap xi lien tiep nho luong hieu chinh
(kC1
,
x
(kC1)
= x
(k)

(kC1)
, trong do
(kC1
xac dinh loi
M
(kC1)
= b Ax
(k)
= r
(k)
.
'gay ca khi A la ma tran dieu kien xau, M duoc chon du gan A th ket qua
vua thiet lap dam lao hoi tu.
Cao boi va bai tap
2.1. \iet chuong trnh, theo thuat toan khu Causs, giai phuong trnh Ax = b.
2.2. Ciai he
0.461.
1
0.311.
2
= 0.150
0.209.
1
0.141.
2
= 0.068
dung so thap phan chat cut la chu so. So sanh ket qua tm duoc voi nghiem
chinh xac .
1
= 1. .
2
= 1.
2.. C^C IHlO!C IH^I l^I oJ
2.3. \oi he phuong trnh trong lai tap Z.Z. Cho
y =
_
0.999
1.001
_
. z =
_
0.463
0.204
_
.
1rong so hoc chinh xac, tinh cac thang du r = b Ay, s = b Az. Xap xi tot
hon co thang du nho hon!
2.4. Cho he phuong trnh tuyen tinh
.
1

1
2
.
2

1
3
.
3
= 1
1
2
.
1

1
3
.
2

1
4
.
3
= 0
1
3
.
1

1
4
.
2

1
5
.
3
= 0
a) Ciai he lang cach dung so hoc chinh xac.
l) \iet he duoi dang ma tran dung lieu dien thap phan chat cut Z chu
so.
c) Ciai he o cau l) khong dung phep xoay cuc lo (dung so hoc nhu o
cau l).
d) Ciai he o cau l) dung phep xoay cuc lo (dung so hoc nhu o cau l)).
e) Ciai he o cau l) dung so hoc chinh xac.
2.S. Cho he
.
1
.
2
= 2
10.
1
10
1S
.
2
= 10 10
1S
Khong dung so hoc thap phan hon I5-chu so de tinh toan cau a) va l).
a) Ciai he lang phuong phap khu Causs voi phep xoay cuc lo.
l) Chia moi dong voi [a
i}
[ lon nhat cua no roi dung phuong phap khu
Causs voi phep xoay cuc lo.
c) Ciai he lang tay lang lat ky phuong phap nao va dung so hoc chinh
xac.
o+ CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
d) Dung so hoc chinh xac tinh cac thang du cho moi nghiem tm duoc
o cac cau tren. lhuong phap nao co ve tot hon. 1hang du co chi ra dieu nay
khong!
e) 1inh cond(A).
2.6. Cia su nghiem tinh toan cua he phuong trnh khong suy lien la
(10.4631. 0.00318429. 3.79144. 0.000422790)
va so dieu kien la 1200.
a) Cia su du lieu chinh xac va don vi lam tron u = 10
6
. 1h sai so
tuyet doi () trong moi thanh phan nghiem lang lao nhieu!
l) Cau hoi tuong tu voi [^A[,[A[ ~ 10
5
, [^b[,[b[ ~ 10
5
.
2.7. \iet thuat toan va chuong trnh phan tich t cho ma tran vuong.
2.8. Co lao nhieu phep toan can thiet de:
a) 1huc hien phan tich t mot ma tran vuong.
l) Ciai phuong trnh Ax = b khi cac ma tran tam giac cua phan tich la
da liet.
2.9. Ciai he
.
1
.
2
.
3
= 110.00
.
1
.
2
= 78.33
.
2
.
3
= 58.33
lang cach dung lactorSolve. So sanh voi nghiem chinh xac.
2.10. Cho ma tran
_
_
1 2 3
4 5 6
7 8 9.01
_
_
.
Dung lactorSolve tm ma tran nghich dao.
2.11. Xet he tuyen tinh
_
_
0.217 0.732 0.414
0.508 0.809 0.376
0.795 0.886 0.338
_
_
x =
_
_
0.741
0.613
0.485
_
_
2.8. V^! DL !CHlL! Cl| o5
a) Ciai tm x lang lactorSolve.
l) 'eu cac phan tu dua vao cua A va b co sai so tuyet doi 0.0005, do
tin cay cua x nhu the nao.
c) 1ao nhieu 0.0005 trong cac phan tu dua vao cua A va b de co
A ^A va b ^b. Ciai (A ^A)(x ^x) = b ^b de co x ^x. 1inh
[^x[,[x[. Lieu nao co tuong thich voi cau l)! Su thay doi tuong doi trong
moi .
i
!
2.8 Van dc ngbicn coo
Van dc 2 - Hc pboong trnb co ngbicm kbong on d|nb
!|u 1a .|ay .rn n||eu .|/ Ju s, |a .r( .|an Ju .ua n||em ra. n| n|un
n||em 'a| '|n an t+| n||em .|/n| xa.. Sa| s .rn n|un .ru+n |+p n|u tay
'|n p|a| J su ./.| 'uy .ua sa| s 'am .rn .rn qua .r|n| ./n| .an.
1heo jZ|, co nhieu cach de nhan ra mot he phuong trnh co nghiem
khong on dinh
I
:
- Su thay doi nho trong cac hang so cua he cung dan den su thay doi
lon cua loi giai;
- 'eu he co ma tran cac he so la A, dinh nghIa dinh thuc chuan cua A
la
norm[A[ :=
[A[

2

n
.
trong do
k
=

n
} D1
a
2
k}
, k = 1. 2. . . . . n.
'eu he co nghiem khong on dinh th norm[A[ nho hon so voi [A[.
Cung trong tai lieu da dan, tac gia gioi thieu phuong phap hoan thien
loi giai cho he phuong trnh co nghiem khong on dinh.
Mot cach tiep can khac, chinh hoa lai toan theo phuong phap chinh
quy hoa 1ikhonov, xem jZ|.
Hay tm hieu cac phuong phap vua neu (co so ly thuyet, phan tich sai
so). \iet thuat toan, chuong trnh cho cac phuong phap. 1inh toan tren cac
I
'goai cach dung so dieu kien.
oo CHlO!C 2. HL IHlO!C TnI!H D^l SO T|YL! Tl!H
thi du so dien hnh de neu nhan xet.
To Iico
jI| \./. Ilyin and L.C. loznyak, l|near ^'e'ra, Mir lullisher, Moscow, I9oo.
jZ| Lang \an Liet, C|a| ./.| s, 'XB LHQC 1l. HCM, ZOO+.
Cboong 3
Noi soy
1rong thuc hanh ta thuong gap cac ham ma gia tri cua no chi liet tai mot
so diem (nho thi nghiem) nhung lai can thiet phai tinh tich phan, dao ham,
hoac tham chi gia tri cua ham tai diem ma du lieu thi nghiem khong cung
cap. Khi do ta can xap xi ham lang mot ham da liet ma gia tri tai cac diem
da cho trung voi du lieu thi nghiem. Cung co the lieu thuc xac dinh ham
qua phuc tap de co the thuc hien viec tinh toan. Mot nguyen ly co lan cua
giai tich so: neu ta khong the thuc hien mot phep tinh co lan voi ham dang
xet, ta xap xi no lang mot ham don gian hon ma ta co the thuc hien duoc
phep tinh.
1rong chuong nay ta xet van de xap xi ham (.) lang mot ham J(.),
trung voi (.) tai cac diem nao do. 1a noi J(.) noi suy (interpolate) (.)
tai cac diem nay. Qua trnh xay dung ham J(.) duoc goi la phep noi suy
(interpolation). Co nhieu loai ham xap xi, viec chon lua phu thuoc vao lan
chat cua du lieu. Co le ham xap xi don gian nhat la da thuc. 'hu da liet,
moi ham lien tuc tren mot khoang huu han deu co the duoc xap xi tot lang
mot da thuc. Hon nua, da thuc va cac ti so cua chung (phan thuc) la cac ham
duy nhat co the duoc tinh truc tiep nho may tinh. \ ly do nay da thuc duoc
dung khong chi de noi suy ma con la co so cho hau het cac phuong phap
cua giai tich so. Cac spline da thuc, nghIa la cac ham da thuc tung manh, la
mot cong cu rat huu ich de xap xi ham va la doi tuong nghien cuu chinh cua
chuong nay.
o7
oo CHlO!C . !Ol S|Y
3.1 Noi soy da tboc
1rong muc nay ham xap xi J(.) la da thuc va ta se dung ky hieu goi nho
1
1
thay cho J.
Noi soy tagrangc. Bai toan noi suy duoc phat lieu nhu sau.
Cho truoc cac cap (.
}
.
}
) voi = 1. 2. . . . . N, trong do cac
}
la gia tri
cua ham (.) (co the khong liet) tai cac diem .
}
,
}
= (.
}
). 1m da thuc
1
1
(.) sao cho
1
1
(.
}
) =
}
. 1 _ _ N. (J.I)
Cac diem .
}
, goi la cac diem noi suy (interpolation points) hay cac nut (nodes).
Mot da thuc duoc xac dinh loi cac he so cua no, o day cac dieu kien
(J.I) cho cac phuong trnh xac dinh cac he so cua da thuc noi suy. 1a co ngay
1
1
(.) phai co lac nho hon N. Duoi day ta se dung ky hieu P
1
de chi tap
hop tat ca cac da thuc co lac nho hon N (khong gian vecto).
|nb Iy 3.1. C| N 1|em p|an '|e. {.
1
. .
2
. . . . . .
1
] . m. ta .|/ m. 1a .|u.
1
1
(.) 'a. n| |+n N n| suy |am .| .ru+. (.) .a| .a. 1|em nay.
C|un m|n|. Dang Lagrange cua da thuc noi suy:
1
1
(.) =
1

kD1

k
1
k
(.). (J.Z)
trong do cac ham 1
k
(.) duoc chon doc lap doi voi (.). \ 1
1
(.) la da thuc
lac nho hon N voi lat ky cach chon
1
.
2
. . . . .
1
nen moi 1
k
(.) cung phai
la da thuc co lac nho hon N. Hon nua, de co 1
1
(.
}
) =
}
voi 1 _ _ N,
mot lan nua voi cach chon du lieu lat ky th 1
k
(.) phai thoa
1
k
(.
}
) =
_
0 neu ,= k
1 neu = k.
'ghIa la, cac khong diem cua 1
k
(.) la cac diem .
}
voi ,= k, nhu vay 1
k
(.)
co dang
1
k
(.) = C
1

} D1,} 6Dk
(. .
}
)
.l. !Ol S|Y D^ THlC o9
voi hang so C nao do. Lieu kien 1
k
(.
k
) = 1 cho
C = 1,
1

} D1,} 6Dk
(.
k
.
}
):
suy ra
1
k
(.) =
1

} D1,} 6Dk
. .
}
.
k
.
}
. (J.J)
Le chung minh 1
1
(.) duy nhat, goi Q
1
(.) la da thuc khac co lac nho hon
N thoa Q
1
(.
}
) =
}
voi 1 _ _ N. Hieu D = 1
1
(.) Q
1
(.) cung la da
thuc co lac nho hon N trieu tieu tai N diem .
}
nen D 0 suy ra 1
1
Q
1
.
Tb do 3.1. Cho (.) = sin .. 1m 1
3
(.) noi suy (.) tai la diem{0. ,2. ].
Cac gia tri ham tuong ung la {0. 1. 0], nhu vay
1
3
(.) = 0 1
1
(.) 1 1
2
(.) 0 1
3
(.)
=
(. 0)(. )
(
t
2
0)(
t
2
)
=
4

2
.(. ).
Tb do 3.2. Cho lang du lieu
x I.oZ Z.5O J.o5 +.OJ
y O.OO I.JO J.IO Z.5Z
Xay dung noi suy 1
4
(.) theo lang du lieu.
7O CHlO!C . !Ol S|Y
Dang Lagrange cua 1
4
(.) la
1
4
(.) = 01
1
(.) 1.301
2
(.) 3.101
3
(.) 2.521
4
(.)
= 1.30
(. 1.82)(. 3.65)(. 4.03)
(0.68)(1.15)(1.53)
3.10
(. 1.82)(. 2.50)(. 4.03)
(1.83)(1.15)(0.38)
2.52
(. 1.82)(. 2.50)(. 3.65)
(2.21)(1.53)(0.38)
= 1.09(. 1.82)(. 3.65)(. 4.03) 3.88(. 1.82)(. 2.50)(. 4.03)
1.96(. 1.82)(. 2.50)(. 3.65).
Hnh J.I: Lo thi ham 1
4
(.) trong thi du J.Z.
Nban xct 3.1. Mot cach tiep can khac de tinh 1
1
(.) la viet

1
(.) = c
1
q
1
(.) c
2
q
2
(.) . . . c
1
q
1
(.). (J.+)
trong do q
1
(.). q
2
(.). . . . . q
1
(.) la cac da thuc lap thanh mot co so cua P
1
.
Bai toan noi suy dan ve giai mot he phuong trnh tuyen tinh
c
1
q
1
(.
i
) c
2
q
2
(.
i
) . . . c
1
q
1
(.
i
) = (.
i
). i = 1. 2. . . . . N. (J.5)
.l. !Ol S|Y D^ THlC 7I
Lua vao ma tran cac he so M
q
= q
}
(.
i
)|
n
i,} D1
, cac vecto cot c = (c
1
. c
2
. . . . . c
1
)
T
,

f = ((.
1
). (.
2
). . . . . (.
1
))
T
. He phuong trnh (J.5) co the viet lai
M
q
c =

f:
suy ra c = M
1
q

f. v
Tb do 3.3 (Mot ung dung vao tich phan so). 1m mot cong thuc de tinh cac
tich phan co dang
1 =
_
1
0
.
1{2
(.)J.
sao cho cong thuc nay la chinh xac khi P
1
va dung cac gia tri (.
i
),
i = 1. 2. . . . . N.
Lat j
}
=
_
1
0
.
1{2
q
}
(.)J. va dua vao vecto dong j
T
= (j
1
. j
2
. . . . . j
1
).
1h
1 ~
_
1
0
.
1{2
1
1
(.)J. =
1

} D1
c
}
j
}
= j
T
c = j
T
M
1
q

f.
Sai so trong noi soy da tboc. Bay gio ta xet chat luong cua su xap xi. 1
1
(.)
xap xi (.) tot nhu the nao! \iec tang so nut noi suy co cai thien duoc su
chinh xac hay khong! Linh ly duoi day giup tra loi nhung cau hoi nay.
|nb Iy 3.2. C|a su (.) . 1a |am 1en .ap N .ren '|an 1 .|ua .a. 1|em
n| suy {.
}
]
1
} D1
. !eu 1
1
(.) 'a 1a .|u. 'a. n| |+n N n| suy (.) .ren .a. Ju
'|eu nay, .|| t+| m| . 1 . 1|em
x
1 sa .| sa| s .rn n| suy 1a .|u. 'a
(.) 1
1
(.) =
1
N

(1)
(
x
)n
1
(.). (J.o)
.rn 1
n
1
(.) =
1

} D1
(. .
}
) (J.7)
7Z CHlO!C . !Ol S|Y
ta
min(.
1
. . . . . .
1
. .) <
x
< max(.
1
. . . . . .
1
. .).
C|un m|n|. Ro rang dang thuc (J.o) dung voi . = .
}
, 1 _ _ N. \oi .
khong trung voi cac diem noi suy, dinh nghIa ham moi
G(t ) = (t ) 1
1
(t )
(.) 1
1
(.)
n
1
(.)
n
1
(t ).
1a thay ham G co dao ham den cap N tren 1 va
G(.
}
) =
}

}
0
(.) 1
1
(.)
n
1
(.)
= 0. 1 _ _ N.
Cung vay, G(.) = (.) 1
1
(.) n
1
(.)(.) 1
1
(.)|,n
1
(.) = 0, nhu vay
G co N 1 khong diem phan liet. Boi dinh ly Rolle, G
0
co it nhat N khong
diem phan liet trong 1. Lap lai chung minh nay, G
00
co it nhat N 1 khong
diem phan liet trong 1, . . . , va G
(1)
co it nhat mot khong diem trong 1. Ky
hieu khong diem nay lang
x
, ta thay
0 = G
(1)
(
x
) =
(1)
(
x
) 1
(1)
1
(
x
) n
(1)
1
(
x
)
(.) 1
1
(.)
n
1
(.)
.
La thuc 1
1
co lac nho hon N, v vay dao ham cap N dong nhat khong. La
thuc n
1
(.) co lac N voi so hang lac cao nhat la t
1
nen dao ham cap N la
N. 1om lai,
0 =
(1)
(
x
) N
(.) 1
1
(.)
n
1
(.)
.
dieu nay chung minh dinh ly.
'eu 1 = a. b| va dat
M
1
= max
x2J
[
(1)
(.)[.
.l. !Ol S|Y D^ THlC 7J
th ta co hai chan tren cua sai so noi suy:
[(.) 1
1
(.)[ _
M
1
N
[n
1
(.)[ (J.o)
_
M
1
(b a)
1
N
voi . (a. b). (J.9)
Loc luong sac hon cua chan thu hai la
max
x2J
[(.) 1
1
(.)[ _
M
1
N
max
x2J
[n
1
(.)[.
Tb do 3.4. Xet noi suy cua ham (.) = sin . tai cac diem noi suy {0.0. 0.2. 0.4. 0.6. 0.8].
Bat dang thuc (J.o) co the duoc dung de chan sai so trong xap xi sin(0.28) loi
1
5
(0.28). \
M
5
= max
t20,0.Sj
[ sin
(5)
t [ = max
t20,0.Sj
[ cos t [ = 1.
ta co chan
[ sin(0.28)1
5
(0.28)[ _ [0.28(0.280.2)(0.280.4)(0.280.6)(0.280.8)[,5 = 3.710
6
.
Lanh gia thuc 1
5
(0.28) = 0.2763591, sin(0.28) = 0.2763556, vay sai so chinh
xac la 3.5 10
6
.
Linh ly J.Z va cac chan cho ta su hieu liet va nhung huong dan khi
thuc hien phep noi suy. 'han tu n
1
(.) trong lieu thuc sai so tang o gan
cac diem cuoi cua khoang du lieu va tang rat nhanh khi . ra xa khoi doan
a. b|; o lac cao hon dieu nay cang dung. \ dieu nay chan (J.o) tang rat
nhanh. 'hung dang thuc sac hon (J.o) chung to rang anh huong nay co duoc
giam thieu voi va . cho truoc lang cach lay nhan tu dao ham nho hon.
Xap xi (.) lang 1
1
(.) len ngoai khoang 1 duoc goi la phep ngoai suy
(extrapolation). 'oi chung, rat nguy hiem khi ngoai suy o nhung diem qua xa
khoang du lieu, dac liet khi dung da thuc lac cao. Mac khac, n
1
(.) tuong
doi nho khi . o giua cac diem nut. \a, tat nhien, v tinh lien tuc, sai so phai
nho khi . gan mot nut. Hai nhan dinh nay de nghi, khi co the, tot nhat noi
suy tai cac nut xoay quanh . va cang gan . cang tot.
Lo thi cua n
9
(.) tren 4. 4| (hnh J.Z) the hien dang dieu dinh tinh
cua nhan tu nay trong lieu thuc sai so. Ham nay phat trien cuc ky nhanh
7+ CHlO!C . !Ol S|Y
Hnh J.Z: Lo thi ham n
9
(.) tren khoang 4. 4|.
len ngoai khoang chua cac nut va lon o cac dau mut, nhung no co do lon
vua phai o giua. Hnh J.5 the hien mot noi suy da thuc lac cao. Ro rang noi
suy 1
12
khong xap xi tot (.) tren toan khoang. 1uy nhien, o giua khoang
nay su phu hop xuat hien la chap nhan duoc. Dang dieu dinh tinh thay o day
voi noi suy da thuc lac cao co the doan duoc tu su khao sat nhan tu n
1
(.)
trong sai so.
1hinh thoang ta co the danh gia mot ham tai lat ky dau ta muon trong
mot khoang, nhung muon xap xi no loi mot ham don gian hon de tinh xap
xi dao ham hay tich phan cua no hay . . . 1h tu nhien phai hoi xem co cach
chon cac nut noi suy tot hay khong theo nghIa lam cho
max
oxb
[n
1
(.)[ (J.IO)
nho. Cau tra loi la co. Cac diem
.
}
=
b a
2

b a
2
cos
(2 1)
2N
. = 1. . . . . N. (J.II)
goi la cac diem Chelyshev, lam cho (J.IO) nho nhu co the. 1a se xet chi tiet
ve xap xi nay trong muc tiep theo.
Noi soy Hcrmitc. 'eu tai cac nut .
}
ta liet them gia tri cua dao ham cap
.l. !Ol S|Y D^ THlC 75
mot
0
}
th co the noi suy ham (.) theo gia tri ham va gia tri dao ham tai
cac nut. Co nhieu cach thuc hien phep noi suy nhu vay, o day ta chi xet noi
suy Hermite (Hermite interpolation). Cia su ta co cac gia tri
}
va dao ham

0
}
tai cac nut .
}
voi = 1. . . . . N. \oi 2N gia tri doc lap co the thay da
thuc noi suy co lac 2N 1. Hon nua, co the chung minh cac da thuc co so

k
(.), [
k
(.) co lac le hon 2N thoa

k
(.) =
_
0 neu ,= k
1 neu = k.

0
k
(.
}
) = 0 voi moi
[
0
k
(.) =
_
0 neu ,= k
1 neu = k.
[
k
(.
}
) = 0 voi moi .
duoc cho loi

k
(.) = 1 21
0
k
(.
k
)(. .
k
)|1
2
k
(.).
[
k
(.) = (. .
k
)1
2
k
(.).
(J.IZ)
day 1
k
(.) la cac da thuc noi suy co so. Hien nhien, da thuc noi suy:
1(.) =
1

kD1

k
(.)
1

kD1

0
k
[
k
(.)
thoa
1(.
}
) =
}
. 1
0
(.
}
) =
0
}
. = 1. . . . . N.
1a cung co mot ket qua tuong tu nhu (J.o) cho noi suy Hermite:
(.) 1(.) =
1
2N

(21)
(
x
)n
2
1
(.). (J.IJ)
1rong phep giai so cac phuong trnh vi phan thuong ta dung da thuc
lac nam (quintics) de noi suy va
0
tai la diem. 1rong chuong nay ta dung
7o CHlO!C . !Ol S|Y
cac da thuc lac la de noi suy va
0
tai hai diem. Le dung den sau nay ta
lieu dien noi suy Hermite lac la o dang khac. 'eu ta viet
H(.) = a b(. .
n
) c(. .
n
)
2
J(. .
n
)
3
(J.I+)
va doi hoi la
H(.
n
) =
n
. H
0
(.
n
) =
0
n
.
H(.
nC1
) =
nC1
. H
0
(.
nC1
) =
0
nC1
th de dang chung to rang voi h = .
nC1
.
n
a =
n
. (J.I5)
b =
0
n
. (J.Io)
c = 3(
nC1

n
),h 2
0
n

0
nC1
|,h. (J.I7)
J =
0
n

0
nC1
2(
nC1

n
),h|,h
2
. (J.Io)
3.2 Cac cban sai so
1rong muc nay mot so ket qua huu ich duoc lan luan va mot vai ket qua ve
sai so lien quan den xap xi dao ham lang dao ham cua da thuc noi suy.
Mot so do cach 1
1
(.) xap xi (.) tren khoang a. b| la sai so te nhat
[ 1
1
[ = max
oxb
[(.) 1
1
(.)[.
Mot dinh ly co lan cua Weierstrass phat lieu rang ham lat ky (.) lien tuc
tren khoang huu han a. b| co the xap xi tot tuy y lang mot da thuc, nghIa
la, cho truoc c > 0, ton tai da thuc 1(.) sao cho [ 1[ < c. 1hat hop ly
khi cho rang cang nhieu diem noi suy hon se cho xap xi tot hon. Chan (J.9)
chung to rang neu M
1
khong tang nhanh khi N o, noi suy 1
1
xap xi
tot tuy y. Lang tiec, dieu nay khong dung cho moi ham lien tuc. Mot ket
qua do laler chi ra rang voi tap cac nut cho truoc lat ky {.
(1)
1
], {.
(2)
1
. .
(2)
2
],
. . . trong a. b|, ton tai mot ham (.) lien tuc trong a. b| sao cho cac noi suy
1
1
(.) co lac nho hon N xac dinh loi
1
1
(.
(1)
i
) = (.
(1)
i
). i = 1. . . . . N.
.2. C^C CH^! S^l SO 77
khong co ngay ca [ 1
1
[ li chan khi N o. Ham Runge
(.) =
1
1 .
2
(J.I9)
tren 5. 5| la mot thi du co dien. Co ve hien nhien noi suy mot ham tron
nhu vay tai cang nhieu diem noi suy cach deu se dan den hoi tu, nhung thuc
te cho thay ngay ca voi N vua phai, noi suy hoan toan khong chap nhan
duoc.
Hnh J.J: Lo thi ham Runge va cac da thuc noi suy 1
5
(.) va 1
9
(.).
'eu co the noi suy tai cac nut tot (J.II), th hoa ra phep noi suy la cach
tot de xap xi (.) lang da thuc lac thap nhat co the. 1huc te la ham Runge
co the duoc xap xi mot cach hoan toan chinh xac loi da thuc noi suy tai cac
diem Chelyshev. 1rong truong hop tong quat, ton tai mot da thuc 1

1
(.)
lac nho hon N xap xi (.) tot nhat tren a. b| theo nghIa [ 1

1
[ cho gia
tri nho nhat cua [ 1[ voi moi da thuc 1 lac nho hon N. Cho 1
1
(.)
noi suy (.) tai cac nut .
1
. . . . . .
1
trong a. b|. \oi lat ky .,
(.) 1
1
(.) = (.) 1

1
(.) 1

1
(.) 1
1
(.).
7o CHlO!C . !Ol S|Y
Bay gio 1

1
(.) 1
1
(.) la mot da thuc lac nho hon N, vay
1

1
(.) 1
1
(.) =
1

kD1
(1

1
(.
k
) 1
1
(.
k
))1
k
(.)
v noi suy Lagrange tai N diem la chinh xac voi cac da thuc nhu vay. Dung
su kien la 1
1
(.
k
) =
k
, ta thay rang
[(.) 1
1
(.)[ _ [(.) 1

1
(.)[
1

kD1
[1

1
(.
k
)
k
[[1
k
(.)[
_ [ 1

1
[
_
1 max
oxb
1

kD1
[1
k
(.)[
_
.
va roi
[ 1
1
[ = max
oxb
[(.) 1
1
(.)[ _ [ 1

1
[
_
1 max
oxb
1

kD1
[1
k
(.)[
_
.
Bat dang thuc nay lien he sai so cua 1
1
voi sai so cua da thuc xap xi tot nhat
1

1
loi mot thua so
1 max
oxb
1

kD1
[1
k
(.)[.
ma duoc cho truoc chi nho cac diem noi suy. Lac liet, neu cac nut noi suy
la diem Chelyshev (J.II) th (xem jII|)
1 max
oxb
1

kD1
[1
k
(.)[ _ 1
1
N
1

kD1
tg
(2k 1)
4N
.
Lieu ngac nhien la voi lac N co trung lnh th chan nay la qua nho. \oi
N _ 20, no it hon +. 'hu vay
[ 1

1
[ _ [ 1
1
[ _ 4[ 1

1
[
.2. C^C CH^! S^l SO 79
voi moi N _ 20. Cac da thuc noi suy nhu vay duoc xay dung de dang va la
tot nhu co the.
lhep noi suy khong dat hieu qua nhu vay khi cac nut noi suy khong
the duoc chon, va nhu dinh ly cua laler chi ra, noi suy cap cao co the khong
hoan toan thoa man. 1huong trong thuc hanh noi suy da thuc cap cao the
hien cac dao dong co lien do lon ngay ca khi du lieu lay tu mot ham tron.
Xap x dao bam bang dao bam coa da tboc noi soy. 'oi suy da thuc la cong
cu co lan trong giai tich so. 'hu mot thi du, cac dao ham cua noi suy 1
1
(.)
cua (.) co the duoc dung de xap xi cac dao ham cua (.). Mot chung minh
tuong tu nhu dinh ly J.Z (xem jo|) co the duoc dung de chung to voi lat ky
r < N

(i)
(.) 1
(i)
1
(.) =

(1)
(
x
)
(N r)
1i

kD1
(.
k
).
trong do cac diem {
k
] duoc liet la phan liet va thoa
.
k
<
k
< .
kCi
. 1 _ k _ N r.
Liem
k
phu thuoc . va nam trong cung khoang 1 nhu
x
trong dinh ly J.Z.
'hu mot he qua,
[
(i)
(.) 1
(i)
1
(.)[ _
M
1
(.
1
.
1
)
1i
(N r)
(J.ZO)
mien la .
1
_ . _ .
1
. Dang Lagrange cua da thuc noi suy la tien loi de thiet
lap cong thuc vi phan so. Le xap xi dao ham cua (.) tai diem :, cho truoc
cac gia tri
k
tai cac diem {.
1
. . . . . .
1
], ta don gian thiet lap noi suy, dao ham
no, va danh gia no tai ::

(i)
(:) ~ 1
(i)
1
(:) =
1

kD1

k
1
(i)
k
(:).
Boi v cac he so trong lieu thuc nay chi phu thuoc vao cac nut, ta co o day
mot cong thuc ma co the dung cho lat ky ham (.) nao.
oO CHlO!C . !Ol S|Y
Nban xct 3.2. Cac chan sai so nhu (J.ZO) co the duoc thiet lap cho cac da
thuc Hermite (xem jZ|). Dung ky hieu nhu tren, neu co dao ham cap lon
voi . lat ky trong khoang .
n
. .
n
h|, th voi M
4
= max
x
n
xx
n
Ch
[
(4)
(.)[ ,
[(.) H(.)[ _
1
384
M
4
h
4
. (J.ZI)
[
0
(.) H
0
(.)[ _
_
3
216
M
4
h
3
. (J.ZZ)
[
00
(.) H
00
(.)[ _
1
12
M
4
h
2
. (J.ZJ)
[
000
(.) H
000
(.)[ _
1
2
M
4
h
4
. (J.Z+)
3.3 Dang Ncwton coa da tboc noi soy
Cach lieu dien da thuc noi suy duoi dang Lagrange (J.Z) tuy co tien loi v su
phu thuoc vao cac
}
don gian, nhung cach thuc cac nut .
}
xuat hien lai
khong don gian chut nao. Lac liet, no khong tien loi khi chung ta khong
liet truoc lac cua da thuc xap xi. \ vay mot dang khac do 'ewton de nghi
thuong duoc dung hon trong thuc hanh. Dan chung: hai loai phuong phap so
duoc dung rong rai khi giai lai toan Cauchy cho phuong trnh vi phan thuong
la (I) cac phuong phap /dams, va (Z) cong thuc sai phan lui (cac phuong phap
Cear). 1rong cac phuong phap nay, o moi luoc giai (lap), cac thuat toan tm
lac thich hop nhat cho da thuc noi suy. \ the nhung thuat toan nhu vay
dung dang 'ewton cua da thuc. Mac du phuong phap thiet lap dang 'ewton
moi nhn xem ra that kinh khung.
T sai pban. Mot thu thuat co lan cua giai tich so la danh gia sai so ve luong
(danh gia hau nghiem) lang cach so sanh no voi mot dai luong duoc cho la
chinh xac hon. 'eu 1
1
(.) noi suy tai cac nut {.
1
. . . . . .
1
] va 1
1C1
(.) la
noi suy tai cac nut {.
1
. . . . . .
1
. .
1C1
], th trong cac truong hop phu hop da
thuc sau xap xi (.) tot hon va (.) 1
1
(.) ~ 1
1C1
(.) 1
1
(.). 'eu ta
khong liet lac thich hop, dieu nay de nghi mot cach tien hanh. Bat dau
lang da thuc hang 1
1
(.) =
1
noi suy tai .
1
. 1u 1
1
(.) da tinh, tinh 1
1C1
va dung no de danh gia sai so cua 1
1
(.). 'eu sai so danh gia qua lon, tang
lac lang cach noi suy them tai nut khac va lap lai qua trnh. 1hu tuc nay
.. D^!C !L\TO! C|^ D^ THlC !Ol S|Y oI
la co so cua dang 'ewton cua da thuc noi suy.
\oi moi n, da thuc noi suy 1
n
(.) duoc xay dung nhu la mot hieu chinh
1
n1
(.). \ 1
n1
(.) co lac nho hon n 1 va 1
n
(.) co lac toi da la n 1,
hieu cua chung phai la da thuc co lac toi da lang n 1:
1
n
(.) = 1
n1
(.) Q
n
(.). (J.Z5)
La thuc 1
n
(.) noi suy tai .
1
. . . . . .
n1
giong nhu 1
n1
(.), nhu vay voi =
1. . . . . n 1,

}
= 1
n
(.
}
) = 1
n1
(.
}
) Q
n
(.
}
) =
}
Q
n
(.
}
).
Lieu nay am chi .
1
. . . . . .
n1
la cac nghiem cua Q
n
(.). \ lac cua no toi da
lang n 1, Q
n
(.) phai co dang
Q
n
(.) = c
n
(. .
1
)(. .
2
) (. .
n1
)
voi c
n
la hang so nao do. La thuc 1
n
(.) cung noi suy tai .
n
:

n
= 1
n
(.
n
) = 1
n1
(.
n
) Q
n
(.
n
) = 1
n1
(.
n
) c
n
n1

} D1
(.
n
.
}
).
\ cac nut la phan liet nen khong co nhan tu (.
n
.
}
) nao lang khong, va
c
n
=

n
1
n1
(.
n
)

n1
} D1
(.
n
.
}
)
. (J.Zo)
Cac he thuc (J.Z5) va (J.Zo) cung voi 1
1
(.) =
1
cho dang 'ewton cua
da thuc noi suy. Cac he so c
n
duoc goi la ti sai phan cap (n 1) ((n 1)st
order divided difference) tren cac diem .
1
. . . . . .
n
, ky hieu
c
n
= .
1
. . . . . .
n
|.
1heo ky hieu nay dang ti sai phan 'ewton la
1
1
(.) = .
1
| .
1
. .
2
|(. .
1
) .
1
. .
2
. .
3
|(. .
1
)(. .
2
) . . .
.
1
. . . . . .
1
|
11

} D1
(. .
}
). (J.Z7)
oZ CHlO!C . !Ol S|Y
Ro rang tu (J.Z7) ta thay he so dan dau (he so cua so hang lac cao nhat)
cua 1
1
(.) la .
1
. . . . . .
1
|. Mot so tac gia dung dieu nay nhu la dinh nghIa
cua ti sai phan cap (N 1).
Linh ly duoi day cho moi lien he giua ti sai phan cap n voi mot cap cac
ti sai phan cap (n 1). Lien he nay dan den mot thuat toan tinh c
n
thuan
tien hon (J.Zo).
|nb Iy 3.3. V+| .a. nu. p|an '|e. {.
}
] ta k > i 'a. 'y,
.
i
. . . . . .
k1
. .
k
| =
.
iC1
. . . . . .
k
| .
i
. . . . . .
k1
|
.
k
.
i
(J.Zo)
ta
.
i
| =
i
.
C|un m|n|. Cho 1
1
(.) la da thuc lac nho hon k i noi suy (.) tren
.
iC1
. . . . . .
k
va cho 1
2
(.) la da thuc lac nho hon k i noi suy (.) tren
.
i
. . . . . .
k1
. La thuc
S(.) =
(.
k
.)1
2
(.) (. .
i
)1
1
(.)
.
k
.
i
(J.Z9)
co lac toi da hon 1
1
(.), 1
2
(.) mot lac. 1heo do, lac cua no nho hon
k i 1. \oi = i 1. . . . . k 1,
S(.
}
) =
(.
k
.
}
)1
2
(.
}
) (.
}
.
i
)1
1
(.
}
)
.
k
.
i
=
(.
k
.
}
)
}
(.
}
.
i
)
}
.
k
.
i
=
}
.
v vay S(.) noi suy (.) tren .
iC1
. . . . . .
k1
. Hon nua, S(.
i
) =
i
va S(.
k
) =

k
. Boi dinh ly J.I, S(.) la da thuc lac nho hon k i 1 noi suy (.) tren
tat ca du lieu. Ket qua (J.Zo) lieu dien mot cach don gian su kien he so dan
dau cua ve trai (J.Z9) lang he so dan dau cua ve phai.
Le minh hoa cach dung dinh ly nay, ta xay dung lang ti sai phan. Cia
su la dong va cot cua ti sai phan da duoc tinh va duoc viet duoi dang ma tran
tam giac duoi nhu sau:
.
1
.
1
|
.
2
.
2
| .
1
. .
2
|
.
3
.
3
| .
2
. .
3
| .
1
. .
2
. .
3
|.
.. D^!C !L\TO! C|^ D^ THlC !Ol S|Y oJ
Le them vao dong moi tuong ung voi nut .
4
, lat dau lang du lieu .
4
| =
4
.
Roi
.
3
. .
4
| =
.
4
| .
3
|
.
4
.
3
.
2
. .
3
. .
4
| =
.
3
. .
4
| .
2
. .
3
|
.
4
.
2
.
1
. .
2
. .
3
. .
4
| =
.
2
. .
3
. .
4
| .
1
. .
2
.
3
|
.
4
.
1
Chu y cach thuc tinh toan o day
.
1
.
1
|
.
2
.
2
| .
1
. .
2
|
.
3
.
3
| .
2
. .
3
| .
1
. .
2
. .
3
|
_ _ _
.
4
.
4
| .
3
. .
4
| .
2
. .
3
. .
4
| .
1
. .
2
. .
3
. .
4
|.
1ong quat, cot dau cua lang ti sai phan la .
}
, thu hai la
}
, ke tiep la
ti sai phan thu nhat, va van van. Bang ti sai phan cung cap mot phuong sach
tien loi de xay dung cac ti sai phan can thiet: cac he so cua da thuc noi suy
la cac dai luong doc theo duong cheo.
Tb do 3.S. \oi cac du lieu tu thi du J.Z, truoc het lap lang
.
1

}
. | . . | . . . |
1.82 0.00
2.50 1.30
1.301.00
2.501.S2
= 1.91
3.65 3.10
3.101.30
3.652.50
= 1.56
1.561.91
3.651.S2
= 0.19
4.03 2.52
2.523.10
4.033.65
= 1.53
1.531.56
4.032.50
= 2.02
2.02C0.19
4.031.S2
= .83
Roi theo (J.Z7),
1
4
(.) = 0.01.91(.1.82)0.19(.1.82)(.2.50)0.83(.1.82)(.2.50)(.3.65).
Le tinh toan hieu qua ta nen danh gia o dang xep long vao nhau
1
4
(.) = (. 1.82){1.91 (. 2.50)0.19 0.83(. 3.65)|].
o+ CHlO!C . !Ol S|Y
Tboat toan tm dang Ncwton. 1huat toan gom hai phan. 1ruoc het tinh cac
ti sai phan can cho cac he so cua 1
1
(.). Khong can thiet phai luu tru toan
lo lang v ta co the dung vecto c de luu tru muc nhap (entry) trong dong
hien hanh j mien la moi lan ta tinh mot duong cheo (va thuc hien cac phep
tinh theo thu tu chinh xac):
c(N)=f(N);
for j=N-1:-1:1
c(j)=f(j);
for k=j+1:N
c(k)=(c(k)-c(k-1))/(x(k)-x(j));
end
end
Le de hieu ta xem noi dung vecto c o moi luoc tinh j, truong hop
N=4, va so sanh voi lang ti sai phan o tren
vecto c
I Z J +
+ .
4
|
J .
3
| .
3
. .
4
|
Z .
2
| .
2
. .
3
| .
2
. .
3
. .
4
|
I .
1
| .
1
. .
2
| .
1
. .
2
. .
3
| .
1
. .
2
. .
3
. .
4
|
1a thay, o luoc cuoi cung (j=1), vecto c chua cac he so cua da thuc noi suy.
'gay khi cac he so nay duoc tinh xong, phan thu hai cua thuat toan la
danh gia 1
1
(.) tai . cho truoc:
P(N)=c(N);
for k=N-1:-1:1
P(N)=P(N)*(x-x(k))+c(k);
end
ticn bc gioa t sai pban va cac dao bam coa (.). /p dung dinh ly J.Z cho
1
n1
(.) voi . = .
n
ta co
(.
n
) 1
n1
(.
n
) =

(n1)
(
n
)
(n 1)
n1

} D1
(.
n
.
}
).
.. D^!C !L\TO! C|^ D^ THlC !Ol S|Y o5
trong do
min(.
1
. . . . . .
n
) <
n
< max(.
1
. . . . . .
n
).
1uy nhien, ta cung co
(.
n
) 1
n1
(.
n
) = 1
n
(.
n
) 1
n1
(.
n
) = c
n
n1

} D1
(.
n
.
}
).
Can lang hai lieu thuc chung to rang
.
1
. . . . . .
n
| =

(n1)
(
n
)
(n 1)
(J.JO)
voi diem
n
nam trong mien du lieu .
1
. . . . . .
n
.
Nban xct 3.3. I) \oi cach tinh hieu qua ti sai phan trnh lay tren va (J.JO)
ta co mot cach xap xi dao ham cua ham (.) ma chi liet gia tri cua no tai
cac diem nao do.
Z) Lang thuc (J.JO) cho ta hieu liet tot hon ve viec danh gia sai so ma
ta thuong dung. 1heo dinh ly J.Z,
(.) 1
1
(.) =
1
N

(1)
()
1

} D1
(. .
}
).
1a vua thay rang
1
1C1
(.) 1
1
(.) = .
1
. . . . . .
1C1
|
1

} D1
(. .
}
) =
1
N

(1)
(j)
1

} D1
(. .
}
).
So sanh hai lieu thuc nay cho thay neu
(1)
khong thay doi nhieu tren
mien du lieu, sai so cua 1
1
(.) co the duoc danh gia lang cach so sanh no
voi 1
1C1
(.).
J) Dang (J.Z7) lien he mat thiet voi chuoi 1aylor cua (.) doi voi diem
.
1
:
(.
1
)

(1)
(.
1
)
1
(. .
1
)

(2)
(.
1
)
2
(. .
1
)
2
. . .

