NCT Phuong Phap Tinh Va Toi Uu Version1

NGUYN CH TRUNG
NGUYN TN N
NGUYN TH THU THY
PHNG PHP TNH

V BI TON TI U
H NI - 2010
NCT-FIT-HNUE
Computional methods and Optimization Problems
MC LC
M U......................................................................................................................................... 5
Chng 1 TNH GN NG V SAI S................................................................................... 8
1. S gn ng v sai s ca n .................................................................................................. 8
1.1. S gn ng v sai s ....................................................................................................... 8
1.2. Ch s c ngha v ch s ng tin.................................................................................. 9
1.3. Cch vit s gn ng .................................................................................................... 10
1.4. Sai s lm trn................................................................................................................ 10
2. S lan truyn sai s ............................................................................................................... 11
2.1. M u ........................................................................................................................... 11
2.2. Sai s ca tng................................................................................................................ 11
2.3. Sai s ca tch................................................................................................................. 12
2.4. Sai s ca thng ........................................................................................................... 13
2.5. Sai s ca hm bt k..................................................................................................... 14
3. Cc loi sai s ....................................................................................................................... 14
3.1. Cc loi sai s mc phi khi gii mt bi ton thc t ................................................... 14
3.2. Cc loi nh gi sai s phng php........................................................................... 15
BI TP ................................................................................................................................... 15
Chng 2. TNH GI TR V XP X HM S ...................................................................... 16
1. Tnh gi tr hm s ................................................................................................................ 16
1.1. Thut ton Hoocner tnh gi tr a thc ......................................................................... 16
1.2. Tnh hm nh chui ly tha ......................................................................................... 17
2. Bi ton ni suy hm s ........................................................................................................ 18
2.1. a thc ni suy Lagrange trn mc khng u ............................................................. 18
2.2. a thc ni suy Lagrange vi mc cch u ................................................................. 22
2.3. a thc ni suy Newton trn mc khng cch u........................................................ 23
2.4. a thc ni suy Newton trn mc cch u................................................................... 27
2.5. Ni suy tng qut (ni suy Hermit)................................................................................ 29
3. Xp x bnh phng cc tiu................................................................................................. 30
3.1. Phng php chung........................................................................................................ 30
3.2. Mt s dng hm c th. ................................................................................................ 30
BI TP ................................................................................................................................... 33
CHNG 3 GII GN NG PHNG TRNH PHI TUYN............................................ 34
1. Nghim v khong phn ly nghim ...................................................................................... 34
2. Phng php chia i ........................................................................................................... 35
2.1. M t phng php ........................................................................................................ 35
2.2. Thut ton tm nghim xp x bng phng php chia i............................................ 36
3. Phng php lp n ............................................................................................................ 37
3.1. M t phng php ........................................................................................................ 37
3.2. Cch chn (x) tha iu kin hi t ca phng php lp n ................................... 39
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NCT-FIT-HNUE
3.3. Thut ton tm nghim xp x bng phng php lp n............................................. 40

4. Phng php tip tuyn (Newton) ........................................................................................ 40
4.1. M t phng php ........................................................................................................ 40
4.2. S hi t ca phng php............................................................................................. 41
4.3. Thut ton tm nghim xp x bng phng php Newton ............................................ 42
5. Phng php ct tuyn.......................................................................................................... 43
5.1. M t phng php ........................................................................................................ 43
5.2. Thut ton tm nghim xp x bng phng php Ct tuyn ......................................... 43
6. Phng php dy cung.......................................................................................................... 44
6.1. M t phng php ........................................................................................................ 44
6.2. S hi t ca phng php............................................................................................. 44
BI TP ................................................................................................................................... 44
Chng 4 PHNG PHP S TRONG I S TUYN TNH............................................. 46
1. i s ma trn ....................................................................................................................... 46
1.1. Vect ct v vect hng ................................................................................................. 46
1.2. Ma trn ........................................................................................................................... 47
2. H phng trnh i s tuyn tnh ........................................................................................ 50
2.1. Gii thiu........................................................................................................................ 50
2.2. Gii thiu phng php Cramer..................................................................................... 51
2.3. Phng php kh Gauss................................................................................................. 52
2.4. Phng php Gauss-Seidel ............................................................................................ 55
2.5. Phng php gim d .................................................................................................... 59
2.6. Vn n nh ca nghim ca h phng trnh........................................................... 62
3. Tnh gn ng gi tr ring v vc t ring ca ma trn ....................................................... 63
3.1. Gii thiu........................................................................................................................ 63
3.2. Ma trn ng dng.......................................................................................................... 64
3.3. Tm gi tr ring bng phng php a-nhi-lp-ski ...................................................... 64
3.4. Tm vect ring bng phng php an-nhi-lep-ski ..................................................... 67
BI TP ................................................................................................................................... 69
Chng 5 TNH GN NG O HM V TCH PHN .................................................... 71
1. Tnh gn ng o hm......................................................................................................... 71
1.1. o hm cp 1................................................................................................................ 71
1.2. o hm cp hai............................................................................................................. 71
2. Tnh gn ng tch phn ....................................................................................................... 72
2.1. Gii thiu bi ton.......................................................................................................... 72
2.2. Cng thc hnh ch nht trung tm................................................................................ 72
2.3. Cng thc hnh thang ..................................................................................................... 74
2.4. Cng thc Simpson (hay cng thc Parabol)................................................................. 76
2.5. Cc thut ton hcn, ht, sim tnh gn ng tch phn xc nh .................................... 78
Chng 6 BI TON QUI HOCH TUYN TNH ................................................................. 79
1. Gii thiu bi ton ti u tng qut ...................................................................................... 79
1.1. V d m u.................................................................................................................. 79
1.2. M hnh bi ton ti u tng qut .................................................................................. 79
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NCT-FIT-HNUE
1.3. Dng chun tc v dng chnh tc.................................................................................. 80

2. c im ca tp cc phng n ca bi ton QHTT .......................................................... 81
2.1. Tp li v a din li...................................................................................................... 81
2.2. c im ca tp cc phng n ca bi ton QHTT.................................................... 83
3. Thut ton n hnh gii bi ton QHTT.............................................................................. 84
3.1. ng li chung ca thut ton ..................................................................................... 84
3.2. Cc nh l c bn ca thut ton n hnh ................................................................... 85
3.4. Thut ton n hnh ....................................................................................................... 89
4. Tm phng n cc bin ban u.......................................................................................... 94
4.1. Nhn xt ......................................................................................................................... 94
4.2. nh ngha rng buc chun........................................................................................... 95
4.3. Phng php pht hay phng php bi ton M............................................................ 96
BI TP ................................................................................................................................. 100
NCT-FIT-HNUE
M U
1. Gii thiu mn hc Phng php tnh
C cc tn gi sau: Phng php tnh (Computional methods), phng php s (Numerical
methods), Gii tch s (Numerical analysis), rng hn na l Ton hc tnh ton (Computional
mathematics, Numerical mathematics) (theo Bch khoa ton th v khoa hc v k thut, NXB
Mc. Graw Hill 1992).
L mt khoa hc nghin cu cch gii gn ng, m ch yu gii bng s (gi l gii s) cc
phng trnh, cc bi ton xp x hm s v cc bi ton ti u ha. Mt cch ngn gn l gii
cc bi ton bng s trn my tnh.
2. Phn bit ton tnh v ton l thuyt
Ton l thuyt quan tm n cc vn nh tnh ca bi ton: tn ti, duy nht, tnh cht nghim
ca cc bi ton.
Ton tnh quan tm n xy dng phng php, thut ton tm nghim bi ton trn my
tnh.
Thut ton c xy dng phi tha mn yu cu v tnh kh thi v tnh n nh.
Mt thut ton l kh thi nu n thc hin c trn my tnh. Mt thut ton gi l n nh nu
sai s tnh ton (do my tnh lm trn s) khng b khuch i trong qu trnh tnh.
V d 1 (tnh n nh). Gi s cn tnh tch phn
1
I n = x n e x1dx (n 1) .
0
Tch phn tng phn: t u=xn th du = nxn-1dx; t dv=ex-1dx th v = ex-1 ta c

1
I n = x n e x 1 10 n x n1e x 1dx = 1 nI n1 .
0
Ngoi ra ta c
1
I1 = xe x1dx = e x1 ( x 1)
1
0
1
0.3679.
e
Nh vy, tnh I n ta thu c cng thc truy hi tnh c In v mt l thuyt:

I n = 1 nI n 1 , n 2,
I 1 = 0.3679.
V mt thc t tnh trn my tnh khng cho kt qu mong mun khi n ln. C th l tnh trn
my tnh vi n=25 ta c bng kt qu sau (lit k theo tng hng)
0.3679
0.2642
0.2073
0.1709
0.1455
0.1268
0.1124
0.1009
0.0916
0.0839
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NCT-FIT-HNUE
0.0774
0.0718
0.0669
0.0627
0.0590
0.0555
0.0572
-0.0295
1.5596
-30.1924
635.0403 -13969.8864
321308.3881 -7711400.3133 192785008.8325
Kt qu gim dn t 0.3679 (khi n=1) n 0.0555 (khi n=16)

Kt qu sau kt qu thay i tht thng v gi tr tuyt i tng rt nhanh.
iu ny hon ton khng ph hp vi l thuyt v theo l thuyt th I n 0 khi n do
1
0 I n x n dx =
0
1
.
n +1
Hin tng kt qu tnh ton I n nu trn l s khng n nh ca thut ton: sai s ban u khi
tnh I 1 =
1
0.3679 b khuych i trong qu trnh tnh.
e
1
~
ta thu c I 1 = I 1 + , trong l sai s. Gi s cc tnh ton
e
tip theo khng mc phi sai s. Vi n = 2 ta c
Nguyn nhn: thay v I1 =
~
~
I 2 = 1 2 I 1 = 1 2( I 1 + ) = (1 2 I 1 ) 2 = I 2 2 .
~
~
Thu c I 2 vi sai s | I 2 I 2 |= 2 . Tng t, bc th n thay cho gi tr ng I n ta thu
~
~
c gi tr gn ng I n vi sai s | I n I n |= n! . Do , d c b th khi n ln, sai s vn
ln v ta khng th nhn c gi tr chp nhn c l gn ng cho I n .
V d 2 (tnh kh thi). Cho h phng trnh i s tuyn tnh
Ax = b ,
(1)
trong A l ma trn vung cp n vi nh thc khc 0.

V l thuyt c th gii h trn bng cng thc Cramer
xi =
i
,
(i =1,..., n),
(2)
trong = det A , cn i nhn c t do vic thay ct th i bi ct t do b. Nhng vic

tnh ton ra nghim bng s c th li l mt vic khng n gin. Theo cng thc (2) cn phi
tnh n +1 nh thc cp n. Mi nh thc l tng ca n! s hng, mi s hng l tch ca n tha
s. Do vy, tnh mi s hng cn thc hin n 1 php nhn. Nh vy, tt c s php tnh nhn
cn thc hin trong (2) l Q = n!(n+1)(n-1).
Gi s n = 20. Khi Q 9.7073 *10 20 . Nu tc ca my tnh l 100 triu php tnh/giy th
thi gian thc hin khi lng tnh ton trn l 2.6965 *10 9 gi = 3.0782 *10 5 nm. Mt thi
gian ln v cng! V nh vy, thut ton nu trn l hon ton khng kh thi d my tnh c
tng tc ln gp hng nghn, hng vn ln.
NCT-FIT-HNUE
trn ta mi ch xt vic gii mt h c 20, m thc t khoa hc v cng ngh i hi phi gii
cc h phng trnh i s tuyn tnh c hng vn, hng triu hoc hn th na. V th, cn phi
nghin cu xut cc phng php hiu qu c th gii c cc h thng phng trnh c
ln. l mt trong cc nhim v ca ngnh Phng php tnh.
Chng 1 gm cc ni dung sau:
Cc khi nim c bn: s xp x (hay s gn ng), sai s tuyt i v sai s tng i, ch s c
ngha v ch s ng tin, cch vit s gn ng, sai s quy trn v quy tc lm trn s cn li
gm cc s ng tin;
S lan truyn sai s u vo dn n sai s u ra x f(x), t tnh c sai s ca tng, hiu,
tch, thng.
Cc loi sai s: gii thiu cc nguyn nhn dn n sai s: sai s khi xy dng m hnh ha cc
i tng, sai s v phng php thc hin, sai s do tnh ton. V, cch nh gi tin nghim,
hu nghim i vi sai s.
NCT-FIT-HNUE
Chng 1 TNH GN NG V SAI S

1. S gn ng v sai s ca n
1.1. S gn ng v sai s
nh ngha 1.1 S a c gi l s gn ng hay s xp x ca s ng A (tc gi tr ng ca
i lng cn quan tm) v k hiu l a A , nu a sai khc A khng ng k. Nu a < A th
a c gi l xp x thiu, cn nu a > A th a c gi l xp x tha ca A .
Th d: i vi s A = 2 th a1 = 1, 41 l xp x thiu, cn a2 = 1, 42 l xp x tha v
2 = 1, 4142135623... ; i vi s = 3,1415926535... th 3,14 l xp x thiu, cn 3,15 l xp x

tha.
nh ngha 1-1.1 S =| A a | c gi l sai s tuyt i ca s gn ng a .
Thng thng s ng A khng bit nn ta cng khng bit chnh xc sai s tuyt i ca s
gn ng a , m ch c th nh gi n. V th ta c th xem nh gi tt nht ca l sai s
tuyt i gii hn ca a , l s a b nht c th bit c, tha mn iu kin
A a
(1-1.1)
T bt ng thc trn suy ra
a a A a + a .
(2-1.1)
n gin ngi ta thng vit A = a a m ch rng a l sai s tuyt i gii hn ca

a.
V d 1-1.1. Nu coi a = 3,14 l xp x ca th sai s tuyt i l a 0, 002 .
Sai s tuyt i khng phn nh y mc chnh xc ca php o hoc tnh ton. Chng
hn, o chiu di ca hai thanh st bng cng mt thc o ta nhn c cc kt qu sau:
l1 = 115,6cm 0,1cm
l2 = 7,5cm 0,1cm
Tuy sai s tuyt i ca hai php o trn l nh nhau (= 0,1 cm) nhng r rng l php o th
nht chnh xc hn. th hin iu ta a vo khi nim sau.
nh ngha 2-1.1. Sai s tng i ca s gn ng a , k hiu bi , l
Aa
=
A
A
(3-1.1)
vi gi thit l A 0 .
Tuy nhin, do s A v khng bit nn trong thc hnh ta s chp nhn sai s tng i ca s
gn ng a l s a di y, gi l sai s tng i gii hn ca a
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NCT-FIT-HNUE
a =
a
a
(4-1.1)
Ngi ta thng tnh sai s tng i bng phn trm. V th
a =
a
100% .
|a|
Tr li php o chiu di ca cc thanh st ta thy rng sai s tng i ca l1 l
1 =
0,1
0,1
100% = 0, 09% , ca l2 l 2 =
100% = 1,33% . R rng l 1 nh hn rt nhiu
115, 6
7,5
so vi 2 v php o th nht chnh xc hn nhiu so vi php o th hai.
1.2. Ch s c ngha v ch s ng tin

Mt s vit dng thp phn c th gm nhiu ch s. Chng hn s 20,15 c 4 ch s; s
3,1412 c 5 ch s.
nh ngha 1-1.2. Nhng ch s c ngha ca mt s l nhng ch s ca s k t ch s
khc khng u tin tnh t tri sang phi.
V d 1-1.2. Trong cc s sau, nhng ch s c gch di l nhng ch s c ngha: 12,57;
20,15 ; 0,03047 ; 0,304500 .
Gi s a l s gn ng ca A v a c biu din
m m ` ... 1 0 , 1 2 ... n
tc l
a = ( m .10 m + m1 .10 m1 + ... + 1 .10 + 0 .10 0 + 1 .10 1 + ... + n .10 n + ...)
= s .10 s
(1-1.2)
trong s l nhng s nguyn t 0 n 9, gi l ch s hng th s ca s a.

nh ngha 2-1.2. Gi a l sai s tuyt i ca s a , ch s hng th s ca s a c gi l
ch s ng tin (hay ch s ng) nu sai s tuyt i ca s a khng vt qu mt na n v

1
ca hng th s (tc l a .10 s ), v gi l ch s nghi ng nu sai s tuyt i ca s a
2
1
khng vt qu mt na n ca hng th s (tc l a > .10 s ), trong a l sai s tuyt i
2
ca s a.
T nh ngha trn suy ra rng nu s l ch s ng tin th mi ch s c ngha bn tri n u

l ng tin, v nu s l ng ng th mi ch s bn phi n u l ng ng. Vic nh gi
cc ch s ng tin v ng ng ca mt s gn ng a khng ph thuc vo bn thn cc ch s
m ph thuc vo sai s tuyt i ca a v v tr ca chng.
NCT-FIT-HNUE
V d 2-1.2. S gn ng a = 3.7284 vi a = 0.0047 c 3 ch s ng tin l 3, 7 v 2, cn cc
ch s 8 v 4 l ng ng.
1.3. Cch vit s gn ng

C hai cch vit s gn ng.
Cch 1: Vit km theo sai s a a
Cch ny thng dng vit cc kt qu o c, thc nghim, trong a l sai s ca thit

b o.
V d 1-1.3. 150 cm 0.1 cm; 65 kg 0.1 kg
Cch 2: Vit theo quy c: mi ch s c ngha u ng tin, c ngha l sai s tuyt i
khng ln hn mt na n v hng cui cng.

