1/15/2015

Tnhhplcanghimhphungtrnhvkhinim'conditionnumber'camtmatrn(k1)|Math2IT

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tm

Tnh hp l ca nghim h phung trnh v khi

nim 'condition number' ca mt ma trn (k 1)
Dinh Anh Thi |

31.10.14 |

Hiu ton hc | Ton cao cp |

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Bn s tm hiu th no l mt h phung trnh iu kin yu v iu kin mnh, chun ca mt

ma trn, condition number ca ma trn l g v nh hng ca n ti nghim h phung trnh ra
sao?
Bi vit tham kho t trang Mathematics for College v bi ging ca Dheeraj Bhardwaj. Bn
cng c th ti bn pdf nguyn gc (bng ting Anh) ca trang ny ti a ch
Math2IT | Download course

Lu : nguyn tc ca blog l khng dch thut ng ting nc ngoi nhm m bo

chnh xc v gip bn c th t tm kim thm ti liu tham kho nu mun.

k 1 ny, bn s bit c
S khc nhau gia h phung trnh iu kin yu (ill-conditioned systems of equations) v
h phung trnh iu kin tt (well-conditioned ).
nh ngha v tm chun ca mt matrix (norm of a matrix).
k tip theo, bn s bit c:
nh ngha v cch nh gi condition number ca mt ma trn kh nghch.
http://math2it.blogspot.fr/2014/10/tinhhoplycuanghiemhephuongtrinh.html

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Tnhhplcanghimhphungtrnhvkhinim'conditionnumber'camtmatrn(k1)|Math2IT

Mi quan h gia condition number ca mt ma trn vi cc iu kin mnh yu ca mt

h phung trnh tuyn tnh v bn c th tin bao nhiu phn vo nghim ca cc h ny?
Chng ta cng bt u bi vit bng vic xt dng tng qut ca h phung trnh nh sau:
AX = C

H phung trnh iu kin yu v mnh l g?

Mt h phung trnh c gi l ill-conditioned nu s thay i nh cc h s ca ma trn
hoc s thay i nh trong v phi C dn n s thay i ln trong vector nghim X .

Mt h phung trnh c gi l well-conditioned nu s thay i nh cc h s ca ma trn A

hoc s thay i nh trong v phi C dn n s thay i nh trong vector nghim X .

V d 1 - ill-conditioned system of equations

Xt h phung trnh sau y
1

] [
2

4
] =

3.999

]
7.999

H phung trnh ny c nghim l

x
[

2
] =

]
1

Thay i mt cht v phi ca h

1

] [
2

4.001
] =

3.999

]
7.998

s cho ta nghim mi l
x
[

3.999
] =

]
4.000

Cn nu ta thay i mt cht cc s trong ma trn

1.001

2.001

x
] [

2.001

3.998

4
] =

]
7.999

ta s nhn c nghim

http://math2it.blogspot.fr/2014/10/tinhhoplycuanghiemhephuongtrinh.html
[

] =

2/10
]

1/15/2015

Tnhhplcanghimhphungtrnhvkhinim'conditionnumber'camtmatrn(k1)|Math2IT
x
[

3.994
] =

0.001388

C hai nghim mi nhn c ny iu khc xa nghim c d ta ch thay mt cht t gi tr cc

h s. Do , ta ni h phung trnh trong trng hp ny ill-conditioned.

V d 2 - well-conditioned system of equations

Xt h phung trnh
1

x
] [

4
] =

]
7

H ny c nghim
x
[

2
] =

]
1

Cng tung t trn, ta tin hnh thay i mt cht t v phi ca h

1

x
] [

4.001
] =

]
7.001

khi nghim mi l
x
[

1.999
] =

]
1.001

Cn nu ta thay i trong ma trn v tri

1.001

2.001

x
] [

2.001

3.001

4
] =

]
7

v nghim mi l
x
[

2.003
] =

]
0.997

C hai nghim mi nhn c ny iu thay i rt t so vi nghim c khi c s thay i t

v phi hay ma trn h s. Ta ni h ny well-conditioned.

iu g s xy ra nu h phung trnh l ill-conditioned hay well-conditioned?

Nu h phung trnh l ill-conditioned, ta khng nn tin tng qu nhiu vo nghim. S d nh

http://math2it.blogspot.fr/2014/10/tinhhoplycuanghiemhephuongtrinh.html

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Tnhhplcanghimhphungtrnhvkhinim'conditionnumber'camtmatrn(k1)|Math2IT

vy v bn th ngh xem, mi khi bn gii mt phung trnh no , hoc bn chuyn t bi ton

thc t sang vic phi gii mt h phung trnh tuyn tnh, bn mun th vi nhiu h s khc
nhau thy s thay i ca nghim. Trong khi bn ch thay i rt rt t h s, vy m nghim
li sai khc mt s rt ln. Bn c hi lng c iu ny khng?
k tip theo, chng ta s i tm hiu chng ta c th tin bao nhiu phn vo nghim ca mt
phung trnh, cch tin l nh th no. Mi ma trn kh nghch u c mt condition number v
mt machine epsilon, da vo hai lng ny, chng ta c th nh lng xem bao nhiu con s
trong kt qu nghim l ng tin cy.
c th tnh c condition number ca mt ma trn nghch o, ta cn phi bit trc chun
ca ma mn l g v lm cch no c th xc nh c n.