(11)
(.
1
)
(N 1)
(. .
1
)
11
. . .
oo CHlO!C . !Ol S|Y
'hu mot he qua cua (J.JO), dang 'ewton cua da thuc noi suy 1
1
(.) tro thanh
da thuc 1aylor lac N 1 khi cac nut .
2
. . . . . .
n
tien toi .
1
.
3.4 |nb gia so cbnb xac
Lam the nao liet duoc ta co xap xi tot! 1a da thay hai kha nang. Mot la
dung (J.o), nghIa la, (.) 1
1
(.) =
(1)
(
x
)n
1
(.),N. \ n
1
(.) la mot
da thuc nen de dang danh gia tai . lat ky. 1uy nhien, nhan tu dao ham la
van de v ta khong liet
x
va tham chi khong liet ca
(1)
. Kha nang khac
la so sanh ket qua noi suy tren mot tap cac nut voi ket ket qua noi suy co
lac cao hon nho noi suy tren cung mot tap voi mot nut lo sung. Mot lien
the khac la so sanh voi ket qua co cung lac nhan duoc tren mot tap nut noi
suy khac. 1huong cach tiep can tot nhat la giu lai mot so nut va danh gia
sai so chinh xac (.) 1
1
(.) tai cac nut nay. Mot danh gia thuc te co the
doi hoi nhieu du lieu duoc giu lai, va kho ma ro duoc dung nut nao de noi
suy va nut nao giu lai de so sanh. 1hong thuong ta co mot vai y tuong ve
dang dieu cua ham dang xet. Mot do thi cua du lieu va noi suy la su tro giup
quan trong trong quyet dinh xem phep noi suy co mo phong dang dieu nay
mot cach thich dang khong.
1hi du minh hoa duoi day cho thay dung cac da thuc noi suy lac cao
(nhieu diem nut), noi chung, khong phai la y tuong tot.
Tb do 3.6. Bang duoi day cho do nhot tuong doi V cua ethanol nhu la ham
phan tram cua trong luong chat tan n
n 5 10 15 20 30 40
V(n) 1.226 1.498 1.882 2.138 2.622 2.840
50 60 70 80 90 100
2.807 2.542 2.210 1.877 1.539 1.201
Le xem 1(n) tot hay xau nhu the nao, mot vai du lieu duoc giu lai. Lac liet,
ta xac dinh 1
6
(n) nhu la da thuc noi suy tai cac nut {10. 20. 40. 60. 80. 100].
Sai so cua phep noi suy nay duoc dinh gia lang cach tinh no tai cac nut con
lai o do ta liet gia tri cua ham:
n 5 15 30 50 70 90
1
6
(n) 1.201 1.824 2.624 2.787 2.210 1.569
V(n) 1
6
(n) 0.025 0.002 0.038 0.020 0.000 0.030
.5. !Ol S|Y SIll!L o7
Lay co le la ket qua tot (hnh J.+).
Hnh J.+: Lo thi ham 1
6
(.).
'eu dung tat ca IZ diem noi suy th ket qua khong tot (hnh J.5).
3.S Noi soy spIinc
Cong thuc lieu dien sai so cua dinh ly J.Z de nghi nang lac da thuc noi suy
neu muon xap xi chinh xac hon. Lang tiec, cac nhan to khac thuong lam
cho dieu nay khong thuc hien duoc. Sai so phu thuoc manh vao do dai cua
khoang chua cac nut. 'eu ta co the, lang cach nao do, lam giam do dai nay
th dinh ly chi ra rang ta co mot xap xi tot hon. Y tuong co lan cua muc nay
la xap xi (.) loi ham da thuc tung manh, noi suy kieu nay goi la spline.
Cu the hon, ham (.) duoc xap xi tren .
1
. .
1
|. Khoang .
1
. .
1
| duoc phan
hoach thanh cac khoang con .
n
. .
nC1
|, trong do .
1
< .
2
< . . . < .
1
. Mot
spline la mot da thuc tren tung khoang .
n
. .
nC1
|, cac diem {.
i
] duoc goi la
diem cat (lreakpoint) hay diem gut (knot). Mot van de then chot la tai cac
gut ham xap xi tron nhu the nao, va dieu nay chi phoi lac cua spline.
oo CHlO!C . !Ol S|Y
Hnh J.5: Lo thi ham 1
6
(.) va 1
12
(.).
3.S.1 SpIinc gian doan va spIinc Iicn toc
Cac spline don gian nhat la nhung ham xuat phat tu phep noi suy mot cach
doc lap tren moi khoang con .
n
. .
nC1
|. Chan (J.9) co the duoc dung cho cac
khoang con. Chang han, gia su rang lon nut lat ky duoc chon trong moi
khoang con .
n
. .
nC1
|. Cho noi suy spline S(.) gom cac da thuc noi suy lac
la tren cac khoang con. 'eu h = max(.
nC1
.
n
) va
M
4
= max
x
1
xx
N
[
(4)
(.)[.
th
[(.) S(.)[ _
M
4
4
h
4
khi .
1
_ . _ .
1
.
Khi h 0, ta duoc mot xap xi tot tren toan khoang. Hien nhien thu thuat
co dinh lac va xap xi ham tren tung khoang con co trien vong hon cach xap
xi ham tren toan khoang nho gia tang lac da thuc.
'oi chung da thuc tren .
n
. .
nC1
| khong trung tai .
n
voi da thuc tren
.
n1
. .
n
|, v vay spline nay noi chung lat lien tuc tai cac diem gut. Khi xap
xi mot ham lien tuc (.) dieu nay khong chap nhan duoc. Le nhan duoc
mot spline lien tuc ta chi can lay cac diem mut cua moi khoang con lam diem
.5. !Ol S|Y SIll!L o9
noi suy. Khi do, da thuc tren .
n
. .
nC1
| se co gia tri (.
n
) tai .
n
va cung vay
voi da thuc tren .
n1
. .
n
|.
Chi du lieu tu .
n1
. .
n
| duoc dung khi xay dung spline tren khoang con
nay, v vay sai so chi phu thuoc vao dang dieu cua (.) tren khoang do.
1rong mot so hoan canh spline phai duoc xay dung truoc khi tat ca du lieu
co hieu luc va dac diem nay cua phep xay dung spline la cot yeu.
Spline lien tuc don gian nhat la tuyen tinh tung manh, nghIa la, do thi
cua ham S(.) la duong gap khuc. 'eu S(.) duoc yeu cau noi suy (.) tai
cac gut, th tren .
n
. .
nC1
| voi 1 _ n _ N 1 dang Lagrange la
S(.) =
n
. .
nC1
.
n
.
nC1

nC1
. .
n
.
nC1
.
n
.
hay
S(.) =
n

nC1

n
.
nC1
.
n
(. .
n
). (J.JI)
Tb do 3.7. \oi du lieu (5. 1.226) (30. 2.662) (60. 2.542) (100. 1.201) ta co ham
spline tuyen tinh la
S(.) =
_
_
_
1.266 0.05744(. 5). 5 _ . _ 30
2.662 0.00400(. 30). 30 _ . _ 60
2.542 0.03352(. 60). 60 _ . _ 100
Spline noi suy tuyen tinh (J.JI) rat de danh gia
I
mot khi khoang con
cu the duoc xac dinh. 1at ca cac chuong trnh con danh gia phai chua mot
thuat toan tm dung khoang con. 1huong viec nay chiem nhieu thoi gian
hon viec danh gia da thuc. \oi noi suy tuyen tinh, mot chan sai so la
[(.) S(.)[ _
1
8
M
2
h
2
khi .
1
_ . _ .
1
. (J.JZ)
I
Xac dinh gia tri.
9O CHlO!C . !Ol S|Y
Hnh J.o: Lo thi ham spline tuyen tinh, thi du J.7.
trong do M
2
= max
x
1
xx
N
[
00
(.)[. Su hoi tu duoc lao dam khi h 0 neu
[
00
[ li chan. Mot chung minh tuong tu dung (J.ZO) cho
[
0
(.) S
0
(.)[ _ M
2
h. .
n
_ . _ .
nC1
. 1 _ n < N 1. (J.JJ)
\ay, S
0
(.) co the dung de danh gia
0
(.) ma ket qua tot hon khi h 0.
Cac spline lien tuc duoc dung khi giai so, lang phan tu huu han, lai
toan lien cho cac phuong trnh vi phan cap hai. Bac cao hon cho xap xi
chinh xac hon, nhung lac cao hon lai co the chua nhung dao dong khong
mong doi. Lieu nay khong thanh van de khi dung spline cho cac phan tu
huu han, nhung no phai duoc tranh khi dung spline de lieu dien du lieu. \oi
muc dich lieu dien du lieu mot chon lua tot la dung da thuc lac la (xem
duoi day).
Sai so cua spline lac la lien tuc xay dung loi noi suy cach doc lap tren
moi khoang con co the duoc phan tich lang cach dung cac lieu thuc sai so
thiet lap cho da thuc noi suy. 1ren moi khoang con
[
(k)
(.) 1
(k)
4
(.)[ _ C
k
h
4k
voi k = 0. . . . . 3 va cac hang so C
k
thich hop. Ket qua tuong tu co the
duoc thiet lap cho tat ca cac spline lac la ta de cap den duoi day. Khi
k = 1 lat dang thuc tren am chi rang, voi h du nho, tren moi khoang con
.5. !Ol S|Y SIll!L 9I
1
0
4
(.) ~
0
(.), nghIa la 1
0
4
(.) co cung dau voi
0
(.) mien la
0
(.) ,= 0. 'oi
cach khac, ngoai tru gan cuc tri cua (.), voi h nho spline la don dieu tang
(giam) giong nhu (.). Cung mot chung minh ap dung cho dao ham cap hai,
dan toi ket luan ngoai tru gan diem uon cua (.), voi h nho spline la loi
(lom) giong nhu (.). 1a ket luan voi h du nho, spline se tai hien hnh dang
cua ham ma no noi suy. Lieu nay dung cho tat ca cac spline lac la ta de
cap den. Lay la ly do giai thich tai sao noi suy spline thoa man nhieu hon
noi suy lang da thuc lac cao
Z
. 'hung dieu g xay ra neu h khong nho! Khi
du lieu la thua! Can phai dat cac dieu kien tren spline de lao ve hnh dang
cua ham.
3.S.2 ao bam cap mot Iicn toc
'eu ta co du lieu ve dao ham, de dang mo rong cach tiep can cua tieu muc
truoc de nhan duoc mot noi suy voi dao ham lien tuc. Chang han, ta co the
noi suy (.
n
),
0
(.
n
), (.
nC1
),
0
(.
nC1
) lang da thuc noi suy Hermite lac
la tren .
n
. .
nC1
|. Lam dieu nay tren moi khoang con ta duoc mot spline
H(.) voi dao ham cap mot lien tuc. Moi khoang con duoc doi xu cach doc
lap, v vay cac chan (J.ZI)-(J.Z+) dung va chung to rang xap xi nhan duoc la
tot. Lien quan den phuong trnh vi phan ta thuong phai xap xi ham ,(.) va
dao ham cua no tai cac diem .
n
, .
n
h,2, .
n
h. Bang cach lap noi suy
Hermite lac nam cho cac du lieu nay, mot spline voi dao ham lien tuc duoc
thiet lap xap xi ,(.) va ,
0
(.) voi moi ..
Bay gio chung ta hay lieu dien du lieu khi chi co cac gia tri (.
i
) la
duoc liet va khong co nhieu nhung gia tri nhu vay. 'hu da liet spline H(.)
co do thi dep mat neu no co dao ham lien tuc va neu no giu tinh don dieu
cua ham cho. \an de la phai tranh khong cho nhung dao dong xuat hien
trong du lieu. 1hoat nghI th cac spline tuyen tinh lao ve tinh don dieu.
\an de la do thi cua chung co the co nhung diem goc. Bang cach nang
len lac la va giu dao ham cap mot lien tuc, ta tranh duoc cac diem goc. Mot
noi suy lao ve hnh dang nhu vay co the xay dung theo cac duong cua noi
suy Hermite lac la. Cac da thuc lac la tren .
n1
. .
n
| va .
n
. .
nC1
| ca hai
noi suy
n
tai .
n
. 'eu dao ham cap mot phai lien tuc th cac dao ham cap
mot cua hai da thuc lac la dang xet phai co cung gia tri tai .
n
, nhung lay
gio gia tri cua dao ham cap mot la tham so chua liet ma ta phai chon de co
duoc tinh don dieu.
Z
\a cung la ly do giai thich viec dung spline lac la lieu dien du lieu.
9Z CHlO!C . !Ol S|Y
'hu trong (J.I+) da thuc lac la duoc viet duoi dang
H(.) = a
n
b
n
(. .
n
) c
n
(. .
n
)
2
J
n
(. .
n
)
3
khi .
n
_ . _ .
nC1
, 1 _ n _ N 1. Chu y rang tham so b
n
chinh la do doc
cua H(.) tai diem .
n
. 1ien hanh nhu trong thiet lap (J.I5)-(J.Io) voi ky hieu
h
n
= .
nC1
.
n
va ^
n
= (
nC1

n
),h
n
ta duoc
a
n
=
n
.
c
n
= (3^
n
2b
n
b
nC1
),h
n
.
J
n
= (b
n
b
nC1
2^
n
),h
2
n
.
(J.J+)
Cac phuong trnh nay la ket qua phep giai la dieu kien noi suy H(.
n
) =

n
, H(.
nC1
) =
nC1
, va H
0
(.
nC1
) = b
nC1
cho la an a
n
, c
n
, va J
n
.
Lai luong ^
n
la do doc cua duong thang di qua (.
n
.
n
) va (.
nC1
.
nC1
).
'eu ^
n
= 0. Co ve hop ly de ep H(.) la hang tren .
n
. .
nC1
|, nghIa la,
cho cac do doc b
n
= b
nC1
= 0. 'eu ^
n
,= 0, ta dinh nghIa
n
= b
n
,^
n
va

n
= b
nC1
,^
n
. Le giu tinh don dieu can thiet la dau cua do doc cua H(.)
tai .
n
va .
nC1
giong nhu dau cua ^
n
tai cac diem do. Mot cach toan hoc
dieu nay la
n
_ 0,
n
_ 0.
Mot dieu kien du tren va de giu tinh don dieu duoc phat hien loi
lerguson va Miller j+|. Lieu nay cung duoc phat hien doc lap loi lritsch va
Carson jo|. Chung minh dieu kien tren lao gom viec nghien cuu H
0
(.) nhu
la mot ham cua
n
va
n
. Mot dieu kien don gian dam lao tinh don dieu
duoc giu la
n
.
n
0. 3|. Co nhieu cong thuc cho
n
va
n
thoa han che
nay. Ket qua hay dung la j5|
b
n
=
^
n1
^
n
r
n
^
n
(1 r
n
)^
n1
(J.J5)
voi
r
n
=
h
n1
2h
n
3(h
n1
h
n
)
(J.Jo)
khi n = 2. 3. . . . . N 1. 'eu ^
n1
^
n
< 0, th cac do doc doi dau tai .
n
.
1rong truong hop nhu vay co le ta khong nen dat lat ky doi hoi nao len do
.5. !Ol S|Y SIll!L 9J
doc cua H(.) tai .
n
. Mot so nguoi de nghi dat b
n
= 0 khi dieu nay xay ra.
Mot so khac dung (J.J5) mien la khong co phep chia cho khong. \iec chon
lua mo mam co the lam mat su lao toan hnh dang cua spline lac la gan
nhung mien o do ^
n1
^
n
< 0. 1ai cac diem cuoi quy tac don gian nhat la
dung b
1
= ^
1
va b
1
= ^
11
. Mot chon lua tot hon la dung do doc cuoi
cua noi suy lac hai cua la diem du lieu gan nhat (gia su no thoa rang luoc
tren va ); cac kha nang khac duoc cho trong j5|. \oi (J.J5) va lua chon
don gian cho b
1
va b
1
de dang chung to rang cac dieu kien du tren
n
va
n
duoc thoa. 1hat vay, tai cac diem cuoi
1
= 1 va
11
= 1, ma chac chan
thuoc 0. 3|. Khi n = 2. 3. . . . . N 1, ro rang
1
3
_ r
n
_
2
3
v vay

n
=
^
n1
r
n
^
n
(1 r
n
)^
n1
|
_
1
1 r
n
_ 3
va

n1
=
^
n
r
n
^
n
(1 r
n
)^
n1
|
_
1
r
n
_ 3
nhu doi hoi.
1huat toan cho H(.) rat don gian. 1inh b
1
lang lat ky cong thuc nao;
voi n = 2. 3. . . . . N 1 lay b
n
= 0 neu ^
n1
^
n
_ 0, neu khac tinh b
n
tu
(J.J5), (J.Jo). 1inh b
1
. Cac gia tri c
n
va J
n
co the duoc tinh tu (J.J+) khi
n = 1. . . . . N 1.
3.S.3 ao bam cap bai Iicn toc
Le xay dung spline lac la tron, ta viet
S(.) = a
n
b
n
(. .
n
) c
n
(. .
n
)
2
J
n
(. .
n
)
3
(J.J7)
tren moi .
n
. .
nC1
|, 1 _ n _ N 1. Co 4(N 1) tham so tu do phai duoc xac
dinh. Lieu kien noi suy doi hoi rang khi 1 _ n _ N 1
S(.
C
n
) =
n
va S(.

nC1
) =
nC1
(J.Jo)
cho 2(N 1) dieu kien. Con lai 2(N 1) lac tu do ma co the duoc dung de
lam S(.) tron tren toan lo .
1
. .
1
|. Chu y rang (J.Jo) lao dam la S lien tuc
tren .
1
. .
1
|. Khi S
0
lien tuc tai cac gut trong,
S
0
(.

n
) = S
0
(.
C
n
). 2 _ n _ N 1. (J.J9)
9+ CHlO!C . !Ol S|Y
Lieu nay cho N 2 dieu kien, v vay con lai N lac tu do. Khi S
00
lien tuc
tai cac gut trong,
S
00
(.

n
) = S
00
(.
C
n
). 2 _ n _ N 1. (J.+O)
cho N 2 dieu kien khac. Chinh xac con lai Z lac tu do. Lieu nay khong
du de co S
000
lien tuc. Co nhieu kha nang cho hai rang luoc lo sung, con
duoc goi la 1|eu '|en .u|,
Loai (I). S
0
(.
1
) =
0
(.
1
), S
0
(.
1
) =
0
(.
1
).
Loai (Z). S
00
(.
1
) = S
00
(.
1
) = 0.
Loai (J). S
00
(.
1
) =
00
(.
1
), S
00
(.
1
) =
00
(.
1
).
Loai (+). S
0
(.
1
) = S
0
(.
1
), S
00
(.
1
) = S
00
(.
1
).
Lieu kien (Z) dan toi sp'|ne ta. 'y. Cac spline vat ly lam thang nhieu nhat co
the qua cac diem cuoi, v vay no tro thanh duong thang voi dao ham cap hai
lang khong. Cac dieu kien (I) va (J) huu dung chi neu co them thong tin ve
(.). 1uy nhien, do doc chinh xac hay do cong can den o day thuong duoc
thay the lang xap xi noi suy trong thuc hanh. Lieu kien (+) thich hop khi
(.) la tuan hoan voi chu ky .
1
.
1
.
Tb do 3.8. Cho
S(.) =
_
2 . 3.
2
.
3
. 0 _ . _ 1
1 2(. 1) 5(. 1)
3
. 1 _ . _ 2.
De dang kiem tra rang S thuoc lop ham C
2
0. 2|, va thoa cac dieu kien noi
suy S(0) = 2, S(1) = 1, S(2) = 4 va cac dieu kien cuoi S
0
(0) = 1, S
0
(2) = 13.
Lo thi cua S va S
00
duoc cho tren hnh J.7 va J.o. Chu y rang do thi cua S
rat tron, trong khi do S
00
co diem goc tai gut . = 1.
1ro lai su dac trung hoa S(.) o tren, ta co 4(N 1) dieu kien len
4(N 1) an cho loi (J.J7). lhuong phap ma tran co the dung o day, nhung
truoc het ta lam mot so lien doi. 1ren moi khoang .
n
. .
nC1
|
S
0
(.) = b
n
2c
n
(. .
n
) 3J
n
(. .
n
)
2
(J.+I)
S
00
(.) = 2c
n
6J
n
(. .
n
) (J.+Z)
Lieu kien noi suy cho, tu (J.J7),
a
n
=
n
. 1 _ n _ N 1. (J.+J)
va cung vay
nC1
= a
n
b
n
h
n
c
n
h
2
n
J
n
h
3
n
ma co the viet nhu sau
b
n
= (
nC1

n
),h
n
c
n
h
n
J
n
h
2
n
. 1 _ n _ N 1. (J.++)
.5. !Ol S|Y SIll!L 95
Hnh J.7: Lo thi ham S(.) thi du J.o.
Lieu nay khu di mot nua so an. Lieu kien lien tuc (J.+O) tren S
00
(.) noi rang
2c
n
= 2c
n1
6J
n1
h
n1
. /p dat them c
1
= S
00
(.
1
),2 (duoc goi y tu (J.+Z),
ta duoc:
J
n
=
c
nC1
c
n
3h
n
. 1 _ n _ N 1. (J.+5)
Chi con lai cac cong thuc cho cac c
1
. . . . . c
1
. Chung duoc cho loi hai dieu
kien cuoi va tinh lien tuc cua S
0
(.). 1u (J.J9) va (J.+I) ta co ngay b
n
=
b
n1
2c
n1
h
n1
3J
n1
h
2
n1
khi 2 _ n _ N 1. 1hay vao (J.++) va (J.+5)
cho:

nC1

n
h
n
c
n
h
n

1
3
h
n
(c
nC1
c
n
) =

n

n1
h
n1
c
n1
h
n1

2
3
h
n1
(c
n
c
n1
).
va sap xep lai ta duoc
h
n1
c
n1
2(h
n1
h
n
)c
n
h
n
c
nC1
= 3
_

nC1

n
h
n

n

n1
h
n1
_
(J.+o)
9o CHlO!C . !Ol S|Y
Hnh J.o: Lo thi ham S
00
(.) thi du J.o.
voi 2 _ n _ N 1.
Chi loai thu nhat cua cac dieu kien cuoi (do doc cho truoc) duoc de cap
den o day. 1u (J.J7), (J.++), va (J.+5),

0
(.
1
) = S
0
(.
1
) = b
1
=

2

1
h
1
c
1
h
1
J
1
h
2
1
=

2

1
h
1
c
1
h
1

1
3
h
1
(c
2
c
1
).
vay
2h
1
c
1
h
1
c
2
= 3
_

2

1
h
1

0
(.
1
)
_
. (J.+7)
1uong tu,
0
(.
1
) = S
0
(.
1
) dan den
h
11
c
11
2h
11
c
1
= 3
_

0
(.
1
)

1

11
h
11
_
. (J.+o)
Cac phuong trnh (J.+5)-(J.+o) cho N phuong trnh theo N an c
1
. . . . . c
1
. Ma
.5. !Ol S|Y SIll!L 97
tran cac he so co cau truc rat dac liet
_
_
_
_
_
_
_
2h
1
h
1
h
1
2(h
1
h
2
) h
2
.
.
.
.
.
.
.
.
.
h
12
2(h
12
h
11
) h
11
h
11
2h
11
_

_
Ma tran nhu vay duoc goi la ma tran la duong cheo. He phuong trnh voi ma
tran cac he so co dang la duong cheo co nghiem duy nhat voi moi ve phai
va nghiem co the duoc tm chinh xac lang phep khu Causs ma khong can
hoan vi dong.
\e hai:
_
_
_
_
_
_
_
_
_
_
_
3
_
(
2
(
1
h
1

0
(.
1
)
_
3
_
(
3
(
2
h
2

(
2
(
1
h
1
_
.
.
.
3
_
(
N
(
N1
h
N1

(
N1
(
N2
h
N2
_
3
_

0
(.
1
)
(
N
(
N1
h
N1
_
_

_
.
\oi cac c
1
. c
2
. . . . . c
1
tm duoc, tinh cac he so b
k
, J
k
(k = 1. . . . . N 1) theo
cac cong thuc tuong ung.
1om lai, ta da chung minh duoc dinh ly sau.
|nb Iy 3.4. C| .ru+. .a. u. .
1
< .
2
< . . . < .
1
ta
n
= (.
n
), 1 _ n _ N,
.n .a| m. ta .|/ m. |am S(.) .|a .a. 1|eu '|en sau
l. S(.) 'a 1a .|u. 'a. 'a .rn m| .
n
. .
nC1
|, 1 _ n _ N 1.
2. S(.) .|u. '+p C
2
.
1
. .
1
|.
. S(.
n
) =
n
, 1 _ n _ N.
+. S
0
(.
1
) =
0
(.
1
), S
0
(.
1
) =
0
(.
1
).
\oi su chon lua nay cua dieu kien cuoi, S(.) duoc goi la sp'|ne 'a. 'a 1ay 1u
(complete culic spline). Ma tran he so co cung cau truc cho cac dieu kien
loai (Z) va (J) va cac ket qua tuong tu la dung voi chung. \oi su chon lua
9o CHlO!C . !Ol S|Y
(Z), S(.) duoc goi la sp'|ne 'a. 'a .u n||en (natural culic spline). \oi dieu kien
cuoi loai (+) ma tran he so co dang khac nhung ket qua tuong tu la dung va
spline co the duoc tinh mot cach tien loi.
Nban xct 3.4. 1rong thiet lap spline lac la day du o tren ta da dung
c
1
= S
00
(.
1
),2.
1hat ra, co the xay dung spline lac la nhu o day ma khong can ap dat nay.
Khi do, cong thuc (J.+5) chi co hieu luc voi 1 _ n _ N 2. 'hu vay, sau do
ta phai tm cac cong thuc cho J
11
va cac c
1
. . . . . c
11
. \iec thiet lap theo
cach nay xem nhu lai tap.
lunction spline 3 duoi day duoc viet dua tren cac phan tich o tren
(spline lac la day du)
J
. Ma cua function nay goi trisolve, day la function
giai he phuong trnh dai so tuyen tinh J duong cheo.
spline_3.m
function s=spline_3(t,y,d1,dn)
% SPLINE_3 tra ve mang cac he so cua da thuc bac 3 tren cac
% khoang con
% cu phap: s = spline_3(t,y)
% input:
% t: vector chua cac nut noi suy
% y: vector chua cac gia tri ham noi suy
% d1: gia tri dao ham tai diem dau
% dn: gia tri dao ham tai diem cuoi
% output:
% s: mang chua cac he so cua da thuc bac 3 tren cac khoang
% con theo thu tu luy thua lui
N=length(t);
s=zeros(N-1,4);
f=zeros(N,1);
k=1:N-1;
h=t(k+1)-t(k);
dy=(y(k+1)-y(k))./h(k);
% an=fn (cot 4)
s(:,4)=y(1:N-1);
% ma tran cac he so va vecto xac dinh cac cn (cot 2)
% lline, dline, uline la ba duong cheo
J
1rong Matlal, function spline cung duoc viet voi cung thuat toan neu ra o day.
.5. !Ol S|Y SIll!L 99
dline(1)=2*h(1);
uline(1)=h(1);
f(1)=3*(dy(1)-d1);
for i=2:N-1
lline(i-1)=h(i-1);
dline(i)=2*(h(i-1)+h(i));
uline(i)=h(i);
f(i)=3*(dy(i)-dy(i-1));
end
lline(N)=h(N-1);
dline(N)=2*h(N-1);
f(N)=3*(dn-dy(N-1));
c=trisolve(lline,dline,uline,f);
s(:,2)=transpose(c(1:N-1));
% xac dinh dn (cot 1)
for i=1:N-1
s(i,1)=(c(i+1)-c(i))/h(i)/3;
end
% xac dinh bn (cot 3)
for i=1:N-1
s(i,3)=dy(i)-s(i,2)*h(i)-s(i,1)*h(i)^2;
end
trisolve.m
function [b]= trisolve(lline,dline,uline,b)
% TRISOLVE giai he ba duong cheo
% cu phap = trisolve(lline,dline,uline,b)
% input:
% lline - duong cheo duoi
% dline - duong cheo chinh
% uline - duong cheo tren
% b - ve phai
% output: b - nghiem
N=length(dline);
% khu
for i=1:N-1
lline(i)=lline(i)/dline(i);
dline(i+1)=dline(i+1)-lline(i)*uline(i);
end
% giai Ly = b bang phep the tien
for i=2:N
b(i)=b(i)-lline(i-1)*b(i-1);
IOO CHlO!C . !Ol S|Y
Hnh J.9: Xap xi lang spline lac la day du.
end
% giai Ux = y bang phep the lui
b(N)=b(N)/dline(N);
for i=N-1:-1:1
b(i)=(b(i)-uline(i)*b(i+1))/dline(i);
end
Chuong trnh viet lang Matlal duoi day goi function spline 3 tinh
spline lac la day du voi so lieu cho tai cac nut: x, y.
clear all
x = -4:4;
y = [0 .15 1.12 2.36 2.36 1.46 .49 .06 0];
cs=spline_3(x,y,0,0);
hold on
for i=1:length(x)-1
xx=linspace(x(i),x(i+1));
yy=polyval(cs(i,:),xx-x(i));
plot(xx,yy,r-);
end
plot(x,y,o);
C|u |a|
.5. !Ol S|Y SIll!L IOI
= Iinspacc - phat sinh vecto cac diem cach deu. linspace(x1, x2) sinh
ra vecto dong chua IOO diem cach deu giua x1 va x2. linspace(x1, x2, N)
sinh ra N diem. 'eu N < 2, linspace tra ve x2.
= poIyvaI - danh gia da thuc.
y = polyval(p,x) tra ve gia tri cua da thuc p duoc danh gia tai x. p
la vecto dong ma cac phan tu la cac he so cua da thuc theo thu tu luy thua
lui. 'eu x la la ma tran hay vecto, da thuc duoc danh gia tai tat ca cac diem
trong x.
= pIot - ve duong noi. 'eu x,y la vecto co do dai N+1, plot(x,y) se ve
duong gap khuc gom cac doan thang noi (x(i),y(i) voi (x(i+1),y(i+1),
i=1,...,N. plot co cac tuy chon lien quan den loai duong noi, mau sac, ky
hieu. 1hi du, plot(x,y,r+: ve duong cham cham mau do voi dau tai
moi diem du lieu (xem them tro giup cua Matlal, dung lenh help plot.).
= boId - giu do thi hien hanh. hold on giu do thi hien hanh va tat ca
cac tinh chat cua truc toa do. hold off tra ve mot mac dinh moi khi lenh
plot xoa cac do thi truoc do va dat lai tat ca cac tinh chat cua truc truoc khi
ve do thi moi.
Cao boi va bai tap
3.1. Bac cua da thuc noi suy Lagrange luon luon lang N 1! 'eu khong,
hay minh hoa lang mot thi du.
3.2. Cia su (.) la da thuc lac nho hon hay lang N 1. Chung minh rang
neu 1
1
(.) noi suy (.) tai N diem phan liet, th 1
1
(.) (.). Cho mot
thi du (N _ 3) va tinh toan truc tiep de kiem tra.
3.3. Cho lang du lieu
. I Z
(.) Z +
Xay dung da thuc noi suy Lagrange 1
2
(.). 1m mot da thuc Q(.) lac hai
cung noi suy cac du lieu nay. Lieu nay co mau thuan voi tinh duy nhat cua
da thuc noi suy khong! Ciai thich.
3.4. Mot phuong phap khac de tinh 1
1
(.) la viet
1
1
(.) = c
1
c
2
. . . . c
1
.
11
.
IOZ CHlO!C . !Ol S|Y
Cac dieu kien noi suy, 1
1
(.
}
) =
}
voi 1 _ _ N, cho he gom N phuong
trnh dai so tuyen tinh theo N an c
1
. . . . . c
1
. Chu y, ma tran cac he so co
the rat xau. \iet thuat toan va chuong trnh tinh.
3.S. Co hai cach tinh gia tri cua 1
1
(.) = c
1
c
2
. . . . c
1
.
11
.
(a) 1huat toan I
l:=c
1
for i=Z:'
begin
l:=lc
i
+ .
i1
end i
Co lao nhieu phep nhan duoc thuc hien trong thuat toan nay!
(l) 1huat toan Z (dung dang xep long vao nhau cua 1
1
(.))
l:=c
1
for i='-I:-I:I
begin
l:=l+. c
i
end i
So sanh so phep nhan cua hai thuat toan.
3.6. Lao ham cua (.) co the duoc danh gia nho dao ham tuong ung cua
1
1
(.) tuy thuoc cach chon N va {.
n
]
1
nD1
. Cach tiep can thong thuong la