1
V d 2-1.3. Theo cch ny ta vit a = 23.54 nu a 102 = 0.005 .
2
1.4. Sai s lm trn

Khi thc hin cc tnh ton nu s a c qu nhiu ch s trong biu din thp phn, chng hn
a =3.14151926535, th cho thun tin ngi ta thu gn s ny bng cch b bt mt s ch
s cui c mt s a ' ngn gn hn v gn ng nht vi a . Vic lm ny c gi l quy
trn hoc lm trn s. S a ' =| a a ' | c gi l sai s lm trn.
Di y l quy tc lm trn s nhm bo m cho sai s lm trn khng vt qu na n v
ca ch s cui cng c gi li:
Nu b i nhiu ch s khc 0 v ch s b i u tin 5 th thm vo ch s gi li

cui cng mt n v, cn nu ch s b i u tin < 5 th nguyn ch s gi li cui
cng.
Nu ch b i mt ch s 5 th ch s c gi li cui cng nu l ch s l th tng

thm 1, cn nu l chn th gi nguyn.
V d 1-1.4. i vi s a =3.14151926535 ta lm trn thnh 3.141519, 3.14152, 3.1415, 3.142,

3.14 nu cn gi li 6, 5, 4, 3 hoc 2 ch s sau du chm thp phn. Sai s lm trn tng ng
1
1
1
1
1
khng vt qu 10-6, 10-5, 10-4, 10-3 v 10-2.
2
2
2
2
2
V d 2-1.4. S 12.25 ta lm trn thnh 12.2 vi sai s l 0.05 =
1
10-1.
2
By gi gi s a l xp x ca A vi sai s tuyt i l a . Gi s ta lm trn a thnh a' vi

sai s lm trn l a ' , tc l | a' - a| a ' . Kho sai s tuyt i ca s a l
a ' =| A-a| = | A-a +a-a| | A -a| + | a - a| a + a '
Nh vy vic quy trn thng lm tng sai s tuyt i. iu ny dn n kt cc l sau khi lm
trn mt s ch s ng tin tr nn ng ng.
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NCT-FIT-HNUE
V d 3-1.4. Cho a = 0.35 vi a =0.003. Do cc ch s 3 v 5 l ng tin. Sau khi lm trn
thnh a = 0.4 ta c a ' = a + a ' = 0.003 + 0.05 = 0.053 >
1
10-1. V th ch s 4 trong a l
2
ng ng. Trong trng hp ny khng nn quy trn s a .
2. S lan truyn sai s

2.1. M u
Trn y ta nh ngha cc loi sai s ca mt s gn ng. Trong thc t tnh ton cc i
lng gn ng thng xut hin trong mt biu thc phc tp. Th d th tch ca hnh cu
c tnh bng V = (1/6)d3, trong ta ch bit xp x ca s v ng knh d. Vn t
ra l bit sai s ca v d, liu ta c th tnh c sai s ca V khng. Mt cch tng qut,
vn t ra l sai s ca cc d liu u vo lan truyn v dn n sai s ca kt qu tnh ton
nh th no?
gii quyt vn ny xt hm s u ca 2 bin s x v y:
u = f(x,y)
Gi s x l xp x ca gi tr ng X, y l xp x ca gi tr ng Y v ta coi u l xp x ca gi
tr ng u = f(X,Y). Bit sai s v x v y, hy tnh sai s ca u.
K hiu x = x - X l s gia ca x, cn dx l vi phn ca bin x.
Theo nh ngha v sai s tuyt i, ta c | x | x .
Theo cng thc vi phn ca hm nhiu bin ta c:
du =
u
u
dy
dx +
x
y
T y ta c
u
u
u
y
x +
x
y
u =|
u
u
| x + |
| y
x
y
Suy ra
(1-2.1)
Ch : Cng thc (1-2.1) l cng thc quan trng tnh sai s ca hm hai bin u = f(x,y) bt
k da vo o hm ring ca tng bin. Cng thc (1-2.1) c s dng trong vic chng minh
cc cng thc tnh sai s ca tng, hiu, tch thng biu din hm hai bin.
2.2. Sai s ca tng

Cho u = x y.
Ta c
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NCT-FIT-HNUE
u
u
= 1 .
= 1,
y
x
Do , t (1.6) suy ra
u = x + y
(1-2.2)
Nh vy, sai s tuyt i ca mt tng i s bng tng cc sai s tuyt i ca cc s hng.

V d 1-2.2. Gi s x = 3.6 v y = 6.4 l hai s c lm trn. Tnh tng ca chng v xc
nh sai s ca tng thu c.
Gii. V x v y c lm trn n mt ch s sau du chm thp phn nn sai s tuyt i ca

chng l x = y = 0.05. Do u = x + y =3.6 + 6.4 =10.0 vi sai s tuyt i l u = x +
y = 0.05 + 0.05 = 0.1, tc l u = 10 0.1.
Ch : Xt trng hp u = x - y v x, y cng du. Lc ta c
u =
u (x + y )
=
u
x y
Ta thy rng nu | x -y | rt b th sai s tng i rt ln.

V d 2-2.2. Gi s x = 15.29 v y = 15.14 l hai s c lm trn. Xc nh sai s tng i
ca x, y v ca hiu hai s trn.
Gii. Ta c hiu u = x - y = 15.29 -15.14 = 0.15. Do x v y c lm trn n 2 ch s sau

du chm thp phn nn sai s tuyt i ca chng l x = y = 0.005. V th sai s tuyt i
ca hiu l u = x + y = 0.01. Do sai s tng i ca hiu l u = u/ |u| = 0.01/ 0.15 =
0.005
0.066 trong khi sai s tng i ca x v y tng ng l x = x =
= 0.000327 ,
x 15.29
y =
y
y
0.005
= 0.000330 . R rng l sai s tng i ca hiu ln gp 200 ln sai s tng
15.14
i ca tng s x v y.
Trong tnh ton ngi ta c gng trnh vic tr hai s gn nhau bng cch bin i biu thc ca
hiu (trong nhng trng hp c th c).
Th d: tnh hiu u =
u=
210 200 ta c th bin i
( 201 200 )( 201 + 200)

( 201 + 200 )
1
( 201 + 200 )
2.3. Sai s ca tch

Gi s u = xy. Ta c
u
= x.
y
T (1-1.2) suy ra
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NCT-FIT-HNUE
u = y x + x y
Do
u =
u x y
=
+
= x +y
u
x
y
Vy
u = x + y
(1-2.3)
Ta c quy tc sau:
Sai s tng i ca mt tch bng tng cc sai s tng i ca cc tha s ca tch.
V d 1-2.3. Gi s X v Y l hai cnh ca mt hnh ch nht m di ca chng (tnh bng
cm) c lm trn n mt ch s sau du chm thp phn l 15.6 v 8.2. Hi gi tr thc s ca
din tch ca hnh ch nht nm trong khong no?
Gii: K hiu x = 15.6, y = 8.2. Nh vy x l gi tr gn ng ca X v y l gi tr gn ng ca

Y vi sai s tuyt i l 0.05. Do sai s tng i ca chng l
0.05
0.05
= 0.0032, y =
= 0.0061 . Theo (3-1.2) sai s tng i ca tch l
15.6
8.2
u = 0.0032 + 0.0061 = 0.0093 . V u = x * y =15.6 * 8.2 =127.92 nn sai s tuyt i ca u l
x =
u =| u | u = 127.92 * 0.0093 = 1.19 . Do , X * Y = 127.92 1.19 , tc l gi tr thc s ca

din tch ca hnh ch nht nm trong khong t 126.73 n 129.11.
2.4. Sai s ca thng

Cho u = x / y . Ta c:
u 1 u
x
= 2
= ,
x y y
y
T (1.6) suy ra
u =
Do
1
x
x + 2 y
y
y
y 1
u
1
y 1
x
= u = x + 2 y = x + y .
|u|
x y
x
y
y
x
Suy ra:
x/ y = x + y
(1-2.4)
Ta c quy tc sau:
Sai s tng i ca mt thng bng tng cc sai s tng i ca s chia v s b chia.
13
NCT-FIT-HNUE
2.5. Sai s ca hm bt k
Cho hm u = f ( x1 , x 2 ,..., x n ) . Theo cng thc vi phn ca hm nhiu bin ta c:
du =
u
u
u
dxn
dx1 +
dx2 + ... +
x1
x 2
x n
T y ta c
u
u
u
u
xn
x1 +
x2 + ... +
x1
x 2
x n
Suy ra
u =
u
u
u
x
x2 + ... +
x1 +
x n n
x 2
x1
(1-2.5)
V d 1-2.5. Tnh sai s tuyt i v sai s tng i ca th tch hnh cu:
V = (1/6)d3
nu cho ng knh d = 3.7 0.05 cm v = 3.14 0.0016.
Gii. Xem v d l i s ca hm V, p dng (1-2.4) v (1-2.5) ta c
V = + 3d
(H s 1/6 khng nh hng n sai s tng i)
= 0.0016/3.14 = 0.0005
d = 0.05/3.7 = 0.0135
Suy ra V = 0.0005 + 3 * 0.0135 = 0.04
Gi tr gn ng ca th tch l V = (1/6)d3 = 26.5 cm3 . Do , ta tnh c sai s tng i
ca n l V = |V|*V = 26.5*0.04 = 1.06 1.1 cm3. V th
V = 26.5 1.1 cm3.
3. Cc loi sai s
3.1. Cc loi sai s mc phi khi gii mt bi ton thc t
Nh bit, nghin cu mt i tng thc t, chng hn mt i tng vt l nh dng chy
trong sng, hin tng dn nhit trong mt thanh vt cht, hay mt i tng kinh t-x hi,...
ngi ta thng xy dng m hnh ton hc ca i tng v nghin cu i tng thng qua
m hnh. Do tnh cht phc tp ca i tng nn ngi ta khng th a ht tt c cc yu t
lin quan vo m hnh, m buc phi loi b nhng yu t khng quan trng v nh hng t n
i tng. Kt qu l ngi ta ch nhn c m hnh ton hc phn nh gn ng i tng cn
nghin cu. Sai s mc phi trong qu trnh ny gi l sai s m hnh.
Khi c m hnh ton hc, thng l cc phng trnh vi phn, tch phn hoc phng trnh i
s,... ngi ta phi gii n. Ni chung ngi ta khng nhn c li gii ng ca mt bi ton
m ch c th nhn c li gii gn ng bng mt phng php no y, th d phng php
lp gii phng trnh phi tuyn, phng php hnh thang tnh tch phn,... . Sai s mc phi khi
14
NCT-FIT-HNUE
phi gii mt bi ton bng phng php gn ng c gi l sai s phng php. y l loi
sai s m chng ta cn quan tm khi nghin cu cc phng php gn ng (gii tch hoc s tr)
v sai s ny phn nh cht lng ca phng php v thng qua n c th nh gi c khi
lng tnh ton cn thit c c li gii vi mt chnh xc cho trc.
Sau khi c phng php hoc thut ton gii mt bi ton cn phi thc hin n trn my tnh
c c li gii s. Trong qu trnh tnh ton bng s ny khng th trnh khi vic lm trn
s. Sai s xy ra trong cng on ny c gi l sai s tnh ton.
Mt loi sai s na c th mc phi khi gii mt bi ton thc t l sai s d liu khi cc d liu
u vo ca bi ton nhn c bng cc php o c hoc quan st thc nghim hoc l li gii
gn ng ca mt bi ton khc.
3.2. Cc loi nh gi sai s phng php

Sai s ca mt phng php s c th c nh gi tin nghim hoc hu nghim.
nh gi sai s tin nghim l nh gi sai s nhn c trc khi thc hin tnh ton. Th d,
gii mt phng trnh phi tuyn bng mt phng php lp n (xem Chng 3) ta c th
nh gi c sai s ca nghim gn ng nhn c sau n ln lp theo cng thc
xn x *
qn
x1 x0 ,
1 q
trong 0< q< 1, x* l nghim ng, x0 l xp x ban u.

nh gi sai s hu nghim l nh gi sai s nhn c sau khi tnh ton c nghim. Th
d, sau khi tnh c xn theo phng php lp n (xem Chng 3) ta c nh gi hu nghim
xn x *
q
x n x n 1
1 q
BI TP
1.
Khi xc nh hng s kh ca khng kh, nhn c R =29.25. Hy xc nh cc gii hn
ca R bit sai s tng i gii hn ca R l 1%.
2.
o trng lng ca 1 dm3 nc 00 C nhn c: p = 999.847g 0.001g
Hy xc nh sai s tng i ca php o trn.

3.
Cho s e = 2.718281828459045... Hy quy trn s e n ch s c ngha th 13, 12 v
11 v xc nh sai s quy trn tuyt i.
4.
Ly a=2.718 thay cho s e. Hy xc nh sai s tng i.
5.
Hy quy trn cc s di y (xem l ng) vi ba ch s c ngha ng tin v xc nh
sai s tuyt i v sai s tng i ca chng:
a) 2.1514
b) 0.16152
c) 0.01204
d) - 0.00152281
15
NCT-FIT-HNUE
Chng 2. TNH GI TR V XP X HM S
1. Tnh gi tr hm s
1.1. Thut ton Hoocner tnh gi tr a thc
a) Gii thiu thut ton
Cho a thc p(x) bc n c dng tng qut:

p(x) = a0xn + a1xn-1 + a2xn-2 + + an-1x + an (a0 0)
tnh gi tr p(x0) cn 2n-1 php nhn v n php cng. Hn na cc s hng ca a thc
thng ln nn bt li trong tnh ton.
Nu ta phn tch a thc thnh
p(x) = (b0xn-1 + b1xn-2 + + bn-2x + bn-1) ( x - x0) + bn
(1-1.1)
Ta c ngay p(x0) = bn.

Khai trin (1-1.1) ta c:
p(x) = b0xn b0xn-1x0 + b1xn-1 b1xn-1x0 + b2xn-1 - - bn-1xn-1x0 + bn-2x2 bn-2 xx0 + bn-1x bn-1
x0x0 + bn
= b0xn + (b1xn-1 b0xn-1x0) + (b2xn-1 b1xn-1x0) + + (bn-2x2 bn-1xn-1x0) + (bn-1x - bn-2 xx0 ) + (bn
bn-1x0)
n
= b0 x n + (bk bk 1 x0 ) x nk
k =1
Vy ta c ng nht thc :
n
a0 x n + ... + an1 x + an = b0 x n + (bk bk 1 x0 ) x nk

k =1
ng nht hai v ta c
b0 = a0, bk - bk-1x0 = ak, k = 1, n hay
bk = ak + bk-1x0, hay bk = ak + ck vi ck = bk-1x0
Thut ton Hoocner tnh gi tr cc h s ca a thc trong (1-2.1) nh sau :
b0
ck
b
k
= a0
= bk 1 x0 k = 1, n
= ak + ck
(2-1.1)
H (2-1.1) cho thy ch cn tnh n php nhn v n php cng v cc s hng tham gia tnh ton
b hn phng php tnh trc tip.
b) S tnh bng tay
tnh bng tay, ta biu din (2-1.1) di bng sau

16
NCT-FIT-HNUE
a0
b0
a1
an
c1
cn
b1
bn
x0
p(x0)=bn
V d 1-1.1
Tnh f(x) = 2x5 - 3x4 + x3 - 4x2 + 7x + 8 ti x = 2 nh sau

2
-3
-4
22
11
30
p(2)=30
Ch : Khi phng trnh p(x) = 0 c nghim x = x0 th lc Hoocner cho php tm c ca

p(x) di dng q(x) = b0xn-1 + b1xn-2 + + bn-2x + bn-1
1.2. Tnh hm nh chui ly tha

Nu hm s y = f(x) d tnh o hm mi cp ti x = x0 v biu din hm di dng chui Taylor
di y hi t :
f ( x) =
k =0
f ( k ) ( x0 )
( x x0 ) k
k!
(1-1.2)
th ta c th tnh gn ng
n
f ( x)
k =0
f ( k ) ( x0 )
( x x0 ) k
k!
(2-1.2)
v c lng sai s l :
f ( n+1) (c)
Rn ( x) =
x x0
(n + 1)!
n +1
hoc trc tip c lng t phn d ca chui.
trong c l im no gia x v x0
V d 1-1.2. Tnh sin 360
t x = 360 = / 6 + /30. t x0 = /6, suy ra x x0 = /30

p dng cng thc 2-1.2 vi n = 1 v x0 = /6 ta c:
f ( 0 ) ( x0 )
f (1) ( x0 )
0
v f ( x) =
( x x0 ) +
( x x 0 )1 = f ( x 0 ) + ( x x 0 ) f ' ( x 0 )
0!
1!
Thay vo ta c sin 360 = sin (/ 6 + /30) = sin (/6) + (/30) cos (/6) + R1
17
NCT-FIT-HNUE

2
sin c
1 3
2
+ .
+ R1 trong R1 =
10
2 30
2 30 2
2. Bi ton ni suy hm s
Mt trong cc bi ton c bn ca gii tch s l ni suy hm s. Bi ton ny thng gp trong
cc trng hp sau :
i) Cn phc hi hm s f (x) i vi mi im x thuc khong [a, b] nu ch bit gi tr ca n
ti mt s im x0 , x1 ,..., x n [a, b] . Nhng gi tr ny thng l cc gi tr quan st, hoc o c

c.
ii) Khi hm f (x) cho bi cng thc qu phc tp chng hn
x2
(x + t) 2
f ( x) = t
dt
cos( x ) e + sin( xt )
v cn tnh f (x) x [a, b] . Khi ngi ta tnh gn ng f (x) ti mt s im ri xy dng
mt hm gn ng vi f(x) tnh cc gi tr khc.
iii) Ngoi ra, ni suy hm s cn c s dng xy dng cc cng thc tnh o hm, tnh
tch phn s hoc tm gn ng nghim ca phng trnh.
Bi ton ni suy hm mt bin s c pht biu nh sau: Trn on [a, b] cho tp cc im
nt a xo < x 1 <...<x n b v ti cc im ny cho cc gi tr y i = f ( xi ), (i = 0, n) ca hm f (x) .