Chun ca ma trn
Cng ging nh nh thc (determinant) ca ma trn, chun ca ma trn cng l mt i lng
v hng (scalar number). Tuy nhin, chun th lun dung phi c nh ngha cho tt c
cc ma trn (bt k ma trn vung hay ma trn ch nht, ma trn kh nghch hay khng).
Chun ca ma trn c nh ngha tung ng vi chun ca vector c cho bi
Ax
A = max
x0

Chun ca ma trn o c sc nh hng ca s thay i trong ma trn n s thay i trong

vector nghim.
Mt trong nhng nh ngha ph bin ca chun ma trn l tng tr tuyt ln nht theo ct
(maximum absolute column sum). Chun ny c tnh bng cch ly tng tt c cc h s trn
mi ct ri so snh gia cc gi tr vi nhau, gi tr no ln nht chnh l chun ca ma trn. i
vi ma trn m dng n ct,
n

max |a ij |
1jm

i=1

nh ngha th hai l tng tr tuyt ln nht theo dng (maximum absolute row sum),
m

= max |a ij |
1in

j=1

V d 3
Vi ma trn
http://math2it.blogspot.fr/2014/10/tinhhoplycuanghiemhephuongtrinh.html

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1/15/2015

Tnhhplcanghimhphungtrnhvkhinim'conditionnumber'camtmatrn(k1)|Math2IT

A =

10

7
2.099
1

6
5

Khi y,
3

= max |a ij |
1i3

j=1

= max (|10| + | 7| + |0|, | 3| + |2.099| + |6|, |5| + | 1| + |5|)

= max (17, 11.099, 11)
= 17

Mi bn n xem k tip theo.

Like 7peoplelikethis.Bethefirstofyourfriends.

31.10.14

Hiu ton hc, Ton cao cp

Vit bi cng blog bng cch lin h dinhanhthimail@gmail.com.

Dinh Anh Thi : Tc gi blog, xut thn l sinh vin s phm ton, hin ang l nghin
cu sinh v Ton ng dng ti Php. Chnh v nim am m Ton hc, tin hc ng dng
v qua trng lp s phm nn Thi rt quan tm n vic ng dng Ton hc, Tin hc
vo trong cuc sng thc t cng nh vic truyn t kin thc Ton cho hc sinh theo
mt phung php hin i v tch cc nht, gy hng th v hiu su cho ngi hc,
ngi c ni chung. Mi chi tit xin lin h dinhanhthimail@gmail.com. Blog c nhn
Anh Thi blog.

http://math2it.blogspot.fr/2014/10/tinhhoplycuanghiemhephuongtrinh.html

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Bi ng Mi hn

Bi ng C hn

Bi lin quan
Tnh hp l ca nghim h
phung trnh v khi nim
'condition number' ca mt ma trn (k
1)

http://math2it.blogspot.fr/2014/10/tinhhoplycuanghiemhephuongtrinh.html

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1/15/2015

Tnhhplcanghimhphungtrnhvkhinim'conditionnumber'camtmatrn(k1)|Math2IT

Chuyn file hnh trong Matlab

sang code hnh v trong LaTeX
Tuyn tp ti liu v phng
php phn t hu hn (Finite
Element Method) - cp nht websites
Tuyn tp ti liu gii tch hm
(Functional Analysis)
Tuyn tp cc eBooks hiu thm
v th gii ton hc k th (cp
nht ngy 10/12/2014)

Gii thiu
Math2IT l chuyn trang v Ton hc
+ Gio dc v Cng ngh. Mong
mun chia s tri thc v kht khao i
mi nn gio dc nc nh. c
thm.

Theo di chng ti
Math2ITTon&Tin
Like 1,461

+38 xut url ny trn Google

Nhiu nht 7 ngy qua

Nhng cch v hnh chnh xc
bng thc k v compa
Nhng vic cn lm sau khi ci
Ubuntu 14.04 v mt s phin
bn khc
Nhng phn mm nn ci cho
Ubuntu, Elementary OS, Linux
Son tho ton hc trong LaTeX
(k 1)
http://math2it.blogspot.fr/2014/10/tinhhoplycuanghiemhephuongtrinh.html

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Tnhhplcanghimhphungtrnhvkhinim'conditionnumber'camtmatrn(k1)|Math2IT

WolframAlpha : gii ton theo

tng bc
Tng hp nhng vic cn lm
sau khi ci Windows c mt
chic my tnh y mnh m
Ti liu tham kho dnh cho i
tng t hc LaTeX (cp nht
ngy 6/11/14)

Bi ngu nhin
Chuyn ton: a v bi ton
bit
Chuyn ton: Con ng mi
ca cc nh ton hc
TeXTips: Hin th php ton ton
hc ging nh hi tiu hc
TeXTips: Chn nhiu hnh ph
trong mt hnh chung
TeXTips: Lm cho cng thc ton
thng ng trong LaTeX

Nhiu nht 30 ngy qua

Nhng cch v hnh chnh xc
bng thc k v compa
Nhng vic cn lm sau khi ci
Ubuntu 14.04 v mt s phin
bn khc
Nhng phn mm nn ci cho
Ubuntu, Elementary OS, Linux
Ti liu tham kho dnh cho i
tng t hc LaTeX (cp nht
ngy 6/11/14)
Son tho ton hc trong LaTeX
(k 1)
WolframAlpha : gii ton theo tng bc
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