(11)
(.) ~ 1
(11)
1
(.).
\ 1
1
(.) co lac N 1 nen 1
(11)
1
(.) phai la ham hang.
(a) Chung minh
1
(11)
1
(.) = (N 1)
1

kD1

} 6Dk
(.
k
.
}
)
.
(l) Khi N = 2 xap xi cua
0
(.) la g!
3.7. 1hiet lap cac phuong trnh (J.I5)-(J.Io).
3.8. Kiem tra lang cach dung noi suy da thuc tai N = 2m 1 diem cach
deu .
}
= 5 5( 1),m cho xap xi xau ham Runge tren 5. 5|.
.5. !Ol S|Y SIll!L IOJ
a) 1inh gia tri cuc dai cua [(.) 1
2nC1
(.)[ tren mot tap hop nhieu
gia tri . (khong la diem noi suy) trong 5. 5| voi m = 7, m = 10, va m = 13.
Sai so tang hay giam khi m lon hon.
l) Lap lai cau a) nhung lan nay chi tinh tren 1. 1|. Dung cung {.
}
]
va cung la gia tri m nhu cau a). Lan nay th dieu g xay ra khi N tang!
3.9. Kiem tra lang cach dung noi suy da thuc tai cac diem Chelyshev (J.II)
cho xap xi tot ham Runge. 'hu trong lai tap tren, tinh gia tri cuc dai cua
[(.)1
1
(.)[ tren mot tap hop nhieu gia tri . (khong la diem noi suy) trong
5. 5| voi N = 15, N = 21, va N = 27. Dang dieu cua sai so khi N lon hon!
3.10. Cho lang du lieu
. 1 0 1 2
2 2 2 5
tinh 1
4
(.)
a) o dang Lagrange (J.Z),
l) dung phuong phap ma tran trong lai tap J.+,
c) o dang ti sai phan (J.Z7).
3.11. Cho lang du lieu
. 2 1 0 1 2
4 1 1 2 10
tinh 1
5
(.) voi cac truong hop nhu lai tap J.IO.
3.12. 1inh lang ti sai phan va 1
3
(.) cho du lieu cua thi du J.I. Kiem lai
rang da thuc nay giong da thuc o dang Lagrange.
3.13. \iet chuong trnh tinh da thuc noi suy o dang ti sai phan 'ewton.
3.14. So phep tinh de danh gia cac he so trong dang ti sai phan cua da thuc
noi suy la lao nhieu! So phep tinh de danh gia gia tri 1
1
(.) la lao nhieu!
So sanh voi dang Lagrange.
3.1S. Cho day so thuc duoc sap theo thu tu tang dan
a = .
1
< .
2
< < .
n
= b
va . la so thuc thoa a _ . _ b. Hay viet thuat toan xac dinh khoang con
.
i
. .
iC1
| chua ..
IO+ CHlO!C . !Ol S|Y
3.16. Bang du lieu sau cho do hap thu anh sang () nhu la ham cua do dai
song (z) cua chat nhi trung vanadyl D-tartrate.
z > 3125 > 3250 3375 > 3500 3625 > 3750
(z) 0.700 0.572 0.400 0.382 0.449 0.560
z 3875 > 4000 4125 > 4250 4375
(z) 0.769 0.836 0.750 0.530 0.315
z 4500 4625 > 4750 4875 > 5000
(z) 0.170 0.144 0.183 0.252 0.350
Dung spline lac la S(.) de noi suy theo tam diem du lieu duoc danh
dau (>). Khao sat cac anh huong cua ti le xich va su truot lien doc lap (. =
do dai song) trong moi truong hop sau.
a) Du lieu nhu trong lang.
l) 1hay . lang .,1000 cho tat ca du lieu nhap.
c) 1hay . lang (. 4000),1000 cho tat ca du lieu nhap.
\oi moi truong hop tinh S(.) tai cac diem khong dung de noi suy. Cac
gia tri nay co xap xi tot khong! Su truot va,hay thay doi ti le xich co anh
huong den su chinh xac cua S(.)!
3.17. Su hap thu am thanh (tai ZO
0
C, do am +O) nhu la ham cua tan so, ,
la
> 20 > 40 63 > 100 200
( ) 0.008 0.030 0.070 0.15l 0.359
> 400 800 > 1250 2000 > 4000
( ) 0.592 0.935 1.477 2.870 9.618
10. 000 > 16. 000 > 40. 000 > 80. 000
( ) 53.478 122.278 429.310 850.536
Dung spline lac la S(.) noi suy chin diem du lieu duoc danh dau (>)
theo hai cach sau.
a) Du lieu nhu trong lang.
l) log doi voi log ( ).
Cach nao tot hon!
3.18. Chung to rang spline lac la S(.) co diem cuc tri : trong .
n
. .
nC1
|,
nghIa la, S
0
(:) = 0, neu va chi neu:
(i) : = .
n
1(c
n

_
c
2
n
3b
n
J
n
),(3J
n
)
(ii) .
n
_ :
.5. !Ol S|Y SIll!L IO5
(iii) : _ .
nC1
.
1ai sao neu chi dung (i) va kiem tra b
n
b
nC1
= S
0
(.
n
)S
0
(.
nC1
< 0 th
khong du!
3.19. Chung to rang spline lac la S(.) co diem uon : trong .
n
. .
nC1
|, nghIa
la, S
00
(:) = 0, neu va chi neu c
n
c
nC1
< 0, trong truong hop ma : = .
n

c
n
,(3J
n
).
3.20. Dung cong thuc trong lai tap J.Io tm tat ca cac cuc tieu dia phuong va
diem uon cho du lieu trong lai tap J.Io.
IOo CHlO!C . !Ol S|Y
Cboong 4
Ngbicm pboong trnb pbi toycn
1m nghiem cua he phuong trnh phi tuyen
(.) = 0 (+.I)
la cong viec thuong gap trong tinh toan. Hau het chuong nay duoc danh cho
truong hop (.) la ham thuc lien tuc theo mot lien thuc . v no quan trong
va co the duoc lan luan mot cach so cap. 1ruong hop tong quat n phuong
trnh n an so th kho hon ca ve ly thuyet lan thuc hanh. 1uy vay ly thuyet
cung duoc trnh lay o day, mot vai phuong phap don gian duoc lan luan
cach van tat o cuoi chuong.
4.1 Nbap mon
'ghiem cua (+.I), hay khong diem cua (.), la so sao cho () = 0. Mot
nghiem duoc mo ta day du hon loi loi m cua no. Lieu nay co nghIa la voi
. du gan , (.) co the duoc lieu dien duoi dang
(.) = (. )
n
g(.) (+.Z)
trong do g(.) la ham thuc lien tuc gan va g() ,= 0. 'eu m = 1, nghiem
duoc goi la don (simple), neu khac duoc goi la loi (multiple). Linh nghIa co
lan thua nhan m la huu ti. Chang han, voi ham
(.) = .
_
. 1.
phuong trnh (+.I) co = 1 la nghiem loi 1,2 (va = 0 la nghiem don). 1uy
nhien, neu (.) du tron, th m phai la nguyen duong. 1hat vay, neu (.) co
IO7
IOo CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
dao ham den cap m lien tuc tren mot khoang chua va
_
_
_
() = 0.

0
() =
00
() = . . . =
(n1)
() = 0.

(n)
() ,= 0.
(+.J)
th la mot nghiem loi m. Lieu nay duoc thay lang cach khai trien (.)
thanh chuoi 1aylor trong lan can
(.) = () (. )
0
()
(. )
2
2

00
() . . .

(. )
n1
(m 1)

(n1)
()
(. )
n
m

(n)
(
x
).
trong do
x
nam giua . va . Dung (+.J), phuong trnh tren thanh
(.) =
(. )
n
m

(n)
(
x
). (+.+)
'eu ta lay g(.) =
(n)
(
x
),m, th g() =
(n)
(),m ,= 0. 1a se luon gia
su rang (.) du tron trong lan can de co the dung (+.+) thay v dung dinh
nghIa co lan (+.Z) va dac liet, nghiem la loi nguyen.
1heo dinh nghIa cua nghiem , do thi cua (.) tiep xuc voi truc . tai
(hnh +.I). \oi nghiem loi m, ham
(n)
(.) khong doi dau trong lan can
cua v no lien tuc va
(n)
() ,= 0. 'han xet nay va he thuc (+.+) chung to
rang neu m chan, (.) tiep xuc voi truc . tai nhung khong di qua diem
do va neu m le, (.) cat truc . tai .
Khao sat ham so va ve phac do thi cua no la cach thuong dung de
dinh vi cac nghiem va xac dinh loi cua chung. Xet mot truong hop dac
liet cua ho cac lai toan dang 0 = (.) = J(.) ; voi tham so ; > 0, cho
J(.) = . exp(.) va mot gia tri dai dien cua ; la 0.07. \oi ho nay, khi
. o, (.) o va khi . o, (.) ;. 1u dao ham cap mot,

0
(.) = (1 .) exp(.), co the thay rang tang ngat khi . < 1 va giam
ngat khi . > 1. 1ai cuc tri (1) = e
1
; la duong voi ; = 0.07. Cung vay,
(0) = ; la am. Cac su kien nay va tinh lien tuc cua ham lao cho ta
liet khi ; = 0. 07, co dung hai nghiem don, mot nam trong (0. 1) va mot th
+.l. !H^I MO! IO9
Hnh +.I:
lon hon 1. 'oi chung, voi nghiem cua (.) la loi,
0
(.) phai triet tieu tai
nghiem. \ vay, lat cu dau ma ham so tang ngat hay giam ngat, th nghiem
neu co phai la nghiem don. \oi ho cac ham so, su kien
0
(.) = 0 chi tai
. = 1 co nghIa la day la vi tri duy nhat o do ham so co the co nghiem loi.
De thay rang phuong trnh co mot nghiem loi chi khi ; = e
1
va nghiem la
loi Z (nghiem kep).
Mot nghiem xap xi : lam cho gia tri tinh toan (:) = 0 th khong hiem,
dac liet khi no xap xi mot nghiem loi . Sau het, muc dich la phai tm :
lam cho (:) triet tieu. Khi nghiem la loi m, (:) ~ (: )
n
g(). \ai con
so giup chung ta hieu dieu nay. \oi mot nghiem so loi cao nhu m = 10, mot
xap xi chinh xac nhat giong nhu : = 10
4
dan den (:) = 10
40
g().
1h neu [g()[ _ 1, ham (:) underflow trong so hoc chinh xac don ILLL.
'hu ta se thay, cac phuong phap chuan khong co hieu qua doi voi
nghiem loi nhu chung la doi voi nghiem don. Le hieu su thuc hien cua
chuong trnh (ma) dat co so tren cac phuong phap nay, can thiet hieu ro rang
cac nghiem gan nhau co ve giong nhu nghiem loi. Cia su (.) co hai nghiem
don
1
,=
2
. Linh nghIa co lan va mot chut chung minh chung to rang
(.) = (.
1
)(.
2
)G(.) voi G(.) khong triet tieu tai ca hai nghiem.
Bieu thuc nay co the duoc viet
(.) = (.
1
)(.
1
) (
1

2
)|G(.).
Khi . xa cac nghiem theo nghIa [.
1
[ ; [
2

1
[, cap nghiem don
co ve giong nhu cap nghiem kep v
(.) ~ (.
1
)
2
G(.).
Mot khai niem tu ly thuyet lien phuc lien he voi nghiem loi m la cuc
IIO CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
diem (pole) loi m. 'eu ta co the viet
J(.) = (. )
n
G(.).
trong do G() ,= 0, th ta noi rang la mot cuc diem cua J(.) loi m. De thay
neu la nghiem cua (.) loi m, th no la mot cuc diem cua J(.) = 1,(.)
cung so loi, va nguoc lai. Mot thi du quen thuoc la tan(.) = sin(.), cos(.),
ve tren hnh +.I. Ham nay co nghiem noi sin(.) triet tieu va cuc diem noi
cos(.) triet tieu. Cac ham doi dau tai cuc diem co loi le.
Mot kho khan trong tinh toan nghiem cua (.) = 0 la quyet dinh khi
nao mot xap xi : la du tot. 1hang du (:) co ve la cach hien nhien de
khang dinh chat luong cua mot nghiem xap xi. M/1HC/D lam dieu nay
mot cach chinh xac. 'o chap nhan : nhu mot nghiem khi [(:)[ < 1L,
voi 1L = 10
3
la gia tri mac nhien. Lieu phien nhieu voi kiem tra thang
du la khong co thang do hien nhien. Cac nghiem loi the hien kho khan v
ham gan nhu phang trong mot khoang lan can cua nghiem. \an de khong
chi lien he toi dieu kien cua nghiem, nhung con lien he toi cach chung ta
dat phuong trnh.
Khi thiet lap lai toan, ta chon mot ti le. Lieu nay co the don thuan
chi la chon he don vi, nhung thuong ta dung su kien rang khong diem lat
ky cua (.) la khong diem cua (.)g(.). \iec dua vao mot ti le g(.) co
the tao mot khac liet hoan toan. Chang han, hai lai toan sin(.) = 0 va
J(.) = 10
3S
sin(.) = 0 la tuong duong ve mat toan hoc, nhung phuong trnh
thu hai duoc lay ti le xau v su hnh thanh J(:) ma voi ngay ca mot nghiem
xap xi tot vua phai : se gay ra underflow trong so hoc chinh xac don ILLL.
1huong ta lay ti le cac lai toan ma khong suy nghI chut nao ve van de nay,
nhung mot ti le tot co the hoan toan huu ich. Lo la loi khuyen rat huu ich
khi doi xu voi cac ky di thuc hay lieu kien. Ham (.) = sin(.),. co dang
dieu hoan toan tot tai . = 0 (no la giai tich), nhung no co ky di lieu kien o
do va can mot chut can than khi danh gia no. Lieu nay co the duoc pha vo
lang cach tinh nghiem cua ham duoc lay ti le J(.) = .(.). Can giu trong
tri rang nhu voi thi du nay, J(.) co tat ca cac nghiem cua (.), nhung no
co the lay them nghiem ngoai lai tu g(.). Mot thi du dang ke hon duoc cung
cap loi phuong trnh
(.) =
1
180

_
1 cos(,10)
cos(,10) cos(.)
_
sin(.)
.
Ham nay co mot cuc diem don tai tat ca nhung diem ma o do cos(.) =
cos(,10) va mot ky di lieu kien tai . = 0. Lay ti le ham nay voi g(.) =
.(cos(,10) cos(.)) lam cho viec tinh nghiem truc tiep hon.
+.2. IHlO!C IH^I CHl^ DOl III
1hinh thoang mot do do ti le tu nhien duoc cung cap loi he so trong
phuong trnh. Mot thi du cho dieu nay la ho cac lai toan (.) = J(.) ;,
voi ; > 0. Ciong nhu khi giai phuong trnh tuyen tinh, thang du r = (:) =
J(:) ; co the duoc dung trong phan tich sai so lui. Hien nhien : la nghiem
chinh xac cua lai toan 0 = J(.) ;
0
, trong do ;
0
= ; r. 'eu [r[ la nho
so voi [;[, th : la nghiem chinh xac cua mot lai toan gan voi lai toan cho.
\oi nhung lai toan nhu vay chung ta co mot cach hop ly de chi dinh thang
du phai nho nhu the nao.
4.2 Fboong pbap cbia doi
'eu ham lien tuc (.) co dau doi nhau tai cac diem . = T va . = C,
th no co it nhat mot khong diem trong khoang giua T va C. lhuong phap
chia doi (hay tm kiem nhi phan) dua tren su kien nay. 'eu (T)(C) < 0,
ham (.) duoc danh gia tai diem giua M = (T C),2 cua khoang. 'eu
(M) = 0, mot khong diem duoc tm thay. 'eu khac, (T)(M) < 0 hoac
Hnh +.Z:
(M)(C) < 0. 1rong truong hop dau co it nhat mot khong diem o giua M
va T, nhu trong hnh +.Z, va trong truong hop thu hai co it nhat mot nghiem
o giua C va M. 1ruong hop nay mot khoang chua nghiem duoc tm thay co
chieu dai lang nua chieu dai khoang lan dau. 1hu tuc duoc lap lai cho den
khi dinh vi duoc nghiem voi do chinh xac mong muon.
Tboat toan cbia doi
IIZ CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
until abs(B - C) du nho hay f(M) = 0
M = (B + C)/2
if f(B)*f(M) < 0 then
C=M
else
B:=M
end until
Tb do 4.1. Khi (.) = .
2
2, phuong trnh (+.I) co nghiem don =
_
2.
\oi T = 0, C = 6, thu tuc chia doi
B C [ M[
O.O o.O 0.16 10
1
O.O J.O 0.86 10
1
O.O I.5 0.66
O.75 I.5 0.29
I.IZ5 I.5 0.10
I.JIZ5 I.5 0.80 10
2
I.+OoZ5 I.5 0.39 10
1
I.+OoZ5 I.+5JIZ5 0.15 10
1
Chu y dang dieu that thuong cua sai so, mac du chieu dai [T C[ giam mot
nua o moi luoc
Mot nghien cuu sau hon ve phuong phap chia doi cho thay mot so diem
quan trong de hieu cac phuong phap tm khong diem, nhung diem ma ta
can liet khi phat trien mot thuat toan nham co duoc cai tot nhat tu nhieu
phuong phap.
Mot khoang T. C| voi (T)(C) < 0 duoc goi la khoang giua hai diem
tren duoi (lracket). Lo thi cua ham so (.) cho ta nhieu thong tin hon la
nhan xet (.) co mot nghiem trong khoang. Cac khong diem loi chan
giua T va C khong gay ra su doi dau con cac khong diem loi le th cho. 'eu
co mot so chan cac khong diem loi le giua T va C, su doi dau se li loai va
se co cung dau tai cac diem cuoi. \ay neu, (T)(C) < 0, phai co mot so
le cac khong diem loi le va co the co vai khong diem loi chan giua T va C.
'eu ta dong y dem so khong diem theo loi cua chung (i.e., mot khong diem
loi m duoc dem nhu la m khong diem), th ta thay co mot so le cac khong
diem giua T va C.
+.2. IHlO!C IH^I CHl^ DOl IIJ
Mot cai dat can than thuat toan chia doi dua vao mot so van de da
duoc de cap den trong chuong I. 1rong thuat toan tren, co: (I) kiem tra cho
cac gia tri chinh xac lang khong; (Z) kiem tra cho su doi dau khong duoc
lap trnh nhu kiem tra (T)(C) < 0 v kha nang underflow cua tich; va (J)
diem giua nen duoc tinh nhu la M = T (T C),2 v no de de tinh va
chinh xac hon M = (T C),2.
Chung ta thuong co gang tm mot nghiem xap xi : de cho (:) la nho
den muc co the. 1rong no luc nay, do dai tu (word) huu han phai duoc tinh
den va v vay phai chi tiet thu tuc danh gia . Cuoi cung ngay ca dau cua
gia tri tinh toan co the khong chinh xac. Lieu nay la do do chinh xac huu
han cua phep tinh dau cham dong. Hnh +.J chi do lon that thuong va dau
Hnh +.J: Ket qua danh gia dau cham dong lieu thuc (.) = .
2
e
3x
3.
2
e
2x

3.e
x
1 lang nhieu cach.
cua cac gia tri ham khi gia tri la qua nho den noi lan chat roi rac cua he
thong so dau cham dong tro nen quan trong.
'eu gia tri tinh toan cua ham co dau sai v doi so rat gan nghiem, co
the xay ra rang khoang giua hai diem tren duoi da chon trong phep chia doi
khong chua nghiem. 'gay ca nhu vay, cac xap xi tinh toan sau do se o trong
lan can cua nghiem. 'guoi ta thuong noi rang ma .|ua. .an .||a 1| se s|n| ra
m. '|an . 1 Ja| .|/ 1(n| .|ua n||em t| (T)(C) < 0. Lieu nay la hoi
hot. 'en duoc luong hoa lang cach noi rang dieu nay la thuc, hay nghiem
da duoc tm thay chinh xac nhu do chinh xac cho phep. Dien ngu chinh
xac nhu do chinh xac cho phep o day co nghIa la (:) tinh toan triet tieu,
hay mot trong cac gia tri tinh toan (T), (C) co dau sai.
Mot gia thiet co lan cua phuong phap chia doi la (.) lien tuc. Khong
co g ngac nhien phuong phap co the that lai khi (.) khong lien tuc. \ ma
II+ CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
phep chia doi khong chu y toi cac gia tri cua ham, no khong the noi su khac
nhau giua cuc diem loi le va nghiem loi le (tru phi no no luc danh gia
(.) mot cach chinh xac tai diem cuc va noi co overflow). 'hu vay, chang
han, neu ma phep chia doi duoc cho truoc ham tan(.) va duoc yeu cau tm
nghiem trong 5. 7|, no se khong gap kho khan. 'hung neu duoc yeu cau tm
nghiem trong 4. 7|, no se khong nhan ra co nghiem trong khoang nay v su
doi dau do cuc diem don loai lo su doi dau do nghiem don. \a, te nhat la,
neu duoc yeu cau tm nghiem trong 4. 5|, no se dinh vi cuc diem hoac gay
ra overflow. Chung ta thay o day ly do khac de dinh ty le (scaling): loai lo
cac cuc diem le lang cach dinh ty le loai su doi dau ma co the lam cho phep
chia doi xac dinh cuc diem le thay v khong diem. day dieu nay duoc thuc
hien lang cach J(.) = cos(.) tan(.) = sin(.). \ le kha nang xay ra viec
xac dinh cuc diem loi le, nen can trong khi dung ma chia doi de kiem tra
thang du (:) cua mot nghiem : duoc dua ra - se rat lung tung de khang
dinh : dan den gia tri rat nho cua (:) khi thuc su no dan den mot gia tri
rat lon'
Ma chia doi co the hoi tu toi cuc diem v no khong dung gia tri (M),
ma chi dau cua no. \ dieu nay toc do hoi tu cua no la nhu nhau du nghiem
la don hay khong va du ham so la tron hay khong. Cac phuong phap khac su
hoi tu la nhanh hon nhieu khi nghiem la don va ham la tron, nhung chung
lam viec khong tot neu nhung dieu kien nay khong duoc thoa.
lhep chia doi co mot so uu diem. Mien la mot khoang giua hai diem
tren duoi lan dau co the duoc tm thay, no se hoi tu lat chap khoang lan
dau chua nghiem lon den dau di nua. De lua chon khi nao xap xi la du tot.
'o hoi tu kha nhanh va toc do hoi tu doc lap voi loi cua nghiem va tinh
tron cua ham. lhuong phap doi xu tot voi do chinh xac huu han.
lhep chia doi cung co mot so han che. 'eu co mot so le khong diem
giua T va C, no se khong nhan ra co lat ky khong diem nao v khong co su
doi dau. Lac liet, no khong the tm khong diem loi chan ngoai tru do su co.
'o co the li danh lua loi cac cuc diem. Mot lat loi chinh la voi cac khong
diem don, ma thuong xay ra nhu vay, co cac phuong phap hoi tu nhanh hon
nhieu. Khong co cach dang tin de tm mot nghiem rieng cung nhu khong co
cach tm tat ca cac nghiem. Lay la su kho chiu voi tat ca cac phuong phap,
nhung mot so phuong phap tinh nghiem tot hon khi nghiem gan gia tri de
nghi.
+.. IHlO!C IH^I !L\TO! - IHlO!C IH^I C^T T|YL! II5
Hnh +.+: lhuong phap 'ewton.
4.3 Fboong pbap Ncwton - pboong pbap cat toycn
lhuong phap chia doi khong tong quat hoa cho ham lien phuc cung nhu
khong dung cho cac ham nhieu lien. Bay gio chung ta tiep tuc voi hai
phuong phap tot hon phep chia doi ve, du khong phai la tat ca, vai khia
canh. Ca hai phuong phap xap xi (.) lang duong thang 1(.) va roi xap xi
nghiem cua phuong trnh (.) = 0 loi nghiem cua 1(.) = 0.
lhuong phap 'ewton lay tiep tuyen 1(.) cua (.) tai xap xi .
i
truoc
va xap xi tiep theo (lap) .
iC1
la nghiem cua 1(.) = 0. Mot cach tuong duong,
xap xi (.) loi so hang tuyen tinh cua khai trien 1aylor tai .
i
,
(.) ~ (.
i
)
0
(.
i
)(. .
i
).
phuong trnh xap xi cho nghiem (gia su
0
(.
i
) ,= 0).
.
iC1
= .
i

(.
i
)

0
(.
i
)
. (+.5)
Khi viec tinh
0
(.
i
) gap lat tien hoac qua qua phuc tap ta co the dung
ti sai phan de xap xi no,

0
(.
i
) ~
(.
i
) (.
i1
)
.
i
.
i1
.
IIo CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
Hnh +.5: lhuong phap cat tuyen.
'eu (.
i
) ,= (.
i1
) th (+.5) thanh
.
iC1
= .
i
(.
i
)
.
i
.
i1
(.
i
) (.
i1
)
. (+.o)
\e mat hnh hoc cach lam nay tuong duong voi viec xap xi (.) lang
cat tuyen di qua hai diem lap truoc do, (.
i1
. (.
i1
)) va (.
i
. (.
i
)). \ le
nay phuong phap duoc goi la cat tuyen. Chu y, phuong phap cat tuyen can
den hai gia tri lap truoc do trong khi phuong phap 'ewton chi can mot.
Tb do 4.2. Cho (.) = .
2
2. Ciai phuong trnh (.) = 0 lang hai phuong
phap 'ewton va cat tuyen. Lay .
1
= 2. .
2
= 3.
Ket qua tinh lang phuong phap 'ewton, lay .
1
= 2:
i .
i
[ .
i
[
1 2.0 0.5858
2 1.5 0.0858
3 1.41666666666667 0.0025
4 1.41421568627451 2.1239 10
6
5 1.41421356237469 1.5947 10
12
Ket qua tinh lang phuong phap cat tuyen, lay .
1
= 2, .
2
= 3:
+.. IHlO!C IH^I !L\TO! - IHlO!C IH^I C^T T|YL! II7
i .
i
[ .
i
[
1 2.0 0.5858
2 3.0 1.5858
3 1.6000 0.1858
4 1.4783 0.0640
5 1.4181 0.0039
6 1.4143 1.1666 10
T
7 1.4142 3.5254 10
12
Qua thi du nay ta thay phuong phap 'ewton va cat tuyen nhanh hon phuong
phap chia doi rat nhieu (so sanh voi ket qua o thi du +.I)
1rong truong hop phuong trnh (.) = 0 co nghiem don th phuong
phap 'ewton va phuong phap cat tuyen hoi tu nhanh hon phuong phap chia
doi truoc day. 1ruoc het, ta xet phuong phap 'ewton. 1u (+.5) ta co
.
iC1
= .
i

(.
i
)

0
(.
i
)
.
Khi .
i
kha gan ta co nho cong thuc 1aylor:
(.
i
) ~ ()
0
()(.
i
)
(.
i
)
2
2

00
().

0
(.
i
) ~
0
() (.
i
)
00
().
\ la nghiem don nen () = 0,
0
() ,= 0, va nhu vay,
.
iC1
~ .
i

0
()(.
i
)
(x
i
)
2
2

00
()

0
() (.
i
)
00
()
.
iC1
~ (.
i
)
2

00
()
2
0
()
.
'eu .
i
gan nghiem don th sai so trong .
iC1
co mot hang so nhan voi lnh
phuong sai so trong .
i
. \ ly do nay su hoi tu cua day lap duoc goi la || .u
'a. |a| (quadratic convergence).
IIo CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
1uong tu voi phuong phap cat tuyen (+.o), ta co
.
iC1
~ (.
i
)(.
i1
)

00
()
2
0
()
.
lhuong phap nay hoi tu khong nhanh lang phuong phap 'ewton. 'hung
no nhanh hon phuong phap chia doi nhieu.
|nb ngbia 4.1. Cho day {.
n
] hoi tu ve . Boi dinh nghIa, .ap .ua su || .u
la so thuc lon nhat sao cho gioi han
lim
n!1
[.
nC1
[
[.
n
[
]
= ; ,= 0. (+.7)
Khi do, ta noi phuong phap hoi tu voi toc do theo hang so ;.
'hu vay, voi phuong phap 'ewton,
lim
x
i
!
[.
iC1
[
[.
i
[
2
= C ,= 0:
nghIa la = 2. Loi voi phuong phap cat tuyen, voi = (1
_
5),2 ~ 1.618,
co the chung minh
lim
x
i
!
[.
iC1
[
[.
i
[
]
= c ,= 0.
|nb Iy 4.1. I|u+n p|ap .a. .uyen (+.o) t+| .a. |a .r( 'ap 'an 1au .
0
. .
1
, ||
.u .+| '|n 1|em 1+n .ua (.) neu .
0
. .
1
nam .rn 1an 1n 1u 'e .|ua
.ren 1
0
(.) ta
00
(.) .n .a| '|en .u. ta
0
(.) '|n .r|e. .|eu.
C|un m|n|. 1ruoc het ta thiet lap lieu thuc lien he cac gia tri ham tai la
luoc lap lien tiep .
i1
. .
i
. .
iC1
. Coi 1(.) la da thuc lac nhat noi suy (.)
tren tap {.
i1
. .
i
]. Cia tri lap .
iC1
la khong diem cua 1(.). 1heo cong thuc
sai so cua phep noi suy, ta co
(.
iC1
) 1(.
iC1
) = (.
iC1
.
i1
)(.
iC1
.
i
)

00
()
2
+.. IHlO!C IH^I !L\TO! - IHlO!C IH^I C^T T|YL! II9
hay, v 1(.
iC1
) = 0
(.
iC1
) = (.
iC1
.
i1
)(.
iC1
.
i
)

00
()
2
(+.o)
voi thich hop. Mat khac, tu (+.o) ta co hai he thuc:
.
iC1
.
i
=
(.
i
.
i1
)(.
i
)
(.
i
) (.
i1
)
. (+.9)
.
iC1
.
i1
=
(.
i
.
i1
)(.
i1
)
(.
i
) (.
i1
)
. (+.IO)
He thuc thu la nhan duoc nho dinh ly gia tri trung gian cho dao ham:
(.
i
) (.
i1
)
.
i
.
i1
=
0
(j). (+.II)
trong do j nam giua .
i1
va .
i
, chua liet. 1o hop cac phuong trnh (+.o) -
(+.II) ta thu duoc
(.
iC1
) = (.
i
)(.
i1
)

00
()
2
0
(j)|
2
.
Duoi cac gia thiet cua dinh ly, tren khoang thich hop, ta co
[
00
(.)[ < M
2
. 0 _ m
1
_ [
0
(.)[ _ m
2
(+.IZ)
va v nghiem can tm la nghiem don, nen cac chan o day va lieu thuc cua
(.
iC1
) o tren cho
[(.
iC1
)[ _ [(.
i
)[[(.
i1
)[
M
2
2m
2
1
.
'eu dat
c
i
= [(.
i
)[
M
2
2m
2
1
IZO CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
th lat dang thuc tren dan den
c
iC1
_ c
i1
c
i
.
Le y rang, theo dinh ly gia tri trung gian cho dao ham, ta co:
[(.
0
)[ = [() (.
0
)
0
(j
1
)[ _ [.
0
[m
2
.
[(.
1
)[ = [() (.
1
)
0
(j
2
)[ _ [.
1
[m
2
.
Lieu nay am chi
c = max{c
0
. c
1
] < 1.
neu .
0
. .
1
du gan . 1u day, de dang suy ra
c
2
_ c
2
.
c
3
_ c
2
c = c
3
.
c
4
_ c
3
c
2
= c
5
.
.
.
.
c
i
_ c

i
.
trong do

i
=
1
_
5
_
_
_
1
_
5
2
_
iC1

_
1
_
5
2
_
iC1
_
_
. (+.IJ)
\

1
_
5
2

< 1 <
1
_
5
2
nen khi i lon

i
~
1
_
5
_
1
_
5
2
_
iC1
.
'hu vay,
i
o, va v 0 < c < 1 nen c
i
0.
1u cach dat cua c
i
va v
[(.
i
)[ = [(.
i
) ()[ = [.
i
[[
0
(v)[ _ [.
i
[m
1
.
+.. IHlO!C IH^I !L\TO! - IHlO!C IH^I C^T T|YL! IZI
ta thay .
i
.
Cac phuong phap lap hoi tu voi toc do r > 1 duoc goi la || .u s|eu .yen
./n| (superlinearly convergent). 'hu da thay, phuong phap 'ewton va phuong
phap cat tuyen la hoi tu sieu tuyen tinh khi duoc dung de tinh nghiem don.
Lang tiec, no khong con nhu vay khi tinh nghiem loi. 1hat vay, xet truong
hop phuong phap 'ewton, neu .
i
gan nghiem loi m (m > 1), , th
(.) ~
(. )
n
m

(n)
().

0
(.) ~
(. )
n1
(m 1)

(n)
().
Lieu nay am chi
.
iC1
= .
i

(.
i
)

0
(.
i
)
~
m 1
m
(.
i
).
Bieu thuc nay chung to rang, voi mot nghiem loi m, phuong phap 'ewton
chi hoi tu tuyen tinh voi hang so (m 1),m.
Tb do 4.3. lhuong trnh .
20
1 = 0 co nghiem don = 1. Dung phuong
phap 'ewton voi .
1
= 1,2. 'han xet g ve qua trnh tinh.
'eu ta lay .
1
= 1,2 th tu (+.5)
.
2
=
1
2

(1,2)
20
1
20(1,2)
19
= 26214.875.
\ tiep tuyen hau nhu nam ngang, mot gia tri lap lan dau tot (gan voi nghiem
chinh xac) nhung lai cho gia tri lap tiep theo rat xau (rat xa nghiem chinh
xac)'
Cung vay, neu .
i
;1 th
.
iC1
= .
i

.
20
i
1
20.
19
i
~ .
i

.
20
i
20.
19
i
=
19
20
.
i
.
IZZ CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
So sanh su xap xi nghiem
.
iC1
1
.
i
1
~
.
iC1
.
i
~
19
20
ta thay xap xi la lac I, qua trnh lap co toc do rat cham, cham hon ca phuong
phap chia doi. 1ai sao 1 la nghiem don cua phuong trnh .
20
1 = 0 ma lai
xay ra nhu vay! 1hat ra, trong mat phang phuc, nghiem cua phuong trnh
dang xet la can lac 20 cua don vi, gom 20 diem phan lo deu tren vong tron
don vi. 'hung o khoang cach xa ~ 26000 tu vi tri .
2
th cac nghiem nay hau
nhu trung nhau, nghIa la 1 la nghiem loi 20.
lhuong phap 'ewton chi hoi tu lac hai khi nghiem la don. 'gay ca
voi nghiem don, thi du nay chi ra su hoi tu lac hai chi xay ra khi cac gia tri
lap du gan nghiem. 'hung qua gan nghiem th so hoc co do chinh xac
huu han lai anh huong den toc do hoi tu
Bay gio ta xet ung xu cua phuong phap 'ewton va phuong phap cat
tuyen khi tinh toan voi do chinh xac huu han. 1rong lan can cua nghiem,
gia tri tinh toan cua (.) thay doi that thuong ve do lon va dau. Rat thuong
xay ra la gia tri tinh toan cua (.) khong co chu so nao giong gia tri thuc.
\oi mot nghiem don [
0
()[ la khac khong, va neu nghiem khong la dieu
kien xau th [
0
()[ khong nho. 'hu mot he qua, gia tri tinh toan cua dao
ham cap mot thong thuong co vai chu so dung. 1u do, su hieu chinh toi .
i
duoc tinh loi phuong phap 'ewton la rat nho voi do chinh xac huu han gia
tri lap ke tiep van o gan nghiem ngay ca neu no di chuyen ra ngoai (khoang
chua nghiem) do (.
i
) co dau sai. Lieu nay giong nhu phuong phap chia doi
va duoc goi la on dinh voi do chinh xac huu han. lhuong phap cat tuyen
th ung xu hoan toan khac. Su hieu chinh toi gia tri lap hien hanh,
.
i
.
i1
(.
i
) (.
i1
)
co nhung gia tri khong luong truoc duoc do do chinh xac huu han. Ro rang
gia tri lap ke tiep co the nam xa ngoai khoang cua do chinh xac huu han.
Co mot cach nhn khac ve phuong phap cat tuyen lam sang to lan chat
cua no. Mot cach tiep can tm nghiem cua (.) la dung noi suy da thuc
1(.) theo nhieu gia tri ,
i
= (.
i
) cua (.) va roi xap xi loi nghiem cua
da thuc nay. lhuong phap cat tuyen la truong hop noi suy tuyen tinh. Cac
noi suy cap cao hon cho xap xi (.) chinh xac hon, noi chung, dan den so do
+.+. DlLM B^T DO!C V^ IHlO!C IH^I l^I IZJ
voi toc do hoi tu cao hon. So do dua tren noi suy lac hai duoc goi la p|u+n
p|ap Mu''er. 'o co phuc tap hon phuong phap cat tuyen (v phai tm nghiem
cua phuong trnh lac hai), va hoi tu nhanh hon mot chut. \oi tat ca cac
phuong phap dua tren noi suy da thuc co lac lon hon I, ta can tm nghiem
cua da thuc khi tinh gia tri lap ke tiep .
iC1
. Le co su hoi tu, nghiem gan .
i
nhat nen duoc chon. Mot khac liet quan trong giua phuong phap Muller va
phuong phap cat tuyen la da thuc lac hai co the co nghiem phuc. 'gay ca
gia tri lap .
i
la thuc va (.) la ham thuc, phuong phap Muller van co the
sinh ra gia tri lap phuc. Lay la mot khuyet diem cua phuong phap Muller.
4.4 icm bat dong va pboong pbap Iap
lhuong phap 'ewton la mot thi du cua cac thu tuc trong do mot day diem
duoc tinh tu cong thuc dang
.
nC1
= J(.
n
) (n _ 1). (+.I+)
1huat toan dinh loi mot phuong trnh nhu vay duoc goi la p|ep 'ap |am
(functional iteration). 1rong phuong phap 'ewton, ham J duoc cho loi
J(.) = .
(.)