Cn xy dng hm g (x) d tnh ton v trng vi hm f (x) ti cc im nt trn tc l
g ( xi ) = y i , (i = 0, n) . Hm g(x) c gi l hm ni suy. Cc im nt xi ( i = 0, n ) gi l cc
mc ni suy.
Mt s dng hm g (x) thng c dng ni suy hm s l:
- a thc i s
- Hm hu t, tc l phn thc i s
- a thc lng gic
- Hm ghp trn (spline), tc l hm a thc tng mu.
Trong chng ny chng ta ch tp trung vo ni suy bi a thc i s - mt cng c ni suy
kinh in v mt phn v ni suy bi hm ghp trn - cng c ni suy hin i. Cc dng ni
suy khc s ch c gii thiu qua. Nu khng ni r hn ta s ngm nh hiu a thc l a
thc i s.
2.1. a thc ni suy Lagrange trn mc khng u

2.1.1. Thit lp a thc ni suy Lagrange
a thc ni suy Lagrange ca hm y = f(x) ti cc im mc xi [a, b] ( i = 0, n) cho bi cng

thc sau:
18
NCT-FIT-HNUE

(1-2.1)
Ln ( x) = f ( xi )l i ( x)
i =1
Trong a thc li(x) cho bi cng thc

li ( x) =
n
x xj
( x x 0 )...( x xi 1 )( x xi +1 )...( x x n )
=
( xi x 0 )...( xi xi 1 )( xi xi +1 )...( xi x n ) j i xi x j
(2-2.1)
j =0
(T s khuyt nhn t (x - xi), mu s khuyt nhn t (xi - xi))

Ta thy Ln(x) tha mn iu kin ni suy
Ln ( xi ) = f ( xi ), (i = 0, n)
(3-2.1)
Tht vy, d thy rng

1, i = j
li ( x j ) = ij=
0, i j
(4-2.1)
V khi i = j, thay x t s bi xi th t s ging mu s. Khi i j th trn t s c s hng dng

(xj - xj) = 0 (lu rng t s ch khuyt s hng xj-xi). Thay (4-2.1) vo (1-2.1) ta thu c (42.1)
Xt hai trng hp n gin ca a thc ni suy Lagrange.
a) Ni suy Lagrange bc nht

Ni suy bc nht cn gi l ni suy tuyn tnh.
Khi n = 1, ta c hai mt ni suy x 0 v x 1 , v
L1 ( x) = f ( x0 )
x x0
x x1
+ f ( x1 )
x0 x1
x1 x0
(5-2.1)
b) Ni suy Lagrange bc hai

Khi n = 2 ta c ba nt ni suy x0 , x1 v x 2 v
L2 ( x) = f ( x0 )
( x x0 )( x x2 )
( x x0 )( x x1 )
( x x1 )( x x2 )
+ f ( x2 )
+ f ( x1 )
(6-2.1)
( x0 x1 )( x0 x2 )
( x1 x0 )( x1 x2 )
( x2 x0 )( x2 x1 )
trong y i = f ( xi ), i =0, 1, 2.
V d 1-2.1. Xy dng a thc ni suy cho hm y = sin x ti cc nt
x0 = 0, x1 =
1
1
v x 2 = .
6
2
Gii. Ta c bng gi tr ca hm
x
1/6
1/2
1/2
p dng cng thc (6-2.1) ta c

19
NCT-FIT-HNUE
1
1
1
1
( x )( x )
( x 0)( x )
( x 0)( x )
1
6
2 + .
6 = 7 x 3x 2 .
2 + 1.
L 2 ( x ) = 0.
1
1
1 1
1
1 1
2 1
2
(0 )(0 )
( 0)( )
( 0)( )
6
2
6
6 2
2
2 6
V d 2-2.1. Tm a thc ni suy hm y = 3 x trn on [-1, 1] da vo gi tr ca hm ti cc
im x0 = 1, x1 = 0, x 2 = 1. S dng a thc ny tnh gn ng
3.
Gii. Ta c bng cc gi tr ca hm y = 3 x ti cc im cho:

x
-1
1/3
Theo cng thc (6-2.1) ta c a thc ni suy

1 x( x 1)
( x + 1)( x 1)
( x + 1)( x 0)
L2 ( x ) = .
+ 1.
+ 3.
3 1.(1 1)
1.(1)
(1 + 1)(1 0)
3 x( x + 1)
1
x( x 1)
=
( x + 1)( x 1) +
= (2 x 2 + 4 x + 3)
6
2
3
tnh
3 = 31 / 2 ta xp x
1 11
L2 ( ) = .
2
6
c) nh gi sai s
Vn quan trng t ra khi xp x hm f (x) ti im x bt k bi a thc ni suy l phi nh
gi c sai s, tc lch f (x) - Ln (x) . nh l sau y cho ta nh gi .
nh l 4.2.1 Gi s hm s f (x) C ( n+1) [a, b] , tc l c o hm lin tc n cp n+1 trn [a,
b] cha tt c cc nt ni suy xi (i = 0, n) . Khi sai s ni suy Rn ( x) = f ( x) Ln ( x) c dng

Rn ( x ) =
f ( n +1) ( )
n +1 ( x),
(n + 1)!
(7-2.1)
n
trong l mt dim ph thuc x v thuc [a , b] v n +1 ( x) = ( x xi )

i =0
H qu. i vi sai s ca a thc ni suy Lagrange cho hm f(x) ti cc mt x, x0 ,K, x n
[a, b] c nh gi
f ( x ) Ln ( x )
M n +1
n +1 ( x) ,
(n + 1)!
(8-2.1)
trong M n +1 = max f ( n +1) ( x). v n +1 ( x) = ( x xi )

i =0
a x b
V d 3-2.1. Cho gi tr ca hm y=sin x ti 3 im bi bng sau:
20
NCT-FIT-HNUE
Tnh gn ng sin
0,707
nh a thc ni suy v nh gi sai s.
Gii. a thc ni suy hm y=sin x xy dng theo cc im cho l

x( x
x( x
)
4
L2 ( x) = 0,707.
+ 1.
.

( )
( )
4 4 2
2 2 4
Ta c sin
L2 ( ) 0,851.
3
3
Theo cng thc (8-2.1)

sin
L2 ( ) 3 3 ( ) .
3
3
3!
3
D tnh c
M 3 = max y ' ' ' ( x) = max cos x = 1,
0 x
0 x

3
. =
.
3 ( ) =
3
Do
sin
Nh vy,
3 3
4 3
216
1 3
L2 ( )
= 0,024
6 216
3
3
sin
=0,851 0,024
Ch . Cng thc nh gi sai s (4.8) c thit lp vi gi thit f ( x) C ( n+1) [a, b]. Nu iu

kin trn khng tho mn, tc l khi hm f (x) khng c trn cn thit th ta khng th ni
g v sai s ni suy c. Trong trng hp ny cn phi xem xt bi ton c th.
V d 4-2.1. Cho hm f (x) bi cng thc f (x) = x .
Khi a thc ni suy hm f (x) ti cc im x0 = 1, x1 = 0, x 2 = 1 l a thc

L2 ( x ) = x 2 .
nh gi sai s f ( x) L2 ( x) ta khng th p dng cng thc (8-2.1) v hm f (x) khng c
o hm ti x = 0. Nhng ta c th nh gi c sai s ni suy trn on [-1, 1] nh sau
max f ( x) L2 ( x) = max x x 2 = max x x 2 =
x 1
x 1
x 1
21
1
4
NCT-FIT-HNUE
2.1.2. Thut ton ni suy Lagrange

Bi ton: Cho bng cc gi tr ( xi , y i ) , (i = 0, n) . Tnh gi tr ca a thc ni suy
Lagrange Ln (x) ti im x cho trc theo cng thc

n
i =0
j i
j =0
y = Ln ( x ) = y i
x xj
xi x j
input: x, xi, yi (i = 0, n)
output: y l gi tr ca hm ti x
Algorithm:
1. Khi to y = 0
2. for i = 0 n
2.1. P = 1; /* P chnh l a thc li */
2.2. for j = 0 n
if (j i)
P = P * (x - xj) / (xi - xj)
2.3. y = y + yi*P
3. return y
2.2. a thc ni suy Lagrange vi mc cch u
Gi s hm f(x) nhn cc gi tr yi ti cc im tng ng xi ( i = o, n ) cch u mt khong h.

t t =
x x0
, khi :
h
x x0 = h.t
xi x0 = h.i
x x1 = h(t 1)
xi x1 = h(i 1)
...
x xi 1 = h(t (i 1))
...
xi xi 1 = h
x xi +1 = h(t (i + 1))
xi xi +1 = h
...
x xn = h(t n)
...
xi x n = h ( n i )
Do a thc li (x) trong cng thc (2-2.1) c dng

li ( x0 + ht ) =
t (t 1)...(t (i 1))(t (i + 1))...(t n)

i (i 1)...1.(1) ni .1.2. ... .(n i )
(1-2.2)
li ( x0 + ht ) =
t (t 1)...(t n)
(t i )i!(n i )!(1) n1
(2-2.2)
hay
22
NCT-FIT-HNUE
Vy cng thc ni suy Lagrange (1-2.1) trong trng hp mc cch u mt khong h c dng :
(1) n1 f ( xi )
Ln ( x0 + ht ) = t (t 1)...(t n)
i = 0 (t i )i!( n i )!
n
(3-2.2)
hay
Ln ( x0 + ht ) =
t (t 1)...(t n) n (1) n1 f ( xi )C ni
n!
(t i )
i =0
(4-2.2)
V d 1-2.2. Tm hm ni suy cho hm f(x) tha mn :

xi
f(xi)
-2
Gii: p dng cng thc (4-2.2.2) ta c

t (t 1)(t 2) 5C 20 2C 21 1.C 22
L2 (2t ) =
+
2!
t 0 t 1 t 2
4
1
t (t 1)(t 2) 5
+
+
2
t t 1 t 2
1
= (10t 2 24t + 10) = 5t 2 12t + 5
2
=
2.3. a thc ni suy Newton trn mc khng cch u

a thc ni suy Lagrange (1-2.1), nh ta thy rt n gin v d tnh nu cc nt ni suy
c c nh. Nhng nu nh ta b sung thm nt ni suy th qu trnh tnh li phi thc hin li
t u. y l nhc im rt ln ca a thc ni suy Lagrange. khc phc nhc im ny
ngi ta tnh a thc ni suy theo mt cch khc hiu qu hn. l cng thc ni suy Newton.
xy dng cng thc ny, ta cn n khi nim t sai phn i vi cc mc khng u v khi
nim sai phn i vi mc cch u.
2.3.1. Khi nim t sai phn
Gi s f (x) l mt hm s xc nh v lin tc trong on [a, b] . Tip theo gi s

a= x0 < x1 < ... < x n =b l tp cc im nt, ti cho trc gi tr ca hm.
Ta nh ngha:
- T sai phn bc 0 ca hm f (x) ti xi l f ( xi ) .
- T sai phn bc 1 ca hm f (x) ti xi v x j l f ( xi , x j ) =
f ( xi ) f ( x j )
- T sai phn bc 2 ca hm f (x) ti xi , x j , x k l

f ( xi , x j , x k ) =
f ( xi , x j ) f ( x j , x k )
xi x k
- Mt cch tng qut, t sai phn bc k ca f ti x0 , x1 ,..., x k +1 l

23
xi x j
NCT-FIT-HNUE
f ( x0 , x1 ,..., xk ) =
f ( x0 , x1 ,..., xk 1 ) f ( x1 , x2 ,..., xk )
x0 x k
D thy rng t sai phn c cc tnh cht sau:

i) Th t cc nt trong t sai phn c th o ngc, chng hn
f ( xi , x j ) = f ( x j , xi ) ,
f ( xi , x j , x k ) = f ( x k , x j , xi ) , ...,
f ( x0 , x1 ,..., x k ) = f ( x k , x k 1 ,..., x0 ).
ii) Nu Pn (x) l a thc bc n th t sai phn bc nht Pn ( x, x0 ) l mt a thc bc n-1, t sai
phn bc hai Pn ( x, x 0 , x1 ) l mt a thc bc n-2, ..., t sai phn bc n ca Pn(x) l a thc bc 0,

v t sai phn bc n + 1 ca Pn(x) l a thc Pn ( x, x 0 , x1 ,..., x n ) = 0. Kt lun ny d chng minh
da vo nh l Bezout.
2.3.2. a thc ni suy Newton trn mc khng cch u
T nh ngha cc t sai phn suy ra

Pn ( x) = Pn ( x 0 ) + ( x x0 ).Pn ( x, x0 ), v Px ( x, x0 ) =
p ( x ) p ( x0 )
x x0
Pn ( x, x0 ) = Pn ( x 0 , x1 ) + ( x x1 ).Pn ( x, x 0 , x1 ) v P ( x, x0 , x1 ) =
P ( x, x0 ) P( x0 , x1 )
x x1
Pn ( x, x0 , x1 ) = Pn ( x0 , x1 , x2 ) ( x x2 ).Pn ( x, x0 , x1 , x2 )
..........
Pn ( x, x0 ,..., xn1 ) = Pn ( x0, x1 ,..., xn1 ) ( x xn1 ).P( x, x0 ,..., xn1 )
Pn ( x, x0 ,..., x n 1 ) = Pn ( x0 , x1 ,..., x n ) + ( x x n ).Pn ( x, x 0 ,..., x n )
= Pn ( x0, x1 ,..., xn ) ( x xn1 ).0 = Pn ( x0, x1 ,..., xn )
T cc h thc trn v rng Pn ( x, x0 ,..., x n ) = 0 ta c
Pn ( x) = Pn ( x 0 ) + ( x x0 ) Pn ( x 0 , x1 ) + ( x x0 )( x x1 ) Pn ( x0 , x1 , x 2 )...
+ ( x x0 )( x x1 )...( x x n 1 ) Pn ( x0 , x1 ,..., x n )
By gi, nu Pn (x) l a thc ni suy
(1-2.3)
ca hm f (x) ti cc nt x0 , x1 ,..., x n tc l
Pn ( xi ) = f ( xi ), (i = 0, n) th cng thc (4.3.1) c th vit thnh

Pn ( x) = f ( x0 ) + ( x x0 ) f ( x0 , x1 ) + ( x x 0 )( x x1 ) f ( x 0 , x1 , x 2 )...
+ ( x x0 )( x x1 )...( x x n 1 ) f ( x 0 , x1 ,..., x n )
hay
24
(2-2.3)
NCT-FIT-HNUE

(3-2.3)
Pn ( x) = f ( x0 ) + ( x x0 )( x x1 )...( x xi 1 ) f ( x0 , x1 ,..., xi )
i =1
a thc Pn (x) dng (2-2.3) hay (3-2.3) c gi l a thc ni suy Newton (tin) xut pht t
nt x0 . N trng vi a thc ni suy Lagrange (v a thc ni suy l duy nht) nhng c vit
trong dng khc.
Nhn xt 1. Vic tnh ton a thc ni suy theo cc cng thc trn khc phc c nhc im
ca cch tnh theo cng thc Lagrange (1-2.1) v khi b sung cc nt ni suy mi ch cn tnh
thm mt s s hng mi cng vo tng c.
Nhn xt 2. Sau khi tnh c cc t sai phn, tnh a thc ni suy Newton mt cch hu
hiu ngi ta thng dng lc Horner.
P ( x) = f ( x0 ) + ( x x 0 )[ f ( x0 , x1 ) + ( x x1 )[ f ( x 0 , x1 , x 2 ) + ( x x 2 )[ f ( x0 ,..., x3 ) + ...]]]
2.3.3. nh gi sai s ca ni suy Newton mc khng u
T nh ngha ca cc t sai phn vit cho hm f (x) , tng t nh trong tiu mc trc, c th
thu c
f ( x) = f ( x0 ) + ( x x 0 ) f ( x 0 , x1 ) + ( x x 0 )( x x1 ) f ( x 0 , x1 , x 2 )...
+ ( x x0 )...( x x n 1 ) f ( x0 , x1 ,..., x n ) + ( x x 0 )...( x x n ) f ( x, x0 , x1 ,..., x n )
n (2-2.3) ta vit c
f ( x) = Pn ( x) + n +1 ( x) f ( x, x0 , x1 ,..., x n ) .
T y suy ra biu din sai s ca a thc ni suy Newton
f ( x) Pn ( x) = n +1 ( x) f ( x, x 0 , x1 ,..., x n ) ,
(4-2.3)
trong
n
n +1 ( x) = ( x xi )
(5-2.3)
i =0
2.3.4. S tnh t sai phn v a thc newton mc khng u
tnh cc t sai phn (t.s.p) trong cng thc ca a thc ni suy Newton (4.3.2) ngi ta lp
bng sau (th d cho n=4)
x
f(x)
T.s.pbc 1
T.s.p bc 2
T.s.p bc 3
T.s.p bc 4
x0
f(x0)
f(xo,x1)
f(x0,x1,x2)
f(x0,x1,x2,x3)
f(x0,x1,x2,x3,x4)
x1
f(x1)
f(x1,x2)
f(x1,x2,x3)
f(x1,x2,x3,x4)
x2
f(x2)
f(x2,x3)
f(x2,x3,x4)
x3
f x3)
f(x3,x4)
x4
f(x4)
25
NCT-FIT-HNUE
V d 1-2.3. Cho bng gi tr ca hm s y = f (x)
f(x)
1) Xy dng a thc ni suy Newton tin xut pht t nt x0 = 0 ca hm s y = f (x) .