0
(.)
.
1rong phuong phap duoc liet voi ten goi p|u+n p|ap S.eJJensen (Steffensen's
method), ta co
J(.) = .
(.)|
2
(. (.)) (.)
.
Co nhieu cach chon J duoi dang
J(.) = . g(.).
nhung day cac diem {.
n
] co the khong hoi tu. 'eu J lien tuc va .
n

khi n o th J() = , va ta goi s la 1|em 'a. 1n (fixed point) cua ham
J. Mot anh xa (hay ham) J duoc goi la . neu ton tai mot so thuc z < 1 sao
cho
[J(.) J(,)[ _ z[. ,[ (+.I5)
voi moi .. , nam trong mien xac dinh cua J.
IZ+ CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
|nb Iy 4.2 (Linh ly anh xa co). C| J 'a an| xa . .ua .ap 1 C R ta
C. T|| J . Juy n|a. m. 1|em 'a. 1n. H+n nua, 1|em 'a. 1n nay 'a |+| |an
.ua m| Jay n|an 1u+. .u p|u+n .r|n| (+.l+) t+| 'a. 'y 1|em '|+| 1au .
0
C.
C|un m|n|. Dung tinh chat co va phuong trnh (+.I+) ta co the viet
[.
n
.
n1
[ = [J(.
n1
) J(.
n2
)[ _ z[.
n1
.
n2
[.
Lap lai chung minh nay ta duoc:
[.
n
.
n1
[ _ z[.
n1
.
n2
[ _ z
2
[.
n2
.
n3
[ _ _ z
n1
[.
1
.
0
[.
\ .
n
co the viet duoi dang
.
n
= (.
n
.
n1
) (.
n1
.
n2
) (.
1
.
0
) .
0
= .
0

n1

iD1
(.
i
.
i1
).
Le chung minh day {.
n
] hoi tu ta chi can chung minh chuoi
1

nD1
(.
n
.
n1
)
hoi tu.
Do [.
n
.
n1
[ _ z
n1
[.
1
.
0
[ voi moi n, va chuoi

z
n1
hoi tu nen
chuoi
1

nD1
[.
n
.
n1
[
hoi tu tuyet doi (theo tieu chuan so sanh).
Coi la gioi han cua day, ta co ngay J() = (chu y anh xa co la ham
lien tuc).
1inh duy nhat cua diem lat dong duoc suy ra truc tiep tu (+.I5). Cia su
J co hai diem lat dong . va ,, th
[. ,[ = [J(.) J(,)[ _ z[. ,[
\ z < 1 nen . = ,.
+.+. DlLM B^T DO!C V^ IHlO!C IH^I l^I IZ5
Bay gio ta phan tich sai so trong phuong phap lap. Cia su J co diem
lat dong, , va day {.
n
] xac dinh loi cong thuc .
nC1
= J(.
n
). Lat
c
n
= .
n
.
'eu J
0
ton tai va lien tuc, th theo dinh ly gia tri trung gian
.
nC1
= J(.
n
) J() = J
0
(
n
)(.
n
)
hay
c
nC1
= J
0
(
n
)c
n
.
trong do
n
la diem nam giua .
n
va . Lieu kien J
0
(.) < 1 voi moi . lao dam
sai so giam khi n tang. 'eu c
n
la nho, th
n
nam gan , va J
0
(
n
) ~ J
0
().
1a hy vong toc do hoi tu lon neu J
0
() la nho. Mot truong hop ly tuong la
J
0
() = 0. 1rong truong hop do, ta can den so hang cong them trong chuoi
taylor.
Cia su ton tai so nguyen q sao cho
J
(k)
() = 0 khi 1 _ k < q nhung J
(q)
() ,= 0.
1u cong thuc khai trien 1aylor cua J(.
n
) tai , ta co
c
nC1
= J(.
n
) J()
= J( c
n
) J()
=
_
J() c
n
J
0
()
c
2
n
2
J
00
()
c
q1
n
(q 1)
J
(q1)
()
c
q
n
q
J
(q)
(
n
)
_
J()
va v vay
e
nC1
=
c
q
n
q
J
(q)
(
n
). (+.Io)
Do .
n
nen
lim
n!1
[c
nC1
[
[c
n
[
q
=
1
q
[J
(q)
()[: (+.I7)
nghIa la .
n
hoi tu cap q ve .
IZo CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
4.S Tico cboan dong pbcp Iap
Cac thuat toan trnh lay o tren co the cai dat duoi dang chuong trnh con,
tm nghiem xap xi phuong trnh (.) = 0. \oi muc dich gioi thieu cach cai
dat thuat toan lap, o day, ta trnh lay mot chuong trnh dang function cho
phuong phap cat tuyen. 'hung truoc het, de lao dam thuat toan dung, ta
phai chon tieu chuan dung cho phep giai lap. 1huong day lap duoc dung theo
mot trong la tieu chuan sau:
(I) [(.
n
)[ < c
1
;
(Z) [.
nC1
.
n
[ < c
2
;
(J)
[.
nC1
.
n
[
[.
nC1
[
< c
3
.
day, cac c
i
la do chinh xac cho truoc. 1rong thuc hanh, nguoi ta thuong
dung tieu chuan (I) hoac (Z); truong hop nghiem qua lon hoac qua nho so voi
I, nguoi ta dung tieu chuan (J). Cung can nhac lai rang, khi dung tieu chuan
(I) - thang du le hon c
1
- can luu y den cach chon ti le khi thiet lap phuong
trnh.
1rong function secantm, giai phuong trnh (.) = 0, duoi day cho phep
nguoi dung chon tieu chuan dung cho phep lap thong qua lien opt trong danh
sach doi so. 'goai ra, function secantm con cho phep in gia tri lap trung gian
neu duoc yeu cau thong qua lien trace.
function [x,flag]=secantm(f,x1,x2,N,EPS,opt,trace,varargin)
% tim nghiem phuong trinh f(x)=0 bang pp cat tuyen
% update: 11/11/09
% input:
% f - dieu khien ham cua ham f(x)
% x1, x2 - hai gia tri ban dau
% N - so lan lap toi da
% EPS - sai so toi da
% opt - tieu chuan dung; opt=1 - tc 1, opt=2 - tc 2, opt=3 - tc 3; mac dinh=1
% trace - in day lap; trace=0 - khong in, ttrac~=0 in; mac dinh=0
% output:
% x - nghiem xap xi
% flag - co; flag=0 - khong giai duoc, flag~=0 so buoc lap thuc hien
flag=0;
+.5. TlL| CH|^! Dl!C IHLI l^I IZ7
xold1=x1;
xold2=x2;
if nargin<7, trace=0; end
if nargin<6, opt=1; trace=0; end
if nargin<5, EPS=10^-12; opt=1; trace=0; end
if nargin<4, N=100; EPS=10^-12; opt=1; trace=0; end
if opt~=1&opt~=2&opt~=3, opt=1; end
if N<1, N=100; end
for k=1:N
x=xold2-f(xold2)*(xold2-xold1)/(f(xold2)-f(xold1));
switch opt
case 1,
if abs(f(x))<EPS
flag=k
break;
end
case 2,
if abs(x-xold2)<EPS
flag=k;
break;
end
case 3,
if abs(x-xold2)/abs(x)<EPS
flag=k;
break;
end
end
if trace~=0, disp(x); end
xold1=xold2;
xold2=x;
end
C|u |a|
? ccII array - mang (ma tran) te lao. Lay la kieu du lieu cho phep goi ten va
thao tac voi mot nhom du lieu co nhieu kich co va nhieu kieu.
? varargin - lien chieu dai danh sach doi so nhap. Cho phep so luong doi so
lat ky cho mot function. Bien varargin la mot mang te lao chua cac doi so tuy chon
cho mot function. varargin phai duoc phat lieu nhu la doi so nhap cuoi cung va
tu tap tat ca cac doi so nhap tu diem do tro di. Bang cach dung lien nay function
secantm co the duoc goi voi so doi so it hon o.
IZo CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
? nargin - so doi so nhap cua function. Ben trong than cua function, do nguoi
dung dinh nghIa, nargin tra ve so doi so nhap duoc dung de goi function.
? function secantm goi ham f.x/ khi tinh toan. Le truyen ham f.x/ lang
doi so ta dung lien dieu khien ham.
Cu phap:
dieukhien = @ten ham
dieukhien = @(ds doiso)ham nac danh
Mo ta:
dieukhien = @ten ham tra ve mot dieu khien toi ham Matlal duoc chi dinh.
Mot dieu khien ham (function handle) la mot gia tri Matlal cung cap mot
phuong tien goi ham cach gian tiep. 1a co the truyen cac dieu khien ham khi goi
cac ham khac. 1a cung co the luu tru cac dieu khien ham trong cac cau truc du lieu
de dung sau nay. Lieu khien ham la mot trong cac kieu du lieu chuan cua Matlal
(function handle).
dieukhien = @(ds doiso)ham nac danh xay dung mot ham nac danh va
tra ve mot dieu khien toi ham do. 1han cua ham, len phai dau ngoac don, la mot
lenh hay phat lieu Matlal. ds doiso la danh sach cac doi so nhap, cach nhau lang
dau phay. 1hi hanh ham lang cach goi no nho dieu khien ham, dieukhien. 1hi
du, lenh duoi day tao mot ham nac danh tm can lac hai cua mot so. Khi ta goi
ham nay, Matlal gan gia tri ta truyen vao lien x, va roi dung x trong phuong trnh
x.^2:
sqr = @(x) x.^2;
1ac tu @ xay dung mot dieu khien ham cho ham nay, va gan dieu khien toi lien
xuat sqr. Le thi hanh ham sqr dinh nghIa o tren, go
a = sqr(5)
a =
25
? Le viec goi function secantm duoc mem deo ta dung lien varargin nhu chi
ra o tren. Khi do, cac doi so khong duoc nhap se gan cac gia tri mac dinh. Lieu nay
duoc thuc hien nho cau truc chuyen (re nhanh): switcb - chuyen (re nhanh) giua
nhieu truong hop dua tren lieu thuc.
Dang tong quat cua lenh switch:
switch bieuthuc
case th1,
(cac) lenh
case th1, th2, th3,...
(cac) lenh
+.5. TlL| CH|^! Dl!C IHLI l^I IZ9
otherwise,
(cac) lenh
end
? Matlal cung cap function fzcro tm nghiem phuong trnh f.x/ D 0.
Cu phap thuong dung: x = fzero(fun,x0,options), trong do:
fun la dieu khien ham;
xO la gia tri lap lan dau;
options la cac tuy chon duoc tao lang function optimset cua Matlal.
? optimsct - tao hay lien tap cac tuy chon. \oi function fzero thuong ta chi
can hien thi gia tri lap trung gian nen cu phap duoc dung:
options = optimset(display,giatri)
trong do giatri la mot trong cac gia tri sau 'off' - khong xuat, 'iter' - xuat cac ket qua
trung gian, 'final' - chi xuat ket qua cuoi cung, 'notify' - chi xuat neu qua trnh khong
hoi tu F
Bay gio ta goi function secantm giai phuong trnh .
2
2 = 0 (thi du +.I).
>> clear all
>> f=@(x) x^2-2;
>> [x,flag]=secantm(f,2,3,100,10^-12,1,1)
Ket qua tra ve
1.6000
1.4783
1.4181
1.4143
1.4142
1.4142
x =
1.4142
flag =
7
Dung function fzero, truoc het ta dat tuy chon roi goi function
>> clear all
>> options = optimset(Display,iter);
>> x=fzero(f,2,options)
Ket qua tra ve
IJO CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
Search for an interval around 2 containing a sign change:
Func-count a f(a) b f(b) Procedure
1 2 2 2 2 initial interval
3 1.94343 1.77693 2.05657 2.22947 search
5 1.92 1.6864 2.08 2.3264 search
7 1.88686 1.56025 2.11314 2.46535 search
9 1.84 1.3856 2.16 2.6656 search
11 1.77373 1.1461 2.22627 2.9563 search
13 1.68 0.8224 2.32 3.3824 search
15 1.54745 0.394607 2.45255 4.01499 search
16 1.36 -0.1504 2.45255 4.01499 search
Search for a zero in the interval [1.36, 2.45255]:
Func-count x f(x) Procedure
16 1.36 -0.1504 initial
17 1.39945 -0.0415434 interpolation
18 1.41435 0.000384399 interpolation
19 1.41421 -2.01697e-006 interpolation
20 1.41421 -9.69058e-011 interpolation
21 1.41421 4.44089e-016 interpolation
22 1.41421 4.44089e-016 interpolation
Zero found in the interval [1.36, 2.45255]
x =
1.4142
4.6 Hc pboong trnb pbi toycn
Mot lai toan thuong xuat hien trong toan hoc tinh toan la tm mot vai hoac
tat ca cac nghiem cua mot he gom n phuong trnh phi tuyen voi n an. 'hung
lai toan nhu vay tong quat va kho hon nhieu so voi lai toan mot phuong
trnh mot an so. Co the thay ngay phuong phap chia doi khong ap dung duoc
(mo rong duoc) cho truong hop nay. lhuong phap cat tuyen co the tong quat
hoa cho truong hop nay nhung cach lam khong hien nhien v su phuc tap
hnh hoc khi so chieu lon. \oi phuong phap 'ewton th khac, su tong quat
hoa ra truong hop n phuong trnh n an so rat tu nhien va rat . . . dep. Le don
gian viec trnh lay, xet he gom hai phuong trnh theo hai an:
(.. ,) = 0
g(.. ,) = 0
(+.Io)
+.o. HL IHlO!C TnI!H IHl T|YL! IJI
\iet duoi dang vecto
b(w) = 0.
trong do
w =
_
.
,
_
. b =
_

g
_
.
1uong tu nhu trong truong hop I-chieu (phuong phap 'ewton), khai trien
ham . g nho cong thuc 1aylor chi giu lai cac so hang lac nhat
(.
0
. ,
0
)
d
d.
(.
0
. ,
0
)(. .
0
)
d
d,
(.
0
. ,
0
)(, ,
0
) = 0
g(.
0
. ,
0
)
dg
d.
(.
0
. ,
0
)(. .
0
)
dg
d,
(.
0
. ,
0
)(, ,
0
) = 0
Xap xi ke tiep (.
1
. ,
1
) = (.
1
^.
1
. ,
1
^,
1
) co the tm lang cach giai he
phuong trnh
d
d.
(.
0
. ,
0
)^.
1

d
d,
(.
0
. ,
0
)^,
1
= (.
0
. ,
0
)
dg
d.
(.
0
. ,
0
)^.
1

dg
d,
(.
0
. ,
0
)^,
1
= g(.
0
. ,
0
)
xac dinh (^.
1
. ^,
1
).
'eu ky hieu
)(w
k
) =
_
J(
Jx
(.
k
. ,
k
)
J(
J,
(.
k
. ,
k
)
J
Jx
(.
k
. ,
k
)
J
J,
(.
k
. ,
k
)
_
la ma .ran ja.'| cua he phuong trnh (+.Io). 1h phuong phap 'ewton cho he
hai phuong trnh hai an la
)(w
k
)^w
k
= b(w
k
). (+.I9)
IJZ CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
(.
0
. ,
0
) 'ghiem (.. ,) So lan lap
(1.2. 2.5) (1.3364. 1.7542) 4
(2.0. 2.5) (0.9013. 2.0866) 9
(1.2. 2.5) (0.9013. 2.0866) 4
(2.0. 2.5) (3.0016. 0.1481) 19
Bang +.I: Ket qua so thi du +.+
Tb do 4.4. Ciai he phuong trnh
.
2
.,
3
9 = 0
3.
2
, ,
3
4 = 0
(+.ZO)
\
d
d.
= 2. ,
3
.
d
d,
= 3.,
2
.
dg
d.
= 6.,.
dg
d,
= 3.
2
3,
2
.
he duoc giai tai moi luoc lap la
_
2.
k
,
3
k
3.
k
,
2
k
6.
k
,
k
3.
2
k
3,
2
k
_ _
^.
k
^,
k
_
=
_
.
2
k
.
k
,
3
k
9
3.
2
k
,
k
,
3
k
4
_
.
Bang +.+ cho ket qua so voi cac diem khoi dau (.
0
. ,
0
) khac nhau. 1rong
tat ca cac truong hop phep lap dung khi
max
_
[b[.
[^w[
[w[
_
_ 10
6
.
Ket qua tinh toan chung to rang he co it nhat la nghiem, moi nghiem duoc
tm thay phu thuoc vao diem khoi dau (.
0
. ,
0
).
+.o. HL IHlO!C TnI!H IHl T|YL! IJJ
Cung nhu phuong phap 'ewton cho ham mot lien, co the chung to
rang neu b hai lan kha vi gan nghiem a cua b(w) = 0, neu ma tran |acoli
tai a, )(a), khong suy lien, va neu w
0
du gan a, th phuong phap 'ewton se
hoi tu ve a va su hoi tu la cap hai.
Mot kho khan trong thuc hanh la tm diem khoi dau du gan de qua
trnh lap dan toi nghiem can tm. Su hieu liet ve lai toan va su mo rong
nghiem co the rat huu ich o day. Mot cach tiep can tong quat la lien he viec
tm nghiem w cua b(w) = 0 voi su cuc tieu hoa thang du 1(w) = [b(w)[
2
=
(w)|
2
g(w)|
2
. Ro rang ham nay co cuc tieu la 0 tai moi nghiem cua
b(w) = 0. Y tuong la chu y den su lien thien ^w
k
tinh tu phuong phap
'ewton nhu viec cho huong theo do ta tm mot gia tri z sao cho phep qua
lap
w
kC1
= w
k
z^w
k
cho gia tri nho cua thang du:
1(w
kC1
) < 1(w
k
).
Lieu nay luon luon thuc hien duoc v cho den khi nhan duoc nghiem,
_
d
dz
1(w
k
z^w
k
)
_
2D0
= 21(w
k
) < 0.
Co nhieu chi tiet thuc hanh phai duoc vach ra. Chang han, khong nhat thiet,
hay ngay ca mong muon, tm gia tri cua z cuc tieu hoa thang du. Cac phuong
phap thuoc loai nay duoc goi la cac phuong phap 'ewton chung (damped
'ewton methods). Mot cai dat can than phuong phap nay se phat sinh day
lap hoi tu khi ma phuong phap 'ewton that lai. 1rong truong hop ca hai
phuong phap deu hoi tu th hieu qua cua chung la nhu nhau.
Cao boi va bai tap
4.1. 1hang du cua mot nghiem dua ra r cua J(.) la J(r). 1a thuong thay
phat lieu: thang du la nho nen nghiem phai tot. Lieu nay co xac thuc
khong! \ai tro cua viec. \iec dinh ti le dong vai tro g!
4.2. lhan liet nghiem don va nghiem loi lang do thi nhu the nao! Ciai
thich lang do thi cach xac dinh tot cac nghiem. So sanh voi lai tap +.I.
IJ+ CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
Hnh +.o: Bai tap +.J.
4.3. Lanh gia lang hnh hoc nghiem cua ham J(.) ma do thi duoc cho len
duoi.
(a) \oi khoang chua nghiem lan dau 0.0. 1.0| la khoang chua nghiem
ke tiep la nhung khoang nao!
(l) 'eu .
1
= 0.0 va .
2
= 1.0, danh dau tren do thi vi tri xap xi cua .
3
lang cach dung mot luoc cua phuong phap cat tuyen.
(c) 'eu .
1
= 0.5, danh dau tren do thi vi tri xap xi cua .
2
va .
3
lang
cach dung hai luoc cua phuong phap 'ewton.
4.4. La thuc (.) = .
3
2. 5 co mot nghiem trong 2. 3|.
(a) Chung to rang 2. 3| la khoang chua nghiem cua (.).
(l) /p dung lon luoc cua phuong phap chia doi de giam khoang chua
nghiem xuong con 1,16.
(c) 1inh .
3
va .
4
lang phuong phap cat tuyen lat dau voi .
1
= 3 va
.
2
= 2.
(d) 1inh .
2
, .
3
, va .
4
dung phuong phap 'ewton voi .
1
= 2.
4.S. Le tm noi sin . = .,2 voi . > 0,
(a) 1m mot khoang thich hop chua nghiem cua mot ham phu hop (.).
(l) /p dung lon luoc cua phuong phap chia doi de giam khoang chua
nghiem xuong con 1,16.
(c) 1inh .
3
va .
4
lang phuong phap cat tuyen lat dau voi .
1
va .
2
lay
lang cac gia tri cua khoang.
(d) 1inh .2, .
3
, va .
4
dung phuong phap 'ewton voi .
1
la diem giua
cua khoang.
4.6. Co lao nhieu phep danh gia ham trong phuong phap chia doi!
4.7. 1rong chung minh hoi tu cua phuong phap cat tuyen, phat lieu rang,
neu c = max{c
0
. c
1
] < 1 th lat dang thuc
c
iC1
_ c
i
c
i1
+.o. HL IHlO!C TnI!H IHl T|YL! IJ5
am chi
c
i
_ c

i
.
va

i
=
1
_
5
_
_
_
1
_
5
2
_
iC1

_
1
_
5
2
_
iC1
_
_
.
Hay thiet lap dieu nay.
4.8. \iet ma Matlal cho phuong phap 'ewton.
4.9. Ham dac liet
erf(.) =
2
_

_
x
0
e
t
2
Jt.
goi la |am sa| (error function), duoc dung trong ly thuyet xac suat va nhieu
lanh vuc cua khoa hoc va ky thuat. \ ham duoi dau tich phan la duong voi
moi t , ham tang ngat va v vay co ham nguoc . = erf
1
(,). Ham sai nguoc
la mot ham quan trong do kha nang ap dung cua no va co the danh gia voi
, cho truoc lang cach giai phuong trnh erf(.) = ,. lunction erfinv cua
Matlal cho ham sai nguoc. Hay dung phuong phap 'ewton de tm ham sai
nguoc, so sanh voi ket qua tinh nho erfinv.
4.10. 1m cap hoi tu cua cac day sau:
a) .
n
=
_
1,n; l) .
n
=
n
_
n; c) .
n
=
_
1 1,n; .
nC1
= arctg.
n
.
4.11. Chung to ham J(.) = 4.(1 .) anh xa doan 0. 1| vao chinh no va
khong co. Chung to rang no co diem lat dong. 1ai sao dieu nay khong mau
thuan voi dinh ly anh xa co!
4.12. Chung to ham J(.) = 2 . arctg. co tinh chat [J
0
(.)[ < 1 nhung
no khong co diem lat dong. Ciai thich ly do dieu nay khong mau thuan voi
dinh ly anh xa co.
4.13. Chung to phuong phap tinh
_
1 duoi day hoi tu cap la:
.
nC1
=
.
n
(.
2
n
31)
3.
2
n
1
.
IJo CHlO!C +. !CHlLM IHlO!C TnI!H IHl T|YL!
4.14. Dung phuong phap lap 'ewton tm mot nghiem (voi sai so tuyet doi
toi da la 10
4
) gan diem (0.5. 1.0. 0.0) cua he phi tuyen
2.
2
. ,
2
: = 0.
32.
2
,
2
20: = 0.
,
2
14.: = 0.
4.1S. 1m la tham so . va ; trong mo hnh
(.) = e
x
;.
lang phep noi suy la diem (1. 10). (2. 12) va (3. 18). Dung phep lap 'ewton
tm la tham so voi la chu so co nghIa.
Cboong S
Tcb pban so
Xap xi
_
b
o
(.)J. lang so duoc goi la tich phan so hay cau phuong. Hau het
chuong nay lien quan den khoang huu han a. b|, nhung co mot vai lan luan
ve tich phan voi a vahay b la vo han. 1hinh thoang dua vao ham trong
luong n(.) > 0 la huu ich va nhu vay xap xi tich phan dang
_
b
o
(.)n(.)J..
Co nhieu ly do nghien cuu tich phan so. 'guyen ham (antiderivative) cua
co the khong liet hay khong la ham so cap. 1ich phan co the khong co hieu
luc v ham duoc xac dinh loi cac gia tri trong lang hay loi mot chuong
trnh con. Hay, cac tich phan xac dinh phai duoc xap xi nhu thanh phan cua
so do tinh toan phuc tap hon, chang han nhu giai cac phuong trnh vi phan
lang phan tu huu han nho cac phuong phap lien phan hay Calerkin.
Mot nguyen ly co lan trong giai tich so la neu ta khong the lam dieu ta
muon voi mot ham (.) cho truoc, ta xap xi no lang mot ham ma voi no ta
co the thuc hien duoc. 1huong ham xap xi la mot da thuc noi suy. Bang cach
dung nguyen ly nay ta se thiet lap mot vai quy tac cau phuong va nghien cuu
sai so cua chung. Khi xap xi ham ta thay rang da thuc noi suy tung manh
tien loi hon da thuc noi suy, o day dieu nay cung dung. Cach noi suy da thuc
tung manh la tu nhien cho cau phuong v dung ham nhu vay chung qui la
le khoang lay tich phan thanh cac manh va xap xi lang da thuc tren moi
manh ay. Y tuong then chot trong cau phuong la phai tinh den dang dieu
cua (.) khi chia tach khoang. lhep cau phuong thich ung nay duoc mo
ta trong muc 5.Z va ma duoc lan luan trong muc tiep theo. lhep cau phuong
thich ung la van de chinh cua chuong, nhung vai chu y duoc cho cho tich
phan cua lang du lieu va cho tich phan cua cac ham hai lien. Chu y dac
liet duoc danh cho cac lai toan chuan li cho loi giai co hieu qua cua chung
lang cac ma cua loai phat trien o day.
IJ7
IJo CHlO!C 5. TlCH IH^! SO
S.1 Cac qoy tac cao pboong co ban
Le xap xi
_
b
o
(.)n(.)J. (5.I)
gia su da liet gia tri cua tai N diem phan liet .
1
. .
2
. . . . . .
1
. Coi 1
1
(.)
la da thuc noi suy tai cac diem nay. Dang Lagrange cua 1
1
(.) de dang
dan den xap xi
_
b
o
(.)n(.)J. ~
_
b
o
1
1
(.)n(.)J. =
_
b
o
1

iD1
(.
i
)1
i
(.)n(.)J. =
1

iD1
(.
i
)
_
b
o
1
i
(.)n(.)J. =
1

iD1

i
(.
i
). (5.Z)
day gia thiet cac trong luong
i
ton tai. Lieu nay tuong duong voi su ton
tai cac tich phan
_
b
o
.
}
n(.)J. voi = 0. 1. .... N 1.
1rong truong hop n(.) = 1, a va b huu han, th gia thiet nay la dung. 1uy
nhien, neu khoang la vo han (e.g.,
_
1
0
(.)J.), tiep can tren that lai v
khong co .
}
nao co tich phan tren khoang nay.
Kho khan co lan cua viec tiep can, trong truong hop
_
1
0
(.)J., la no
duoc dat co so tren su xap xi (.) loi da thuc, ma cac da thuc khong co tich
phan huu han tren khoang vo han. \ tich phan (.) ton tai, no phai dan
toi khong that nhanh khi . o. Mot loi khuyen huu ich la phai co lap
dang dieu khac da thuc vao ham trong luong. Chang han, neu ta dua vao
ham trong luong n(.) = e
x
va dinh nghIa J(.) = (.)e
x
, tich phan co the
viet lai nhu la
_
1
0
J(.)e
x
J.. Khong phuc tap lam de nhan duoc cong thuc
cho cac tich phan dang
_
1
0
J(.)e
x
J. v cac tich phan
_
1
0
.
}
e
x
J. ton tai
voi moi . Loi khuyen nay co cho mot xap xi tot
_
1
0
(.)J. hay khong la
van de J(.) co ung xu giong mot da thuc hon (.) hay khong.
5.l. C^C _|Y T^C C^| IHlO!C CO B^! IJ9
1ich phan tren khoang vo han la loai lai toan chua nhieu kho khan.
1ich phan voi ham duoi dau tich phan co ky di cung chua dung kho khan
v chung ung xu khong giong da thuc. 1hong thuong viec dung ham trong
luong la cach tot de doi xu voi nhung lai toan nhu vay. Chang han, trong
loi giai cac lai toan the vi phang lang phuong phap phan tu lien, can xap
xi cac tich phan thuoc dang
_
1
0
J(.) ln .J.
(va sau do giai he cac phuong trnh tuyen tinh de co duoc nghiem so cho
phuong trnh tich phan cua ly thuyet the vi). Ham ln . co the duoc xem nhu
ham trong luong v no khong duong tren khoang (0. 1) va cac tich phan
_
1
0
.
}
ln(.)J.
ton tai voi moi (ham trong luong n(.) trong (5.I) co the lay la ln .).
1uong tu cach lam trong thi du lay tich phan tren khoang vo han, neu ta
muon tinh
_
1
0
(.)J. va (.) ung xu giong ln. khi . 0, ta co the dua
vao ln . nhu ham trong luong va viet J(.) = (.), ln(.). Lng xu giong
khi . 0 co nghIa la
lim
x!0
(.)
ln(.)
= c.
1u day ve sau dieu nay se duoc viet la (.) - c ln(.). \ J(.) co mot gioi
han huu han tai . = 0, no duoc xap xi loi da thuc tot hon (.), ma la vo
han o do.
Mot cong thuc dang
1

iD1

i
(.
i
) (5.J)
de xap xi (5.I) duoc goi la cong thuc hay quy tac cau phuong. So do de phat
sinh cac quy tac vua mo ta dan den cac quy tac cau phuong noi suy. Mot quy
I+O CHlO!C 5. TlCH IH^! SO
tac nhu vay se tich phan chinh xac da thuc lat ky co lac nho hon N. Lo la
v neu (.) la da thuc lac nho hon N, th loi tinh duy nhat cua da thuc noi
suy, 1
1
(.) (.), va quy tac duoc xay dung de tich phan 1
1
(.) la chinh
xac.
|nb ngbia S.1. Sai so tuyet doi cua cong thuc cau phuong dang (5.J) la luong
1( ) =
_
b
o
(.)n(.)J.
1

iD1

i
(.
i
). (5.+)
1a noi cong thuc cau phuong dang (5.J) co 'a. .|/n| xa. (degree of
precision) J _ 0 neu:
(i) 1(.
}
) = 0, = 0. 1. . . . . J, va
(ii) 1(.
dC1
) ,= 0.
Sau nay ta se thay, mot su chon lua dung dan cac diem noi suy .
i
khi
xay dung (5.Z) dan den cong thuc voi lac chinh xac lon hon N 1. 1huong
th cac .
i
thuoc a. b|, nhung thuc ra khong nhat thiet phai nhu vay. Chang
han, cong thuc /dams cho loi giai phuong trnh vi phan dua tren quy tac cau
phuong dung cac diem nut, ngoai tru hai diem cuoi a va b, nam len ngoai
khoang nay. Lieu nay cung dung voi phuong phap tich phan theo lang du
lieu se duoc de cap den sau nay.
Linh ly duoi day phat trien mot vai chan tren sai so cua cong thuc
voi lac chinh xac J. 'o duoc phat lieu lang cach dung ky hieu [ [ cho
maximum tren a. b| cua [(.)[. Cung vay, nhu trong chuong J, M
q
duoc dung
de chi [
(q)
[.
|nb Iy S.1. !eu .n .|u. .au p|u+n (5.2) . 'a. .|/n| xa. J, .|| t+| 'a. 'y 1a
.|u. (.) 'a. q _ J,
[1( )[ _ [ [
_
_
b
o
n(.)J.
1

iD1
[
i
[
_
. (5.5)
!eu m|
i
> 0, .||
[1( )[ _ 2[ [
_
b
o
n(.)J.. (5.o)
5.l. C^C _|Y T^C C^| IHlO!C CO B^! I+I
C|un m|n|. \oi (.) la da thuc lat ky lac q _ J,
[1( )[ _

_
b
o
(.)n(.)J.
_
b
o
((.) (.))n(.)J.

iD1

i
(.
i
)
1

iD1

i
((.
i
) (.
i
))

_ [1()[
_
b
o
[(.) (.)[n(.)J.
1

iD1
[
i
[[(.
i
) (.
i
)[
_ [ [
_
_
b
o
n(.)J.
1

iD1
[
i
[
_
.
trong do ta da dung 1() = 0. Lay la (5.5). Khi moi
i
> 0 th dau tri tuyet
doi trong (5.5) co the lo. \ cong thuc cau phuong chinh xac khi (.) 1
nen
1

iD1

i
1 =
_
b
o
n(.) 1J..
va ta co (5.o).
Hc qoa 1. !eu (.) . J 1 1a |am '|en .u. .ren a. b|, .||
[1( )[ _
_
b a
2
_
dC1
M
dC1
(J 1)
_
_
b
o
n(.)J.
1

iD1
[
i
[
_
. (5.7)
!eu m|
i
> 0, .||
[1( )[ _
_
b a
2
_
dC1
M
dC1
(J 1)
2
_
b
o
n(.)J.. (5.o)
I+Z CHlO!C 5. TlCH IH^! SO
C|un m|n|. \ chan cua dinh ly 5.I dung voi moi da thuc (.) co lac q _ J,
ta co the dung (.) la da thuc 1aylor khai trien (.) tai .
0
= (a b),2,
n = q:
(.) = (.
0
)
. .
0
1

0
(.
0
)
(. .
0
)
q
q

(q)
(.
0
)
va
1
qC1
(.) =
(. .
0
)
qC1
(q 1)

(qC1)
(:)
voi : nam giua .
0
va .. Lieu nay am chi
[ [ = max
oxb

(. .
0
)
qC1
(q 1)

(qC1)
(:)

_
_
b a
2
_
qC1
M
qC1
(q 1)
. (5.9)
1hay dieu nay voi q = J vao (5.5) hay (5.o) ta nhan duoc (5.7) hay (5.o).
Nban xct S.1. Khi nghien cuu noi suy da thuc, ta da liet cac noi suy lac cao
co kha nang dao dong va gay ra nhung thay doi khong phu hop. 1nh hnh
lay gio th khac v no la xap xi dien tich len duoi duong cong va duong nhu
cac dao dong se li trung lnh hoa. Lieu nay quan trong doi voi truong hop
dac liet cua cong thuc khi ma chan sai so cua dinh ly 5.I la dung, va tat ca

i
> 0. Lang tiec, cac cong thuc cau phuong noi suy dua tren {.
i
] cach deu
trong a. b|, goi la cac cong thuc cau phuong !eu.n - C.es, co mot vai
i
lay
gia tri am ngay ca voi cac lac chinh xac vua phai. Ket qua cua cac cong thuc
nay co the khong hoi tu toi gia tri cua tich phan khi lac gia tang.
Nban xct S.2. 1rong cac chan (5.5), (5.o) ta co the lay da thuc (.) lat ky
voi lac q _ J. \oi a. b huu han, ton tai da thuc

(.) voi lac _ J gan

nhat theo nghIa
[

[ = min
deg ]q
[ [.
Khi do,
[1( )[ _ [

[
_
_
b
o
n(.)J.
1

iD1
[
i
[
_
. (5.IO)
5.l. C^C _|Y T^C C^| IHlO!C CO B^! I+J
'eu moi
i
> 0, th
[1( )[ _ 2[

[
_
b
o
n(.)J.. (5.II)
Cac lat dang thuc (5.IO), (5.II) cho chan sai so dua tren xap xi tot nhat cua
(.); chung huu ich khi ham lay tich phan khong du tron.
Mot phan tich sai so chi tiet hon chung to rang sai so 1( ) co the duoc
lieu dien nhu la
1( ) = c
_
b a
2
_
dC2

(dC1)
() (5.IZ)
voi c R va (a. b). 'eu mot cong thuc cau phuong co lac chinh xac J,
th
1(.
}
) = 0. = 0. 1. . . . . J (5.IJ)
1(.
dC1
) ,= 0. (5.I+)
'eu ta gia su rang sai so co dang (5.IZ), de dang tm c tu
1(.
dC1
) = c
_
b a
2
_
dC2
(J 1). (5.I5)
Cac phuong trnh (5.IJ), (5.I+) cung cap cach khac de sinh ra cac quy tac cau
phuong. Cach tiep can duoc liet nhu la p|u+n p|ap |e s 'a. 1(n|. 1rong
cach tiep can nay cac he so
i
duoc xem nhu cac an duoc tm lang su thoa
man he phuong trnh tuyen tinh (5.IJ voi J lon co the. 1ruoc khi cho cac
thi du, ta chu y rang, nen ap dung phuong phap he so lat dinh cho khoang
chuan 1. 1| va roi lien doi thanh khoang tong quat a. b| lang mot phep
doi lien don gian. 'eu ta co
_
1
1
(.)J. =
1

iD1

i
(.
i
) c
(dC1)
().
I++ CHlO!C 5. TlCH IH^! SO
dat
t =
b a
2
.
a b
2
.
1h Jt = (b a)J.,2 va
_
b
o
(t )Jt =
b a
2
_
1
1

_
b a
2
(. 1) a
_
J.
=
b a
2
1

iD1

_
b a
2
.
i

a b
2
_

b a
2
1( ).
\
J
J.
=
Jt
J.
J
Jt
=
b a
2
J
Jt
=
J
dC1
J.
dC1
=
_
b a
2
_
dC1
J
dC1
Jt
dC1
.
nen phep doi lien cho
_
b
o
(t )Jt =
1

iD1
_
b a
2

i
_

_
b a
2
.
i

a b
2
_

_
b a
2
_
dC2

(dC1)
().
Tb do S.1. 1m cong thuc cau phuong dang
_
1
1
(.)J. =
1
(1)
2
(1) 1( ).
1heo phuong phap he so lat dinh
(.) = 1 = 2 =
1

2
.
(.) = . = 0 =
1

2
.
Suy ra:
1
=
2
= 1. 1a cung thay rang, lang cach xay dung, J _ 1. 1h
(.) = .
2
nhan duoc
2
3
=
1

2
1(.
2
) =1(.
2
) =
4
3
.
5.l. C^C _|Y T^C C^| IHlO!C CO B^! I+5
Hnh 5.I: Quy tac hnh thang.
\ 1(.
2
) ,= 0 dieu nay noi rang J = 1 va c = 1(.
2
),2 = 2,3, nghIa la
_
1
1
(.)J. = (1) (1)
2
3

00
()
voi (1. 1) .
\oi khoang a. b| tong quat, ap dung cong thuc doi lien ta co (cong
thuc trong dau |)
_uy .a. ||n| .|an (trapezoid rule)
_
b
o
(.)J. =
b a
2
((a) (b))
(b a)
3
12

00
(). (5.Io)
trong do (a. b).
Tb do S.2. 1m cong thuc chinh xac nhat dang
_
1
1
(.)J. =
1
(1)
2
(0)
3
(1) 1( ).
1heo phuong phap he so lat dinh
(.) = 1 = 2 =
1

3
.
(.) = . = 0 =
1

3
.
(.) = .
2
= 2,3 =
1

3
.
I+o CHlO!C 5. TlCH IH^! SO
Suy ra:
1
=
3
= 1,3,
2
= 4,3.
Le tm lac chinh xac ta kiem 1( ) ,= 0 voi (.) la da thuc lac cao
hon Z. 'eu (.) = .
3
ta duoc
0 =
1

3
1(.
3
) =1(.
3
) = 0:
nghIa la, quy tac co lac chinh xac lon hon Z. 'eu lay (.) = .
4
ta duoc
2
5
=
1

3
1(.
4
) =1(.
4
) =
4
15
=c =
1
90
.
'hu vay, lac chinh xac J = 3, va
_
1
1
(.)J. =
1
3
(1)
4
3
(0)
1
3
(1)
2
9

(4)
()
voi (1. 1) . Cung dung cong thuc doi lien ta suy ra cong thuc tong quat.
_uy .a. S|mpsn
_
b
o
(.)J. =
b a
6
_
(a) 4
_
a b
2
_
(b)
_

(b a)
5
2880

(4)
(). (5.I7)
trong do (a. b).
Ca hai cong thuc thuoc lop .n .|u. !eu.n-C.es v cac nut cach deu
trong a. b|. 1hu tuc thiet lap cong thuc lao gom viec chon truoc cac nut .
i
va roi giai he phuong trnh tuyen tinh xac dinh cac trong luong
i
. 'hung
neu cac .
i
chua liet (duoc phep chon)! So an can tm se gap doi, 2N, o cach
sap xep cua ta, co the hy vong tm cac cong thuc voi lac chinh xac cao hon
nhieu, nhu se thay duoi day, co cong thuc voi lac chinh xac 2N 1 ma dung
chi N gia tri cua . Lang tiec, he phuong trnh cho
i
va .
i
la phi tuyen.
Khong hien nhien he do co nghiem thuc, ma neu co, lam the nao de nhan
duoc chung. Causs da giai quyet van de mot cach thanh lich voi N tong
quat, ngay ca voi cac ham trong luong tong quat hon va cac khoang la vo
han. Ket qua duoc liet nhu la .n .|u. .au p|u+n Causs. Mot so truong hop
dac liet co the chi ra theo cach so cap.
5.l. C^C _|Y T^C C^| IHlO!C CO B^! I+7
Tb do S.3. Cho N = 1 cong thuc Causs co dang
_
1
1
(.)J. =
1
(.
1
) 1( ).
Bang phuong phap he so lat dinh
(.) = 1 = 2 =
1
.
(.) = 0 = 0 =
1
.
1
.
suy ra
1
= 2 va .
1
= 0. Le xac dinh sai so, ta thu
(.) = .
2
=
2
3
= 2 0 1(.
2
).
va thay J = 1, c = 1,3, va
_
1
1
(.)J. = 2(0)
1
3

00
().
1ren a. b| cong thuc nay tro thanh
_
b
o
(.)J. =
_
(b a)
_
a b
2
__

(b a)
3
24

00
(). (5.Io)
Cong thuc nay duoc liet nhu la quy tac diem giua
Tb do S.4. Cho N = 3 cong thuc Causs co dang
_
1
1
(.)J. =
1
(.
1
)
2
(.
2
)
3
(.
3
) 1( ).
Do tinh doi xung cua khoang 1. 1|, co the cho rang
1
=
3
, .
2
= 0, va
.
1
= .
3
, nghIa la
_
1
1
(.)J. =
1
(.
1
)
2
(0)
1
(.
1
) 1( ).
I+o CHlO!C 5. TlCH IH^! SO
Bang phuong phap he so lat dinh,
(.) = 1 = 2 = 2
1

2
.
(.) = . = 0 =
1
.
1

1
(.
1
) (tu dong thoa).
(.) = .
2
= 2,3 = 2
1
.
2
1
.
(.) = .
3
= 0 =
1
.
3
1

1
(.
3
1
) (tu dong thoa).
(.) = .
4
= 2,5 = 2
1
.
5
1
.
Ciai he nay, ta duoc:
1
= 5,9,
2
= 8,9, .
1
=
_
3,5 = .
3
.
Le tm sai so, thu
(.) = .
5
=0 =
1
.
5
1

1
(.
5
1
) 1(.
5
) =1(.
5
) = 0
'hu vay, lac chinh xac lon hon 4. 1iep tuc voi (.) = .
6
, ta co:
2,7 = 2
1
.
6
1
1(.
6
) =
6
25
1(.
6
).
suy ra: J = 5, c = 1,15750, va
_
1
1
(.)J. =
1
9
_
5
_

_
3
5
_
8(0) 5
_
_
3
5
__

1
15750

(6)
().
1ren a. b|, ky hieu .
0
= (a b),2, h = (b a),2, ket qua la .n .|u.
.au p|u+n Causs -1|em
_
b
o
(.)J. =
h
9
_
5
_
.
0
h
_
3
5
_
8(.
0
) 5
_
.
0
h
_
3
5
__

h
T
15750

(6)
(). (5.I9)

\oi N lon phuong phap he so lat dinh de thiet lap quy tac cau phuong
Causs la khong thuc te. Ben canh do, van de ton tai cong thuc va lac chinh
xac tot nhat co the la cau hoi con de mo trong cach tiep can nay. Causs da
dung ly thuyet cac da thuc truc giao de tra loi. Loi giai cua Causs khong duoc
trnh lay o day, nhung ta co the xem lac chinh xac cua cong thuc cao nhu
5.l. C^C _|Y T^C C^| IHlO!C CO B^! I+9
the nao. \oi cac dieu kien phu hop tren n(.) va a. b|, ta liet rang ton tai
mot day cac da thuc 0
1C1
(.), N = 0. 1. . . . sao cho 0
1C1
(.) la lac N va
_
b
o
.
}
0
1C1
(.)n(.)J. = 0 khi < N. (5.ZO)
Khi n(.) = 1, a = 1, b = 1, cac da thuc nay la 1a .|u. leenJre. 1a cung
liet rang N nghiem phan liet cua 0
1C1
(.) la thuc va nam trong khoang
(a. b). Cia su rang cong thuc cau phuong noi suy (5.Z) dua tren co so noi suy
tai cac nghiem cua 0
1C1
(.). 'eu (.) la da thuc lac 2N 1, no co the duoc
viet
(.) = q(.)0
1C1
(.) r(.).
trong do da thuc thuong q(.) va da thuc du r(.) co lac toi da N 1. 1h
_
b
o
(.)n(.)J. =
_
b
o
q(.)0
1C1
(.)n(.)J.
_
b
o
r(.)n(.)J. =
_
b
o
r(.)n(.)J..
trong do so hang dau triet tieu do (5.ZO). \oi cach chon lat ky cac nut .
i
,
cong thuc (5.Z) tich phan da thuc lac N cach chinh xac, vay
_
b
o
r(.)n(.)J. =
1

iD1

i
r(.
i
). (5.ZI)
Cong thuc ap dung cho (.) co dang
1

iD1

i
(.
i
) =
1

iD1

i
q(.
i
)0
1C1
(.
i
)
1

iD1

i
r(.
i
).
Bay gio ta dung su kien .
i
la cac nghiem cua 0
1C1
(.) de thay
_
b
o
(.)n(.)J. =
1

iD1

i
(.
i
) =
1

iD1

i
r(.
i
) =
_
b
o
r(.)n(.)J..
I5O CHlO!C 5. TlCH IH^! SO
Dau lang cuoi cung la do (5.ZI). \ da thuc lat ky (.) co lac 2N 1 duoc
tich phan chinh xac, nen cong thuc nay co lac chinh xac it nhat la 2N 1.
Co nhieu cach thuan tien ve phuong dien tinh toan de thiet lap cac
cong thuc cau phuong Causs, va cac cong thuc co the tm thay trong cac sach
chuyen khao. Cac cong thuc Causs co gia tri v chung cung cap lac chinh
xac cao nhat voi so cac gia tri (.). Mot su kien quan trong ve cong thuc
Causs la tat ca cac
i
deu duong. 'hu da lan trong phan chan sai so, dieu
nay co nghIa la ta co the dung cong thuc voi lac chinh xac cao, ngay ca khi
ham duoi dau tich phan khong tron. Cong thuc Causs ket hop chat che voi
cac ham trong luong la cong cu dac liet quan trong khi doi xu voi cac tich
phan ma ham duoi dau tich phan co ky di hoac cac khoang lay tich phan vo
han. Du co ham trong luong hay khong, tat ca cac nut cua cong thuc Causs
deu nam trong khoang mo (a. b) (khong dung den (a) va (b)). Lieu nay
rat huu ich khi doi xu voi tich phan ma ham duoi dau tich phan ky di.
S.2 Qoy tac cao pboong da bop
Cho den nay ta chi xet cac thu tuc dua tren xap xi ham (.) tren toan lo
khoang a. b|. Cung nhu noi suy da thuc, sai so phu thuoc manh vao chieu
dai cua khoang. Lieu nay de nghi ta phan hoach khoang va xap xi ham
lang ham da thuc tung manh. Cach tiep can don gian nhat la chia khoang
thanh nhung khoang con chi dinh truoc. 'eu ta phan hoach a. b| thanh
a = .
1
< .
2
< . . . < .
nC1
= b, th
_
b
o
(.)J. =
n

iD1
_
x
iC1
x
i
(.)J..
ta co the ap dung cac quy tac cau phuong chuan cho n tich phan o ve phai.
Ket qua duoc liet nhu la quy .a. 1a |+p (composite rule) hay quy .a. |ep
(compound rule). 'guoi ta thuong dung phan hoach deu khoang a. b| va
dung cung cong thuc cau phuong tren moi khoang con, nhung dieu nay la
khong nhat thiet.
Tb do S.S (Quy tac hnh thang da hop). Quy tac hnh thang da hop xap
xi 1 =
_
b
o
(.)J. lang cach phan hoach a. b| thanh n khoang con do dai
h = (b a),n va ap dung cong thuc cau phuong hnh thang cho moi khoang.
5.2. _|Y T^C C^| IHlO!C D^ HOI I5I
\oi dinh nghIa .
i
= a ih.
1 ~ T
n
=
h
2
(.
0
) (.
1
)|
h
2
(.
1
) (.
2
)| . . .
h
2
(.
n
) (.
nC1
)|.
thu gon, ta duoc:
T
n
= h
_
1
2
(.
0
) (.
1
) (.
2
) . . . (.
n
)
1
2
(.
nC1
)
_

1heo .n .|u. .n Lu'er-Ma.'aur|n, neu
(2)
(.) lien tuc tren a. b|, th
ton tai (a. b) sao cho
1 = T
n

kD1
h
2k
(2k)
T
2k

(2k1)
(b)
(2k1)
(a)|
nh
2C1
(2k)
T
2

(2)
()

sai so
.
Cac he so T
2k
xuat hien o day duoc liet nhu la cac s Bernu''|. \ai so hang
dau cua khai trien sai so la
1 = T
n

h
2
12

0
(b)
0
(a)|
h
4
720

(3)
(b)
(3)
(a)|
Quy tac hnh thang ap dung cho mot khoang do dai h co sai so dan ve khong
nhu h
3
. Khi n = (b a),h tu duoc to hop, sai so cua xap xi tich phan dan
ve khong nhu h
2
. 1uy nhien, neu xay ra
0
(b) =
0
(a), cong thuc se chinh
xac hon lnh thuong. 'eu them vao cac dao ham khac tai cac diem cuoi cua
khoang tich phan lang nhau, th cong thuc con chinh xac hon nua. Khi tich
phan ham tuan hoan tren mot loi cua chu ky, tat ca dao ham tai cac diem
cuoi cua khoang lay tich phan la lang nhau va cong thuc nay cuc ky chinh
xac. 1huc ra, neu ham tuan hoan la giai tich, no co dao ham moi cap, th
T
n
1 nhanh hon lat ky luy thua nao cua h' Mac du kha dac liet, nhung
dieu nay la cuc ky quan trong trong giai tich lourier.
Sai so cua T
n
co the duoc danh gia lang cach so sanh no voi ket qua
chinh xac hon, T
2n
, nhan duoc lang cach chia doi moi khoang con. Mot cach
I5Z CHlO!C 5. TlCH IH^! SO
thuan tien de danh gia cong thuc la
T
2n
D
h
2
_
1
2
f.x
0
/ Cf.x
1{2
Cf.x
1
/ C: : : Cf.x
n1
/ Cf.x
n1{2
/ C
1
2
f.x
n
/
_
D
1
2
.T
n
CM
n
/;
trong do
M
n
= h
n

kD1
(a (k 1,2)h).
Chu y rang tat ca cac danh gia cua thuc hien trong T
n
deu duoc dung lai
trong T
2n
.
Co mot cach khai thac khai trien sai so cua quy tac hnh thang da hop
do Romlerg tm ra rat pho lien cho ham duoi dau tich phan tong quat. Y
tuong la to hop T
n
va T
2n
de nhan duoc ket qua co lac chinh xac cao hon.
1u cac khai trien sai so
1 = T
n

h
2
12

0
(b)
0
(a)|
h
4
720

(3)
(b)
(3)
(a)|
= T
2n

(h,2)
2
12

0
(b)
0
(a)|
(h,2)
4
720

(3)
(b)
(3)
(a)|
ta suy ra
1 =
2
2
T
2n
T
n
2
2
1

_
2
2
2
4
2
2
1
_
(h,2)
4
720

(3)
(b)
(3)
(a)|
Cong thuc
1 ~
2
2
T
2n
T
n
2
2
1
chinh xac cao hon moi cong thuc thanh phan. 1hu tuc to hop trnh lay tren
duoc goi la p|ep na| suy nm'er.
1ich phan Romlerg thuong rat hieu qua. 'o thich ung lac cua phuong
phap voi lai toan. 1uy nhien, ket qua phu thuoc vao tinh tron cua ham duoi
5.. C^| IHlO!C THlCH l!C I5J
dau tich phan. Cung vay, no danh gia (.) tai cac diem cuoi cua khoang,
ma dieu nay doi luc gay lat tien. 'eu co ky di tai diem cuoi cua khoang
hoac qua trnh khong hoi tu th nen dung quy tac diem giua cho khoang
chua diem cuoi nay va nen chia nho khoang nay thanh Z hay J khoang con.
S.3 Cao pboong tbcb ong
Muc nay trnh lay y tuong co lan - cau phuong thich ung - cho cac chuong
trnh tinh xap xi tich phan dat do chinh xac theo yeu cau nguoi dung. Lieu
nay duoc thuc hien lang cach chia nho khoang a. b| thanh cac khoang con
va ap dung cong thuc cau phuong co lan cho moi khoang. Khoang duoc phan
hoach theo cach thich ung voi dang dieu cua ham (.), dua tren ket qua viec
danh gia sai so. 'eu sai so khong chap nhan duoc, viec chia nho khoang con
se duoc tiep tuc. 'hu ta da thay, ngay ca voi cong thuc cau phuong co lac
chinh xac vua phai, su giam thieu do dai cua khoang, ve co lan, lam tang su
chinh xac cua xap xi. 1ien hanh theo cach nay, cong thuc duoc ap dung tren
toan lo cac khoang con trong do (.) duoc xap xi tot hon. Y tuong duoc
trnh lay o day la co so cac chuong trnh con cua mot so thu vien chuong
trnh nhu QU/Dl/CK, '/C va IMSL; tham chi trong cac moi truong tinh
toan nhu Matlal.
1rong cac chuong trnh cau phuong thich ung, khi ma nhan duoc cac
dung sai
I
(tolerance) cua sai so tuyet doi abs err va sai so tuong doi rel err,
no se co gang tinh gia tri ans sao cho
[1 ans[ _ max {abs err. rel err [1[]. (5.ZZ)
Khi cai dat (5.ZZ) ta dung danh gia sai so
err ~ 1 ans
va thay 1 lang ans trong (5.ZZ)
[err[ _ max {abs err. rel err [ans[]. (5.ZJ)
Luu y, ta khong liet gia tri dung cua 1.
Khong the co duoc xap xi tich phan chinh xac hon gia tri dung cua no
duoc lam tron, v vay lay rel err < u (u la don vi lam tron) la vo nghIa.
I
1huat ngu dung sai dung o day duoc hieu theo nghIa ky thuat, no la do lon chap nhan
duoc cua sai so.
I5+ CHlO!C 5. TlCH IH^! SO
1hong thuong nguoi ta lay rel err > 10u. Cung vay, abs err > 0 de doi xu
voi truong hop 1 = 0.
lhuong phap thich ung dung trong ma chia khoang a. b| thanh cac
khoang con . |, tren do quy tac cau phuong co lan duoc dung, dat do
chinh xac yeu cau. Le quyet dinh xem ket qua tinh toan da du chinh xac
chua ta phai danh gia sai so cua cong thuc. Lieu nay duoc thuc hien dua tren
nguyen ly co lan cua giai tich so, ay la danh gia sai so cua ket qua lang cach
so sanh no voi ket qua chinh xac hon. Coi Q la ket qua tinh toan va

Q la
ket qua chinh xac hon, ta dung danh gia sai so:
err =

Q Q.
nghIa la, thay 1 lang

Q. 1hi du, Q duoc tinh lang quy tac hnh thang
(theo () va ()),

Q duoc tinh lang quy tac Simpson (theo (), () va
(( ),2)), duoc liet la chinh xac hon. Cung co the lay

Q nhu la ket
qua tinh lang cung phuong phap (hnh thang) nhung khoang . | duoc chia
doi. Mot luu y khi thiet ke chuong trnh la yeu cau ve tinh kinh te. 'en
chon phuong phap tinh

Q sao cho no thua huong cac danh gia (.) da co
khi tinh Q. 'hu trong thi du vua neu, de tinh

Q ta chi can danh gia them
(( ),2), cac danh gia (), () duoc thua huong tu qua trnh tinh Q.
S.4 Cac cboong trnb con
1rong muc nay ta lam quen voi mot so chuong trnh con dang function tinh
tich phan so. function smpsns la chuong trnh con tinh tich phan lang phuong
phap Simpson (simpson's method) voi N doan. Ham (.) co the co ky di
tai a vahay b nhung tich phan hoi tu. 1hi du [(.)[ o khi . a,
can duoi se duoc doi len a(1 EPS) hoac a EPS (de tranh truong hop
a EPS underflow). Cung de tranh truong hop (.
i
) overflow, ta dat (.
i
)
lang realmax neu (.
i
) lang inf.
function INTf=smpsns(f,a,b,N,varargin)
% tich phan cua f(x) tren [a,b] bang quy tac Simpson voi N doan
EPS=1e-12;
if nargin<4, N=100; end
if abs(b-a)<1e-12|N<=0, INTf=0; return; end
if mod(N,2)~=0, N=N+1; end % lam cho N chan
fa=feval(f,a,varargin{:]);
if isnan(fa)|abs(fa)==inf, a=a+max(abs(a)*EPS,EPS); end
fb=feval(f,b,varargin{:]);
5.+. C^C CHlO!C TnI!H CO! I55
if isnan(fb)|abs(fb)==inf, b=b-max(abs(b)*EPS,EPS); end
h=(b-a)/N; x=a+[0:N]*h; % cac nut
kodd=2:2:N; keven=3:2:N-1; % tap cac chi so le/chan
fx=feval(f,x,varargin{:]);
fx(find(fx==inf))=realmax; fx(find(fx==-inf))=-realmax;
INTf= h/3*(fx(1)+fx(N+1)+4*sum(fx(kodd))+2*sum(fx(keven)));
C|u |a|
? isnan dung khi 'ot-a-'umler. isnan(x) tra ve I khi x la 'a', O khi
nguoc lai.
? fcvaI - danh gia ham chi dinh. feval(f,x1,...,xn) danh gia ham, chi
dinh loi ten ham f, tai x1,...,xn.
? rcaImax - so dau cham dong duong lon nhat.
? find - tm cua cac phan tu khac khong. find(x) tra ve cac chi so tuong ung
voi cac phan tu khac khong cua mang x. Luu y x co the la lieu thuc logic.
Hai function asmpsn chuong trnh tinh tich phan lang phuong phap
Simpson thich ung (adapted simpson method). \oi function nay ta co the
tinh tich phan voi sai so toi da do doi so tol chi dinh. Lau tien, ham (.)
duoc tinh lang phuong phap Simpson I doan (lang cach goi function smpsns).
Ket qua tra ve duoc hieu chinh dan. Sau khi tinh toan, ket qua tra ve lao
gom INTf - tich phan cua ham (.), points - vecto chua cac diem nut va
err - sai so.
function [INTf,points,err]=asmpsn(f,a,b,tol,varargin)
% ap dung quy tac Simpson thich ung
INTf=smpsns(f,a,b,1,varargin:);
points=[a (a+b)/2 b];
err=10;
notdone=true;
while notdone
for k=1:length(points)-1
SUBINTf(k)=smpsns(f,points(k),points(k+1),1,varargin:);
end
INTfnew=sum(SUBINTf);
err=abs(INTfnew-INTf);
INTf= INTfnew;
if isnan(err)|err<tol|tol<eps
notdone=false;
else
for k=1:length(points)-1
points=[points,points(1),(points(1)+points(2))/2];
I5o CHlO!C 5. TlCH IH^! SO
points(1)=[];
end
points=[points,points(1)];
points(1)=[];
end
end
Bay gio ta dung cac function tren de tinh tich phan
_
1
0
. sin(10.)J..
Dung phuong phap Simpson 5 doan:
>> f = @(x) x.*sin(10.*x);
>> smpsns(f,a,b,5)
Ket qua tra ve
ans =
0.0851
Dung phuong phap Simpson ZO doan:
>> f = @(x) x.*sin(10.*x);
>> smpsns(f,a,b,20)
Ket qua tra ve
ans =
0.0785
'eu dung phuong phap Simpson thich ung voi tol= 10
6
:
>> [INTf,points,err]=asmpsn(f,0,1,10^-6);
>> INTf
INTf =
0.0785
>> length(points)
ans =
65
S.S Mot so van dc tboc banb
Cac cong thuc cau phuong xap xi tich phan dung mot so huu han cac diem.
'eu gia tri ham tai cac diem nay khong lieu dien tot ham th ket qua tinh
5.5. MOT SO V^! DL THlC H^!H I57
toan co the khong chinh xac mac du sai so danh gia la chap nhan duoc.
'guyen nhan la tich phan xap xi va sai so danh gia dua tren gia thiet ham
duoi dau tich phan la tron giua cac diem.
Chuong trnh cau phuong thich ung cho ket qua tot neu nhan dang duoc
dang dieu cua ham duoi dau tich phan. 'hung neu (.) co diem nhon hoac
dao dong nhieu trong khoang lay tich phan th ket qua khong luong truoc
duoc. Loi khi ta phai cat khoang lay tinh phan thanh nhung khoang phu
hop de cac diem danh gia (phat sinh trong ma cau phuong thich ung) nam
trong nhung vung co van de. Xem thi du sau.
Ho cac tich phan
1
n
=
_
t
0
sin
2n
.J..
co the tinh lang cong thuc truy hoi
1
n
=
2n 1
2n
1
n1
. 1
0
= .
Khi n lon ham duoi dau tich phan co mot dinh nhon tao diem giua cua
khoang.
Dung function asmpsn voi n = 200, tol= 10
6
, ket qua tra ve
INTf = 0.12525310615320509044501307016617
err = 7.8051e-011
voi 129 diem danh gia.
'eu so voi gia tri dung: 0.1252531061532049786372206411372, ta thay
ket qua cho rat chinh xac. Ma asmpsn khong gap kho khan v dinh nhon la
diem danh gia. 'hung neu khoang lay tich phan duoc tach thanh 0. 2.6| va
2.6. |. Khi do dinh nhon se khong roi vao cac diem danh gia. 1ich phan
tren hai doan nay, dung asmpsn, roi cong lai, ta duoc ket qua la 1.5417e-007,
tong cong chi co 6 diem danh gia. Ket qua sai liet rat nhieu so voi gia tri
dung'
'hu vay, voi mot chut khao sat toan hoc ham duoi dau tich phan, ta co
the tranh duoc sai sot khi ap dung cac ma cau phuong. Lieu nay chi co the
lam duoc neu ta liet thuat toan cua chuong trnh.
Ham dooi dao tcb pban dao dong
'eu ham duoi dau tich phan (.) la tuan hoan chu ky , i.e., (.) =
I5o CHlO!C 5. TlCH IH^! SO
(.) voi moi ., va b a la mot loi cua chu ky, a b = n, th
_
b
o
(.)J. = n
_
]
0
(.)J..
Khi do, chi can ap dung quy tac cau phuong cho tich phan trong mot chu ky.
Loi voi ham dao dong khong tuan hoan van de co kho khan hon. 'oi
chung, khoang lay tich phan nen duoc phan thanh nhieu khoang con sao cho
moi khoang con chi chua vai dao dong. 1hi du, tich phan
_
t
0
sin(20.)
1 .
2
J..
co the viet lai:
2

} D1
0
_
}t{20
(} 1)t{20
sin(20.)
1 .
2
J..
khi do viec ap dung ma cau phuong thich ung cho ket qua tot.
Tcb pban voi can vo ban
Ma cau phuong thich ung khong the ap dung truc tiep de tinh tich phan
voi van vo han. Mot cach de ap dung no la dung dinh nghIa
_
1
o
(.)J. = lim
b!1
_
b
o
(.)J..
Y tuong la xac dinh mot chan giai tich cho phan du [
_
1
b
(.)J.[. 'ho no
can b duoc chon du lon de cho
_
b
o
(.)J. xap xi
_
1
o
(.)J. voi do chinh
xac yeu cau. Khong thanh van de neu b lon hon gia tri can thiet, v vay mot
chan tho cho phan du la du.
Mot cach khac la doi lien thich hop de co tich phan voi can huu han.
Chang han, de danh gia tich phan
_
1
1
e
x
sin .J., dung lien moi s = 1,.,
tich phan thanh
_
1
0
e
1{x
sin(1,s),sJs
5.o. TlCH IH^! C|^ B^!C Dl llL| I59
tren khoang huu han 0. 1|. 'oi chung, dieu nay sinh ra kho khan khac, tich
phan co ky di o diem cuoi. 1rong truong hop dac liet o day, lim
x!0
C e
1{x
sin(1,s),s =
0, v vay ham duoi dau tich phan lien tuc tai s = 0, va ma cau phuong thich
ung co the ap dung duoc.
S.6 Tcb pban coa bang do Iico
Bai toan duoc lan den o day la xap xi
_
b
o
(.)J. ma chi duoc cho (.
n
. ,
n
)
voi 1 < n < N, trong do ,
n
= (.
n
). Cac chuong trnh con cau phuong thich
ung khong the dung duoc v chung tu dong chon cac diem o do (.) duoc
danh gia ma cac diem nay co the khong nam trong du lieu {.
i
] duoc cho cua
ham. Cach tiep can co lan: xap xi (.) lang da thuc tung manh J(.), roi
tich phan ham nay cach chinh xac.
\ spline lac la cho xap xi tot nen cach chon tu nhien ham J(.) la
spline lac la. Le don gian, gia su a = .
1
va b = .
1
. Dung ky hieu cua
chuong J cho spline,
_
b
o
S(.)J. =
11

nD1
_
x
nC1
x
n
S(.)J.
=
11

nD1
_
a
n
h
n
b
n
h
2
n
2
c
n
h
3
n
3
J
n
h
4
n
4
_
.
1hay cac lieu thuc cua a
n
, b
n
va J
n
theo du lieu (
n
) va c
n
, ta duoc
_
b
o
S(.)J. =
11

nD1
_

n
h
n

nC1

n
h
n

2
3
c
n
h
n

1
3
c
nC1
h
n
_

h
2
n
2
c
n
h
3
n
3

c
nC1
c
n
3h
n
h
4
n
4
_
=
11

nD1
_
h
2
(
n

nC1
)
h
3
n
12
(c
n
c
nC1
)
_
. (5.Z+)
IoO CHlO!C 5. TlCH IH^! SO
Mot so do duoc dung rong rai dat co so tren noi suy lac hai dia phuong.
Le xap xi (.) lang da thuc lac hai tren .
n
. .
nC1
| can phai noi suy ham tai
la diem. 1a co the noi suy tai .
n1
. .
n
. .
nC1
hoac .
n
. .
nC1
. .
nC2
. Khong co
ly do g de khang dinh cach nao cho ket qua tot hon, v vay mot cach phu
hop la tinh lang ca hai cach roi lay trung lnh. Ket qua la mot cong thuc
doi xung lam tron hoa sai so co trong lang du lieu. 1at nhien, o cac khoang
chua diem dau, cuoi (n = 1, n = N 1), chi dung mot trong hai phep noi suy.
S.7 Tcb pban boi
1ich phan xac dinh theo hai hay nhieu lien hon, noi chung, kho xap xi hon
nhieu, chu yeu do hnh hoc cua mien lay tich phan. Muc nay chi dua ra mot
so lan luan cho truong hop hai lien, dac liet, nhung van de co lien quan
den phuong phap phan tu huu han.
1ich phan tren hnh chu nhat,
1( ) =
_
b
1
o
1
_
b
2
o
2
(.. ,)J.J,.
co the thuc hien de dang nho cong thuc cho truong hop mot lien, lang tinh
tich phan lap. Lau tien xap xi
1( ) ~
1
1

iD1

i
_
b
2
o
2
(.
i
. ,)J,
voi quy tac cau phuong dung N
1
diem {.
i
], va roi
1( ) ~
1
1

iD1

i
_
_
1
2

} D1
T
}
(.
i
. ,
}
)
_
_
.
dung quy tac N
2
diem {,
}
]. Cach lam nay co the tong quat hoa cho truong
hop
1( ) =
_
b
1
o
1
_
x
2
(,)
x
1
(,)
(.. ,)J,J..
5.. TlCH IH^! BOl IoI
Bac chinh xac lay gio tham chieu den cac da thuc theo hai lien, v vay
mot cong thuc, chang han, co lac chinh xac la Z th phai tich phan chinh
xac tat ca cac da thuc co dang
a
0,0
a
I,0
. a
0,I
, a
2,0
.
2
2 a
I,I
., a
0,2
,
2
tren mien dang xet. Ciong nhu trong truong hop mot lien, ta co the thiet lap
cong thuc cau phuong lang cach noi suy (.. ,) va tich phan ham noi suy.
Lieu nay hoan toan thuc hien duoc tren hnh vuong hay tam giac nhu chi ra
o tren. So do tinh cho hnh chu nhat dua tren tich phan lap co hieu qua khi
cong thuc cho truong hop mot lien la quy tac Causs. 'hung chung khong
nhat thiet la cai tot nhat. Cung nhu truong hop mot lien, co the thiet lap
cong thuc cac danh gia (.. ,) la toi thieu voi lac chinh xac cho truoc. 1uy
nhien, cong thuc hieu qua nhat co the khong hap dan trong thuc hanh.
Cach tiep can dua tren noi suy rat tien loi khi phep noi suy duoc thuc hien
tai cac diem duoc quan tam v ly do khac, nhu trong phuong phap phan tu
huu han. Cach tiep can lang tich phan lap co the rat thuan tien v tinh don
gian va tong quat cua no.
1rong mot chieu lien doi khoang huu han lat ky a. b| thanh khoang
chuan 1. 1| la tam thuong. 1rong truong hop hai chieu th van de tro nen
quan trong va kho hon nhieu. Cia su ta can tinh tich phan tren mien 1 tong
quat. Khi do, 1 phai duoc phan nho thanh cac manh co the lien doi thanh
hnh vuong hay tam giac chuan. \iec roi rac hoa mien 1 theo cach nay la
phan quan trong trong ma phan tu huu han. 'eu mien 1 duoc phan hoach
thanh cac tam giac (voi canh thang) th phep lien doi la affine rat don gian.
Mot tich phan tren tam giac tong quat T tro thanh tich phan tren tam giac
chuan T

(trong phan tu huu han goi la .am |a. .|am .||eu),

_ _
T
(.. ,)J.J, =
_
T

(.

. ,

)[D

[J.

J,

day D

la dinh thuc |acoli cua phep lien doi.