2) S dng a thc ni suy nhn c tnh gn ng f (1.25)
Gii. 1) Lp bng t sai phn
x
f(x)
T.s.pbc 1
T.s.p bc 2
T.s.p bc 3
T.s.p bc 4
-2/3
3/10
-11/120
-1
5/6
-1/4
3/2
-1/6
Theo cng thc (3-2.3) ta c

P4 ( x) = f ( x0 ) + ( x x0 ) f ( x0 , x1 ) +
( x x0 )( x x1 ) f ( x0 , x1 , x2 ) +
( x x0 )( x x1 )( x x2 ) f ( x0 , x1 , x2 , x3 ) +
( x x0 )( x x1 )( x x2 )( x x3 ) f ( x0 , x1 , x2 , x3 , x4 )
2
3
11
P4 ( x) = 1 + x 1 + x( x 2) ( ) + x( x 2)( x 3) + x( x 2)( x 3)( x 5) (
)
3
10
120
11 4 73 3 601 2 413
=
x +
x
x +
x + 1.
120
60
120
60
2) Khi f (1.25) P4 (1.25) = 3.9312.
2.3.5. Thut ton ni suy newton trn mc khng u
Nhn vo bng t sai phn v cng thc ni suy Newton (3-2.3) d thy rng vic tnh gi tr ca
a thc Newton ti im x c th m t bi on m sau:
input: x, xi, fi (i = 0, n)
output: y l gi tr ca hm f(x) ti mt im trong khong cha cc mc ni suy
Algorithm
1. Khi to y = f0; tich = 1;
2. for i = 1 n
2.1. for j = 0 n - i
fj = (fj+1 - fj) / (xj+i - xj)
2.2. tich = tich * (x - xi-1);
26
NCT-FIT-HNUE
2.3. y = y + tich * f0;

2. return y;
2.4. a thc ni suy Newton trn mc cch u

Gi s cc nt ni suy xi cch u nhau mt khong l h, tc l xi = x0 + ih , (i = 1, n) . Trong
trng hp ny vic tnh a thc ni suy tr nn d dng hn nh cc sai phn.
2.4.1. Khi nim sai phn
Gi s cho cc gi tr f i = f ( xi ) ca hm f (x) .Ta nh ngha sai phn cp mt ca hm f (x)

nh sau:
Sai phn cp mt ti nt xi l f i = f i +1 f i .
Sai phn trung tm cp mt f i +1 / 2 = f i +1 f i = f i1+1 / 2 .
Sai phn cp cao hn c nh ngha qua sai phn cp thp hn nh sau
k f i = (k 1 f i ) ,
V d 1-2.4.
2 f i = (f i ) = f i +1 f i = ( f i + 2 f i +1 ) ( f i +1 f i ) = f i + 2 2 f i +1 f i .
T cc nh ngha sai phn v t sai phn ta c
f ( x 0 , x1 ) =
f 0 f1
f f 0 f 0
=
.
= 1
x0 x1 x1 x 0
h
Mt cch tng qut, d chng minh c

f ( x 0 , x1 ,..., xi ) =
i f 0
(i = 1, n) .
i!h i
(1-2.4)
2.4.2. a thc ni suy Newton trn mc cch u
Trong cng thc ca a thc ni suy Newton (2-2.3) hoc (3-2.3) mc trc biu din t sai
phn qua sai phn theo cng thc (1-2.4) v t x = x0 + t.h ta thu c
t (t 1) 2
t (t 1)...(t n + 1) n
f0
f 0 + ... +
n!
2!
n
t (t 1)...(t i + 1) i
= f0 +
f0
i!
i =1
Pn ( x0 + th) = f 0 + tf 0 +
(2-2.4)
y chnh l cng thc ca a thc ni suy Newton trn mc cch u (thng c dng
ni suy hm s i vi nhng gi tr ca x vng u bng tc l gn x0.)
2.4.3. nh gi sai s ca ni suy Newton mc cch u
Sai s (hay phn d) ca a thc ni suy ny chng minh c c dng

f ( n +1) ( )
f ( x0 + th) Pn ( x 0 + th) =
t (t 1)...(t n)h n +1
(n + 1)!
27
(3-2.4)
NCT-FIT-HNUE
2.4.4. S tnh sai phn vi mc cch u
tnh cc sai phn tin lm h s trong a thc Newton ta lp bng cc sai phn (th d cho n =
4)
x
2f
3f
4f
x0
f0
f0
2f0
3f0
4f0
x1
f1
f1
2f1
3f1
x2
f2
f2
2f2
x3
f3
f3
x4
f4
V d 2-2.4.
Cho bng cc gi tr ca hm y=f(x):

x
10
Xy dng a thc ni suy Newton xut pht t x0 = 0, ri dng a thc ny tnh gn ng f(0,5).
Gii. Lp bng cc sai phn
x
2f
3f
-1
10
Do x0 = 0 v h = 1 nn x = t. Theo cng thc (2-2.4) ta c

t (t 1)
t (t 1)(t 2)
2+
6
2
6
= 1 t + t (t 1) + t (t 1)(t 2).
P3 (t ) = 1 + t (1) +
V th f (1 / 2) P3 (1 / 2) = 0,625 .
2.4.5. Thut ton ni suy newton trn mc cch u
Di y l tnh gi tr ca hm cn ni suy ti im x thuc cc mc ni suy. Khc vi tnh a

thc Newton trn li khng u, y ta ch cn mt mng fi (i = 0, n) . T bng sai phn v
cng thc ni suy Newton (2-2.4) ta i n on m gi sau
input: x0, x, h, fi (i = 0, n)
output: y l gi tr ca hm ti im x
Algorithm:
28
NCT-FIT-HNUE
1. Khi to :
t = (x - x0)/h;
y = f0; tich = 1;
2. for i =1 n
2.1. for j = 1 n - i
fj = fj+1 - fj
2.2. tich = tich * (t - i + 1)/i;
2.3. y = y + tich * f0;
3. return y;
2.5. Ni suy tng qut (ni suy Hermit)

Mc ny gii thiu s lc bi ton ni suy a thc cho hm s mt cch tng qut.
Gi s trn on [a, b] thuc min xc nh ca hm s f ( x) cho m + 1 nt phn bit
x0 , x1 ,..., xm v gi s ti cc nt ta bit cc gi tr ca hm s v gi tr ca o hm ca n
n mt cp no (cp cao nht ca o hm ti mi nt c th khc nhau). Chng hn,
ti x0 bit f ( x0 ), f '( x0 ),..., f ( k0 ) ( x0 ),
ti x1 bit f ( x1 ), f '( x1 ),..., f ( k1 ) ( x1 ),
..............................
ti xm bit f ( xm ), f '( xm ),..., f ( km ) ( xm ) .
S ki c gi l bi ca nt xi (i = 0,1,..., m).
Gi s rng tng bi ca tt c cc nt l k0 + k1 + ... + km = n + 1. Cn xy dng a thc H n ( x)
bc n sao cho
H n( j ) ( xi ) = f n( j ) ( xi )
(i = 0, m, j = 0, k i )
(1-2.5)
Ta s gi a thc H n ( x) l a thc ni suy trn nt bi (hay a thc Hermit) ca hm f ( x) .

Mt cch hnh thc, vic tm a thc ny chnh l xc nh n + 1 h s a0 , a1 ,..., an ca biu din
n
H n ( x) = a k x k = a 0 + a1 x + ... + a n x n
(2-2.5)
k =0
t h n + 1 phng trnh n + 1 n s:
H n ( x0 ) = f ( x0 ), H n '( x0 ) = f '( x0 ), ..., H n
H n ( x1 ) = f ( x1 ), H n '( x1 ) = f '( x1 ), ..., H n
.........
( k0 )
( k1 )
.........
( x0 ) = f ( k0 ) ( x0 ),
( x1 ) = f ( k1 ) ( x1 ),
.........
H n ( xm ) = f ( xm ), H n '( xm ) = f '( xm ), ..., H n
( km )
(3-2.5)
( xm ) = f ( km ) ( xm )
Ngi ta chng minh c rng h phng trnh trn c duy nht mt nghim tc l a thc
ni suy Hermit tn ti v duy nht. Ngoi ra, sai s ca a thc ny cho bi cng thc sau
29
NCT-FIT-HNUE
f ( x) H n ( x) =
f ( n +1) ( )
( x x0 ) k0 ( x x1 ) k1 ...( x x m ) k m
(n + 1)!
( [a, b])
(6-2.5)
3. Xp x bnh phng cc tiu

3.1. Phng php chung
Gi s ngi ta thu thp c s liu thc nghim v s ph thuc ca hai i lng (vt l, ho
hc, kinh t,...) x v y trong bng sau
x
x1
x2
...
xn
y1
y2
...
yn
Bi ton t ra l xc nh s ph thuc hm s gia x v y, tc l tm hm y = f(x). Ni chung,

ngi ta khng th tm c hm ng vi tt c cc im (xi, yi), m ch mong mun tm mt
hm trn tru v lch t nht so vi s liu thc nghim. Thng thng ngi ta c th d on
dng ca hm f(x), chng hn
y = a + bx,
y = a + bx + cx2
y = a + b cos (x) + c sin (x)
y = aebx
y = axb
nhng cha bit gi tr c th ca cc tham s. tm cc tham s ngi ta s dng phng
php di y c tn gi l phng php bnh phng cc tiu.
Gi s dng ph thuc hm s gia x v y l
y = Q(x, a0, a1,..., am),
(1-3.1)
trong a0, a1,..., am l cc tham s cn tm. Cc tham s ny c chn sao cho tng bnh
phng cc lch ca hm Q ti cc im xi so vi cc gi tr thc nghim yi l b nht. Ni
cch cc tham s cn c chn sao cho tng bnh phng cc sai s b nht, tc l hm
2
S (a0 , a1 ,..., am ) = [Q( x, a0 , a1 ,..., am ) yi ]
(2-3.1)
i =1
t min. iu kin cc tr ca hm S l
S
= 0, i = 0,..., m .
ai
(3-3.1)
Cc iu kin trn lp thnh h phng trnh tm cc tham s a0, a1,..., am.

3.2. Mt s dng hm c th.
i) Dng hm tuyn tnh y = a + bx.
Khi (2-3.1) c dng

30
NCT-FIT-HNUE

2
S (a, b) = ( yi a bxi )
(1-3.2)
i =1
Cc h s a v b tm t iu kin
S
a = 0
S = 0
b
(2-3.2)
hay t h phng trnh
n
2( yi a bxi )(1) = 0
i =1
n
2( y a bx )( x ) = 0
i
i
i
i =1
Rt gn ta c
n
n
na
(
x
)
b
+
=
i yi
i =1
i =1
n
n
n
( x )a + ( x 2 )b = x y
i
i i
i

i =1
i =1
i =1
(3-3.2)
y l mt h hai phng trnh vi hai n s a v b. Gii h ny ta nhn c a v b phi tm.

ii) Dng hm bc hai y = a + bx + cx2.
Trong trng hp ny
n
S (a, b, c) = yi a bxi cxi

i =1
(4-3.2)
b nht a, b v c phi tho mn h phng trnh
n
S
2
2 y i a bxi cxi (1) = 0
=
a
i =1
n
S
2
2 y i a bxi cxi ( xi ) = 0
=
b i =1
n
S
2
2
2 y i a bxi cxi ( xi ) =0
=
c i =1
Rt gn ta c
31
NCT-FIT-HNUE
n
n
n
2
+
+
=
na
(
x
)
b
(
x
)
c
i
i
yi
i =1
i =1
i =1
n
n
n
n
2
3
( xi )a + ( xi )b + ( xi )c = xi yi
i =1
i =1
i =1
i =1
n
n
n
n 2
3
4
2
+
+
=
(
x
)
a
(
x
)
b
(
x
)
c
i
i
i
xi y i
i =1
i =1
i =1
i =1
(5-3.2)
y l mt h ba phng trnh vi ba n s a, b v c. Gii h ny ta nhn c a, b v c phi

tm.
iii) Dng hm m y = aebx, a>0.
Ly logarit hai v ta c lny = lna + bx. t Y = lny, A = lna. Khi ta c

Y=A+bx.
Nh vy bng cch ly logarit hai v ta a quan h phi tuyn i vi a v b v dng tuyn
tnh i vi A v b. Tm A v b nh trong trng hp hm tuyn tnh ta s tm c a=eA.
iv) Dng hm y = axb.
Ly logarit hai v ta c lny = lna + blnx. t Y = lny, A = lna, X = lnx. Khi ta c

Y=A+bX.
Nh vy bng cch ly logarit hai v ta a quan h phi tuyn i vi a v b v dng tuyn
tnh i vi A v b. Tm A v b nh trong trng hp hm tuyn tnh ta s tm c a = eA.
V d 1-3.2. Cho bit cc cp gi tr ca x v y theo bng sau
0.65
0.75
0.85
0.95
1.15
0.96
1.06
1.17
1.29
1.58
Tm hm ni suy hm n trn. Ly hm ni suy c dng y = aebx

Gii. Ta c y = aebx
Ly logarit c s e hai v : ln y = ln a + bx
t Y = Ln y ; A = ln a ; X = X
Ta a v dng Y = A + BX
Xi = xi
0.65
0.75
0.85
0.95
1.15
Yi =ln yi
-0.04
0.06
0.18
0.25
0.46
v n = 5
5
Xi
X i2
X iYi
4.35
3.93
0.92
0.89
i =1
i =1
i =1
i =1
p dng cng thc (6-4.6) ta c h

32
NCT-FIT-HNUE
+
nA
(
X i )B =
i =1
5
5
( X i )A + ( X i2 ) B =
i =1
i =1
Y
5
i =1
XY
i =1
i i
+ 4.35B = 0.89
5 A
4.35 A + 3.93B = 0.92

Gii h trn ta c A = -0.69, B= 1. Do a = eA = 1/2, b = B = 1
Vy a thc ni suy l g(x) =
1 x
e
2
BI TP
1.
Dng cc gi tr di y ca
1.414
3 v nh gi sai s.
tnh gn ng
2.
Hm f(x) c xp x bi a thc ni suy Lagrange ti ba im cch u nhau trn on
cho trc. Hy tnh gn ng gi tr ca hm ti im v nh gi sai s
a) f(x)= cos(x) trn on [0, /2], = / 12

b) f(x)=xcos(x) trn on [0, /2], = / 6
c) f(x)=2x trn on [-1, 1], = 0.5
d) f(x)=ex trn on [-1, 1], = 0.5 (cho e2.7183)
3.
Cho
x bi bng sau
x
3
10
11
12
2.0800
2.1544
2.2240
2.2894
Dng a thc ni suy Newton trn li u tnh

4.
8.5 v nh gi sai s.
Dn s ca mt quc gia qua iu tra c cho trong bng sau

Nm
1960
1970
1980
1990
2000
Dn s (triu
ngi)
45
50.5
54
60.5
64
Hy c lng dn s ca quc gia ny nm 1975.