1ren day chi la nhung lan luan ve y tuong co lan, ap dung cong thuc
mot lien cho truong hop nhieu lien. Co nhieu van de nay sinh lien quan
den phep phan hoach mien, cac phep lien doi moi manh tong quat ve mien
chuan. Lanh vuc tich phan ham nhieu lien cho den nay van con dang
nghien cuu.
Cao boi va bai tap
IoZ CHlO!C 5. TlCH IH^! SO
S.1. Dung phuong phap he so lat dinh de thiet lap quy tac 'ewton 3,8
_
1
1
(.)J. =
1
(1)
2

1
3
_

_
1
3
_

4
(1) c
(dC1)
().
1inh
1
.
2
.
3
.
4
. J va c.
S.2. Dung phuong phap he so lat dinh de tm cong thuc cau phuong Causs
Z-diem voi sai so lien ket. Bat dau lang
_
1
1
(.)J. =
1
(.
1
)
2
(.
1
) 1( )
va tinh
1
va .
1
. Cia su 1( ) = c
(dC1)
(), tm J va c. Cong thuc trong
truong hop tong quat, khoang a. b|.
S.3. Cai dat quy tac cau phuong hnh thang da hop va ap dung no de tinh
_
t
0
J.
4 sin(20.)
.
1at nhien lan phai chon h du nho va duoc lay trong moi chu ky. Xap xi
tich phan voi mot so cach chon h dan ve 0. 1heo ly thuyet th T
n
hoi tu rat
nhanh. day lan thay g!
Cboong 6
Fboong trnb vi pban tboong
6.1 Co so Iy tboyct
Cho ham (.. ,) lien tuc (theo lien .) trong doan a. b| voi moi ,. lhuong
trnh vi phan cap mot tong quat co dang
,
0
(.) = (.. ,(.)) (o.I)
voi moi . (a. b). 1rong chuong nay ta xet lai toan tm nghiem ,(.), la
ham cua . co dao ham lien tuc khi . (a. b), thoa phuong trnh (o.I) va gia
tri cua no tai diem dau cua khoang:
,(a) = (o.Z)
lhuong trnh (o.Z) duoc goi la dieu kien dau, va to hop (o.I) va (o.Z) duoc goi
la 'a| .an |a .r( 1au hay 'a| .an Cau.|y cho phuong trnh vi phan.
Mot dieu kien don gian lao dam su ton tai va duy nhat nghiem co the
duoc thiet lap nho cach (.. ,) phu thuoc ,.
Ham (.. ,) thoa dieu kien Lipschitz theo , neu voi moi . trong khoang
a. b| va voi moi u. ,
[(.. u) (.. )[ _ 1[u [ (o.J)
voi 1 la hang so, sau nay duoc goi la hang so Lipschitz. 1ruong hop co dao
ham rieng lien tuc theo lien thu hai,
[(.. u) (.. )[ =

d
d,
(.. n)

[u [
IoJ
Io+ CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C
voi n o giua u va , va neu d,d, li chan voi moi doi so, th thoa dieu
kien Lipschitz va hang so 1 lat ky sao cho

d
d,
(.. n)

_ 1
voi moi . trong a. b| va voi moi n la mot hang Lipschitz. 'eu dao ham
rieng khong li chan, co the chi ra rang lat dang thuc (o.J) khong the dung
voi moi u. va voi moi . trong a. b|, vay khong thoa dieu kien Lipschitz.
Tb do 6.1. Ham (.. ,) = .
2
cos
2
, , sin
2
., xac dinh voi [.[ _ 1 va moi
,, la Lipschitz voi hang so 1 = 3. Le thay dieu nay, dao ham doi voi , cho
d
d,
= 2.
2
cos , sin , sin
2
..
va nhu vay voi moi ., [.[ _ 1, ta co

d
d,

_ 2 1 1 1 = 3
Tb do 6.2. Ham (.. ,) =
_
[,[ khong thoa dieu kien Lipschitz v no co
dao ham rieng lien tuc voi , > 0, khong li chan khi , 0:
d
d,
=
1
2
_
,

Mot truong hop quan trong cua (o.I) la phuong trnh vi phan tuyen tinh,
(.. ,) = g(.), h(.). Ham (.. ,) lien tuc theo (.. ,) tuong duong voi
g(.) va h(.) lien tuc theo .. \
d
d,
= g(.)
va v ham lien tuc g(.) li chan tren khoang huu han a. b| lat ky, nen
phuong trnh tuyen tinh thoa dieu kien Lipschitz trong hau het cac truong
hop thuc hanh.
o.l. CO SO lY TH|YLT Io5
Tb do 6.3. 1ich phan Dawson la ham
,(.) = e
x
2
_
x
0
e
t
2
Jt.
Co the kiem tra rang tich phan tren la nghiem cua lai toan gia tri dau cho
phuong trnh vi phan tuyen tinh
,
0
= 1 2.,.
,(0) = 0.
1ren khoang 0. b| voi lat ky b ,= 0, ham (.. ,) = 1 2., lien tuc va
Lipschitz voi hang so Lipschitz 1 = 2[b[
Cac dieu kien du de phuong trnh vi phan ton tai va duy nhat nghiem
co the duoc phat lieu mot cach hnh thuc:
|nb Iy 6.1. C| (.. ,) '|en .u. t+| m| . .rn '|an a. b| ta m| ,, ta .|a
(o.). T|| t+| 'a. 'y s , 'a| .an |a .r( 1au ,
0
= (.. ,), ,(a) = . n||em
Juy n|a. ,(.) xa. 1(n| t+| m| . .|u. '|an a. b|.
Cho den nay ta da noi ve mot phuong trnh vi phan voi mot an ,(.).
Mot he phuong trnh vi phan cap mot voi m an la
Y
0
1
= J
1
(.. Y
1
. Y
2
. . . . . Y
n
)
Y
0
2
= J
2
(.. Y
1
. Y
2
. . . . . Y
n
)
.
.
.
Y
0
n
= J
n
(.. Y
1
. Y
2
. . . . . Y
n
)
(o.+)
Cung voi cac phuong trnh (o.+) co cac dieu kien dau
Y
1
(a) =
1
Y
2
(a) =
2
.
.
.
Y
n
(a) =
n
(o.5)
Ioo CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C
'eu dat
Y(.) =
_
_
_
_
_
Y
1
Y
2
.
.
.
Y
n
_

_
. A =
_
_
_
_
_

2
.
.
.

n
_

_
. F(.. Y) =
_
_
_
_
_
J
1
(.. Y)
J
2
(.. Y)
.
.
.
J
n
(.. Y)
_

_
(o.o)
th (o.+) va (o.5) tro thanh
Y
0
= F(.. Y). (o.7)
Y(a) = A. (o.o)
Mot lan nua ta xem to hop cua (o.+) va (o.5) nhu la lai toan gia tri dau. Bang
cach dung ky hieu vecto lam cho truong hop m an trong giong nhu truong
hop mot an. Mot trong cac khia canh may man cua ly thuyet lai toan gia
tri dau la ly thuyet cho he phuong trnh vi phan cap mot cot yeu giong nhu
truong hop mot an. Cac chung minh cho he chinh la dua vao cac vecto va
chuan cua chung o dau co cac vo huong va cac gia tri tuyet doi trong chung
minh cho mot an. \oi ham vecto F(.. Y) thoa dieu kien Lipschitz, dieu kien
du la moi J
i
(.. Y
1
. Y
2
. . . . . Y
n
) thoa dieu kien Lipschitz doi voi moi Y
}
; nghIa
la, ton tai cac hang so 1
i}
sao cho
[J
i
(.. Y
1
. . . . . Y
} 1
. u. Y
} C1
. . . . . Y
n
)J
i
(.. Y
1
. . . . . Y
} 1
. . Y
} C1
. . . . . Y
n
)[ _ 1
i}
[u[
voi moi i. . \oi dieu nay, dinh ly tuong tu dinh ly o.I cho truong hop m an
dung. \ ly thuyet cac phuong phap so cho he cac phuong trnh ve cot yeu
cung giong nhu voi mot phuong trnh, nen ta tu han che chi doi xu chi tiet
voi truong hop mot phuong trnh va phat lieu ket qua tuong tu cho he.
Hau het chuong trnh may tinh doi hoi lai toan phai duoc cho duoi
dang chuan (o.+) va (o.5), nhung cac phuong trnh xuat hien trong nhieu dang
khac nhau. Chang han, phuong trnh cap hai, nghIa la cac phuong trnh dang
,
00
= g(.. ,. ,
0
).
thuong gap trong cac tai lieu ve he dong luc. Linh nghIa ve nghiem la
mo rong hien nhien cua truong hop cap mot va dieu kien dau thich hop la
,(a) =
1
. ,
0
(a) =
2
. Lay la phuong trnh vi phan cap hai cho mot dai
luong chua liet, ,(.). Mot lai toan tuong duong o dang chuan (o.+) co the
duoc tm lang cach dua vao hai dai luong chua liet va tm hai phuong trnh
vi phan cap mot duoc thoa loi chung. Mot trong hai an moi phai cho chung
o.l. CO SO lY TH|YLT Io7
ta an goc, vay ta lay Y
1
(.) = ,(.). 1a lay an con lai la dao ham cua an goc,
Y
2
(.) = ,
0
(.). Lao ham cac an moi, ta thu duoc
Y
0
1
= ,
0
(.) = Y
2
(.).
Y
0
2
= ,
00
(.) = g(.. ,(.). ,
0
(.)) = g(.. Y
1
(.). Y
2
(.)).
Bang cach nay ta di den he hai phuong trnh vi phan cap mot theo hai an:
Y
0
1
= Y
2
.
Y
0
2
= g(.. Y
1
. Y
2
).
Lay la dang chuan va ly thuyet co the ap dung cho no de ket luan su ton tai
nghiem duy nhat Y
1
(.) va Y
2
(.) thoa dieu kien dau
Y
1
(a) =
1
.
Y
2
(a) =
2
.
'ghiem cua lai toan goc nhan duoc tu ,(.) = Y
1
(.). Le kiem dieu nay, truoc
het chu y rang mot phuong trnh phat lieu rang ,
0
(.) = Y
0
1
(.) = Y
2
(.), va
phuong trnh con lai phat lieu rang
,
00
(.) = Y
0
2
(.) = g(.. Y
1
(.). Y
2
(.)) = g(.. ,(.). ,
0
(.)).
1uong tu, co the thay rang cac dieu kien dau duoc thoa.
lhuong trnh vi phan cap m tong quat mot an,
,
(n)
= g(.. ,. ,
0
. . . . . ,
(n1)
).
,(a) =
1
. ,
0
(a) =
2
. . . . . ,
(n1)
(a) =
n
co the duoc dat thanh dang chuan theo m an Y
1
(.) = ,(.). Y
2
(.) = ,
0
(.). . . . . Y
n
(.) =
,
(n1)
(.) va
J
1
(.. Y
1
. Y
2
. . . . . Y
n
) = Y
2
J
2
(.. Y
1
. Y
2
. . . . . Y
n
) = Y
3
.
.
.
J
n1
(.. Y
1
. Y
2
. . . . . Y
n
) = Y
n
J
n
(.. Y
1
. Y
2
. . . . . Y
n
) = g(.. Y
1
. Y
2
. . . . . Y
n
).
Tb do 6.4. Le chuyen lai toan gia tri dau
,
00
(,
2
1),
0
, = 0. ,(0) = 1. ,
0
(0) = 4
Ioo CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C
thanh he phuong trnh vi phan cap mot, dat
Y
1
(.) = ,(.). Y
2
(.) = ,
0
(.).
1h
Y
0
1
= ,
0
= Y
2
Y
0
2
= ,
00
= (Y
2
1
1)Y
2
Y
1
va
Y
1
(0) = 1. Y
2
(0) = 4.
Bai toan nay co the dat thanh dang (o.+) lang cach dinh nghIa
Y =
_
Y
1
Y
2
_
. A =
_
1
4
_
. F(.. Y) =
_
Y
2
(Y
2
1
1)Y
2
Y
1
_

6.2 Mot so do so don gian
Xet lai toan gia tri dau (o.I) va (o.Z),
,
0
= (.. ,)
,(a) = .
tren khoang a. b|. Cac phuong phap so ta xet sinh ra mot lang cac gia tri
xap xi cho ,(.). 1am thoi ta gia su rang cac diem nhap vao cach deu theo
lien khong gian .. 'ghIa la, ta chon mot so nguyen N va voi h = (b a),N,
ta xay dung xap xi tai cac diem .
n
= a nh voi n = 0. 1. . . . . N. Ky hieu
,(.
n
) duoc dung cho nghiem cua (o.I) va (o.Z) duoc danh gia tai . = .
n
, con
,
n
duoc dung cho mot xap xi cua ,(.
n
).
lhuong trnh vi phan khong co ky uc. 'eu ta liet gia tri ,(.
n
), Linh
ly o.I ap dung cho lai toan
u
0
= (.. u)
u(.
n
) = ,(.
n
)
noi rang nghiem cua lai toan gia tri dau nay tren khoang .
n
. b| chinh la
,(.). jSau het, ,(.) la nghiem va dinh ly noi rang chi co mot nghiem.|
'ghIa la, cac gia tri cua ,(.) voi . o truoc .
n
, khong anh huong truc tiep den
nghiem cua phuong trnh vi phan voi . o sau .
n
. Mot vai phuong phap so
o.2. MOT SO DO SO DO! Cl^! Io9
cho phuong trnh vi phan co ky uc va mot vai phuong phap th khong. Lop
cac phuong phap duoc liet nhu la p|u+n p|ap m. 'u+. (one-step method)
khong co ky uc - cho truoc ,
n
, co mot cong thuc cho gia tri ,
nC1
phu thuoc
vao .
n
. ,
n
. va h. Bat dau voi gia tri lan dau hien nhien ,
0
= , phuong
phap mot luoc sinh ra mot lang gia tri ,(.) lang cach thuc hien lap lai mot
luoc theo . voi do dai h de sinh ra day lien tiep ,
1
. ,
2
. . . .
1hi du don gian nhat cua phuong phap mot luoc la p|u+n p|ap Lu'er.
1a nghien cuu no v cac chi tiet khong lam mo di y tuong va truong hop
tong quat la rat giong. Khai trien 1aylor ,(.) quanh . = .
n
, cho
,(.
nC1
) = ,(.
n
) h,
0
(.
n
)
h
2
2
,
00
(
n
)
voi .
n
<
n
< .
nC1
, mien la ,(.) C
2
a. b|. Dung su kien ,(.) thoa (o.I),
phuong trnh tren thanh
,(.
nC1
) = ,(.
n
) h(.
n
. ,(.
n
))
h
2
2
,
00
(
n
). (o.9)
\oi h nho,
,(.
nCI
) ~ ,(.
n
) h(.
n
. ,(.
n
)).
He thuc nay de nghi
Fboong pbap FoIcr
,
0
=
,
nC1
= ,
n
h(.
n
. ,
n
). n = 0. 1. . . . . N 1. (o.IO)
Tb do 6.S. Lap lang tich phan Dawson tren 0. 0.5| dung so do Luler voi
h = 0.1. 'hac lai, tu thi du o.J rang tich phan Dawson la nghiem cua lai
toan gia tri dau
,
0
= 1 2.,
,(0) = 0.
Lay ,
0
= 0, ta thay rang
,
1
= 0 0. 1 (1 2 0 0) = 0.1:
tuong tu,
,
2
= 0.1 0. 1 (1 2 0.1 0.1) = 0.198.
1iep tuc theo loi nay, ta nhan duoc lang ket qua sau. Cia tri chinh xac cua
tich phan duoc lay tu jI|.
I7O CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C
.
n
,
n
,(.
n
)
0.0 0.00000 0.00000
0.1 0.10000 0.09934
0.2 0.19800 0.19475
0.3 0.29008 0.28263
0.4 0.37268 0.35994
0.5 0.44287 0.42444

Le nghien cuu su hoi tu cua phuong phap Luler, ta lien he sai so tai
.
nC1
voi sai so tai .
n
. 1ru (o.IO) voi (o.9) cho
,(.
nC1
) ,
nC1
= ,(.
n
) ,
n
h(.
n
. ,(.
n
)) (.
n
. ,
n
)|
h
2
2
,
00
(
n
).
Ky hieu sai so tai .
n
loi 1
n
= ,(.
n
) ,
n
, dieu kien Lipschitz tren va
phuong trnh nay dua den
[1
nC1
[ < [1
n
[ h1[,(.
n
) ,
n
[
h
2
2
[,
00
(
n
)[.
\oi dieu kien
M
2
= max
oxb
[,
00
(.)[
ta duoc
[1
nC1
[ < [1
n
[(1 h1)
h
2
2
M
2
. n = 0. 1. . . . . N 1. (o.II)
day so hang h
2
M
2
,2 chan sai so trong luoc hien hanh va so hang con lai
chan sai so truyen tu cac luoc truoc.
Le chung minh su hoi tu, ta chan sai so co the xuat hien khi ta luoc
tu .
0
= a toi .
1
= b va roi chung to rang no dan toi khong khi h dan toi
khong. Cong viec dau tien la xet xem lat dang thuc (o.II) cho phep sai so
phat trien nhanh nhu the nao. Le lam dieu nay ta thiet lap mot ket qua
tong quat ma sau nay se dung den.
o.2. MOT SO DO SO DO! Cl^! I7I
o dc 6.1. C|a su .n .a| .a. s .|u. > 0 ta M > 0 sa .| Jay J
0
. J
1
. . . . .|a
J
nC1
_ (1 )J
n
M. n = 0. 1. . . . .
.||
J
n
_ (1 )
n
J
0
M1 (1 ) (1 )
2
. . . (1 )
n1
|. (o.IZ)
C|un m|n|. Le chung minh dieu nay ta dung quy nap. De thay, lat dang
thuc (o.IZ) dung voi n = 1. Cia su lat dang thuc (o.IZ) dung voi truong hop
n = k. 1h
J
kC1
_ (1 )J
k
M
_ (1 )
kC1
J
0
M1 (1 ) . . . (1 )
k
|.
nghIa la, lat dang thuc dung voi n = k 1 va chung minh hoan tat.
o dc 6.2. C|a su . .a. s > 0 ta M > 0 sa .| Jay J
0
. J
1
. . . . .|a
J
kC1
_ (1 )J
k
M. k = 0. 1. . . .
T|| t+| n > 0 'a. 'y,
J
n
_ e
n
J
0
M
e
n
1

. (o.IJ)
C|un m|n|. /p dung cong thuc tinh tong cap so nhan voi cong loi . = 1,
ta thay ve phai cua (o.IZ) co the viet duoi dang
(1 )
n
J
0
M
(1 )
n
1

. (o.I+)
Khai trien ham mu o lan can khong, voi > 0, cho
e

= 1

2
2
e
)
. 0 < j < .
Suy ra
1 _ e

I7Z CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C

va
(1 )
n
_ e
n
.
Lieu nay cho thay (o.I+) li chan loi
e
n
J
0
M
e
n
1

.
va (o.IJ) duoc chung minh.
Bay gio tro lai voi phuong phap Luler, ta ap dung Bo de o.Z cho (o.II) va
di den
[1
n
[ _ e
nh1
[1
0
[
hM
2
21
(e
nh1
1).
1uy nhien, nh = .
n
a va 1
0
= ,
0
= 0, v vay
[,(.
n
) ,
n
[ _
hM
2
21
(e
1(x
n
o)
1). (o.I5)
Dung .
n
a < b a, dieu nay dan den
max
0n1
[,(.
n
) ,
n
[ _
hM
2
21
(e
1(bo)
1). (o.Io)
1a thay rang sai so cua phuong phap Luler li chan loi mot hang so lan h.
Khi gia tri cua hang so khong quan trong, cac lieu thuc nhu vay duoc viet la
0(h).
'oi chung, ta da co tnh lo di anh huong cua so hoc chinh xac huu han.
1uy nhien, neu nghiem kho xap xi chinh xac tai .
n
, kich thuoc luoc co the
phai nho den noi do chinh xac can duoc xet. Le y rang, tu chuong trnh con,
ta khong nhan duoc (.
n
. ,
n
) ma duoc (.
n
. ,
n
) c
n
. 1uong tu, trong tinh
toan ,
nC1
= ,
n
h(.
n
. ,
n
) c
n
| them sai so j
n
duoc tao ra. 1h ket qua
day tinh toan sinh ra la
,
nC1
= ,
n
h(.
n
. ,
n
) hc
n
j
n
.
1a hay gia su rang [j
n
[ _ j va [c
n
[ _ c voi moi h _ h
0
. 1h phan tich tren
co the duoc hieu chinh de nhan duoc
max
0n1
[,(.
n
) ,
n
[ _
e
1(bo)
1
1
_
hM
2
2
c
j
h
_
.
o.2. MOT SO DO SO DO! Cl^! I7J
1heo chan nay, cac anh huong lam tron la xau khi ta giam kich thuoc luoc
nham thu duoc nghiem chinh xac hon. Ro rang co mot do chinh xac cuc dai
phu thuoc vao lai toan, phuong phap so, va so hoc ma may tinh su dung. Cac
anh huong th phuc tap hon dieu ma chan nay cho thay, nhung mot cach
dinh tinh chan la chinh xac. De dang chung to lang thuc nghiem so rang
khi h giam, nghiem so thoat dau chinh xac hon, tien toi mot gia tri tot, roi
th sau do su giam thieu chinh xac gia tang.
lhep phan tich su hoi tu vua trnh lay la cach truyen thong. Cai kho
la day khong phai la cach ma cac chuong trnh hien nay lam viec. 1huc ra tu
kich thuoc luoc chi dinh h, chuong trnh tu dong chon mot kich thuoc luoc
ma se sinh ra mot nghiem voi do chinh xac chi dinh. Mot mo hnh hop ly cho
kich thuoc luoc duoc chon (trong cac chuong trnh nhu vay) la tai .
n
chuong
trnh chon mot luoc h
n
= (.
n
)H, trong do (.) la mot ham lien tuc tung
khuc thoa 0 < 0 _ (.) _ 1 voi a _ . _ b. \oi mo hnh nay ta de dang sua
doi chung minh hoi tu vua cho de tinh den su thay doi kich thuoc luoc. Ket
qua la khi kich thuoc luoc cuc dai H dan toi khong, max
0n1
[,(.
n
) ,
n
[
la 0(H). 'guoi ta chi dinh truoc mot dung sai t. 1rong luoc do dai h tu .
n
,
phuong phap Luler tao ra mot sai so xap xi lang h
2
[,
00
(.
n
)[,2. Kich thuoc
luoc lon nhat h
n
co the duoc dung ma van giu sai so nho hon t la
h
n
~
_
2t
[,
00
(.
n
)[
.
Khi ,
00
(.
n
) gan lang khong, ta can den cac quy tac dac liet trong chuong
trnh. Cia su ,
00
(.) khong triet tieu trong a. b|. 'eu
= min
o,bj
[,
00
(.)[ > 0
va
H =
_
2t

th
h
n
~
_

[,
00
(.
n
)[
H = (.
n
)H
I7+ CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C
xac dinh (.). Chu y rang H = 0(t
1{2
) de max[,(.
n
) ,
n
[ la 0(t
1{2
) cho
phuong phap Luler voi su chon lua tu dong kich thuoc luoc.
6.3 Cac pboong pbap mot booc
Bay gio ta xet cac phuong phap mot luoc va dat cac gia thiet cua chung dua
theo phuong phap Luler. Cong thuc tong quat co dang
,
0
= .
,
nC1
= ,
n
h(.
n
. ,
n
. . h). n = 0. 1. . . . (o.I7)
lhuong phap khong co ky uc, nen chi phu thuoc vao cac doi so .
n
. ,
n
. . h.
1hong thuong va h duoc lo di trong ky hieu. Cia su lien tuc theo .
va ,. lhuong phap Luler lay (.. ,) = (.. ,) va dieu kien Lipschitz duoc
dung la cot yeu. \ay, voi cong thuc tong quat ta gia su rang
[(.. u) (.. )[ _ 1

[u [ (o.Io)
khi a _ . _ b, voi moi 0 < h _ h
0
voi h
0
nao do, ham lien tuc lat ky
thoa dieu kien Lipschitz, va voi moi u. .
Khi lan luan ve phuong phap Luler ta da dung, nhu la diem lat dau, su
kien nghiem ,(.) hau nhu thoa cong thuc (o.IO) de xac dinh xap xi so. Cai
tuong tu o day la
,(.
nC1
) = ,(.
n
) h(.
n
. ,(.
n
)) hj
n
. (o.I9)
voi j
n
nho. Chinh xac hon, neu voi moi .
n
trong a. b| va moi h _ h
0
, co
cac hang so C va sao cho
[j
n
[ _ Ch
]
. (o.ZO)
th ta noi rang phuong phap thuoc cap cho phuong trnh (o.I). Lai luong
j
n
duoc goi la sa| s .|a. .u. 1(a p|u+n (local truncation error).
|nb Iy 6.2. C|a su 'a| .an |a .r( 1au
,
0
= (.. ,).
,(a) =
.ren '|an |uu |an a. b| 1u+. |a| 'an p|u+n p|ap m. 'u+. (o.l) ta |a su
ran .a. |a .||e. .ua 1(n| 'y o.l 1u+. .|a. !eu (.. ,) .|a (o.l8) ta neu p|u+n
p|ap 'a .ap > 1 .| ,(.), .|| t+| 'a. 'y .
n
= a nh a. b|
[,(.
n
) ,
n
[ _
Ch
]
1

(e
1

(x
n
o)
1). (o.ZI)
o.. C^C IHlO!C IH^I MOT BlOC I75
C|un m|n|. 'hu truoc, dat 1
n
= ,(.
n
) ,
n
va tru (o.I7) cho (o.I9) ta duoc
1
nC1
= 1
n
h(.
n
. ,(.
n
)) (.
n
. ,
n
)| hj
n
Dung dieu kien Lipschitz (o.Io) va gia thiet phuong phap la cap , ta thay
rang
[1
nC1
[ = (1 h1

)[1
n
[ Ch
]
.
Bay gio dinh ly la ket qua cua Bo de o.Z va su kien 1
0
= 0.
Cung nhu lan luan cua phuong phap Luler, ket qua cua dinh ly cho su
hoi tu 0(h
]
). Lieu nay giai thich viec ta goi phuong phap la cap cho ,(.).
1huat ngu phuong phap thuoc cap duoc dung de mo ta mot phuong phap
ma thuoc cap neu la du tron. Cap cua su hoi tu la thap hon khi khong
tron nhu vay.
'hu da giai thich trong moi lien he voi phuong phap Luler, doan ma
chon tu dong kich thuoc luoc de giu cho sai so luon nho hon mot dung sai
t. Long thoi chung co gang dung mot luoc du lon. Mot mo hnh hop ly cua
thuat toan tm kich thuoc luoc nhu vay dan den mot kich thuoc luoc h
n
tai
.
n
cho loi
h
n
= (.
n
)H
voi mot ham lien tuc tung khuc (.) voi 0 < 0 _ (.) _ 1 tren a. b|. \oi
kich thuoc luoc duoc chi dinh theo cach nay, chung minh su hoi tu co the
thay doi de dang de ket luan rang sai so la 0(H
]
) = 0(t
1{]
).
Cong viec quan trong nhat con lai lay gio la phai tm cac ham khong
dat tien khi danh gia va thuoc cap voi tron. 1u cong thuc (o.I9) ta
can j
n
= 0(h
]
). Khai trien 1aylor cua ,(.) chung to rang
,(.
nC1
) = ,(.
n
) h
_
,
0
(.
n
) . . .
h
]1
()
,
(])
(.
n
)
_

h
]C1
( 1)
,
(]C1)
(
n
)
neu ,(.) C
]C1
a. b|. \ay, ta tm xem , neu phuong phap la cap , th no
phai co
(.. ,(.)) = ,
0
(.)
h
2
,
00
(.) . . .
h
]1
()
,
(])
(.) (.).
voi (.) = 0(h
]
). \ ,(.) la nghiem cua phuong trnh vi phan ,
0
(.) =
(.. ,(.) cac dao ham cua , co the duoc lieu dien nho dao ham toan phan
I7o CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C
cua . Dung ky hieu
(n)
(.. ,(.)) de chi dao ham toan phan cap m cua
va chi so duoi de chi dao ham rieng, he thuc la
,
(n)
=
(n)
(.. ,(.)).
trong do

(1)
= =
x
(.. ,(.))
,
(.. ,(.))(.. ,(.)).

(n)
= =
(n1)
x
(.. ,(.))
(n1)
,
(.. ,(.))(.. ,(.)). m = 2. 3. . . .
Bieu thuc cho (.. ,) tro thanh
(.. ,) = (.. ,)
h
2

(1)
(.. ,) . . .
h
]1

(]1)
(.. ,) 0(h
]
). (o.ZZ)
Mot chon lua hien nhien cho la ham T(.. ,)
T(.. ,) = (.. ,)
h
2

(1)
(.. ,) . . .
h
]1

(]1)
(.. ,).
cung cap mot ho cac phuong phap mot luoc, goi la cac p|u+n p|ap .|u| .ay'r
(1aylor series methods). lhuong phap Luler la truong hop = 1. Mot khi co
the tinh duoc cac dao ham th cac phuong phap nay rat co hieu qua.
Cac p|u+n p|ap nune-lu..a dung to hop tuyen tinh nhieu danh gia
cua (.. ,) de xap xi ,(.). 1ruong hop don gian nhat la phuong phap Luler
chi dung mot danh gia. Bay gio ta thiet lap mot thu tuc dung hai danh gia
(.
n
. ,
n
) va (.
n

1
h. ,
n

2
h(.
n
. ,
n
)), trong do
1
va
2
la cac tham
so. 1h voi ta dung to hop tuyen tinh 1(.. ,):
1(.
n
. ,
n
) = a
1
(.
n
. ,
n
) a
2
(.
n

1
h. ,
n

2
h(.
n
. ,
n
)).
1rong lieu thuc nay ta tu do chon cac gia tri huu dung cho
1
.
2
. a
1
, va a
2
.
Muc dich la chon cac tham so de cho lieu dien (o.ZO) dung voi gia tri cua
cang lon cang tot. Le thuc hien dieu nay ta khai trien tat ca cac luong trong
chuoi 1aylor theo h va dong nhat cac he so cua luy thua. Le don gian cach
ky hieu, cac doi so duoc viet ra neu chung khac (.
n
. ,
n
). 1a tien hanh nhu
o.. C^C IHlO!C IH^I MOT BlOC I77
sau.
1 = a
1
a
1
(.
n

1
h. ,
n

2
h )
= a
1
a
2
_
(.
n
. ,
n

2
h )
1
h
x
(.
n
. ,
n

2
h )

2
1
h
2
2

xx
(.
n
. ,
n

2
h ) 0(h
3
)
_
= a
1
a
2
_

2
h
,

2
2
h
2
2

,,
0(h
3
)

1
h
x

2
h
2

x,
0(h
3
)

2
1
h
2
2

xx
0(h
3
)
_
= (a
1
a
2
) a
2
h(
2

x
)

a
2
h
2
2
(
2
2

,,
2
1

x,

2
1

xx
) 0(h
3
).
Bay gio ta muon chon cac tham so de cho
1 =
h
2

(1)

h
2
6

(2)
0(h
3
).
hay viet tuong minh la
1 =
h
2
(
,

x
)
h
2
6
(
2

,,
2
x,

xx

,

2
,
) 0(h
3
).
Can lang cac he so luy thua cua h cung lac, ta duoc
a
1
a
2
= 1.
a
2

2
= 1,2.
a
2

1
= 1,2.
Lay a
2
= th voi gia tri lat ky cua tham so ,
a
2
= . a
1
= 1
I7o CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C
cho cong thuc phu hop voi dang thuc dau. Hon nua, neu doi hoi ,= 0, chon

1
=
2
=
1
2
.
cho cong thuc phu hop voi hai dang thuc cuoi. 1om lai,
1(.. ,) = (1 )(.. ,)
_
.
h
2
. ,
h
2
(.. ,)
_
cho mot ho cac phuong phap mot luoc cap Z khi ,= 0 va du tron.
Mot vai thanh vien cua ho cong thuc nay co ten. lhuong phap Luler
co = 0 va cap = 1. lhuong phap Heun (con goi la phuong phap Luler
cai tien) la truong hop = 1,2, va phuong phap Luler diem giua (midpoint
Luler method) hay phuong phap Luler hieu chinh (modified Luler method) la
truong hop = 1. Le thay kha nang ap dung cac cong thuc nay ta can liet
dieu kien can de dinh ly hoi tu co hieu luc. 1inh lien tuc cua 1 hien nhien
duoc suy ra tu tinh lien tuc cua . Lieu kien Lipschitz tren 1 cung rut ra tu
.
[1(.. u) 1(.. )[ =

(1 )(.. u) (.. )|
_

_
.
h
2
. u
h
2
(.. u)
_

_
.
h
2
.
h
2
(.. )
__

_ (1 )1[u [ [[1

u
h
2
(.. u) (.. )|

_ (1 )1[u [ [[1[u [
h
2
1
2
[u [
_
_
(1 ) [[
h
2
_
1[u [
voi moi 0 < h < h
0
, va ta co the lay hang so Lipschitz cho 1 la
_
(1 ) [[
h
2
_
1.
o.. C^C IHlO!C IH^I MOT BlOC I79
\ vay, neu phuong trnh vi phan thoa cac dieu kien cua dinh ly o.I, va
neu ham co dao ham den cap Z lien tuc jnhu vay nghiem ,(.) C
3
a. b||,
thanh vien lat ky cua ho voi ,= 0 hoi tu cap Z.
Cac thu tuc cap cao lao gom nhieu thay the hon co the duoc thiet lap
theo cung mot cach, mac du mot cach tu nhien cac khai trien tro nen rat
dai dong va te nhat. 'hu xay ra, thu tuc thuoc cap can danh gia o moi
luoc khi = 1. 2. 3. 4 nhung khong nhu vay khi = 5. \ ly do nay, cac
cong thuc cap lon voi kich thuoc luoc hang thuong duoc dung de tich phan
so phuong trnh vi phan. Ciong nhu trong truong hop cap hai, co mot ho cac
thu tuc cap lon phu thuoc nhieu tham so. Cach chon co dien cac tham so
dan den thuat toan
,
0
= .
va khi n = 0. 1. . . .
k
0
= (.
n
. ,
n
).
k
1
=
_
.
n

h
2
. ,
n

h
2
k
0
_
.
k
2
=
_
.
n

h
2
. ,
n

h
2
k
1
_
.
k
3
= (.
n
h. ,
n
hk
2
).
,
nC1
= ,
n

h
6
(k
0
2k
1
2k
2
k
3
).
Loi voi he phuong trnh vi phan cap I,
Y
0
= F(.. Y).
Y(a) = A.
mot cach tu nhien
Y
0
= A.
va khi n = 0. 1. . . .
IoO CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C
thuat toan Runge-Kutta co dien la
k
0
= F(.
n
. Y
n
).
k
1
= F
_
.
n

h
2
. Y
n

h
2
k
0
_
.
k
2
= F
_
.
n

h
2
. Y
n

h
2
k
1
_
.
k
3
= F(.
n
h. Y
n
hk
2
).
Y
nC1
= Y
n

h
6
(k
0
2k
1
2k
2
k
3
).
Mot thu tuc cap lon khac, hoan toan tuong tu
k
0
= F(.
n
. Y
n
). (o.ZJ)
k
1
= F
_
.
n

h
2
. Y
n

h
2
k
0
_
.
k
2
= F
_
.
n

h
2
. Y
n

h
4
k
0

h
4
k
1
_
.
k
3
= F(.
n
h. Y
n
hk
1
2hk
2
). (o.Z+)
Y
nC1
= Y
n

h
6
(k
0
4k
2
k
3
).
6.4 Sai so d|a pboong va toan coc
Cac ma hien nay cho lai toan gia tri dau khong dung kich thuoc luoc co
dinh. Sai so o moi luoc duoc danh gia va h duoc dieu chinh lai de nhan
duoc xap xi du chinh xac. Co mot nham lan dang tiec tu nhieu nguoi dung
ma voi danh gia sai so ve cai duoc do va lien he cua no voi sai so thuc.
Ham ,(.) ky hieu nghiem duy nhat cua lai toan
,
0
= (.. ,).
,(a) = .
o.+. S^l SO DI^ IHlO!C V^ TO^! C|C IoI
Sai so thuc hay toan tuc tai .
xC1
la
,(.
nC1
) ,
nC1
.
'hung tiec la co kho khan va ton kem de danh gia dai luong nay, v trong
luoc tinh .
nC1
thu tuc so chi cung cap .
n
. ,
n
de danh gia . 'ghiem dia
phuong tai .
n
la nghiem u(.)
u
0
= (.. u).
u(.
n
) = ,
n
.
Sai so dia phuong la
u(.
nC1
) ,
nC1
.
Lay la sai so do xap xi nghiem phuong trnh vi phan goc tai (.
n
. ,
n
) lang
mot luoc. Sai so nay duoc minh hoa tren hnh o.I. \iec doi hoi thu tuc so
giu cho sai so nay nho la hop ly. Sai so nay anh huong len sai so toan cuc
phu thuoc vao lan than phuong trnh vi phan. Sau het,
,(.
nC1
) ,
nC1
= ,(.
nC1
) u(.
nC1
)| u(.
nC1
) ,
nC1
|. (o.Z5)
Lai luong
,(.
nC1
) u(.
nC1
)
la so do su on dinh cua phuong trnh vi phan v no la hau qua (tai .
nC1
) cua
su sai liet lan dau ,(.
n
) ,
n
tai .
n
. 'eu dai luong nay gia tang ngay cang
lon, th lai toan duoc dat xau hay dieu kien xau hay khong on dinh.
Tb do 6.6. Xet
,
0
= ,
voi la hang so. 1a co sau mot so tinh toan:
,(.) = ,(.
n
)e
(xx
n
)
.
u(.) = ,
n
e
(xx
n
)
:
hon nua,
,(.
nC1
) u(.
nC1
) = ,(.
n
) ,
n
|e
h
. (o.Zo)
'eu > 0, cac duong cong nghiem trai rong ra (Hnh o.Za), cang nhieu khi
lon. 1u lieu thuc (o.Zo) ro rang sai so dia phuong nho tai moi luoc khong cho
sai so toan cuc nho.Mat khac, neu < 0, cac duong cong tu vao nhau (Hnh
o.Zl) va (o.Zo) chung to rang su dieu khien sai so dia phuong se dieu khien sai
so toan cuc. \oi cac ham (.. ,) tong quat dieu kien Lipschitz khong the
tien doan dang dieu nay, v voi thi du nay hang so Lipschitz la [[ trong ca
hai truong hop
IoZ CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C
Hnh o.I: Sai so dia phuong va sai so toan cuc.
Hnh o.Z: Cac duong cong nghiem voi: (a) ,
0
= 2,; (l) ,
0
= 2,.
o.+. S^l SO DI^ IHlO!C V^ TO^! C|C IoJ
Sai so dia phuong lien he voi sai so chat cut dia phuong. 1hat vay, no
dung lang h lan sai so chat cut dia phuong, j, voi nghiem dia phuong u(.):
sai so dia phuong = u(.
nC1
) ,
nC1
= (,
n
) h(.
n
. ,
n
) hj
n
) ,
nC1
= hj
n
.
Chang han, khi ,
n
la nghiem cua ,
0
= (.. ,), ta da thay phuong phap Luler
co
,(.
nC1
) = ,(.
n
)h(.
n
. ,(.
n
))
h
2
2
(.
n
. ,(.
n
))
,
(.
n
. ,(.
n
))
x
(.
n
. ,(.
n
))| = 0(h
3
).
/p dung cho u(.), ta co
sai so dia phuong =
h
2
2
(
,

x
) 0(h
3
).
1uong tu voi cong thuc Rung-Kutta cap 2 ( ,= 0), ta co
u(.
nC1
) = ,
n
h
_

h
2

(1)

h
2
6

(2)
_
0(h
4
)
th xap xi so thoa
,
nC1
= ,
n
h
_

h
2
(
,

x
)
h
2
8
(
2

,,
2
x,

xx
)
_
0(h
4
).
Lieu nay dan den
sai so dia phuong = h j
n
= h
3
_
1
6

1
8
_
(
2

,,
2
x,

xx
)
h
3
6
(
x

2
,
)0(h
4
).
Cac lieu thuc nay de nghi mot cach danh gia sai so dia phuong. Cia su ta
tinh ,
nC1
lang phuong phap Luler va ta cung tinh mot xap xi nghiem ,
nC1
Io+ CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C
lang mot trong cac cong thuc Runge-Kutta cap Z. Bieu thuc tren chung to
rang
,
nC1
,
nC1
=
h
2
2
(
,

x
) 0(h
3
) = hj
n
0(h
3
).
'ghIa la, su khac nhau giua hai gia tri cho danh gia sai so lang cong thuc
cap thap hon. Lieu nay giong nguyen ly dung trong chuong 5 de danh gia
cac sai so cau phuong. 'oi chung, gia su rang them vao gia tri
,
nC1
= ,
n
h(.
n
. ,
n
)
voi sai so chat cut j
n
= 0(h
]
), ta tinh xap xi khac
,
nC1
= ,
n
h

(.
n
. ,
n
)
voi sai so chat cut j
n
= 0(h
q
) co cap cao hon, q > . 1h loi dinh nghIa
u(.
nC1
) = ,
n
h(.
n
. ,
n
) hj
n
= ,
nC1
hj
n
va, tuong tu,
u(.
nC1
) = ,
nC1
h j
n
.
ma, lang cach tru nhau, chung to rang
,
nC1
,
nC1
= hj
n
h j
n
= hj
n
0(h
qC1
).
\ h j
n
dan ve khong nhanh hon hj
n
, ta co the danh gia sai so dia phuong
loi
sai so dia phuong = hj
n
~ ,
nC1
,
nC1
.
1a muon xap xi nghiem dia phuong u(.
nC1
). \ su kien ta co mot danh
gia sai so trong ,
nC1
tot, tai sao khong co gang cai thien no lang cach loai
lo sai so! Qua trnh nay, goi la na| suy 1(a p|u+n (local extrapolation), o
day tuong duong cach hnh thuc voi viec de xuat phep tich phan lang xap
xi cap cao hon ,
n
loi v
u(.
nC1
= ,
nC1
hj
n
~ ,
nC1
( ,
nC1
,
nC1
) = ,
nC1
.
Lieu nay lao cho chung ta rang ngoai suy dia phuong se nang cap hieu qua
cua cap tu len q. 'hu vay ta co the nghI ve dieu dang xay ra trong hai
cach. Cong thuc cap dang duoc dung voi ket qua cua no duoc cai thien
nho ngoai suy dia phuong. Cong thuc con lai, cap q dang duoc dung voi kich
thuoc luoc duoc chon cach de dat nho doi hoi rang luoc duoc lay voi cong
o.+. S^l SO DI^ IHlO!C V^ TO^! C|C Io5
thuc cap thap hon . Boi v ngoai suy dia phuong gia tang su chinh xac ma
khong gia tang su ton kem, tat ca cac ma san xuat hien nay dua tren cac
phuong phap Runge-Kutta hien deu dung no.
Cong thuc Runge-Kutta cap + doi hoi (it nhat) lon danh gia cua F
o moi luoc va mot cong thuc cung loai cap 5 doi hoi it nhat sau. Lung
nhu cau phuong Causs-Kronrod, thu thuat co hieu qua la phai thiet lap cong
thuc nhu mot cap trong do cac danh gia ham duoc dung trong ca hai cong
thuc. R. Lngland da cong lo mot cap cong thuc nhu vay trong jJ|. Le tien
tu .
n
den .
n
h, ong lay luoc do dai h,2 voi (o.Z+) de co ket qua cap +
Y
nC1{2
~ Y(.
n
h,2) va roi luoc khac do dai h,2 de co ket qua cap +
Y
nC1
~ Y(.
n
h). Bang cach thuc hien hai luoc mot nua, ong ta co du cac
danh gia ham co hieu luc ma voi chi them mot danh gia, ong ta co the lap
mot xap xi cap 5

Y
nC1
cho Y
nC1
. Bang cach nay, them mot danh gia ham
duoc thuc hien o moi hai luoc mot nua de co danh gia sai so. Mot danh gia
sai so duoc dung de dieu khien sai so dia phuong va nhu vay cho su tin cay
nao do vao nghiem tinh toan. 'o cung cho phep ma chon lua kich thuoc
luoc lon nhat ma ket qua van qua duoc su kiem tra sai so. 'goai tru cac
truong hop khong thong thuong, su thich ung kih thuoc luoc cho nghiem
theo cach nay gia tang tinh hieu qua cua phep tich phan rat nhieu. 'o tuong
ung voi cac so do cau phuong thich ung cua chuong 5.
Ioo CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C
Cong thuc cua Lngland la nhu sau.
k
0
= F(.
n
. Y
n
).
k
1
= F
_
.
n

h
4
. Y
n

h
4
k
0
_
.
k
2
= F
_
.
n

h
4
. Y
n

h
8
(k
0
k
1
)
_
.
k
3
= F
_
.
n

h
2
. Y
n

h
2
k
1
hk
2
_
.
Y
nC1{2
= Y
n

h
12
(k
0
4k
2
k
3
):
k
4
= F
_
.
n

h
2
. Y
nC1{2
_
.
k
5
= F
_
.
n

3h
4
. Y
nC1{2

h
4
k
4
_
.
k
6
= F
_
.
n

3h
4
. Y
nC1{2

h
8
(k
4
k
5
)
_
.
k
T
= F
_
.
n
h. Y
nC1{2

h
2
k
5
hk
6
_
.
Y
nC1
= Y
nC1{2

h
12
(k
4
4k
6
k
T
):
k
S
= F
_
.
n
h. Y
n

h
12
(k
0
96k
1
92k
2
121k
3
144k
4
k
5
12k
6
_
.

Y
nC1
= Y
n

h
180
(14k
0
64k
2
k
3
8k
4
64k
6
15k
T
k
S
).
Mat khong thuan loi cua cac thuat toan giai lai toan gia tri dau la
chung sinh ra mot lang cac gia tri xap xi trong khi nghiem toan hoc ,(.) la
o.+. S^l SO DI^ IHlO!C V^ TO^! C|C Io7
mot ham lien tuc. Co the xap xi nghiem cho moi . lang noi suy.
Cao boi va bai tap
6.1. 'hu mot thi du khong duy nhat nghiem, kiem tra rang voi hang so c
lat ky, 0 _ c _ b, ham ,(.) xac dinh loi
,(.) =
_
0. neu 0 _ . _ c
1
4
(. c)
2
. neu c < . _ b
la mot nghiem cua lai toan gia tri dau
,
0
=
_
[,[
,(0) = 0.
6.2. Xet lai toan
,
0
=
_
[1 ,
2
[
,(0) = 1.
Kiem tra rang
(a) ,(.) = 1 la nghiem tren khoang lat ky chua . = 0,
(l) ,(.) = cosh. la nghiem tren 0. b| voi lat ky b > 0, va
(c) ,(.) = cos . la nghiem tren khoang thich hop.
Cai g la khoang lon nhat chua . = 0 tren do cos . la nghiem!
6.3. Dung phuong phap Luler cho cac lai toan sau lang cach dung kich thuoc
luoc co dinh h = 1.0, va roi h = 0.5. 1rong moi truong hop tinh sai so tai
. = 1.0.
(a) ,
0
= ,,(. 1) voi ,(0) = 1, vay ,(.) = 1,(. 1).
(l) ,
0
= ,
3
,2 voi ,(0) = 1, vay ,(.) = l,
_
1 ..
6.4. /p dung phuong phap Luler de danh gia nghiem cua lai toan gia tri
dau trong lai tap o.Jl. Dung h = 1,40 va h = 1,80. 1inh sai so tai . = 0.5
va . = 1.0 de thay neu chung duoc chia doi mot cach tho nhu h la. Lanh
gia xem h can nho lao nhieu de sai so tuyet doi nho hon 10
6
ve do lon.
Ioo CHlO!C o. IHlO!C TnI!H Vl IH^! THlO!C
Hoong dan & ap so bai tap
Ca. 'a| .ap .rn .a| '|eu nay n|am |up s|n| t|en .u '|em .ra '|en .|u., |a. '
sun .a. 1|em '|n 1u+. .r|n| 'ay .rn 'a| |an. S|n| t|en nen . an .u |a|
.a. 'a| .ap. C|/ nen .|am '|a '+| |a| . + 1ay sau '|| 1a |a| 1u+. (s san| .|m
.a.| |a| .. |+n), |a. sau '|| 1a . an n||eu 'an n|un '|n .|an| .n.
Cu| .un 'a m. s .|un m|n| .a. 'e. qua ('|n 1u+. .|un m|n| 1ay 1u)
.rn .a| '|eu.
ai tap cboong 1
I.I Coi N la chi so lat dau cua thuat toan dung cong thuc truy hoi lui (I.+),
c la sai so tuyet doi cua

1
1
,

1
1
1
1
= c. 1a co:
^1
1i
=

1
1i
1
1i
= (1)
i
c
N(N 1) (N i 1)
.
Mat khac, tu lat dang thuc
0 < 1
1
<
1
N 1
.
neu lay 1
11
= 0 th c < 10
1
va
[^1
5
[ =
c
11 10 9 8 7 6
<
10
1
332640
< 10
6
.
Io9
I9O Hu+n Jan c Dap s 'a| .ap
Chu y, trong phan tich nay ta gia thiet cac phep tinh thuc hien trong thuat
toan la chinh xac'
I.Z He thong so dau cham dong voi = 2, s = 3, m = 1, M = 2:
0.100 2
1
. 0.101 2
1
. 0.110 2
1
. 0.111 2
1
0.100 2
0
. 0.101 2
0
. 0.110 2
0
. 0.111 2
0
0.100 2
1
. 0.101 2
1
. 0.110 2
1
. 0.111 2
1
0.100 2
2
. 0.101 2
2
. 0.110 2
2
. 0.111 2
2
va 0.000 2
1
. 'hu vay, he gom JJ so.
Le lieu dien tren truc so ta chuyen doi chung sang he thap phan:
2
1
2
0
2
1
2
2
0.100 0.25 0.5 1.0 2.0
0.101 0.3125 0.625 1.25 2.5
0.110 0.375 0.75 1.5 3.0
0.111 0.4375 0.875 1.75 3.5
Hnh o.J: Bieu dien cac so duong tren truc so.
Chu y, tu lieu dien trong he thap phan ta co the kiem tra lai don vi lam tron
la u = 2
13
= 0.25.
I.J 1huat toan chuyen doi he co so IO sang co so
I. read a (he thap phan), , M/X so chu so toi da (phan phan so he co
so )
Z. lhan tich a = b c, trong do b la phan nguyen, c la phan phan so
J. Chuyen doi phan nguyen b
J.I q
old
= b, k = 0
Hu+n Jan c Dap s 'a| .ap I9I
J.Z while q
old
-= 0
1huc hien phep chia cho : q
old
= q
new
r (r la du so)
q
old
= q
new
, k = k 1, T(k) = r
end
+. Chuyen doi phan phan so c
+.I
old
= c, k = 0
+.Z while
old
-= 0 c k < M/X
1huc hien phep nhan cho : q
old
=
new
s (s la phan nguyen)

old
=
new
, k = k 1, C(k) = s
end
5. Xuat ket qua
Chuong trnh viet lang Matlal
chdoi.m
% function chuyen doi he co so 10 sang he co so beta
function s=chdoi(a,beta,MAX)
b=floor(a) % phan nguyen
c=a-b % phan phan so
% chuyen doi phan nguyen
k=0;
while b~=0
k=k+1;
B(k)=rem(b,beta);
b=floor(b/beta);
end
% chuyen doi phan phan so
k=0;
while (c~=0)&(k<MAX)
k=k+1;
C(k)=floor(c*beta);
c=c*beta-C(k);
end
% xuat ket qua
s=;
for k=1:length(B)
s=strcat(s,int2str(B(length(B)-k+1)));
end
s=strcat(s,.);
for k=1:length(C)
s=strcat(s,int2str(C(k)));
I9Z Hu+n Jan c Dap s 'a| .ap
end
1huat toan chuyen doi nguoc lai la tuong tu, nhung cac phep tinh duoc thuc
hien trong he thong so co so , chuong trnh v the se khac (danh cho sv).
I.+ So nguyen duong n co lieu dien trong he nhi phan la
n = (a
n
. . . a
1
a
0
)
2
. a
0
. a
1
. . . . . a
n1
{0. 1]. a
n
= 1.
\ n = 2
n
a
n1
2
n1
. . . a
1
2
1
a
0
_ 2
n
nen m _ log
2
n|.
Mat khac,

n
=
2
m
Co
m1
2
m1
C...Co
1
2
1
Co
0
= (
2
m
)(
2
m1
)
o
m1
(
2
)
o
1
(
1
)
o
0

n phep nhan ma tran
.
Cac ma tran trong dau ngoac duoc tinh tu cac tich:

2
=
2
2
=
2

2
3
=
2
2

2
2
. . .
2
m
=
2
m1

2
m1
.
1at ca co m phep nhan ma tran. 1om lai, de tinh duoc
n
, ta can nhieu lam
la 2m _ 2log
2
n| phep nhan ma tran.
I.5 1rong he thong so dau cham dong = 10, s = 2, m = 1, M = 2, xet
hai so
a = 0.77 10
1
.
b = 0.79 10
1
.
\ a b = 1.56 10
1
= 0.156 10
0
nen a b = 0.16 10
0
(lam tron).
\ (a b),2 = 0.08 10
0
= 0.80 10
1
nen (a b) 2 = 0.80 10
1
> b.
I.9 a) Cong thuc tinh (ham an), theo cac thanh phan cua o va v, co the
viet cach hnh thuc la = (u
1
. u
2
.
1
.
2
). Bang cach lay dao ham cos
theo u
1
, ta suy ra:
d
du
1
=
u
2
(
1
u
2
u
1

2
)
sin (u
2
1
u
2
2
)
3{2
_

2
1

2
2
.
Hu+n Jan c Dap s 'a| .ap I9J
1a lai co:
[ sin [ =
_
1 cos
2
=
[u
1

2
u
2

1
[
_
u
2
1
u
2
2
_

2
1

2
2
.
nen

d
du
1

=
[u
2
[
u
2
1
u
2
2
.
1a cung co ket qua tuong tu voi u
2
.
1
.
2
(do tinh doi xung).
1u cong thuc tuong tu (I.I7) cho truong hop ham an, ta co danh gia
[^[
~
~
[u
2
[[^u
1
[ [u
1
[[^u
2
[
u
2
1
u
2
2

[
2
[[^
1
[ [
1
[[^
2
[

2
1

2
2
~
~
_
[^u
1
[
2
[^u
2
[
2
u
2
1
u
2
2

_
[^
1
[
2
[^
2
[
2

2
1

2
2
.
1rong lai toan tinh goc giua hai vecto thuong ta co the lay du lieu nhap co
u
2
1
u
2
2
va
2
1

2
2
khong qua le. 'hu vay, lai toan tinh tu cac thanh
phan cua o va v luon la lai toan dieu kien tot.
l) So dieu kien (doi voi u
1
) cua thuat toan tinh theo cong thuc cho
(dung cong thuc tuong tu (I.Io) cho truong hop ham an):
k = [u
1
[
[u
2
[,(u
2
1
u
2
2
)
2
[[
=
1
[[
[u
1
u
2
[
u
2
1
u
2
2
.
khi nho k rat lon, do do thuat toan tinh theo cong thuc nay la khong on
dinh'
c) Danh cho sv.
I.IO HD. Cong thuc truy hoi tien:
1
n
=
1
4n

1
n1
4
(on dinh).
I9+ Hu+n Jan c Dap s 'a| .ap
Cong thuc truy hoi lui:
1
n1
=
1
n
41
n
(khong on dinh).
ai tap cboong 2
Z.I
gauss_eli.m
function [x,flag]=gauss_eli(a,b)
% ham tra ve nghiem cua phuong trinh dstt a*x=b
% cu phap: [x,flag]=gauss eli(a,b)
% flag=0 thanh cong; flag>0 he phuong trinh suy bien, dung
flag=0;
n=length(b);
% khu Gauss
for k=1:n-1
[v,p]=max(abs(a(k:n,k)));
tam=a(p+k-1,:);
a(p+k-1,:)=a(k,:);
a(k,:)=tam;
if a(k,k)== 0
flag=1;
return;
end
for i=k+1:n
t=a(i,k)/a(k,k);
for j=1:n %j=k+1:n
a(i,j)=a(i,j)-t*a(k,j);
end
b(i)=b(i)-t*b(k);
end
end
if a(n,n)==0
flag=1;
return
end
% The nguoc
for i=n:-1:1
Hu+n Jan c Dap s 'a| .ap I95
x(i)=b(i);
for j=i+1:n
x(i)=x(i)-a(i,j)*x(j);
end
x(i)=x(i)/a(i,i);
end
if flag==1
disp(suy bien);
end
Z.Z Khu phuong trnh hai, nhan tu la a(2. 1) a(1. 1) = 0.453, ta duoc
0.461.
1
0.311.
2
= 0.150
0.001.
2
= 0.001
1he nguoc: .
2
= 1, .
1
= 0.349. Sai so lon'
Z.J Ket qua tinh cac thang du:
r =
_
0.772 10
3
0.35 10
3
_
. s =
_
0.1 10
5
0.3 10
5
_
.
Xap xi tot hon nhung thang du khong nho hon. 'hu vay, viec xet thang du
de kiem tra do chinh xac cua nghiem la chua du de ket luan.
Z.+ a) Khu Causs ma tran cac he so noi rong, cuoi cung ta thu duoc:
_
_
1 1,2 1,3 [ 1
0 1,12 1,12 [ 1,2
0 0 1,180 [ 1,6
_
_
1he nguoc .
3
= 30, .
2
= 36, .
1
= 9 (nghiem chinh xac).
l) 'eu dung lieu dien thap phan chat cut Z-chu so th ma tran noi rong
cua he la

A
_
_
1 0.5 0.33 [ 1
0.5 0.33 0.25 [ 0
0.33 0.25 0.2 [ 0
_
_
I9o Hu+n Jan c Dap s 'a| .ap
c) Khu Causs (khong dung phep xoay cuc lo)

A -
_
_
1 0.5 0.33 [ 1
0 0.08 0.09 [ 0.5
0 0.09 0.1 [ 0.33
_
_
-
_
_
1 0.5 0.33 [ 1
0 0.08 0.09 [ 0.5
0 0 0.001 [ 0.22
_
_
.
1he nguoc: .
3
= 0.22 10
3
, .
2
= 0.25 10
3
, .
1
= 0.45 10
2
.
d) Khu Causs (dung phep xoay cuc lo). Sau phep khu cot I (o cau c)),
hoan vi dong Z va J:

A -
_
_
1 0.5 0.33 [ 1
0 0.09 0.1 [ 0.33
0 0.08 0.09 [ 0.5
_
_
-
_
_
1 0.5 0.33 [ 1
0 0.09 0.10 [ 0.33
0 0 0.2 10
2
[ 0.21
_
_
.
1he nguoc: .
3
= 0.10 10
3
, .
2
= 0. 10 10
3
, .
1
= 0.16 10
2
.
e) 'ghiem chinh xac cua l): .
1
= 500,9, .
2
= 2500,9, .
3
= 2300,9.
Sai so tinh toan trong cac truong c), d) va e)
^.
1
^.
2
^.
3
c) - a) 36 214 190
d) - a) 25 136 130
e) - a) 46.5556 241.7778 225.5556
Z.5 \oi so hoc thap phan it hon hay lang I5-chu so th 10 10
1S
= 10
1S
'
day ta dung so hoc thap phan lam tron I5-chu so.
a) Dung phep xoay cuc lo:
10.
1
10
1S
.
2
= 10
1S
.
1
.
2
= 2
Khu Causs:
10.
1
10
1S
.
2
= 10
1S
0.1 10
1S
.
2
= 0.1 10
1S
Hu+n Jan c Dap s 'a| .ap I97
'ghiem .
1
= 0. .
2
= 1.
l) Chia moi dong voi [a
i}
[ lon nhat cua no, ta duoc he:
.
1
.
2
= 2
(0.1 10
16
).
1
.
2
= 1
Khu Causs:
.
1
.
2
= 2
(0.1 10
16
).
1
.
2
= 1
.
2
= 1
'ghiem: .
1
= 1. .
2
= 1.
c) LS. .
1
= .
2
= 1.
d) 1hang du cho nghiem tm duoc o cac cau a), l), c):
r
o
=
_
1
10
_
. r
b
= r
c
=
_
0
0
_
.
'hu vay, neu tinh toan so dau cham dong th phuong phap o cau l) tot hon
phuong phap o cau a). 1rong truong hop dang xet, thang du chi ra dieu nay.
e) danh cho sv.
Z.9 Dung lactorSolve (Matlal)
>> clear all
>> A=[1 1 1; 1 1 0; 0 1 1]
A =
1 1 1
1 1 0
0 1 1
>> b=[110;78.33;58.33]
b =
110.0000
78.3300
58.3300
>> [A,flag,pivots,Cond] = Factor(A)
I9o Hu+n Jan c Dap s 'a| .ap
A =
1 1 1
-1 1 1
0 0 -1
flag =
0
pivots =
1
3
-1
Cond =
7
>> x = Solve(A,pivots,b)
x =
51.6700
26.6600
31.6700
'ghiem chinh xac
x =
5167/100
1333/50
3167/100
Ket qua giai lang lactorSolve cho ket qua chinh xac'
Z.9 Do AA
1
= l nen ta co the tm cac cot cua ma tran A
1
lang cach giai
Ax = l
i
, trong do l
i
la cot thu i cua ma tran don vi.
>> clear all
>> A=[1 2 3; 4 5 6; 7 8 9.01];
>> I1=[1;0;0];
>> I2=[0;1;0];
>> I3=[0;0;1];
>> [A,flag,pivots,Cond] = Factor(A)
A =
7.0000 8.0000 9.0100
-0.5714 0.8571 1.7129
Hu+n Jan c Dap s 'a| .ap I99
-0.1429 -0.5000 -0.0050
flag =
0
pivots =
3
3
1
Cond =
1.4370e+004
>> B(:,1)=Solve(A,pivots,I1);
>> B(:,2)=Solve(A,pivots,I2);
>> B(:,3)=Solve(A,pivots,I3)
B =
98.3333 -199.3333 100.0000
-198.6667 399.6667 -200.0000
100.0000 -200.0000 100.0000
So dieu kien Cond=1.4370e+004 qua lon. Ma tran la dieu kien xau. Kiem
>> A*B
ans =
0 0 1.0000
-55.1905 113.9048 -57.2857
84.7857 -170.3571 85.2143
ans khong gan voi ma tran don vi'
Z.IO a)
>> clear all
>> A=[0.217 0.732 0.414; 0.508 0.809 0.376; 0.795 0.886 0.338];
>> b=[0.741; 0.613; 0.485];
>> [A,flag,pivots,Cond] = Factor(A)
A =
0.7950 0.8860 0.3380
-0.6390 0.4902 0.3217
-0.2730 -0.4955 0.0006
flag =
ZOO Hu+n Jan c Dap s 'a| .ap
0
pivots =
3
3
1
Cond =
4.9409e+003
>> x = Solve(A,pivots,b)
x =
0.0000
-0.4160
2.5254
l) Chuan cua A va b:
>> normA=norm(A,inf)
norm =
2.0190
>> normb=norm(b,inf)
normb =
0.7410
'hu vay,
[^A[
[A[
=
3 0.0005
2.0190
= 7.4294 10
4
.
[^b[
[b[
=
0.0005
0.7410
= 6.7476 10
4
.
1heo lat dang thuc (Z.ZI), ta co
[^x[
[x[
~
~ Cond(7.4294 10
4
6.7476 10
4
) = 7.0047 ~ 700 .
Ket qua khong dang tin cay.
c) danh cho sv.
ai tap cboong 3
J.J Dung Matlal
Hu+n Jan c Dap s 'a| .ap ZOI
>> clear all
>> xn=[1 2];
>> fn=[2 4];
>> syms x
>> L1=(x-xn(2))/(xn(1)-xn(2))
L1 =
2 - x
>> L2=(x-xn(1))/(xn(2)-xn(1))
L2 =
x - 1
>> P2=fn(1)*L1+fn(2)*L2
P2 =
2*x
Co the chon Q(.) = 1
2
(.) (. 1)(. 2). Lieu nay khong mau thuan voi
tinh duy nhat cua da thuc noi suy. \ theo chung minh dinh ly J.I su duy
nhat hieu theo nghIa cac da thuc lac _ N 1.
>> Q=simplify(P2+(x-xn(1))*(x-xn(2)))
Q =
x^2 - x + 2
>> ezplot(P2,[1 2])
>> hold on
>> ezplot(Q,[1 2])
>> hold off
J.+ lhuong trnh
1
1
(.) = c
1
c
2
. . . . c
1
.
11
co the viet duoi dang ma tran:
1
1
(.) = 1 . .
2
. . . .
11
|
_
_
_
_
_
c
1
c
2
.
.
.
c
11
_

_
.
ZOZ Hu+n Jan c Dap s 'a| .ap
Hnh o.+: Lo thi ham 1
2
(.), Q(.), lai tap J.J.
'hu vay,
1
1
(.
}
) = 1 .
}
.
2
}
. . . .
11
}
|
_
_
_
_
_
c
1
c
2
.
.
.
c
11
_

_
= (.
}
)

phuong trnh thu }
. = 1. . . . . N.
He phuong trnh xac dinh cac he so c
1
. . . . . c
11
:
_
_
_
_
_
1 .
1
.
2
1
. . . .
11
1
1 .
2
.
2
2
. . . .
11
2
.
.
.
.
.
.
.
.
.
.
.
.
1 .
1
.
2
1
. . . .
11
1
_

_

M
_
_
_
_
_
c
1
c
2
.
.
.
c
11
_

_

c
=
_
_
_
_
_
(.
1
)
(.
2
)
.
.
.
(.
1
)
_

_

f
.
1huat toan
I. 'hap du lieu: .n = .(1). .(2). . . . . .(N)|; n = .(1). .(2). . . . . .(N)|
T
.
Hu+n Jan c Dap s 'a| .ap ZOJ
Z. Lap ma tran M
for i=1:N
M(i,1)=1;
for j=2:N
M(i,j)=M(i,j-1)*xn(i);
end
end
J. Ciai phuong trnh Mc = f.
+. Xuat ket qua.
Ket qua cua thuat toan la cac he so c
1
. . . . . c
11
. Cac he so nay hoan toan
xac dinh mot da thuc.
J.o a) La thuc noi suy ham (.):
1
1
(.) =
1

kD1

k
1

} D1,} 6Dk
(. .
}
)
(.
k
.
}
)
=
1

kD1

k
.
11

1
} D1,} 6Dk
(.
k
.
}
)
=
_
1

kD1

1
} D1,} 6Dk
(.
k
.
}
)
_
.
11

1u day suy ra dieu phai chung minh.
J.I5 1huat toan
I. 'hap day .
1
. .
2
. . . . . .
n
va ..
Z. k = 1.
J. 'eu (.
k
_ . c k < n) th k = k 1, tro lai J.
+. Xuat k (khoang .
k1
. .
k
| chua .).
1he hien thuat toan lang Matlal
function [k] = tim_khoang(d,x)
ZO+ Hu+n Jan c Dap s 'a| .ap
% function tim_khoang tra ve chi so cua phan tu lon hon
% va gan x nhat
% d ..... day so thuc duoc sap theo thu tu tang dan
% x ..... so thuc nam giua x1,xn
n=length(d);
k=1;
while d(k)<=x & k<n
k=k+1;
end
end
J.Io a) Dung cac lenh Matlal
x=[3125 3250 3375 3500 3625 3750 3875 4000 4125 4250 4375 4500 ...
4625 4750 4875 5000];
y=[0.7 0.572 0.4 0.382 0.449 0.56 0.769 0.836 0.75 0.53 0.315 ...
0.17 0.144 0.183 0.252 0.35];
% cac nut chon noi suy
chisochon=[1 2 4 6 8 10 14 16];
% dung spline cua Matlab tinh cac he so da thuc noi suy tren tung
% khoang
cs = spline(x(chisochon),[0 y(chisochon) 0]);
% dung linspace phat sinh cac diem cach deu giua x(1), x(16)
xx = linspace(x(1),x(16),100);
% ve do thi
% dung ppval tinh gia tri noi suy spline tai cac diem xx
plot(x,y,o,xx,ppval(cs,xx),-)
Cbong minb mot so cong tboc
Chung minh cong thuc (J.IZ), chuong J

k
(.) = 1 21
0
k
(.
k
)(. .
k
)|1
2
k
(.).
[
k
(.) = (. .
k
)1
2
k
(.).
Hu+n Jan c Dap s 'a| .ap ZO5
Hnh o.5: Lo thi ham spline va du lieu ham (z), lai tap J.Io.
1u cac dieu kien cua
k
(.) va [
k
(.),

k
(.) =
_
0 neu ,= k
1 neu = k.

0
k
(.
}
) = 0 voi moi
[
0
k
(.) =
_
0 neu ,= k
1 neu = k.
[
k
(.
}
) = 0 voi moi .
ta nhan thay, voi moi ( ,= k), .
}
la nghiem cua
k
(.),
0
k
(.), [
k
(.), [
0
k
(.).
Do do,
k
va [
k
(.) deu chua cac nhan tu (. .
}
)
2
; ngoai ra, [
k
(.
k
) = 0.
'hu vay,
k
(.), [
k
(.) co dang:

k
(.) = (.)
1

} D1,} 6Dk
(. .
}
)
2
.
[
k
(.) = T(.)(. .
k
)
1

} D1,} 6Dk
(. .
}
)
2
.
ZOo Hu+n Jan c Dap s 'a| .ap
\ deg
k
. deg [
k
_ 2N 1 nen deg _ 1, deg T = 0. 1a viet lai lieu thuc
cua
k
(.), [
k
(.):

k
(.) = c(. .
k
) J|
1

} D1,} 6Dk
(. .
}
)
2
.
[
k
(.) = e(. .
k
)
1

} D1,} 6Dk
(. .
}
)
2
.
trong do c. J. e la hang so, duoc xac dinh nho cac dac trung con lai cua
k
(.),
[
k
(.).
I)
k
(.
k
) = 1 suy ra
J = 1,
1

} D1,} 6Dk
(.
k
.
}
)
2
.
Z)
0
k
(.
k
) = 0 suy ra (dung ket qua tren):
c
1

} D1,} 6Dk
(.
k
.
}
)
2
2J
1

} D1,} 6Dk
(.
k
.
}
)
_
_
J
J.
_
_
1

} D1,} 6Dk
(. .
}
)
_
_
_
_
xDx
k
= 0
c
2
1

} D1,} 6Dk
(.
k
.
}
)
2
_
_
J
J.
_
_
1

} D1,} 6Dk
. .
}
.
k
.
}
_
_
_
_
xDx
k
= 0
c =
21
0
k
(.
k
)
1

} D1,} 6Dk
(.
k
.
}
)
2
.
1hay c va J vao lieu thuc cua
k
(.) ta duoc ket qua.
Hu+n Jan c Dap s 'a| .ap ZO7
J) [
0
k
(.
k
) = 1 suy ra
e
1

} D1,} 6Dk
(.
k
.
}
)
2
= 1 =e =
1
1

} D1,} 6Dk
(.
k
.
}
)
2
.
1hay e vao lieu thuc cua [
k
(.) ta duoc ket qua can tm (CMX).
ZOo Hu+n Jan c Dap s 'a| .ap
Fbo Ioc A
ico dicn so dao cbam dong 64-bit
lFFF
Cao cboycn I|cb so
!am l99l .en 'ua Ia.r|. 1a .|a. 'a| '|| 1u+. Jun 1e 1an| .|an .en 'ua S.uJ
.an .n ta SauJ| ^ra'| J su sa| 'e.| .rn 'a| .an quye. 1(n|. Ten 'ua S.uJ 1a
'an .run m. Jan| .ra| |e. .|e. 28 '/n| My. !uyen n|an. may ./n| Jun 1e
1|eu '||en .en 'ua Ia.r|. Jun .||e. 'e s |. 2+-'|. .u nam l9.. T|+| |an ||eu
.|/n| 1u+n 1| 1u+. .|u. ||en n|+ 1n | |e .|n t+| 1+n t( m. p|an mu+| |ay
n|un .|uyen .|an| s Jau .|am 1n 2+-'|.. Sa| s 'am .rn .rn p|ep .|uyen 1|
ay ra m. sa| s '|| ||eu .|/n|. Sau l.. |+ '|en .u. tan |an| .|+| |an ./n| .an
'an |ay 'a 59999.o5o .|ay t| |a .r( .|/n| xa. 'a o...., m. sa| s ..+ |ay
Jan 1en sa| 'e.| o8 me.! M. p|an mem sau 1 1a 1u+. .a| 1a. 1e ||eu .|/n| sa|
'e.| nay.
So dao cbam dong 64-bit lFFF (dung trong Matlal) jI+|
So dau cham dong o+-lit la mot cau truc tu (word) gom lit dau S (sign
lit), vung mu Lxp (exponent field) va vung dinh tri M (mantissa field)
oJ oZ 5Z 5I O
S Lxp M
Moi vung nay lieu dien S, L, M cua mot so theo cach sau.
v Bit dau
S = l
63
=
_
0 voi cac so duong
1 voi cac so am
ZO9
ZIO IH| l|C ^. BlL| DlL! SO D^| CH^M DO!C o+-BlT lLLL
v \ung mu (l
62
l
61
l
60
. . . l
52
): theo ma qua IOZJ
L = Lxp 1023 = {0. 1. . . . . 2
11
1 = 2047] 1023
= {1023. 1022. . . . . 1023. 1024]
=
_
_
_
1023 1 khi [ [ < 2
1022
(Lxp = (00000000000))
1022 - 1023 khi 2
1022
_ [ [ < 2
1024
(vung chuan)
1024 khi o
v \ung dinh tri (l
51
l
50
. . . l
1
l
0
):
1rong vung khong chuan o do cac so nho den noi chung co the duoc
lieu dien chi lang gia tri cua lit an (hide lit) O, so lieu dien loi dinh tri la
M = 0.l
51
l
50
. . . l
1
l
0
= l
51
l
50
. . . l
1
l
0
| 2
52
(/.I)
1a co the nghI rang gia tri cua lit an duoc them vao so mu thay v vao dinh
tri.
1rong vung chuan, so lieu dien loi dinh tri cung voi gia tri cua lit an
l
h
= 1 la
M = 1.l
51
l
50
. . . l
1
l
0
= 1 l
51
l
50
. . . l
1
l
0
| 2
52
= 1 l
51
2
1
l
50
2
2
. . . l
1
2
51
l
0
2
52
= {1. 1 2
52
. 1 2 2
52
. . . . . 1 (2
52
1) 2
52
]
= {1. 1 2
52
. 1 2 2
52
. . . . . (2 2
52
)]
= {1. 1 ^. 1 2^. . . . . 2 ^] (^ = 2
52
) (/.Z)
\oi S, L, M, so duoc lieu dien la
= M 2
L
(/.J)
1a phan loai pham vi cua cac so phu thuoc vao gia tri (L) cua so mu va ky
hieu no nhu la
2
L
. 2
LC1
) voi 1022 _ L _ 1023 (/.+)
1rong moi vung, don vi nho nhat -- nghIa la gia tri cua LSB (least significant
lit, lit co nghIa nho nhat) hay hieu giua hai so lien tiep lieu dien loi dinh
tri 5Z lit -- la
^
L
= ^ 2
L
= 2
L52
(/.5)
Cu the:
ZII
O. O (so khong)
oJ oZ 5Z 5I O
S OOO. . . OOOO OOOO OOOO . . . OOOO OOOO
I. \ung khong chuan (voi gia tri cua lit an b
h
= 0)
1
1023
= 2
10T4
. 2
1023
) voi Lxp = 0. L = Lxp 1023 1 = 1022
S OOO. . . OOOO OOOO OOOO . . . OOOO OOOI
(0 2
52
) 2
L
= (0 2
52
) 2
1022
. . .
S OOO. . . OOOO IIII IIII . . . IIII IIII
{(0 (2
52
1)2
52
) = (1 2
52
)] 2
1022
Cia tri cua LSB: ^
1023
= ^
1022
= 2
102252
= 2
10T4
Z. \ung chuan nho nhat (voi gia tri cua lit an b
h
= 1)
1
1022
= 2
1022
. 2
1021
) voi Lxp = 1. L = Lxp 1023 = 1022
S OOO. . . OOOI OOOO OOOO . . . OOOO OOOO
(1 0) 2
T
= (1 0) 2
1022
S OOO. . . OOOI OOOO OOOO . . . OOOO OOOI
(1 2
52
) 2
1022
. . .
S OOO. . . OOOI IIII IIII . . . IIII IIII
{(1 (2
52
1)2
52
) = (2 2
52
)] 2
1022
Cia tri cua LSB: ^
1022
= 2
102252
= 2
10T4
J. \ung chuan co so (voi gia tri cua lit an b
h
= 1)
1
0
= 2
0
. 2
1
) voi Lxp = 2
10
1. L = Lxp 1023 = 0
S OII. . . IIII OOOO OOOO . . . OOOO OOOO
(1 0) 2
T
= (1 0) 2
0
= 1
S OII. . . IIII OOOO OOOO . . . OOOO OOOI
(1 2
52
) 2
0
. . .
S OII. . . IIII IIII IIII . . . IIII IIII
ZIZ IH| l|C ^. BlL| DlL! SO D^| CH^M DO!C o+-BlT lLLL
{(1 (2
52
1)2
52
) = (2 2
52
)] 2
0
Cia tri cua LSB: ^
0
= 2
52
+. \ung chuan lon nhat (voi gia tri cua lit an b
h
= 1)
1
1024
= 2
1023
. 2
1024
) voi Lxp = 2
11
2. L = Lxp 1023 = 1023
S III. . . IIIO OOOO OOOO . . . OOOO OOOO
(1 0) 2
T
= (1 0) 2
1023
S III. . . IIIO OOOO OOOO . . . OOOO OOOI
(1 2
52
) 2
1023
. . .
S III. . . IIIO IIII IIII . . . IIII IIII
{(1 (2
52
1)2
52
) = (2 2
52
)] 2
1023
Cia tri cua LSB: ^
1023
= 2
102352
= 2
9T1
5. o (inf) Lxp = 2
11
1 = 2047. L = Lxp 1023 = 1024 (vo nghIa)
O III. . . IIII OOOO OOOO . . . OOOO OOOO
o,= (1 0) 2
L
= (1 0) 2
1024
I III. . . IIII OOOO OOOO . . . OOOO OOOO
o,= (1 0) 2
L
= (1 0) 2
1024
S III. . . IIII OOOO OOOO . . . OOOO OOOI
khong hieu luc (khong dung)
. . .
S III. . . IIII IIII IIII . . . IIII IIII
khong hieu luc (khong dung)
So duong nho nhat va lon nhat co the lieu dien la

min
= (0 2
52
) 2
1022
= 2
10T4
= 4.9407 10
324

max
= (2 2
52
) 2
1023
= 1.7977 10
C30S
Co che thuc hien phep tinh so hoc trong may tinh. 1hi du, phep cong
J cho I+ duoc thuc hien nhu sau.
Loi thap phan thanh nhi phan Chuan hoa Bieu dien o+-lit
3
10
= 11
2
= 1.1
2
2
1
= I .1
2
2
10241023
14
10
= 1110
2
= 1.110
2
2
3
= I .110
2
2
10261023
ZIJ
Bieu dien o+-lit
3
10
= 0 1024
10
I .10000 . . . . . . 0
14
10
= 0 1026
10
I .11000 . . . . . . 0
3
10
= 0 1026
10
O .01100 . . . . . . 0
14
10
= 0 1026
10
I .11000 . . . . . . 0
0 1026
10
10.00100 . . . . . . 0
Chuan hoa 0 1027
10
I .00010 . . . . . . 0 = 1.0001
2
2
102T1023
= 10001
2
Chuyen doi = 1 2
4
1 2
0
= 17
10
1rong qua trnh cong hai so, mot su giong cot duoc thuc hien de cho
hai so mu trong lieu dien o+-lit lang nhau; va no loai di phan lon hon 5Z
lit, dieu nay lam xuat hien sai so.
Nban xct A.1. Moi vung co don vi toi thieu (gia tri LSB) khac nhau. Lieu
nay ham y rang cac so duoc phan lo deu trong moi vung. Cac vung gan 0 tru
mat hon. lhep lieu dien so nhu vay lam cho luong sai so tuyet doi lonnho
doi voi so lonnho, giam kha nang sai so tuong doi lon. v
ZI+ IH| l|C ^. BlL| DlL! SO D^| CH^M DO!C o+-BlT lLLL
Fbo Ioc
c tbi
.1 c tbi gioa ky
Nam 2008
ai toan Cho duong cong C voi cac diem nut da liet (.
i
. ,
i
), i = 1. 2. . . . . N.
Bai toan: Xap xi duong cong C.
Giai pbap
Dung lieu dien tham so cua duong cong (.(s). ,(s)) va xap xi cac ham
toa do .(s), ,(s) mot cach doc lap. 1ham so s co the chon lat ky, nhung
nen lay s la do dai cung. Sau khi da chon cac nut s
i
, i = 1. 2. . . . . N, ta co
the noi suy .(s) lang spline S
x
(s); tuong tu voi ,(s), ta co noi suy S
,
(s). Bay
gio ta co duong cong (S
x
(s). S
,
(s)) xap xi duong cong (.(s). ,(s)).
Cao boi
I) Le lao ve tinh lien tuc cua do cong ta nen dung spline lac la tron.
\ sao !
Z) 1rong truong hop du lieu thua thot ta phai dung spline nhu the
nao de co duoc duong cong theo yeu cau !
J) 1rnh lay thuat toan va viet chuong trnh lang Matlal.
+) /p dung cho duong cong co tap cac du lieu sau: (2.5. 2.5), (3.5. 0.5),
(5. 2), (7.5. 4),(9.5. 4.5), (11.8. 3.5), (13. 0.5), (11.5. 2), (9. 3), (6. 3.3), (2.5. 2.5),
(0. 0), (1.5. 2), (3. 5), (3.5. 9), (2. 11), (0. 11.5), (2. 11), (3.5. 9), (3. 5),
(1.5. 2), (0. 0), (2.5. 2.5), (6. 3.3), (9. 3), (11.5. 2), (13. 0.5), (11.8. 3.5),
(9.5. 4.5), (7.5. 4), (5. 2), (3.5. 0.5), (2.5. 2.5).
\e duong cong xap xi.
ZI5
ZIo IH| l|C B. DL THl
HD. Cong thuc tinh do dai cung xap xi: s
1
= 0,
s
iC1
= s
i