5.
Tm a thc bc ba ni suy tt nht cho hm :

(i) f ( x) = 2 x trn on [-1, 1]. (ii) f ( x) = sin( x) trn on [0, /2].
33
NCT-FIT-HNUE
CHNG 3 GII GN NG
PHNG TRNH PHI TUYN
1. Nghim v khong phn ly nghim
Cho f(x) l mt hm s xc nh v lin tc trong min D ca trc s thc. Xt phng trnh:
f(x) = 0
(1-1)
Ta gi x* D l nghim ca phng trnh (1-1) nu f(x*) = 0.

nh ngha 1-1 Nu khong (a, b) ch cha mt nghim x* ca phng trnh (1-1) th ta gi
khong (a, b) l khong phn ly ca nghim x*.
nh l 1-1 V s tn ti nghim
Gi s f(x) l hm s lin tc trn on kn [a, b] v nhn gi tr tri du ti cc im mt a v b,

tc l f(a)f(b) < 0 . Khi trong khong (a, b) tn ti t nht mt im x* sao cho f(x*)=0.
nh l 2-1. V s tn ti duy nht nghim
Nu hm f(x) lin tc v n iu (tng/gim) trong khong [a, b] v f(a).f(b) < 0 th

(a, b) l khong phn ly ca mt nghim ca phng trnh f(x) = 0.
Mt phng trnh c th c nhiu nghim s (thc). Trc khi i tm xp x cc nghim ny ta
cn phi phn ly chng, ngha l tm cc khong sao cho mi khong ch cha mt nghim. Phn
ly nghim ca phng trnh c th thc hin bng hai phng php: phng php gii tch v
phng php th.
Phng php gii tch da trn vic kho st s bin thin ca hm s v nh l 2-1.
V d 1-1. Xt phng trnh
f ( x) = x 3 6 x + 2 = 0
(1)
Ta c f'(x) = 3x2 - 6, f'(x) = 0 x = 2 . Lp bng bin thin ca hm f(x)

-
x
f'(x)
+
+
M > 0
f(x)
m < 0
Ta thy f(-) < 0, M = f ( 2 ) > 0, m = f ( 2) < 0 , f() > 0 v f(x) tng trong cc khong (-,
2 ), ( 2 , +) v gim trong khong ( 2 , 2 ), do cc khong trn l khong phn ly
ca 3 nghim ca phng trnh (1). Tip theo, ta c th thu hp khong phn ly ca cc nghim
thnh (-3, -2), (0, 1) v (2, 3).
V d 2-2.1. Xt phng trnh
f(x) = 2x - cos x = 0
(2)
34
NCT-FIT-HNUE
Ta c f(x) = 2 + sin x > 0 v f(0) = - 1, f(1) = 2 - cos 1 > 0. Do (0, 1) l khong phn ly ca
nghim duy nht ca phng trnh cho.
Phng php th tm khong phn ly ca cc nghim ca phng trnh f(x) = 0 da trn vic
xc nh cc khong cha cc im ct ca th ca hm s y = f(x) vi trc honh hoc honh
ca cc im ct nhau ca hai th g(x), h(x) nu phng trnh g(x) = h(x) tng ng vi
phng trnh cho.
V d 3-1. Li xt phng trnh (2). t g(x)
= x v h(x) = (1/2)cos x. Nhn vo hnh v ta
thy khong phn ly ca nghim duy nht ca
phng trnh (2) l (0, /2).
1.6
1.4
1.2
y=x
1
0.8
Nu khong phn ly (a, b) ca mt nghim x*

ca phung trnh l kh nh th ta c th coi
im bt k trong khong ny l xp x ca
x*.
0.6
y=1/2*cos(x)
0.4
0.2
0
Mt cch thng dng thu hp khong phn

ly ca nghim l phng php chia i c trnh by di y.
0.5
1.5 pi/2
Hnh 1-2.1
2. Phng php chia i

2.1. M t phng php
Gi s (a, b) l khong phn ly ca nghim x* ca phng trnh f(x). Ta s thu hp khong phn
ly ca x* bng cch lin tip chia i khong phn ly mi tm c cho n khi rng ca
khong phn ly nh hn sai s cho trc.
Bc 1. t a0 = a, b0 = b;
Bc 2. Lp cc cng vic sau y:
2.1. Chia i khong [a0, b0] bi im gia
x0 =
a 0 + b0
2
2.2. X l mt trong 3 kh nng sau s xy ra

(i) Nu f(x0) = 0 th x0 l nghim x* cn tm.
(ii) Nu f(x0).f(a0) < 0 th nghim nm trong khong (a0, x0), do ta t a1 = a0,
b1 = x0.
(iii) Nu f(x0).f(b0) < 0 th nghim nm trong khong (x0, b0), do ta t a1 = x0,
b1 = b0.
Nh vy sau ln chia i th nht hoc ta thu c nghim ng x0 hoc ta thu hp c
ba
khong phn ly thnh [a1, b1] vi rng d1 = b1 a1 =
.
2
2.3. Quay tr li bc 2.1. tip tc qu trnh chia i, sau n ln chia i hoc ta thu
c xn-1 l nghim ng hoc ta thu c khong phn ly (an, bn) vi rng
35
NCT-FIT-HNUE
ba
ba
< 2 l sai s cho trc ta dng qu trnh chia i v
. Nu
n
2n
2
b a
b an
< .
l nghim gn ng. Khi xn x *
ly xn = n
2
2n
d n = bn an =
R rng l dy s xn tin dn n x* khi n tc l phng php chia i hi t.

Nhn xt. Phng php chia i s dng rt t thng tin v hm f(x) (ch cn du ca hm) nn
d lp trnh nhng hi t rt chm.
V d 1-2.1. Bng phng php chia i tm nghim dng ca phng trnh
4 - ex - 2x2 = 0 vi chnh xc = 10-2.
Gii. D thy rng (0, 1) l khong phn ly ca nghim dng x*.

Ta c [a0, b0] = [0, 1], x0 = (a0 + b0)/2 = 0,5.
V f(a0) = 3, f(x0) = 1,8513 nn ta t
a1 = x0 = 1,8513, b1 = b0 = 1; d1 = b1 a1 = 0,5.
Ta c [a1, b1] = [0,5; 1] l khong phn ly.
t x1 = (a1 + b1)/2 = 0,75. Khi
f (a1 ) = 1,8513, f ( x1 ) = 0,758 a 2 = x1 = 0,75, b2 = b1 = 1, d 2 = 0,25.
Tip tc qu trnh chia i. Sau 8 bc ta t c x6 = 0,8828 vi sai s d6 = 0,0078 <

= 0.01. Qu trnh lp c th hin qua bng sau y:
1
2
3
4
5
6
7
8
9
a
0
0.5
0.75
0.875
0.875
0.875
0.875
0.8828
0.8867
b
1
1
1
1
0.9375
0.9063
0.8906
0.8906
0.8906
x0
0.5
0.75
0.875
0.9375
0.9063
0.8906
0.8828
0.8867
0.8887
f(a)
3
1.8513
0.758
0.0699
0.0699
0.0699
0.0699
0.0236
0.0003
f(b)
-0.718
-0.718
-0.718
-0.718
-0.311
-0.118
-0.023
-0.023
-0.023
f(x0)
1.8513
0.758
0.0699
-0.311
-0.118
-0.023
0.0236
0.0003
-0.011
b-a
1
0.5
0.25
0.125
0.0625
0.0313
0.0156
0.0078
0.0039
b-a<eps
FALSE
FALSE
FALSE
FALSE
FALSE
FALSE
FALSE
TRUE
TRUE
2.2. Thut ton tm nghim xp x bng phng php chia i

Input: hm phi tuyn f(x), khong phn ly nghim [a, b], sai s c php
Ouput: nghim gn ng x0 ca phng trnh f(x) = 0
Algorithm:
Bc 1: Gn c = (a + b)/2;
Bc 2: Lp qu trnh sau y khi (b-a) >
2.1. Nu f(c) = 0 th gn x0 := c v kt thc lp, ngc li lm bc 2.2
2.2. Nu f(a)f(c) < 0 th gn b := c
36
NCT-FIT-HNUE

Nu khng th gn a := c
Bc 3: In ra nghim x0 = c;
3. Phng php lp n
3.1. M t phng php
Gi s phng trnh f(x) = 0 c th vit di dng:
x = (x)
(1-3.1)
v (a, b) l khong phn ly ca nghim x*. Ly mt im x0 (a, b) v tnh cc xp x x1, x2, ,

theo cng thc
xn = (xn-1), n = 1, 2, .
(2-3.1)
nh l 1-3.1. V s hi t ca phng php lp
Gi s (x) l hm kh vi trn on [a.b] v tho mn cc iu kin sau:

i) max ' ( x) q < 1 x [a, b]
(3-3.1)
ii) ( x) [a, b] x [a, b]
(4-3.1)
x[ a , b ]
Khi
i) Phng trnh (1-3.1) c nghim duy nht x* (a, b)
ii) Qu trnh lp (2-3.1) hi t v c c lng
xn x *
q
xn xn 1
11
(5-3.1)
qn
xn x *
x1 x0
11
(6-3.1)
Trong qu trnh chng minh nh l, ta cn rt ra c:

xn x * q xn x *
(7-3.1)
c trng cho tc hi t ca cc phng php lp di y chng ta a ra khi nim v

cp hi t ca phng php.
nh ngha 1-3.1. Ta ni mt phng php lp gii phng trnh c cp hi t nu
- sai s tin nghim ca xp x th n l i lng cp ca sai s xp x th n - 1, ngha l,
xn x * C xn 1 x *
, trong x* l nghim ng, C>0 l hng s,
- hoc sai s hu nghim ca xn l i lng cp ca lch gia hai xp x lin tip xn v x n1,
ngha l xn x * C xn xn 1 .
Nh vy t cc nh gi (5-3.1), (7-3.1) ta thy rng phng php lp n c tc hi t cp 1

hay tc hi t tuyn tnh.
37
NCT-FIT-HNUE
V d 1-3.1. Tm gn ng nghim ca phng trnh 2x - cos x = 0 vi chnh xc 10-3.
Gii. Trong V d (2-2.1) ta xc nh c khong phn ly nghim ca phng trnh trn l

(0, /2), v phng trnh trn a c v dng
x = (x) vi (x) = (1/2)cos x
Ly mt im x0 bt k trong khong (0, /2), chng hn, x0 = 0,5 v xy dng dy lp
xn = (xn-1), n = 1, 2, ...
Ta s kim tra cc iu kin ca nh l 1-3.1.
1
2
' ( x) = sin x q =
0 ( x)
1
2
1
< ,
2 2
do
( x) [0, ] x [0, ].
2
R rng l cc iu kin (3-3.1), (4-3.1) c tho mn, do phng php lp hi t x (0,

/2) v ta c nh gi:
xn x *
1/ 2
xn x n1 = x n xn1
1 1/ 2
.
Vi x0 = 0,5 ta c
1
x1 = cos x0 = 0,4307
2
x2 =
1
cos x1 = 0,4426
2
1
x3 = cos x 2 = 0,4496
2
.
1
x4 = cos x3 = 0,4502
2
.
V |x4 -x3| = |0,4502 - 0,4496| = 0,0006 < 10-3, nn nu ly x4 xp x x* ta s c |x4 - x*| < 10-3.
Nh vy, x4 = 0,4502 l nghim gn ng ca phng trnh cho vi chnh xc 10-3.
V d 2-3.1. Tm nghim gn ng ca phng trnh f(x) = 5x3 - 10x + 3 = 0 bng phng php
lp n vi chnh xc 10-4 bit khong phn ly nghim l (0, 1).
Gii. Trc ht, ta a phng trnh cho v dng tng ng x = (x). Trong s cc cch
a v dng ny, ta phi chn cch sao cho tha mn cc iu kin ca nh l 1-3.1. Ta s chn
x = (x) vi (x) = (5x3 + 3)/20. Khi (x) tha mn iu kin (3-3.1) v
38
NCT-FIT-HNUE
3x 2 3
= <1
0 x 1
0 x 1 4
4
v cng tha mn iu kin (4-3.1) v 3/20 < (x) 2/5, do (x) [0, 1], x [0, 1]. Do ,
phng php lp n cho dy nghim:
max ' ( x) = max
xn =
5 xn31 + 3
, x [0,1]
20
hi t v c nh gi
xn x * 3 xn xn 1
Chn x0 = 0,5 ta tnh c cc xp x xn nh sau

n
xn
xn - xn-1
3(xn - xn-1)
0.1812
0.3187
0.9562
0.1515
0.0298
0.0893
0.1509
0.0006
0.0019
0.1509
0.0000
0.0000
Cch chn hm (x) tha mn cc iu kin ca nh l 1-3.1, hn na lm cho phng php lp

hi t nhanh nht
3.2. Cch chn (x) tha iu kin hi t ca phng php lp n

max ' ( x) q < 1 x [a, b]
L iu kin (3-3.1)
x[ a , b ]
Trc ht nhn xt rng 0 th phng trnh f(x) = 0 tng ng vi phng trnh x = (x)
vi
(x) = x + f(x)
(1-3.2)
Gi s (a,b) l khong phn ly nghim v f(x) > 0 trn [a, b]. K hiu
M = max f ' ( x), m = min f ' ( x)

a x b
a x b
1
m
, q = 1
M
M .
Xt hm (x) dng (1-3.2). Ta c ' ( x) = 1
f ' ( x)
.
M
f ' ( x)
m
1
= q < 1 trn ton on [a, b]. Nh vy, hm
M
M
(x) c xy dng nh trn tho mn iu kin th nht ca nh l 1-3.1.
V 0 < m f(x) M nn ' ( x) = 1
C th chng minh c rng vi cch chn
39
NCT-FIT-HNUE
2
M +m
th hm xc nh bi (1-3.2) sinh ra phng php lp hi t nhanh nht vi s
q=
M m
M +m,
trong
M = max | f '( x) |, m = min | f '( x) | .

a x b
a x b
3.3. Thut ton tm nghim xp x bng phng php lp n

Input: phng trnh f(x) = 0 c chuyn v dng x = g(x) biu th xn = (xn-1);
khong phn ly [a, b], sai s c php , im ban u x0 [a, b]
Ouput: nghim gn ng x ca phng trnh f(x) = 0
Algorithm:
Bc 1: Khi gn sai s e := 1;
Bc 2: Lp qu trnh sau y khi e >
2.1. Tnh x := g(x0);
2.2. Tnh e := abs(x-x0);
2.3. Gn x0 := x;
Bc 3: In ra nghim x;
4. Phng php tip tuyn (Newton)

4.1. M t phng php
tng ca phng php Newton gii phng trnh f(x) = 0 l thay phng trnh ny bi mt
phng trnh tuyn tnh gn ng trong ln cn ca nghim. V th phng php ny cn c tn
gi l phng php tuyn tnh ho.
M t phng php: Gi s xn-1 l mt xp x tnh
c ca nghim ng x*. Trong ln cn ca x*, thay
ng cong y = f(x) bi tip tuyn vi n ti im
A(xn-1, f(xn-1)). Tip tuyn ny c phng trnh l
y = f(xn-1)(x - xn-1) + f(xn-1) (1-4.1)
f(xn)
Gi s f(xn-1) 0. K hiu honh ca im ct ca

tip tuyn vi trc honh l xn. Th th
xn = xn 1
f ( xn 1 )
f ' ( xn 1 )
f(xn-1)
(2-4.1)
40
x*
xn+1 xn xn-1
NCT-FIT-HNUE
Ta coi xn l xp x tip theo ca x*. V th phng php tm nghim gn ng theo cng thc
(2-4.1) cn c tn gi l phng php tip tuyn .
Nhn xt.
1) Cng thc lp (2-4.1) c th vit trong dng xn = (xn-1) vi
( x) = x
f ( x)
f ' ( x)
(3-4.1)
iu c ngha phng php Newton l mt trng hp c bit ca phng php lp n.

Do c th kho st s hi t ca phng php nh vo nh l 1-3.1
2) Nu xp x ban u x0 chn khng thch hp th phng php Newton c th khng s dng
c, v xp x tip theo x1 c th vut ra khi khong phn ly, thm ch vt ra khi khong xc
nh ca hm s. trnh c iu ny, cn chn xp x ban u l mt im Fourier c
nh ngha di y:
nh ngha 1-4.1. Gi s x0 l mt im thuc khong phn li nghim ca phng trnh f(x)=0.
Nu gi tr ca f(x) v o hm bc hai f(x) cng du ti x0 th x0 c gi l im Fourier. Ni
cch khc, x0 l im Fourier nu tha mn:
f ( x0 ) f ' ' ( x0 ) > 0
(4-4.1)
4.2. S hi t ca phng php

nh l 1-4.2 V s hi t ca phng php lp Newton
Gi s
f l hm kh vi lin tc hai ln trn on [a, b] v [a, b] l khong phn ly nghim x*

ca phng trnh f(x) = 0.
f(x) v f(x) khng i du trn [a, b].
x0 [a, b] l im Fourier.
Khi phng php Newton (2-4.1) hi t v i vi nghim gn ng xn c cc nh gi sau

xn x *
xn x *
f ( xn )
,
m1
(1-4.2)
M2
2
xn xn 1 ,
2m1
(2- 4.2)
trong m1 v M2 l cc hng s tho mn

0 < m1 |f(x)|, |f (x)| M2, x [a, b]
B qua phn chng minh. Khi p dng, thng chn m1 = min{f'(x)}; M2 = max{f'(x)}
nh l 2-4.2 i vi phng php Newton ta c nh gi tin nghim sau
z n +1 q z n
(3-4.2)
41
NCT-FIT-HNUE
trong q =
M2
, zn = xn x*, M2 v m1 c xc nh nh trong nh l 1-4.2.
2m1
B qua phn chng minh.

V d 1-4.2. p dng phng php Newton tm nghim dng ca phng trnh
x2 - x -1 = 0 vi chnh xc 0.001.
Gii. t f(x) = x2 - x -1. Ta c f(1) = -1 < 0, f(2) = 1 > 0 v f(x) = 2x-1 > 0. Do [1, 2] l
khong phn ly nghim dng ca phng trnh cho. Ngoi ra, ta c f(x) = 2 > 0. Do
chn m1 =1, M2 =2. Vi t cch xp x ban u ta chn im Fourier x0 = 2. Phng php lp
Newton c dng
xn = xn 1
f ( xn 1 )
x2 x 1
= xn1 n 1 n1 .
f ' ( xn 1 )
2 xn1 1
Rt gn v phi ta c
xn =
xn21 + 1
2 xn 1 1
(1)
p dng phng php lp Newton ta c bng sau:

n
x(n-1)
0
1
2
3
4
2
1.666667
1.619048
1.618034
1.618034
f[x(n-1)]
f"[x(n-1)]
1
3
0.111111111 2.3333333
0.002267574 2.2380952
0.0000010 2.2360689
0.0000000
2.236068
epsilon =
|x(n)-x(n-1)|
0.001
<epsilon
1.666667 0.333333333
1.619048 0.047619048
1.618034 0.001013171
1.618034 0.00000046
FALSE
FALSE
FALSE
TRUE
x(n)
Vy x4 = 1.618 l nghim gn ng vi sai s nh hn 0.001.
4.3. Thut ton tm nghim xp x bng phng php Newton

Input: f(x) = 0 c chuyn v dng x = g(x) biu th xn = xn-1 + f(xn-1)/f'(xn-1);
khong phn ly [a, b], sai s c php , im fourier x0 [a, b]
s q=M/2*m, mi 0<m<|f'(x)| v |f"(x)| <M1
Algorithm:
Bc 1: Khi gn sai s e := 1;
2.1. Tnh x := g(x0);
2.2. Tnh e := q*abs(x-x0)^2; Nu khng xc nh q th e = abs(x-x0)
2.3. Gn x0 := x;
42
NCT-FIT-HNUE
5. Phng php ct tuyn

5.1. M t phng php
Vic tnh o hm trong cng thc Newton (2-4.1) c th tn thm nhiu thi gian nu f(x) l
hm phc tp. V th, ngi ta thay f(xn-1) bi t sai phn
f ( xn 1 ) f ( xn2 )
xn 1 xn2
.
Khi , phng php lp c dng
xn = xn 1
xn 1 xn 2
f ( xn 1 ), n = 2,3,...
f ( xn 1 ) f ( xn 1 )
(1-5.1)
x0, x1 l cc xp x cho trc.

Thng thng, ngi ta t x0 = a, x1 = b, (a, b) l khong phn ly ca nghim.
Phng php lp trn c tn l phng php ct
tuyn (phng php v tr o) v ngha hnh hc
ca n c th nh sau:
Phng trnh ca ct tuyn qua hai im
( xn 2 , f ( xn 2 )), ( xn 1 , f ( xn 1 )) l
x0
y f ( xn 1 )
x xn1
=
f ( xn 2 ) f ( xn 1 ) xn2 xn1 .
x2
x*
x1
x3
Phng php ct tuyn (1-2.5) hi t chm hn

phng php Newton nhng hi t nhanh hn phng php lp n.
V d 1-5.1. Cho phng trnh f(x) = x3 -3x + 2 = 0 c mt nghim l x* = 2. S dng phng
php ct tuyn vi sai s 10-3, x0 = -2,6, x1 = -2,4 ta c
x(n)
-2.1066
-2.0226
-2.0015
-2.0000
-2.0000
5.2. Thut ton tm nghim xp x bng phng php Ct tuyn

Input: Hm s f(x) = 0, 2 nghim xp x ban u x0 v x1, sai s c php ,
Algorithm:
Bc 1: Khi gn sai s e := 1; Nghim tm xp x cn tm l x = x1
43
NCT-FIT-HNUE

2.1. Tnh x := x1-f(x1)-((x1-x0)/(f(x1)-f(x0)));
2.2. e := abs(x-x0);
2.3. Gn x0 := x1; x1 :=x;
6. Phng php dy cung

6.1. M t phng php
Gi s (a, b) l khong phn ly ca phng trnh f(x) = 0. tng ca phng php dy cung l
thay dy cung cong ca ng cong y = f(x) bng dy cung trng cung cong y v xem honh
xn ca giao im ca dy cung vi trc honh l gi tr xp x ca nghim ng x*.
Gi thit o hm cp hai f(x) khng i du trn on [a, b]. Khi trong hai u mt a v b,
ta c nh mt u, m ti gi tr ca hm cng du vi du ca f(x) (tc l im Fourier), v
ly u mt cn li lm xp x ban u x0. Cng
thc lp ca phng php dy cung s nh sau:
xn = xn 1
f ( xn 1 )( xn 1 d )
, n = 1,2,... (1-6.1)
f ( xn 1 ) f (d )
trong d = b, x0 = a nu f(b).f(x) > 0; v d = a, x0

= b nu f(a).f(x) > 0.
Hnh bn minh ha mt s xp x lin tip theo
phng php dy cung gii phng trnh 2x2 - x 0,1 = 0.
6.2. S hi t ca phng php

Ngi ta chng minh c rng phng php dy cung hi t v thu c cc nh gi
di y v sai s ca phng php:
| xn x* |
| f ( xn ) |
,
m1
| xn x* |
M 1 m1
| xn xn 1 |,
m1
y, nh thng l, ta k hiu
M 1 = max | f '( x) |, m1 = min | f '( x) |
a x b
a x b
BI TP
1.
Tm khong phn ly vi rng bng 1 cho cc nghim ca cc phng trnh sau:

x 4 3x 20 = 0 ( x > 0)
2 ln( x) x = 0
44
NCT-FIT-HNUE
x 3 2 x 5 = 0 ( x > 0)
x 3 + 3x + 5 = 0

4 e x 2 x 2 = 0 ( x > 0)
x sin x =
x + ex = 0
1
5
x 2 sin x = 0.
2.
Bng phng php chia i tm nghim ca cc phng trnh cho trong bi 1 vi
chnh xc = 10-2.
Tm nghim ca cc phng trnh cho trong bi 1 vi chnh xc = 10-2 bng phng
3.
php lp n. So snh s ln lp thc s vi s ln lp c lng trc khi tnh x2 , x3 ,...

S dng phng php lp n dng xn+1 = xn + f(xn) gii phng trnh f(x) = 0
4.
tm
7.
5.
Tm nghim ca cc phng trnh cho trong bi 1 vi chnh xc = 10-3 bng phng
php Newton.
6.
Tnh 13 bng phng php Newton, phng php lp n v phng php ct tuyn
vi chnh xc 10-3.
7.
Phng php Newton hi t ti nghim no trong ba nghim 0; 1 v -1 ca phng
3
trnh x - x = 0 nu xut pht t im x0 bt k?
8.
Tnh cos 200 vi chnh xc 10-3.
Gi : S dng cos 3 200 = 1/2.

9.
Tm nghim gn ng ca phng trnh 2x2 - x - 0,1=0 bng cc phng php ct tuyn
v phng php dy cung vi chnh xc 0.001 v so snh tc hi t.
10.
Lp chng trnh gii phng trnh phi tuyn bng cc phng php ct tuyn v dy
cung. S dng chng trnh ny gii phng trnh trong bi tp 7.
45
NCT-FIT-HNUE
Chng 4 PHNG PHP S

TRONG I S TUYN TNH
1. i s ma trn
1.1. Vect ct v vect hng
a) nh ngha
Ta gi vect ct l mt dy hu hn c th t cc s sp xp t trn xung di.

V d 1-1.1.
3

u = 1 l mt vect ct ba thnh phn.
2

Ta gi vect hng l mt dy hu hn c th t cc s c sp xp ni tip nhau theo hng

ngang.
V d 2-1.1. v = (4 2 9 ) l mt vect hng c 4 thnh phn.
b) Cc php ton trn vect
Cng hai vect
u1
v1
u1 + v1

Cho u = u2 v v = v2 , th u + v = u2 + v2
u
v
u + v
3
3
3 3
Tng t,
Cho u = (u1 , u2 , u3 ) v v = (v1 , v2 , v3 ) , th u + v = (u1 + v1 , u2 + v2 , u3 + v3 )
Nhn mt s vi mt vect
Nu u = (u1, u2, u3) v a l mt s th au = (au1, au2, au3).

Vect khng, k hiu l 0, l vect m cc thnh phn ca n u bng 0.
Tch v hng (khi nhn vect hng vi vect ct)
Cho u = (u1 , u2 , u3 )
v1

v v = v2
v
3
Khi tch v hng ca vect hng u vi vect ct v l s uv = u1v1 + u2v2 + u3v3

V d 3-1.1.
46
NCT-FIT-HNUE
Mt sn phm c to ra bi ba cng on, mi cng on cn mt cng nhn lm. Cng nhn

th nht lm mt 3 gi, cng nhn th hai lm mt 4 gi v cng nhn th ba lm mt 2 gi.
Tin tr mi gi cho cc cng nhn tng ng l 50000, 80000 v 60000.
S tin phi tr hon thnh sn phm l tch v hng ca hai vect
50000
u = (3 4 2 ) v v = 80000
60000
tc l s uv = 3*50.000 + 4*80.000 + 2*60.000 = 590.000
1.2. Ma trn
1.2.1. nh ngha
Mt ma trn A cp m n l mt bng gm m n phn t xp theo m hng v n ct.

a11 a12
a
a22
A = 21
...
...
am1 am 2
... a1n
... a2 n
,
... ...
... amn
trong aij l phn t hng i, ct j, i [1,,m], j [1,, n].

1.2.2. Cc loi ma trn
Ma trn vung: Khi m = n th ma trn A = (aij) gi l ma trn vung cp n.

Ma trn n v, thng k hiu l E hoc I, l ma trn vung cp n c cc phn t nm
trn ng cho bng 1, cc phn t cn li bng 0, tc l aii = 1 v aij = 0, i j, 1
i, j n.
1 0 ... 0
0 1 ... 0
E=
. . . .
0 0 ... 1
Ma trn chuyn v: Ma trn chuyn v ca mt ma trn A, k hiu l At, l ma trn nhn

c t ma trn A bng cch i hng thnh ct v i ct thnh hng.
Ma trn nghch o: Cho ma trn vung A, ma trn nghch o ca ma trn A (nu c),
k hiu l A-1, l mt ma trn vung cp n tha mn iu kin sau:
A.A-1 = A-1.A = E
1.2.3. Mt s dng c bit ca ma trn
Ma trn cho: Ma trn vung cp n m mi phn t nm ngoi ng cho chnh bng

0, tc l aij = aji = 0 vi i j, c gi l ma trn ng cho .
Ma trn tam gic trn: Ma trn vung A c gi l ma trn tam gic trn, nu aij = 0
nu vi i > j, tc l A c dng:
47
NCT-FIT-HNUE
a11 a12
0 a
22
A=
.
.
0
0
Ma trn tam gic di: Tng t, ma trn vung A c gi l ma trn tam gic di,
nu aij = 0 vi i < j, tc l A c dng:
a11 0
a
a22
A = 21
.
.
an1 an 2
... a1n
... a2 n
.
... .
... ann
0
0
... .
... ann
...
...
Ma trn tha: Ma trn tha l ma trn c rt nhiu phn t bng 0. Trong trng hp,
nu aij= 0 khi |i-j| > m v m<<n th ma trn c tn gi l ma trn bng. Nu m = 1 th ma
trn bng c dng ba ng cho
a11 a12 0 .......... ..0
0
0
a21 a22 a23 .......... .0
A = .......... .......... ..............
0 .......... ... an 1, n
0 0
0 0
0 ...... .. an , n 1 ann
Ma trn i xng: Ma trn A c gi l i xng nu A=At, tc l aj=aji (i,j=1,...,n).
Ma trn xc nh dng: Ma trn A c gi l xc nh dng nu tch v hng (Ax,

x) > 0 vi mi x 0.
1.2.4. Cc php ton trn ma trn
Cng 2 ma trn Php cng hai ma trn ch c ngha khi hai ma trn c cng cp. Cho hai
ma trn A = {aij}i = 1, .., m; j = 1, ..., n, B = {bij}i = 1, .., m; j = 1, ..., n, Khi tng ca hai ma trn A
v B l ma trn C = {cij}i = 1, .., m; j = 1, ..., n, k hiu l C = A + B, vi cij = aij + bij ,
(i,j=1,...,n).
Nhn mt hng s k khc 0 vi mt ma trn: Nu A = (aij) th kA = (kaij)
Nhn hai ma trn: iu kin thc hin c php nhn: S ct ca ma trn trc
phi bng s hng ca ma trn sau. Tch ca hai ma trn A = (aij) kch thc m p vi
ma trn B = (bij) kch thc p n l ma trn C = (cij) c kch thc m n, trong :
p
cij = aik bkj , i = 1,2,..., m; j = 1,2,..., n.

k =1
V d 1-1.2.
A[3 2] . B[2 4 ] = C[3 5]
48
NCT-FIT-HNUE
0
2 3 5
1
1
3 2 . 1 2 3 5 = 9 6 1 13
6 0 4 1
1 2
11 2 5 3
Nhn mt vc t (hng) vi mt ma trn: L trng hp c bit ca php nhn hai ma

trn A[1 n] * B[n p] = C[1 p]. Ni cch khc, iu kin thc hin c php
nhn l: s phn t ca vc t hng phi bng s hng ca ma trn.
V d 2-1.2.
4 0
[3 2 1] 1 2 = [3.4 + 2.(1) + 1.3 3.0 + 2.2 + 1.1] = [13 3]
3 1
Nhn mt ma trn vi mt vc t (ct): L trng hp c bit ca php nhn hai ma

trn A[m n] * B[n 1] = C[m 1]. Ni cch khc, iu kin thc hin c php
nhn l: S ct ca ma trn trc phi bng s thnh phn ca vc t ct.
V d 3-1.2.
4 0
4.4 + 0.5 16
1 2 . 4 = (1).4 + 2.5 = 6
5

3 1 3.4 + 1.5 17
Ch :
AB BA (php nhn 2 ma trn khng c tnh giao hon)
(AB)C = A(BC)
Nu A l ma trn vung cp n v E l ma trn n v th AE = EA = A
1.2.5. nh thc ca ma trn
Vi mi ma trn vung A cp n, ta tnh c mt s thc theo qui tc di y, gi l nh thc

ca ma trn A, k hiu l det A hoc |A|.
a) nh thc ca ma trn cp hai
a
a
Cho A = 11 12 th det(A) = a11a22 - a12a21
a21 a22
b) nh thc ca ma trn cp ba
a11 a12
Cho a21 a22
a31 a32
a13
a23 th
a33
a
det A = a11 det 22
a32
a23
a23
a22
a
a
+ a12 det 21
+ a13 det 21
a33
a31 a33
a31 a32
49
NCT-FIT-HNUE
det A = a11a22a33 - a11a23a32 + a12a21a33 - a12a23a31 + a13a21a32 - a13a22a31

c) nh thc ca ma trn vung cp n tng qut
C th tnh theo ct hoc hng bt k. V d nu chn mt hng i no , ta c:

det A = (-1)i+1 ai,1 det Mi,1 + (-1)i+2 ai,2 det Mi,2 + ... + (-1)i+n ai,n det Mi,n
Trong Mi,j l ma trn thu c t ma trn A sau khi b i hng i v ct j.
V d 4-1.2.
2 3
1
5 6
4 6
4 5
, M 1, 2 =
, M 1,3 =
A = 4 5 6 , M 1,1 =
8 9
7 9
7 8
7 8 9
det A = (-1)1+1a1,1 det M1,1 + (-1)1+2 a1,2 det M1,2 + (-1)1+3 a1,3 det M1,3
= a1,1 det M1,1 - a1,2 det M1,2 + a1,3 det M1,3
=1.93 -2.(-78)+3.(-3) = 240.
thy, nu chn hng 1 th du cng tr an xen nhau, bt u l du dng.
2. H phng trnh i s tuyn tnh

2.1. Gii thiu
Cho h phng trnh gm n phng trnh tuyn tnh vi n n s x1, x2,...,xn
+
a11 x1
a x
21 1
.
an1 x1
a12 x2
+ ... +
a1n xn
b1
+ a22 x2
+ ... + a2 n xn
= b2
.
.
+ a n 2 x2
. ... .
.
+ ... + ann xn
. .
= bn
(1-2.1)
H phng trnh ny c th vit di dng ma trn

Ax = b
(2-2.1)
trong
a11
a
21
A=
.
a n1
a12
a 22
.
an 2
... a1n
x1
b1

... a 2 n
x2
b
, x= , b= 2
... .
...
...

x
b
... a nn
n
n
Bi ton t ra l tm nghim x = (x1, x2, , xn)t ca h (2-2.1)

Cc phng php gii: Ngi ta chia cc phng php gii h PTSTT thnh 2 loi: cc
phng php ng v cc phng php gn ng:
Phng php ng hay cn gi l phng php trc tip, v d nh cc phng php Cramer,
kh Gauss, Choleski, l phng php cho ta nghim ng ca h phng trnh (1-2.1) sau mt
s hu hn cc php tnh vi gi thit khng c sai s lm trn.
50
NCT-FIT-HNUE
Phng php gn ng hay cn gi l phng php lp, v d nh cc phng php Jacobi,

Gauss-Seidel, gim d, l phng php gii h bng cch cho nghim mt gi tr ban u, t gi
tr ny tnh cc gi tr nghim gn ng tt hn theo mt qui tc no . Qu trnh ny c lp
nhiu ln v vi mt s iu kin nht nh, ta nhn c nghim gn ng ca h vi mt sai s
c th c lng c.
Trong chng ny chng ta s tm hiu cc phng php: Cramer, Kh Gausse, Gauss-Seidel v
gim d..
2.2. Gii thiu phng php Cramer

Nu det A 0 th h (2-2.1) c nghim duy nht v nghim ca n c th tnh theo phng
php Cramer vi cng thc:
x = A1b
tc l
xj =
det A j
(1-2.2)
det A
trong Aj l ma trn nhn c t ma trn A bng cch thay ct th j bi ct b.