_
(.
iC1
.
i
)
2
(,
iC1
,
i
)
2
.
an an
Cau I)-J) xem lai giang. Le giai lai toan ta can: (I) thuat toan xay dung
spline lac la; (Z) thuat toan giai he la duong cheo; (J) chuong trnh ap dung
spline lac la cho lai toan xap xi duong cong theo tap cac du lieu roi rac.
+) Cac ham va chuong trnh ap dung
trisolve.m
function [b]= trisolve(lline,dline,uline,b)
% TRISOLVE giai he ba duong cheo
% cu phap = trisolve(lline,dline,uline,b)
% input:
% lline - duong cheo duoi
% dline - duong cheo chinh
% uline - duong cheo tren
% b - ve phai
% output: b - nghiem
N=length(dline);
% khu
for i=1:N-1
lline(i)=lline(i)/dline(i);
dline(i+1)=dline(i+1)-lline(i)*uline(i);
end
% giai Ly = b bang phep the tien
for i=2:N
b(i)=b(i)-lline(i-1)*b(i-1);
end
% giai Ux = y bang phep the lui
b(N)=b(N)/dline(N);
for i=N-1:-1:1
b(i)=(b(i)-uline(i)*b(i+1))/dline(i);
end
spline_3.m
function s=spline_3(t,y)
% SPLINE_3 tra ve mang cac he so cua da thuc bac 3 tren cac khoang con
% cu phap: s = spline_3(t,y)
% input:
B.l. DL THl Cll^ lY ZI7
% t: vector chua cac nut noi suy
% y: vector chua cac gia tri ham noi suy
% output:
% s: mang chua cac he so cua da thuc bac 3 tren cac khoang con
N=length(t);
s=zeros(N-1,4);
f=zeros(N-1,1);
k=1:N-1;
h=t(k+1)-t(k);
dy=(y(k+1)-y(k))./h(k);
% an=fn (cot 1)
s(:,1)=y(1:N-1);
% ma tran cac he so va vecto xac dinh cac cn (cot 3)
% lline, dline, uline la ba duong cheo
dline(1)=2*h(1);
uline(1)=h(1);
f(1)=0;
for i=2:N-2
lline(i-1)=h(i-1);
dline(i)=2*(h(i-1)+h(i));
uline(i)=h(i);
f(i)=3*(dy(i)-dy(i-1));
end
lline(N-2)=2*h(N-2);
dline(N-1)=3*h(N-1)+4*h(N-2);
f(N-1)=6*(dy(N-1)-dy(N-2));
s(:,3)=transpose(trisolve(lline,dline,uline,f));
% xac dinh dn (cot 4)
for i=1:N-2
s(i,4)=(s(i+1,3)-s(i,3))/h(i)/3;
end
s(N-1,4)=(dy(N-1)-dy(N-2)-s(N-1,3)*(h(N-1)+2*h(N-2)/3) ...
-s(N-2,3)*h(N-2)/3)/h(N-1)^2;
% xac dinh bn (cot 2)
for i=1:N-1
s(i,2)=dy(i)-s(i,3)*h(i)-s(i,4)*h(i)^2;
end
dapan08.m
% chuong trinh dapan08.m
clear all
M=20; % so diem ve tren moi khoang con
ZIo IH| l|C B. DL THl
% nhap du lieu (toa do cac diem)
A=[2.5 3.5 5 7.5 9.5 11.8 13 11.5 9 6 2.5 0 -1.5 -3 -3.5 -2 0 2 3.5 ...
3 1.5 0 -2.5 -6 -9 -11.5 -13 -11.8 -9.5 -7.5 -5 -3.5 -2.5];
B=[-2.5 -0.5 2 4 4.5 3.5 0.5 -2 -3 -3.3 -2.5 0 2 5 9 11 11.5 11 9 5 ...
2 0 -2.5 -3.3 -3 -2 0.5 3.5 4.5 4 2 -0.5 -2.5];
N=length(A);
% tham so duong cong (do dai cung)
t(1) = 0;
for i=1:N-1
t(i+1)=t(i)+sqrt((A(i+1)-A(i))^2+(B(i+1)-B(i))^2);
end
% xap xi spline bac ba hoanh do va tung do duong cong
SX=spline_3(t,A);
SY=spline_3(t,B);
% xuat ket qua (ve duong cong xap xi)
figure(1)
hold on
for i=1:N-1
u=linspace(t(i),t(i+1),M);
s1=u-t(i);
x=SX(i,1)+SX(i,2)*s1+SX(i,3)*s1.^2+SX(i,4)*s1.^3;
y=SY(i,1)+SY(i,2)*s1+SY(i,3)*s1.^2+SY(i,4)*s1.^3;
plot(A(i),B(i),ro);
plot(x,y);
end
title([Duong cong xap xi],FontSize,12)
plot (A(N),B(N),ro);
hold off
C|u .|/.|. linspace(x1,x2,N) phat sinh N diem o giua x1 va x2. Khi N<2,
linspace tra ve x2. Luu y, x1, x2 phai thuoc lop float (doulle, single).
'am ZOO9
ai toan
\an toc n(.. ,) cua dong chay dung cua chat long nhot trong duong
ong tiet dien vuong C = (1. 1) (1. 1) la nghiem cua phuong trnh
1
d
2
n
d.
2

d
2
n
d,
2
= 0 trong C. (a)
B.l. DL THl Cll^ lY ZI9
Hnh Z.I: Luong cong xap xi lang spline lac la.
thoa dieu kien lien khong truot
n = 0 tren [.[ = 1 va [,[ = 1. (b)
Mot trong cac phuong phap so giai lai toan nay la phuong phap sai phan
huu han. 1heo cach tiep can nay, n(.. ,) duoc xap xi chi tren 'u+|, gom
cac diem nam trong va tren lien C) la giao diem cua cac duong toa do
trong he toa do Descartes chon truoc. Chang han, neu cho N la so nguyen
duong va h = 1,N la 'u+. 'u+| ta co luoi gom cac diem (ih. h) voi i. =
N. N 1. . . . . N 1. N. Ky hieu n
i}
= n(ih. h).
Cong tboc sai pban
Cho ham u(.) va h la luoc luoi tren truc .. Sai phan tien (tuong ung,
lui) cap mot cua ham u tai . voi luoc h, loi dinh nghIa, la
^u(.) = u(. h) u(.) (tuong ung, Vu(.) = u(.) u(. h)).
1u cong thuc khai trien 1aylor ta co the xap xi dao ham cap mot cua u tai
. lang cong thuc sai phan lui
Ju
J.
(.) ~
Vu(.)
h
=
u(.) u(. h)
h
.
ZZO IH| l|C B. DL THl
Le tinh xap xi dao ham cap hai, dung sai phan tien
J
2
u
J.
2
~
1
h
^
_
Vu(.)
h
_
=
u(. h) 2u(.) u(. h)
h
2
. (c)
Cao boi
I) Dung cong thuc (c) xap xi phuong trnh (a) va dieu kien (l) cua lai
toan lien. 1hiet lap he phuong trnh dai so tuyen tinh xac dinh cac gia tri
nut n
i}
.
Z) \iet thuat toan giai lai toan lien.
J) \iet chuong trnh giai so lai toan (nop sau OI ngay).
ap an
I) Lieu kien lien cho (8N phuong trnh):
n
i}
= 0 khi i = N. = N. (1)
Dung cong thuc 1aylor, ta co:
n
iC1,}
2n
i}
n
i1,}
h
2
=
d
2
n
d.
2
(ih. h) 0(h
2
).
'hu vay, phuong trnh duoc xap xi:
n
i,} 1
n
iC1,}
4n
i,}
n
i1,}
n
i,} C1
= h
2
. N < i. < N. (2)
So phuong trnh la (2N 1)
2
. 1ong cong co (2N 1)
2
phuong trnh.
Le thiet lap he phuong trnh dai so tuyen tinh ta can danh so cac nut
(i. ). Quy tac danh so tu trai sang phai, tu duoi len tren, hnh Z.Z. 1heo quy
tac nay, thu tu cua nut (i. ) la k = (2N 1)( N) i N 1; nghIa la
(i. ) -k = (2N 1)( N) i N 1. (3)
Ky hieu q
k
= n
i}
, k = 1. 2. . . . . 2N 1. 1u (J), ta co:
(i. 1) (2N 1)( 1 N) i N 1.
(i 1. ) (2N 1)( N) i N 2.
(i. ) (2N 1)( N) i N 1.
(i 1. ) (2N 1)( N) i N.
(i. 1) (2N 1)( 1 N) i N 1.
B.l. DL THl Cll^ lY ZZI
Hnh Z.Z: Quy tac danh so nut.
'eu dat k = (2N 1)( N) i N 1 (tuong ung voi nut (i. )) th
(i. 1) k (2N 1).
(i 1. ) k 1.
(i 1. ) k 1.
(i. 1) k (2N 1).
cac phuong trnh (Z) duoc viet lai (co sap xep):
q
k(21C1)
q
k1
4q
k
q
kC1
q
kC(21C1)
= h
2
. 2N3 _ k _ 4N
2
4N1.
va k khong la cac nut nam tren lien. cac nut nay, phuong trnh (I) cho:
q
k
= 0.
1om lai, ta co he phuong trnh dai so tuyen tinh
Aq = .
trong do A Mat
(21C1)
2(R), . q Mat
(21C1)
2
1
(R),
q = q
1
. q
2
. . . . . q
(21C1)
2|
T
.
Z) 1huat toan
% nhap du lieu
read N
ZZZ IH| l|C B. DL THl
h=1/N
% khoi tao ma tran /, vecto B
A=zeros((2*N+1)^2)
B=zeros((2*N+1)^2,1)
% tinh ma tran /, vecto B
for i=-N:N
for j=-N:N
k=(2*N+1)*(j+N)+i+N+1;
if abs(i)==N or abs(j)==N
A(k,k)=1;
B(k)=0;
else
A(k,k-(2*N+1))=1;
A(k,k-1)=1;
A(k,k)=-4;
A(k,k+1)=1;
A(k,k+(2*N+1))=1;
B(k)=-h^2;
end
end
end
% giai phuong trnh dai so tuyen tinh
q=inv(A)*B;
% xuat ket qua
J) Chuong trnh
dapan09.m
% chuong trinh dapan09.m giai de thi giua ky 2009
% Trinh Anh Ngoc
% 24/10/2009
clear all
% nhap du lieu
N=10;
h=1/N;
% khoi tao ma tran A, vecto B
A=zeros((2*N+1)^2);
B=zeros((2*N+1)^2,1);
% tnh ma tran A, vecto B
for i=-N:N
for j=-N:N
k=(2*N+1)*(j+N)+i+N+1;
B.l. DL THl Cll^ lY ZZJ
if abs(i)==N|abs(j)==N
A(k,k)=1;
B(k)=0;
else
A(k,k-(2*N+1))=1;
A(k,k-1)=1;
A(k,k)=-4;
A(k,k+1)=1;
A(k,k+(2*N+1))=1;
B(k)=-h^2;
end
end
end
% giai phuong trinh dai so tuyen tinh
q=inv(A)*B;
% xuat ket qua (ve do thi)
x=-1:h:1;
y=-1:h:1;
for j=-N:N
for i=-N:N
k=(2*N+1)*(i+N)+j+N+1;
W(j+N+1,i+N+1)=q(k);
end
end
surf(x,y,W);
C|u .|/.|.
I. surf(x,y,z) ve mat tham so. 'eu x va y la vecto, length(x) = n va
length(Y) = m, trong do [m,n] = size(z). 1h cac dinh cua mat la
lo la (x(j), y(i), z(i,j)).
Z. I|u+n p|ap |a| 'ap
\iet lai phuong trnh
n
i,}
= (h
2
n
i,} 1
n
iC1,}
n
i1,}
n
i,} C1
),4.
lhuong phap lap |acoli, xap xi lien tiep nghiem lai toan lang cach
tinh
n
(kC1)
i,}
= (h
2
n
(k)
i,} 1
n
(k)
iC1,}
n
(k)
i1,}
n
(k)
i,} C1
),4.
voi moi i. . Lay la phuong phap lap rat don gian va khong ton kem,
chi can luu tru n
i,}
hien hanh va n
i,}
tiep sau.
ZZ+ IH| l|C B. DL THl
Hnh Z.J: Lo thi ham n(.. ,).
.2 c tbi cooi ky
Mao 1
Cao 1. Cho he phuong trnh dai so tuyen tinh la duong cheo Ax = b (*),
trong do:
A =
_
_
_
_
_
_
_
a
1
c
1
b
2
a
2
c
2
0
.
.
.
.
.
.
.
.
.
0 b
11
a
11
c
11
b
1
a
1
_

_
. b =
_
_
_
_
_
J
1
J
2
.
.
.
J
1
_

_
.
\ A la ma tran la duong cheo nen, de tiet kiem, nguoi ta luu tru ma tran A,
vecto b lang cac vecto (dong):
D = a
1
a
2
. . . a
1
|. 1 = b
2
b
3
. . . b
1
|. U = c
1
b
2
. . . c
11
|. 1 = J
1
J
2
. . . J
1
|.
a) Hay viet function:
function X=trisolve(D,L,U,R)
giai he phuong trnh (*) khong dung phep xoay cuc lo.
B.2. DL THl C|Ol lY ZZ5
l) Lem so phep toan so hoc trisolve thuc hien.
Cao 2. Dung phuong phap he so lat dinh thiet lap quy tac cau phuong 'ewton
3,8
_
1
1
(.)J. =
1
(1)
2
(1,3)
3
(1,3)
4
(1) c
(dC1)
().
a) 1inh
1
.
2
.
3
.
4
. J va c.
l) \iet cong thuc trong truong hop tong quat (doan a. b|).
Cao 3. 1rong phuong phap cat tuyen, chung to rang neu .
n
q khi n o
va neu
0
(q) ,= 0, th q la mot khong diem cua .
Cao 4. Cho lai toan gia tri dau:
.
0
=
_
. .(0) = 0.
a) Chung minh . = t
2
,4 la nghiem cua lai toan.
l) Dung phuong phap Luler tm .(t ) tren doan 0. 1| voi luoc h = 0.2
(viet ket qua tinh o dang lang). 'eu nhan xet ve nghiem xap xi (so voi
nghiem chinh xac).
Mao 2
Cao 1. Cho phuong trnh (.) = 0 (*).
a) Hay viet function:
function y=cattuyen(f,x0,x1,epsilon)
giai phuong trnh (*), dung dieu kien dung [.
nC1
.
n
[ < c, trong do c la sai
so toi da.
l) 'eu function dung sau N luoc, hay dem so phep toan so hoc ma
function cattuyen thuc hien (khong ke phep toan dung trong lieu thuc cua
(.).
Cao 2. Dung phuong phap he so lat dinh thiet lap quy tac cau phuong
_
1
0
(.)J. =
1
(1,3)
2
(1) c
(dC1)
().
a) 1inh
1
.
2
. J (lac chinh xac) va c.
ZZo IH| l|C B. DL THl
l) \iet cong thuc trong truong hop tong quat (doan a. b|).
Cao 3. Cho phuong trnh . 9
x
= 0 (**) co mot nghiem trong 0. 1|.
a) 1m da thuc noi suy tren .
0
= 0. .
1
= 1,2. .
2
= 1 cho ham so o ve
trai (**).
l) Bang cach dat da thuc noi suy, tm duoc o cau a), lang khong, tm
nghiem xap xi cua (**).
Cao 4. Chung to rang lai toan Cauchy
_
,
0
= (. sin(,))
2
,(0) = 3
co mot nghiem trong khoang 1. t |.
2009 (IZO phut)
Cao 1. Cho vecto (dong) X = .
1
.
2
. . . .
1
| cac diem nut noi suy.
a) Hay viet function:
function f=base lagrange(X,k,x)
tra ve gia tri cua ham Lagrane co so thu k tai ..
l) Lem so phep toan so hoc base lagrange thuc hien.
Cao 2. Dung phuong phap he so lat dinh thiet lap quy tac cau phuong Causs
Z-diem voi sai so lien ket voi no.
a) Bat dau lang
_
1
1
(.)J. =
1
(.
1
)
2
(.
1
) 1( )
va tinh
1
. .
1
. Cia su 1( ) = c
(dC1)
(), tm c va J.
l) \iet cong thuc trong truong hop tong quat (doan a. b|).
Cao 3. 1m dieu kien tren de lao dam phep lap
.
nC1
= .
n
(.
n
)
hoi tu tuyen tinh toi khong diem cua neu duoc lat dau gan khong.
Cao 4. Cho ham an .(t ) xac dinh loi phuong trnh
arctg
.
t
= ln
_
.
2
t
2
.
B.2. DL THl C|Ol lY ZZ7
a) Kiem lai rang ham an la nghiem cua lai toan gia tri dau
.
0
=
t .
t .
.(1) = 0.
l) Dung phuong phap Luler tm .(t ) tren doan 1. 2| voi luoc h = 0.2
(viet ket qua tinh o dang lang).
2010 (IZO phut)
Cao 1. Cho phuong trnh (.) = 0 (*).
a) Hay viet function:
function y=newton(f,x0,epsilon)
% f .......... dieu khien ham o ve trai
% x0 ........ hai gia tri dau
% epsilon .... sai so toi da
giai phuong trnh (*), dung dieu kien dung [.
nC1
.
n
[ < c, trong do c la sai
so toi da.
l) 'eu function dung sau N luoc, hay dem so phep toan so hoc ma
function newton thuc hien (khong ke phep toan dung trong lieu thuc cua
(.).
Cao 2. Dung phuong phap he so lat dinh thiet lap quy tac cau phuong
_
1
0
(.)J. =
1
(1,3)
2
(1) c
(dC1)
().
a) 1inh
1
.
2
. J (lac chinh xac) va c.
l) \iet cong thuc trong truong hop tong quat (doan a. b|).
Cao 3. Chung minh phuong trnh . 2 9
x
= 0 (**) co mot nghiem trong
0. 1|.
a) 1m da thuc noi suy tren .
0
= 0. .
1
= 1,2. .
2
= 1 cho ham so o ve
trai (**).
l) Bang cach dat da thuc noi suy, tm duoc o cau a), lang khong, tm
nghiem xap xi cua (**).
Cao 4. lhuong phap giai lai toan gia tri dau (lai toan Cauchy) co the duoc
ZZo IH| l|C B. DL THl
dung de tinh tich phan xac dinh. Le tinh gan dung tich phan
_
0,5
0
e
x
2
Js
hay dung phuong phap Luler voi luoc h = 0. 1 giai lai toan Cauchy
.
0
(t ) = e
t
2
. .(0) = 0
tren khoang 0: 0. 5|.
Fbo Ioc C
Mot tb do kct bop
Bai toan lien-gia tri dau: 1m ham u(.. t ) thoa phuong trnh
u
t
= au
xx
. 0 < . < 1. t > 0. (C.I)
cung voi cac dieu kien lien
u(0. t ) = h
0
(t ). u(1. t ) = h
1
(t ). t > 0 (C.Z)
va dieu kien dau
u(.. 0) = g(.). 0 < . < 1. (C.J)
day, a la hang so duong, (.. t ), h
0
(t ), h
1
(t ), g(.) la cac ham cho truoc.
1inh toan so voi a = 1, (.. t ) = e
t
(.
2
. 2), h
0
(t ) = h
1
(t ) 0,
g(.) = .(1 .). 1ruong hop nay lai toan co nghiem chinh xac: u
cx
=
.(1 .)e
t
.
ko ruc thoo bon khong gun
Lua vao N diem noi suy:
0 = .
1
< .
2
< < .
1
= 1.
ta xap xi nghiem can tm duoi dang
u
h
=
1

kD1
u
k
(t )1
k
(.). (C.+)
ZZ9
ZJO IH| l|C C. MOT THl D| lLT HOI
trong do 1
k
(.) la cac ham noi suy Lagrange co so.
1hay u
h
vao phuong trnh (C.I) ta duoc
1

kD1
u
k
(t )1
k
(.) = a
1

kD1
u
k
(t )1
00
k
(.).
Le nhan duoc he phuong trnh vi phan xac dinh cac ham u
k
(t ) ta lan luot
thay . lang .
i
, chu y 1
k
(.
i
) =
ki
,
u
i
= a
1

kD1
u
k
(t )1
00
k
(.
i
) (.
i
. t ). i = 1. 2. . . . . N. (C.5)
Cac dieu kien lien (C.Z) cho:
u
1
(t ) = h
1
(t ). u
1
(t ) = h
2
(t ). (C.o)
Lieu kien dau (C.J) cho:
u
i
(0) = g(.
i
). i = 1. 2. . . . . N. (C.7)
Lay cung la dieu kien dau cua he phuong trnh vi phan.
Ky hieu:
A = a
_
_
_
_
_
1
00
1
(.
1
) 1
00
2
(.
1
) 1
00
1
(.
1
)
1
00
1
(.
2
) 1
00
2
(.
2
) 1
00
1
(.
2
)
.
.
.
.
.
.
.
.
.
1
00
1
(.
1
) 1
00
2
(.
1
) 1
00
1
(.
1
)
_

_
.
= u
1
(t ). u
2
(t ). . . . . u
1
(t )|
T
.
F =
1
(t ).
2
(t ). . . . .
1
(t )|
T
.
G = g(.
1
). g(.
2
). . . . . g(.
1
)|
T
.
trong do
i
(t ) = (.
i
. t ). He phuong trnh vi phan (C.5) cung voi dieu kien
dau (lai toan Cauchy) co the viet duoi dang vecto:
J
Jt
= A F. (C.o)
(0) = G. (C.9)
ZJI
ko ruc thoo tho gun
Bai toan Cauchy duoc giai lang thuat toan Luler. Bang cach dua vao
luoi cac nut thoi gian cach deu J
0 = t
1
< t
2
< < t

= T (khoang thoi gian khao sat).

ta co thuat toan lap:

1
= G. (C.IO)

nC1
=
n
J(A
n
F
n
). (C.II)
trong do
n
la gia tri xap xi cua (t
n
), F
n
= F(t
n
).
1u cac dieu kien (C.o), hai ham u
1
(t ) = h
1
(t ) va u
1
(t ) = h
2
(t ) la da
liet nen he phuong trnh (C.5) co the viet lai:

h
1
= ah
1
1
00
1
(.
1
) a
11

kD2
u
k
(t )1
00
k
(.
1
) ah
1
1
00
1
(.
1
) (.
1
. t ).
u
2
= ah
1
1
00
1
(.
2
) a
11

kD2
u
k
(t )1
00
k
(.
2
) ah
1
1
00
1
(.
2
) (.
2
. t ).
.
.
.
u
11
= ah
1
1
00
1
(.
11
) a
11

kD2
u
k
(t )1
00
k
(.
11
) ah
1
1
00
1
(.
11
) (.
11
. t ).

h
2
= ah
1
1
00
1
(.
1
) a
11

kD2
u
k
(t )1
00
k
(.
1
) ah
1
1
00
1
(.
1
) (.
1
. t ).
ZJZ IH| l|C C. MOT THl D| lLT HOI
Le khong lam thay doi cau truc ma tran ta viet lai he:
u
1
=

h
1
.
u
2
= a
11

kD2
u
k
(t )1
00
k
(.
2
) a(h
1
1
00
1
(.
2
) h
1
1
00
1
(.
2
))
2
(t ).
.
.
.
u
11
= a
11

kD2
u
k
(t )1
00
k
(.
11
) a(ah
1
1
00
1
(.
11
) h
1
1
00
1
(.
11
))
11
(t ).
u
1
=

h
2
.
Bay gio dung cac ky hieu:

A = a
_
_
_
_
_
_
_
0 0 0 0
0 1
00
2
(.
2
) 1
00
11
(.
2
) 0
.
.
.
.
.
.
.
.
.
.
.
.
0 1
00
2
(.
11
) 1
00
11
(.
11
) 0
0 0 0 0
_

_
.

F =
_
_
_
_
_
_
_

h
1
(t )
a(h
1
1
00
1
(.
2
) h
1
1
00
1
(.
2
))
2
(t )
.
.
.
a(h
1
1
00
1
(.
11
) h
1
1
00
1
(.
11
))
11
(t )

h
2
(t )
_

_
.
1huat toan lap duoc viet lai:

1
= G. (C.IZ)

nC1
=
n
J(

A
n

F
n
). (C.IJ)
Cong thuc tinh 1
00
i
(.
}
)
1u cong thuc cua ham Lagrange co so,
1
i
(.) =
1

kD1,6Di
. .
k
.
i
.
k
.
ZJJ
lay dao ham, ta duoc
1
0
i
(.) =
1

ID1,6Di
1
.
i
.
I
1

kD1,6Di,I
. .
k
.
i
.
k
.
1
00
i
(.) =
1

ID1,6Di
1
.
i
.
I
1

nD1,6Di,I
1
.
i
.
n
1

kD1,6Di,I
. .
k
.
i
.
k
.
1hay . lang .
}
ta duoc ket qua:
1
00
i
(.
}
) =
1

ID1,6Di
1
.
i
.
I
1

nD1,6Di,I
1
.
i
.
n
1

kD1,6Di,I,n
.
}
.
k
.
i
.
k
. (C.I+)
Lac liet, neu = i th
1
00
i
(.
i
) =
1

ID1,6Di
1
.
i
.
I
1

nD1,6Di,I
1
.
i
.
n
.
ZJ+ IH| l|C C. MOT THl D| lLT HOI
Fbo Ioc D
oc tbcm
B|LRCK-D/HLQUIS1 - 'umerical mathematics and scientific computation
(volume I) I999
B|LRCK-D/HLQUIS1 - 'umerical mathematics and scientific computation
(\LUML Z c J) I999
Ma tran vuong duoc goi la doi xung (symmetric) neu
T
= . 1ich cua hai
ma tran doi xung la doi xung neu va chi neu va T giao hoan (commute),
nghIa la T = T. 'eu
T
= th duoc goi la phan doi xung (skew-
symmetric).
Ma tran duoc goi la xac dinh duong (positive definite) neu
(.. .) > 0. . R
n
. . ,= 0.
va nua xac dinh duong (positive semi definite) neu (.. .) _ 0, voi moi
. k
n
. 'guoc lai no duoc goi la khong xac dinh (indefinite).
Fboong pbap cbico (vol. Z c J, muc IO.5 trang JJZ)
Xet he tuyen tinh . = b, trong do R
nn
. \an de: tm nghiem
xap xi . trong khong gian con 1 so chieu m. Can m dieu kien doc lap de
xac dinh .. Mot cach: yeu cau b . truc giao voi mot khong gian con 1
so chieu m, nghIa la
. 1. b .J1. (C.I)
Lieu kien (C.I) goi la dieu kien letrov-Calerkin. Lua vao co so cua 1 va 1,
U = (u
1
. u
2
. . . . . u
n
), V = (
1
.
2
. . . . .
n
),
1 =< U >. 1 =< V > . (C.Z)
Lat . = U:, : R
n
, th (C.I) co the viet la
V
T
(b U:) = 0.
ZJ5
ZJo IH| l|C D. DOC THLM
Suy ra . nhan duoc lang cach giai he suy dan

: = V
T
b.

= V
T
U. (C.J)
Du khong suy lien ma tran

van co the suy lien. Hai truong hop

khong suy lien:

I) doi xung, xac dinh duong (s.p.d.) va 1 = 1. Lay V = U, ta co

= U
T
U la s.p.d., suy ra

khong suy lien.
Z) khong suy lien va 1 = 1. Lay V = U, ta co

= U
T

T
U.
\
T
la s.p.d nen

khong suy lien.
|nb ngbia D.1. Cho la ma tran s.p.d., ta dinh nghIa /-tich trong va /-
chuan loi
(u. )

= u
T
. [u[

= (u
T
u)
1{2
. (C.+)
o dc D.1. C| 'a ma .ran s.p.J., xe. .ru+n |+p 1 = 1, (V=|).
T|| U(U
T
U)
1
U
T
b .u. .|eu |a ^-.|uan .ua sa| s .ren .a. .a .a. te..+
. 1, n||a 'a . |a| 'a| .an
min
x21
[. .

. .

=
1
b. (C.5)
Tai Iico tbam kbao
jI| M. /lramowitz and I. Stegun, eds., HanJ'' J Ma.|ema.|.a' Fun..|ns, M.
Dover, Mineola, '.Y., I9o+.
jZ| Birkhoff C. and lriver /., Hermite interpolation errors for derivatives, ).
Ma.|. anJ I|ys|.s, +o(I9o7), pp. ++O-++7.
jJ| R. Lngland, Lrror estimates for Runge-Kutta type solutions to systems of
ordinary differential equations, Cmpu.er )urna', IZ (I9o9), pp. Ioo-I7O.
j+| lerguson |. and Miller K., Characterization of shape in a class of third
degree algelraic curves, 1RW Report 5JZZ-J-5, I9o9.
j5| lritsch l. and Butland |., / method for constructing locac monotone
piecewise culic interpolants, Sl^M ). S.|. S.a.. Cmp., 5(I9o+), pp. JOO-JO+.
jo| lritsch l. and Carlson R., Monotone piecewise culic interpolation, Sl^M
). !umer ^na'., I7(I9oO), pp. ZJo-Z+o.
j7| HanJ'' J C|em|s.ry anJ I|ys|.s, oJrd ed., CRC lress, Cheveland, I9oZ-
I9oJ.
jo| Isaacson L. and Keller H., ^na'ys|s J numer|.a' Me.|Js, Dover, Mineola,
'.Y., I99+.
j9| Lang \an Liet, C|a| ./.| s, 'XB LHQC 1l. HCM, ZOO+.
jIO| Ce..|n S.ar.eJ u|.| M^Tl^B, MathWorks, Inc., I99o.
jII| lowell M.|.D., n the maximum errors of polynomial approximation de-
fined ly interpolation and ly least squares criteria, Cmp. )., 9(I9o7), pp.
+O+-+O7.
jIZ| Sym''|. Ma.| T''x |ser`s Cu|Je, MathWorks, Inc., I99o.
ZJ7
ZJo T^l llL| TH^M lH^O
jIJ| L. l. Shampine, R. C. /llen, |r., S. lruess, FunJamen.a's J numer|.a' .m-
pu.|n, |ohn Wiley c Sons, Inc., I997.
jI+| Won Y. Yang, Wenwu Cao, 1ae S. Chung, |ohn Morris, ^pp'|eJ numer|.a'
me.|Js us|n M^Tl^B, |ohn Wiley c Sons, Inc., Holoken, 'ew |ersey,
ZOO5.
Moc Ioc
1 Sai so va so boc dao cbam dong 1
I.I Cac khai niem co lan . . . . . . . . . . . . . . . . . . . . . . . . . I
I.Z Bieu dien so trong may tinh . . . . . . . . . . . . . . . . . . . . . 5
I.Z.I So dau cham dong . . . . . . . . . . . . . . . . . . . . . . . 5
I.Z.Z 1huat toan chuyen doi giua cac he thong so . . . . . . IO
I.Z.J So hoc dau cham dong . . . . . . . . . . . . . . . . . . . . II
I.J Cac thi du tinh toan so dau cham dong . . . . . . . . . . . . . . II
I.+ /nh huong cua sai so lam tron - su truyen sai so . . . . . . . . ZI
I.5 So dieu kien . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Z5
I.o lhan tich sai so cua thuat toan . . . . . . . . . . . . . . . . . . . Z7
I.7 1inh on dinh cua thuat toan . . . . . . . . . . . . . . . . . . . . . Zo
Cau hoi va lai tap . . . . . . . . . . . . . . . . . . . . . . . . . . . Z9
2 Hc pboong trnb dai so toycn tnb 31
Z.I lhuong phap khu Causs . . . . . . . . . . . . . . . . . . . . . . . . JZ
Z.Z 1huat toan khu Causs . . . . . . . . . . . . . . . . . . . . . . . . . J7
Z.J lhep nhan tu hoa ma tran (matrix factorization) . . . . . . . . . J9
Z.+ Su chinh xac . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . +I
Z.+.I lhan tich sai so lui . . . . . . . . . . . . . . . . . . . . . . +Z
Z.+.Z lhan tich su lam tron . . . . . . . . . . . . . . . . . . . . . +5
Z.+.J Loc luong chuan cho sai so . . . . . . . . . . . . . . . . . +9
Z.5 Chuong trnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5Z
Z.5.I lactor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5Z
Z.5.Z Solve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
ZJ9
Z+O M|C l|C
Z.o Ma tran co cau truc dac liet . . . . . . . . . . . . . . . . . . . . . 5o
Z.o.I Ma tran lang . . . . . . . . . . . . . . . . . . . . . . . . . . 5o
Z.o.Z Ma tran la duong cheo . . . . . . . . . . . . . . . . . . . . 59
Z.o.J Ma tran doi xung . . . . . . . . . . . . . . . . . . . . . . . oO
Z.7 Cac phuong phap lap . . . . . . . . . . . . . . . . . . . . . . . . . . oI
Cau hoi va lai tap . . . . . . . . . . . . . . . . . . . . . . . . . . . oZ
Z.o \an de nghien cuu . . . . . . . . . . . . . . . . . . . . . . . . . . . o5
3 Noi soy 67
J.I 'oi suy da thuc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . oo
J.Z Cac chan sai so . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7o
J.J Dang 'ewton cua da thuc noi suy . . . . . . . . . . . . . . . . . . oO
J.+ Linh gia su chinh xac . . . . . . . . . . . . . . . . . . . . . . . . . oo
J.5 'oi suy spline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . o7
J.5.I Spline gian doan va spline lien tuc . . . . . . . . . . . . oo
J.5.Z Lao ham cap mot lien tuc . . . . . . . . . . . . . . . . . . 9I
J.5.J Lao ham cap hai lien tuc . . . . . . . . . . . . . . . . . . 9J
Cau hoi va lai tap . . . . . . . . . . . . . . . . . . . . . . . . . . . IOI
4 Ngbicm pboong trnb pbi toycn 107
+.I 'hap mon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IO7
+.Z lhuong phap chia doi . . . . . . . . . . . . . . . . . . . . . . . . . III
+.J lhuong phap 'ewton - phuong phap cat tuyen . . . . . . . . . . II5
+.+ Liem lat dong va phuong phap lap . . . . . . . . . . . . . . . . . IZJ
+.5 1ieu chuan dung phep lap . . . . . . . . . . . . . . . . . . . . . . IZo
+.o He phuong trnh phi tuyen . . . . . . . . . . . . . . . . . . . . . . IJO
Cau hoi va lai tap . . . . . . . . . . . . . . . . . . . . . . . . . . . IJJ
S Tcb pban so 137
5.I Cac quy tac cau phuong co lan . . . . . . . . . . . . . . . . . . . IJo
5.Z Quy tac cau phuong da hop . . . . . . . . . . . . . . . . . . . . . . I5O
5.J Cau phuong thich ung . . . . . . . . . . . . . . . . . . . . . . . . . I5J
5.+ Cac chuong trnh con . . . . . . . . . . . . . . . . . . . . . . . . . I5+
5.5 Mot so van de thuc hanh . . . . . . . . . . . . . . . . . . . . . . . I5o
5.o 1ich phan cua lang du lieu . . . . . . . . . . . . . . . . . . . . . I59
M|C l|C Z+I
5.7 1ich phan loi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IoO
Cau hoi va lai tap . . . . . . . . . . . . . . . . . . . . . . . . . . . IoI
6 Fboong trnb vi pban tboong 163
o.I Co so ly thuyet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IoJ
o.Z Mot so do so don gian . . . . . . . . . . . . . . . . . . . . . . . . . Ioo
o.J Cac phuong phap mot luoc . . . . . . . . . . . . . . . . . . . . . . I7+
o.+ Sai so dia phuong va toan cuc . . . . . . . . . . . . . . . . . . . . IoO
Cau hoi va lai tap . . . . . . . . . . . . . . . . . . . . . . . . . . . Io7
Huong dan c Lap so lai tap . . . . . . . . . . . . . . . . . . . . . . . . Io9
A ico dicn so dao cbam dong 64-bit lFFF 209
c tbi 21S
B.I Le thi giua ky . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ZI5
B.Z Le thi cuoi ky . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ZZ+
C Mot tb do kct bop 229
D oc tbcm 23S
Tai Iico tbam kbao . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ZJo