V d 1-2.2.
Hy gii h
x1
3 x1
x
1
+ 2 x3
+ 4 x2
+ 6 x3
= 30
2 x2
+ 3 x3
6
8
Gii: Ta c
0 2
1
6
A = 3 4 6 , b = 30
1 2 3
8
Vy
0 2
6 2
0
6
6
1
1
A1 = 30 4 6 , A2 = 3 30 6 , A3 = 3 4 30
8 2 3
1 8 3
1 2 8
Ta tnh c
det A = 44 0
det A1 = -40, det A2 = 72, det A3 = 152
Ta suy ra cc thnh phn nghim ca h cho:
x1 = -40/44 = -10/11; x2 = 72/44 = 18/11; x3 = 152/44 = 38/11
Vy x = (-10/11, 18/11, 38/11)t l nghim ca h cho.
51
NCT-FIT-HNUE
Nhn xt : Cng thc (1-2.2) rt p v mt l thuyt nhng rt t v v mt tnh ton, ngha l

cn rt nhiu cc php tnh s hc. C th l, tnh cc xj theo cng thc trn cn tnh n+1 nh
thc cp n, m mi nh thc cha n! s hng, mi s hng l tch ca n tha s, do vy tnh
mi s hng cn thc hin n-1 php nhn. Nh vy, ring s php nhn phi thc hin trong (12.2) l n!(n+1)(n-1). Gi s n=20. Khi n!=20! 2,4329 . 1018 v n!(n+1)(n-1) 9,7073
.1023. Nu my tnh thc hin c 100 triu php tnh trong mt giy th thc hin c
khi lng tnh ton trn cn 3,0782 . 105 nm!
Trong khoa hc v cng ngh ngi ta thng phi gii cc h phng trnh c ln hn 20 rt
nhiu, chng hn c nghn, chc nghn, thm ch c hng triu. V th cn phi c cc phng
php gii h phng trnh tt hn c th cho li gii trong mt thi gian chp nhn c. Mt
c im ca cc phng php l khc t vic nghch o ma trn. V kim ch nam cho vic
xy dng cc phng php nhanh gii h phng trnh i s tuyn tnh c ln l khai thc
trit cc thng tin v ma trn ca h.
2.3. Phng php kh Gauss

a) M t phng php
Cn bin i ma trn vung A cp n v dng ma trn tam gic trn:

a11
a
21
A=
.
a n1
a12
...
a 22
... a 2 n
.
an 2
a1n
...
... a nn
a1,n+1
a '11
0
a 2,n+1
A' =
.
.
a n ,n +1
0
a '12
...
a '1n
a ' 22
... a ' 2 n
...
... a ' nn
a '1,n+1
a ' 2,n+1
a ' n ,n+1
tin cho qu trnh bin i tng ng, ta coi ct b l ct th n + 1 ca ma trn A.
C s ca vic bin i: S dng cc php bin i tng ng nh:

-
i ch 2 phng trnh bt k.
Nhn mt phng trnh bt k vi mt s khc khng.
Cng vo mt phng trnh mt t hp tuyn tnh ca mt s phng trnh khc
T , phng php kh Gauss gm 2 qu trnh:

-
Qu trnh thun: a ma trn A v dng tam gic trn,
Cch bin i A A: Thc hin n - 1 ln bin i :

Ln bin i th i (lm cho aji = 0 ; j = i + 1, , n) bng cch cng thc:
Dng j
-
Dng j + Dng i m ,
j = i + 1,..., n; m =
a ji
aii
(1-2.3)
Qu trnh ngc: gii h tam gic trn t di ln trn, tc l tnh cc nghim xn, xn-1,
, x1 bng phng php th ngc.
xn =
1
bn
ann
52
NCT-FIT-HNUE

xn1 =
1
an1,n1
(bn1 an1,n xn )
(2-2.3)
xi =
n
1
(bi aij x j )
aii
j =i +1
V d 1-2.3. Gii h phng trnh

x1
2 x1
3 x
1
+ 2 x2
+ 3 x3
= 6
+ 3 x2
+ x2
+ x3
+ 2 x3
= 6
= 6
Ta c
1 2 3
A' = [A, b] = 2 3 1
3 1 2
6
6
Qu trnh thun
i=1
Dng 2 = Dng 2 - 2 * Dng 1

Dng 3 = Dng 3 - 3 * Dng 1
1 2 3
[A,b] = 2 3 1
3 1 2
1 2
6
3
6 [A,b] = 0 1 5
0 5 7
6
6
12
i=2
Dng 3 = Dng 3 - 5 * Dng 2

1 2
3
[A,b] = 0 1 5
0 5 7
1 2
6
3
6 [A,b] = 0 1 5
0 0 18
12
6
18
Nh vy kt thc qu trnh trn ta s thu c h c dng tam gic trn

x1
+ 2 x2
+ 3 x3
x2
5 x3
= 6
18 x3
6
18
Qu trnh ngc
Gii ngc: Tnh cc nghim xn, xn-1, , x1 bng phng php th ngc: Ta tnh c x3 = 1;
x2 = 6 - 5.1 = 1; x1 = 6 - 2 - 3 = 1.
53
NCT-FIT-HNUE
Khi lng tnh ton: Ta c th nh gi c tng s php ton ca phng php kh Gauss
l O(n3) khi n ln.
V d 2-2.3. Gii h PTSTT sau bng phng php kh Gauss:
2x1 + 4x2+ 3x3 = 4

3x1+ x2- 2x3
= -2
4x1+ 11x2+ 7x3 = 7

Cc h s v v phi ca cc h trung gian thu c sau tng bc kh c vit trong dng ma
trn m rng nh sau
2 4 3 4
3 1 - 2 - 2
4 11 7 7
2
1 2 1,5
0 - 5 - 6,5 - 8
0 3 1
- 1
1 2
0 1
0 0
1 2
0 1
0 0
1,3 1,6
- 2,9 - 5,8
1,5
1,5
1,3
1
1,6
2
Qu trnh tnh ngc cho ta x1 = 1, x2 = -1, x3 = -2.

Nhn xt 1: Trong qu trnh thun ta phi thc hin php chia cho phn t tr aii. Nu n bng 0
th qu trnh khng thc hin c. Ngoi ra nu n c tr tuyt i nh th khi chia cho n sai s
lm trn s ln, do c th lm gim chnh xc ca nghim tm c. khc phc kh
khn trn ngi ta thng dng phng php Gauss vi phn t tr c tr tuyt i ln nht
trong ct.
Nhn xt 2: Trong phng php kh Gauss ta s dng cc php bin i ln ma trn nh chia
mt hng cho mt s, tr i t hng mt hng khc nhn vi mt s v i ch hai hng. Do ,
nh thc ca ma trn A c th tnh theo cng thc
(1)
( n 1)
det A = (1) k a11( 0 ) a 22
...a nn
,
trong k l s ln i ch cc hng v aiij l phn t tr ln lp th i.

V d 3-2.3.
2 4 3
1 2 1,5
1 2 1,5
1 2 1,5
det 3 1 - 2 = 2 det 3 1 - 2 = 2 det 0 - 5 - 6,5 = 2.(-5) det 0 1 1,3

4 11 7
4 11 7
0 3 1
0 0 - 2,9
1 2
= 2.(-5).(-2,9) det 0 1
0 0
1,5
1,3 = 2.(-5).(-2,9) = 29.

1
b) Thut ton Kh Gauss

Input: n, ma trn a(n,n+1) l ma trn cc h s, ct n+1 l v phi ca phng trnh.
54
NCT-FIT-HNUE
Output: vct t nghim x.

Algorithm:
1. Nhp n, ai (i=1, .., n; j = 1, ..., n+1)
2. Qu trnh thun: Bin i A A
Lp qu trnh sau vi i = 1 n - 1
2.1. Xt a[i,i], nu a[i,i] = 0 th tm phng trnh j sao cho a[j,i] 0. Nu tn ti
phng trnh j th hon i hai phng trnh cho nhau, nu khng th kt lun h
suy bin v dng thut ton.
2.2. Chia 2 v ca phng trnh i cho a[i,i] chun b cho vic kh x[i] trong
cc phng trnh cn li ; gn kt qu cho phng trnh trung gian c
a[i,,j]=a[i,,j]/a[i,i]; c[j]=a[i,,j]; vi j = 1, 2, .., n.
2.3. Vi mi phng trnh j = i +1 n
Cng phng trnh j vi phng trnh c sau khi phng trnh c (tc l phng
trnh i trn) nhn vi -a[j,i]
a[j,k] = a[j,k] + c[k] * (-a[j,k]) ; vi k = 1,2, ..., n
3. Qu trnh ngc
3.1. Tnh x[n]=a[n,n+1];
3.2. Tnh thnh phn nghim x[k] vi k = n-1, ..., 1
(i) Tnh tng s = s + a[k, j] vi j = k+1, ..., n
(ii) Tnh x[k] = a[k, n + 1] - s
4. Xut x1, x2, ..., xn
2.4. Phng php Gauss-Seidel

a) M t phng php
tng chung ca phng php Gauss-Deidel l a h Ax = b v dng x = Bx + g. Trc ht,

bin i h
a11 x1
a x
21 1
.
a n1 x1
a12 x 2
+ ... +
a 22 x2
+ ... + a 2 n x n
= a 2,n +1
+ an 2 x2
...
a1n x n
.
+ ... + a nn xn
a1,n+1
(1-2.4)
= a n ,n+1
V dng
x1
x 2
xn
=
=
.
=
1
(a1,n +1
a11
1
(a 2,n +1
a 22
.
1
(a n ,n +1
a nn
a12 x2
a 21 x1
a13 x3
...
a1n x n )
a 23 x3
...
a2 n xn )
a n1 x1
a n 2 x2
a n 3 x3
55
...
... a n ,n 1 x n 1
NCT-FIT-HNUE
Hay
x1
x
2
.
xn
(a1,n +1 a1 j x j ) / a11
( j 1)
= (a 2,n +1 a 2 j x j ) / a 22
( j 2)
j =1
n
j =1
...
= (a n ,n+1 a nj x j ) / a nn
...
( j n)
j =1
Tng qut ta c vi i = 1, 2, , n th
n
xi = (ai ,n+1 aij x j ) / aii , j i
(2-2.4)
j =1
Vit gn hn th h (1-2.4) c dng

x = Bx + g
(3-2.4)
trong B gi l ma trn lp v
a 21
B = a 22
.
a
n1
a nn
a12
a11
0
.
an 2
a nn
a1,n +1
a1n
a
a11
11
1
a 2,n +1
a2n
x2
...
a 22 , x = , g = a 22
...

...
.
...
xn
a n ,n +1
...
0
a
nn
...
Tip theo, cho h nghim ban u x0 = ( x10 , x 20 ,..., x n0 ) t . Thay x0 vo phng trnh (2-2.4) tnh
x1 = ( x11 , x12 ,..., x1n ) t vi
n
xi1 = (ai ,n+1 aij x 0j ) / aii , j i

j =1
Tip tc qu trnh ta tnh x2, x3, , xk

Tng qut:
xik +1 =
n
1
(ai ,n+1 aij x kj ) , j i
aii
j =1
(4-2.4)
Qu trnh lp ni trn s dng ti xk nu tha mn tiu chun hi t tuyt i:

xik +i xik <
(i = 1,..., n)
b) iu kin hi t ca phng php Gauss-Seidel
H phng trnh c ma trn lp B tha mn mt trong cc iu kin sau y th qu trnh

lp s hi t:
56
NCT-FIT-HNUE

n
r1 = max bij < 1
(i)
(5-2.4)
j =1
n
r2 = max bij < 1
(ii)
r3 =
(iii)
i =1
(6-2.4)
i =1
2
ij
j =1
<1
(7-2.4)
V d 1-2.4.
Bng kt qu tnh ton di y gii h

5 x1 x 2 + 2 x3 = 8
x1 + 4 x 2 x3 = 4
x + x + 4x = 4
2
3
1
theo cng thc (4-2.4) th

x1( k +1) = 0,2 x 2( k ) 0,4 x3( k ) + 1,6
( k +1)
= 0,25 x1( k +1) + 0,25 x3( k ) 1
x2
( k +1)
= 0,25 x1( k +1) 0,25 x 2( k +1) + 1
x3
cho thy phng php Gauss-Seidel thc s hi t nhanh.

k
x1( k )
x 2( k )
x3( k )
|| x ( k ) x ||
1.6000
-1.4000
0.9500
0.6000
0.9400
-0.9975
1.0144
0.0600
0.9948
-0.9951
1.0001
0.0052
1.0009
-1.0002
0.9998
0.0009
1.0000
-1.0001
1.0000
0.0001
1.0000
-1.0000
1.0000
0.0000
V d 2-2.4.
Gii h cho di dng ma trn [A, b] vi sai s khng vt qu 10-3.

10 2 1 10
1 10 2 10
1 1 10 8
p dng cng thc (4-2.4) ta c

x1
x2
x
3
=
= 0.1x1
= 0.1x1
0 .2 x 2
0.1x 2
0.1x3
+1
0.2 x3
+ 1 .2
+ 0 .8
57
NCT-FIT-HNUE
Ta c
0.2 0.1
0
1

B = 0 .1
0
0 .2 , g = 1 .2
0 .8
0.1 0.1
0

n
Do r1 = max bij = 0,3 < 1 tha mn iu kin hi t nn ta c th p dng phng php Gaussi
j =1
Seidel. Chn x0 = (0, 0, 0)t thay vo ta c x1 = (1, 1.2, 0.8)t, tng t tnh x2, x3, .. v bng kt
qu l
k
x1(k)
x2(k)
x3(k)
1.2
0.8
0.68
0.94
0.58
0.754
1.016
0.638
0.733
0.997
0.623
0.738
1.002
0.627
0.737
1.001
0.626
0.737
1.001
0.626
Nghim ca h l x = (0.737, 1.001, 0.626) v |xi7 - xi6| < 10-3 i = 1,2,3.

c) Thut ton Gauss-Seidel
Algorithm:
1. Nhp n, ai (i=1 n; j = 1 n+1)
2. Nhp sai s
3. Nhp nghim xut pht x = (x1, x2, ...xn)
/* Ta gi nghim th k l x, nghim th k+1 l y = (y1, y2, ...yn) */
4. Lp qu trnh sau y
4.1. Khi to stop = true
4.2. Tnh cc thnh phn yi cho nghim tip theo, vi i = 1 n
a) Khi to tng S = 0
b) Vi j = 1 n
Nu (j i) th gn S = S + aij * xj
c) yi = (ai,n+1 - S)/aii
d) Nu |yi - xi| th gn stop = false;
e) Thay xi = yi
58
NCT-FIT-HNUE
Lp qu trnh trn n khi stop = true

5. Xut xi (i = 1 n)
2.5. Phng php gim d

a) M t phng php
Bin i h phng trnh

a11 x1
a x
21 1
.
a n1 x1
+ a n 2 x2
+ ... + a nn xn
a1,n+1
a
2,n+1
a n ,n+1
a11 x1
a 21 x1
a12 x 2
+ ... +
a1n xn
a1,n+1
+ a 22 x2
+ ... + a 2 n xn
= a 2,n+1
...
(1-2.5)
= a n ,n+1
v dng
a1n xn
= 0
a 22 x2
... a 2 n x n
= 0
a n1 x1
an 2 x2
a12 x2
.
...
...
... a nn x n
(2-2.5)
= 0
Chia hng i cho aii 0, thu c h c dng

b1,n +1 b12 x 2
b
2,n +1 b21 x1
bn ,n +1 bn1 x1
b13 x3
...
x1
= 0
b23 x3
...
x2
= 0
bn 2 x 2
...
... x n
(3-2.5)
= 0
Cho vect (ct) nghim ban u l x0 = ( x10 , x 20 ,..., x n0 ) t

V x0 cha phi l nghim, nn
b1,n+1
b2,n+1
bn ,n+1
b12 x20
b21 x10
.
bn1 x10
b13 x30
b23 x30
.
.
bn 2 x20
... x10
... x20
... . .
... xn0
= R10
= R20
.
.
= Rn0
(4-2.5)
R10, R20, ..., Rn0 l cc s d sai khc gia nghim x0 v nghim ng ca h.

Tm Rs0 = max {|R10|, |R20|, ..., |Rn0|} v lm trit tiu phn t bng cch cho xs mt s gia xs
= Rs0, ngha l xs1 = xs0 - Rs0.
Tnh li cc s d:
Rs1 = 0
Ri1 = Ri0 - bi,s * xs = Ri0 - bi,s * Rs0 (i = 1, 2, ..., n)
59
(5-2.5)
(6-2.5)
NCT-FIT-HNUE
C tip tc qu trnh lp trn cho n khi |Rik| < (i=1, ..., n) th xk = (x1k, x2k, ..., xnk) l
nghim ca h.
V d 1-2.5. Gii h cho bi ma trn [A,b] sau
10 2 2 6
2 10 1 7
1
1 10 8
Gii: Bin i h v dng

0.6 + 0.2 x2
0.7 + 0.2 x1
0.8 + 0.1x
1
+ 0 .2 x 3
x1
= 0
+ 0 .2 x 3
+ 0.1x2
x2
x3
= 0
= 0
Cho x0 = (0, 0, 0) R0 = (R10, R20, R30) = (0.6, 0.7, 0.8)

R30 = max{|Ri0|} = 0.8, i =1, 2, 3.
x31 = x30 + R30 = 0.8
Tnh li cc s d: R31 = 0
R11 = R10 + b13.R30 = 0.6 + 0.2 0.8 = 0.76
R21 = R20 + b23.R30 = 0.7 + 0.1 0.8 = 0.78
R1 = (R11, R21, R31) = (0.76, 0.78, 0)
Tng t, ta c bng kt qu
x1
0
x2
0
x3
R1
R2
R3
0.6
0.7
0.8
0.8
0.76
0.78
0.92
0.08
0.18
0.17
0.04
0.19
0.07
0.02
0.03
0.01
0.01
0.01
0.01
0.01
0.78
0.92
0.96
0.99
0.99
0.99
1
1
1
Vy nghim ca h l x = (1, 1, 1).
60
NCT-FIT-HNUE
b) Thut ton Gim d

Algorithm:
1. Nhp n, aij, xi
2. Bin i h t dng (3.13) v dng (3.14)
3. for i = 1 n
{ for j = 1 n+1
if (i!=j) a[i,j] / a[i,i];
a[i,i] = 1;
}
4. Tnh r[i] ban u (i = 1, 2, , n)
for i = 1 n
{ r[i] = a[i, n+1];
for j=1 n
r[i] = r[i] - a[i,j] * x[j];
}
5. Khi to u lp continue = true
6. Lp khi continue = true
continue = false;
/* Tm rs = max{|r[i]|, i = 1, 2, ..., n} v tnh li xs */
max = |r[1]|; k = 1;
for i = 1 n
if (max < |r[i]|) {max = r[i]; k = i;}
x[k] = x[k] + r[k];
/* Tnh li r[i] v kim tra kh nng lp tip theo */
d = r[k];
for i = 1 n
{ r[i] = r[i] - a[i, k] * d;
if (|r[i]|
) continue = true;}
7. Xut nghim x[i], (i= 1, 2, , n)
Lu :
- Phng php ch thc hin c khi aii 0, nu khng phi i hng.

- Qu trnh hi t khng ph thuc vo x0 m ch ph thuc vo bn cht ca h phng trnh.
61
NCT-FIT-HNUE
- Mi h phng trnh c gi tr ring 1 u hi t n nghim mt cch nhanh chng.

- Nu cc phn t aii cng ln hn cc phn t trn dng bao nhiu th qu trnh hi t cng
nhanh.
2.6. Vn n nh ca nghim ca h phng trnh

Trong nhiu trng hp ngi ta thu c h phng trnh i s tuyn tnh
Ax = b
(1-2.6)
trong cc h s aij v bi c tnh theo mt cng thc no , c th l kh phc tp cho nn

khng trnh khi sai s. Khi ngi ta thu c khng phi l h (1-2.6), m l h phng
trnh vi ma trn nhiu A+A v v phi nhiu b+b. V tt nhin nghim ca h nhiu ny by
gi khng phi l x m l x+x. Nh vy, ta c
(A + A)( x+x) = b+b
(2-2.6)
Vn t ra l liu s thay i x ca nghim c ph thuc lin tc vo s thay i ca d

kin u vo l A v b hay khng, tc l khi d kin u vo thay i t th liu nghim c
thay i t khng? Di y ta ch ra mt vi th d, trong xy ra hin tng sai mt ly i
mt dm, c th l sai s nh ca d kin dn n sai s ln ca nghim.
V d 1-2.6. H phng trnh
x1 + 2x 2 = 1
x1 + 2.01x 2 = 1
c nghim l x1= 1, x2 = 0. H vi nhiu nh ca v phi

x 1 + 2x 2 = 1
x 1 + 2.01x 2 = 1.01
li c nghim l x1= -19, x2 = 10, rt khc so vi nghim ca h cho.

1.0001x1 + x 2 = 3
x 1 + x 2 = 3
c nghim l x1= 0, x2 = 3. Trong khi h vi nhiu nh ca ma trn A

x 1 + x 2 = 3
x 1 + 1.0001x 2 = 3
c nghim l x1= 3, x2 = 0, rt khc so vi nghim ca h cho.

2x 1 + x 2 = 2
2x 1 + 1.01x 2 = 2.01
62
NCT-FIT-HNUE
c nghim l x1= 0.5, x2 = 1. Nhng h phng trnh trn vi s thay i t ca ma trn A v v

phi
2x 1 + x 2 = 2
2.01x 1 + x 2 = 2.05
li c nghim l x1= 5, x2 = -8, khc xa so vi nghim ca h gc cho.

Trong nhng th d trn ta ni rng h phng trnh c nghim khng n nh.
3. Tnh gn ng gi tr ring v vc t ring ca ma trn

3.1. Gii thiu
nh ngha 1-3.1: Gi s A l ma trn vung cp n. S gi l gi tr ring ca A nu phng
trnh
Ax = x, x Rn
(1-3.1)
c nghim x = (x1, x2, , xn) khc (0, 0, ., 0). Vect x 0 ny c gi l vect ring ng vi
gi tr ring .
Ch trong cch vit Ax, x lun hiu l vecto ct.
V d 1-3.1.
1 3 0 1 3 1
3 0
. Ta thy A =
Cho A =
= = 3
2 8 1 2 6 2
8 1
Vy vi x = (1, 2) th Ax = 3x
Do gi tr ring ca A l 3 ng vi vect ring l (1, 2) R2.
tm gi tr ring ca ma trn vung A cp n, ta vit Ax = x thnh Ax = Ex, x Rn, trong
E l ma trn n v cp n. Do ta c
(A - E)x = 0
(2-3.1)
y l mt h phng trnh tuyn tnh thun nht. Mun cho l gi tr ring ca A v h trn
c ngha x 0 th iu kin cn v l
det (A-E) = 0
(3-3.1)
l phng trnh xc nh gi tr ring ca A.

nh ngha 2-3.1. Phng trnh (3-3.1) c gi l phng trnh c trng ca ma trn vung
A.
V d 2-3.1. Hy tm cc gi tr ring ca ma trn
3 2
A=
1 0
Gii: Ta c
63
NCT-FIT-HNUE
3 2
1 0 3

A- I =
=
1 0
0 1 1
Vy phng trnh c trng ca A l

det (A - I) =
3
1
2
= 2 - 3 + 2 = 0
Suy ra = 1 v = 2 l cc gi tr ring ca A.
trnh vic khai trin nh thc i hi s php tnh ln, khi tm gi tr ring ta c th p
dng phng php a-nhi-lep-ski. Trong phng php ny, ta ch cn tm ma trn B sao cho B
ng dng vi ma trn A v B c dng l ma trn Ph-r-be-mit.
p1
1
P=0
.
0
p2
0
1
.
0
...
...
...
...
...
pn1
0
0
.
1
pn
0
0
.
0
(4-3.1)
Khi gi tr ring ca A cng l gi tr ring ca B.
3.2. Ma trn ng dng

nh ngha 1-3.2. Ma trn B gi l ma trn ng dng vi ma trn A, k hiu l B ~ A, nu tn
ti ma trn khng suy bin M (tc det M 0) sao cho B = M-1AM.
Tnh cht:
A~BB~A
A ~ B, B ~ C A ~ C
A ~ B Gi tr ring ca A v B trng nhau.
3.3. Tm gi tr ring bng phng php a-nhi-lp-ski

a) M t phng php tm gi tr ring
Mc tiu cn t c l a ma trn A v dng ma trn Ph-r-be-mit.

Thc hin n - 1 ln bin i:
Ln bin i 1: Tm M-1, M sao cho A1 = M1 A M ~ A v dng th n ca A1 c dng l 0

0 0 ... 1 0. Tnh M-1 v M c dng nh sau:
M 1
1
0
= .
a n ,1
0
0
1
.
a n, 2
0
... 0
... 0
... .
... a n ,n
0 1
(1-3.3)
Hng th n-1 ca M-1 bng hng th n ca A, ni cch khc ta c: M n11, j = An , j

64
NCT-FIT-HNUE
1
0
M = .
a n ,1
a n ,n 1
0
0
1
.
a n, 2
...
...
...
...
a n ,n 1
0
...

0
0
0
0
.
.
(2-3.3)
a
1
n ,n
a n ,n 1
a n ,n 1
0
1
Gi phn t bin i ca ma trn A ng vi ln th nht l phn t hng n v ct n - 1.

Hng th n-1 ca M bng hng th n ca A chia cho phn t bin i v thng mang
du m. Ring phn t trong M v tr tng ng vi phn t bin i ca A th mang
du dng v bng 1 chia cho phn t bin i. Ni cch khc ta c:
M n 1, j
1
a
= n ,n 1
a
n , j
a n ,n 1
if
j = n 1
(3-3.3)
if
j n 1
A1 = M-1 A M ~ A
(4-3.3)
Ln bin i 2 tng t: Chn M-1, M sao cho A2 = M-1 A1 M ~ A1 v dng th

n -1 ca A2 c dng 0 0 0 ... 1 0 0. Phn t bin i ca A ng vi ln th hai trn
hng n - 1v ct n - 2.
Ti ln ny:
- Hng th n - 2 ca M-1 s bng hng th n - 1 ca ma trn A.
- Hng th n - 2 ca M bng hng th n -1 ca A chia cho phn t bin i v thng
mang du m. Ring phn t trong M v tr tng ng vi phn t bin i ca A th
mang du dng v bng 1 chia cho phn t bin i.
Ta thu c A2 ~ A1, A1 ~ A A2 ~ A.
...
Ln bin i th n - 1 ta nhn c ma trn An-1 ~ A v c dng ma trn Ph-r-be-mit P.
p1
1
P=0
.
0
p2
0
1
.
0
...
...
...
...
...
pn1
0
0
.
1
pn
0
0
.
0
Khi gi tr nh thc ca P - E l
det (P - E) = (-1)n (n - p1n-1 - - pn-1 - pn)
det (P - E) = 0 n - p1n-1 - - pn-1 - pn = 0.
Gii phng trnh trn ta suy ra c cc gi tr ring . Ch rng P = M-1AM.
V d 1-3.3. Tm gi tr ring ca ma trn
65
NCT-FIT-HNUE
2 1 0
A = 1 3 1 , n = 3
0 1 2
Ta tm ma trn Ph-r-be-mit:
p1
P = 1
0
p2
0
1
p3
0
0
Ln 1, chn
1
= 0
0
0
1
1
0
1 0 0 1 0 0
2 , M = 0 1 2 = 0 1 2

1 1
0 0 11 0 0 1
0
Trong : dng 2 ca M-1 l dng 3 ca A. Dng 2 ca M bng dng 3 ca A chia cho phn t
ct 2 ly du m, tr v tr chnh ct 2 th bng 1 chia cho n.
2 1 2
A1 = M A M = 1 5 5
0 1 0
-1
Ln 2, chn
1
1 5 5
1
= 0 1 0 , M = 0
0 0 1
0
5
1
1
0
5
1
1
= 0
0

1 0
5
1
0
5
0
1
Trong : dng 1 ca M-1 l dng 2 ca A. Dng 2 ca M bng dng 2 ca A chia cho phn t
ct 1 ly du m, tr v tr chnh ct 1 th bng 1 chia cho n.
7 14 8
A2 = M-1 A M = 1
0
0 = P
0
1
0
Vy gi tr ring l nghim ca phng trnh 3 - 72 + 14 - 8 = 0

( - 2)( - 1)( - 4) = 0 = 2; = 1; = 4.
b) Thut ton an-nhi-lep-ski tm gi tr ring
Input: n, ma trn A= (ai,j) (i,j = 1, 2, ..., n)
Output: Cc gi tr ring ca ma trn A = (ai,j)
Algorithm:
1. Nhp a, ai,j (i,j = 1, 2, ..., n)
66
NCT-FIT-HNUE
2. nh ngha hm nhn 2 ma trn vung cp n: Nhn(input: X, Y, output: Z)

3. Lp k = n - 1 1 (phn t bin i l ak+1,k)
/* Tnh hai ma trn M v M1 (M1 l nghch o ca ma trn M*/
for i = 1 n
for j = 1 n
if i k
if (i = j) {M[i, j] = 1; M1[i, j] = 1}
else {M[i,j] = 0; M1[i,j] = 0}
else {M1[i,j] = a[k+1, j];
if (j = k) M[i,j] = 1/a[k+1, k];
else M[i,j] = - a[k+1, j]/a[k+1, k]}
/* Gi hm nhn 2 ln */
Ln 1: Nhn(input A, M, output: B)
Ln 2: Nhn(input: M1, B; output: A)
4. Xut ai,j (i,j = 1 n)
3.4. Tm vect ring bng phng php an-nhi-lep-ski

a) M t phng php
Gi y l vect ring ca ma trn P ~ A

Ta c
(P - E)y = 0
Py = Ey
M-1.A.M.y = .E.y
Nhn hai v vi M:
M.M-1.A.M.y = M...E.y
A.M.y = .E.M.y
t vect x = My:
(1-3.4)
Ax = Ex
Vy x l vect ring ca A Tnh x theo cng thc (9-3.3) trong M v Y xc nh bi cc cng
thc sau:
P = M n11 M n12 ...M 11 AM 1 M 2 ...M n 1 ,
Mi v Mi-1 l ma trn M v M-1 xc nh ln bin i th i
v M = M1M2Mn-1
(2-3.4)
Xc nh vect y nh phng trnh

(P - E)y = 0
67
NCT-FIT-HNUE
hay
p1
1
P=
.
p2
...
...
pn
0
.
y1
y
2 = 0
...

yn
+ ... +
p n 1 y n 1
p n 1
0
...
...
hay
( p1 ) y1
y
1
p2 y2
pn yn
y 2
= 0
= 0
...
y n 1
y n
= 0
cho yn =1 yn-1 = .
yn-2 = yn-1= 2, ..., y1 = n-1
Vy
y = (n-1, n-1, ..., , 1)
(3.3.4)
V d 1-3.4. Tm vect ring ca A

2 1 0
A = 1 3 1
0 1 2
Gi y l vect ring ca ma trn Ph-r-be-mit P ~ A. v d 3.18 ta tm c 3 gi tr ring,

nn ta c
1 = 2 y1 = (4, 2, 1)
2 = 1 y2 = (1, 1, 1)
3 = 3 y3 = (16, 4, 1)
Tm M :
1 0 0 1 5 5 1 5 5
M = M 1 M 2 = 0 1 2 0 1 0 = 0 1 2
0 1 0 0 0 1 0 0
1
x = M y. ng vi 3 gi tr ring, ta c 3 vect ring

1 5 5 4 1
x = 0 1 2 2 = 0
0 0
1 1 1
1
68
NCT-FIT-HNUE
1 5 5 1 1
x = 0 1 2 1 = 1
0 0
1 1 1
2
1 5 5 16 1
x = 0 1 2 4 = 2
0 0
1 1 1
3
Vy cc vect ring ca A l x1 = (-1, 0, 1) ; x2 = (1, -1 , 1) v x3 = (1, 2, 1)

b) Thut ton tm vect ring
Ta b sung vo thut ton tm gi tr ring hai ch : phn khi to v trong vng lp k

1. Khi to B1 = E
2. Lp k = n - 1 1
/* Tnh 2 ma trn M, M1 nh thut ton tm gi tr ring*/
/* Gi hm nhn 3 ln */
Ln 1: Nhn(input: A, M; output B)
Ln 2: Nhn(input: B1, M; output: A)
Ln 3: Nhn(input: B1, M; output: B)
/* Gn li ma trn B1 = B */
3. Xut ai,j v bi,j
BI TP
1. Gii cc h phng trnh Ax = b sau y bng phng php kh Gauss. So snh vi nghim
ng x*
11
5 0 1

a) A = 1 3 - 1 ' b = 4 ,
6
- 3 2 10

2 0
b) A = - 1 3
1 -1
- 1
3

1 ' b = 2 ,
3
4

1
2 0 -1

c) A = 1 - 3 1 ' b = 2 ,
4
1 1 3

2

x* = 1 .
1

1

x* = 0 .
1

1

x* = 0 .
1

69
NCT-FIT-HNUE
2
2 -1 0

d) A = 2 5 - 2 ' b = 4 ,
2
1 - 1 3

1

x* = 0 .
1

4
3 -1 1

e) A = - 1 3 1 ' b = 4 ,
4
1 - 1 3

2

x* = 0 .
2

2
f) A =
2
0 -1 1
4

2 1 - 1
1
' b = ,
-5 1 0
6

1 -1 1
1
1
.
x* =
1
3. Cho h phng trnh Ax = b vi
1
2 -1 0

A = - 1 2 - 1 , b = 5 .
3
0 - 1 2

Tm nghim ca h bng phng php kh Gauss.
Hy xut mt phng php lp gii h trn v bin lun s hi t ca n.
6. Sau cc php bin i thch hp hy s dng phng php lp Gauss-Seidel gii h phng
trnh sau vi sai s 10-3
x1 + 3 x2 + 9 x3 + x4 = 10
x1 + x2 + x3 + 5 x4 = 6
2 x1 + 7 x2 + 3 x3 + 2 x4 = 15
4 x1 + 2 x2 + x3 + x4 = 9.
7. C th p dng phng php lp g gii h sau y v l gii v sao
x1 x2 = 10
x1 + 2 x2 x3 = 6
x2 + 2 x3 x4 = 10
x3 + 2 x4 = 9.
10. Dng phng php th gii h phng trnh sau
2x + y = 2
2 x + 1.01 y = 2.01
Gii thch v sao nghim thu c c th sai khc rt ln so vi nghim ng l x1 = 0.5, x2 = 1.
70
NCT-FIT-HNUE
Chng 5 TNH GN NG O HM
V TCH PHN
1. Tnh gn ng o hm
Gi s f (x) l hm trn trn on [a,b] v xi = a + ih, i = 0, n, trong h = (b a) / n, l cc
im mc cch u nhau. Cho ga tr ca hm ti cc im li trn: yi = f ( xi ) (i = 0, n) . Khi
c th tnh gn ng o hm cp mt ca hm ti cc im li nh cc cng thc o hm
sai phn sau.
1.1. o hm cp 1
- o hm sai phn tin: thng tnh gn ng o hm ti im bin y(x0)

y x ,i =
y i +1 y i y i
=
h
h
(i = 0, n 1)
(1-1.1)
- o hm sai phn li: thng tnh gn ng o hm ti im bin y(xn)

y x ,i =
y i y i 1 y i
=
h
h
(i = 1, n)
(2-1.1)
- o hm sai phn trung tm: thng tnh gn ng o hm ti cc im trong

y =
x ,i
yi +1 yi 1 1
= ( y x ,i + y x ,i ) (i = 1, n 1)
2h
2
(3-1.1.)
Sai s ca cc o hm sai phn trn c nh gi nh sau:

y x ,i f ' ( x i ) = O ( h ) ,
(4-1.1)
y x ,i f ' ( x i ) = O ( h ) ,
(5-1.1)
y 0 f ' ( xi ) = O ( h 2 ) .
(6-1.1)
x ,i
1.2. o hm cp hai
tnh o hm cp hai ca hm f (x) ti cc nt xi c th dng cng thc o hm sai phn

sau
y xx , i =
yi +1 2 yi + y i 1
h2
(i = 1, n 1)
(7-1.2)
Sai s ca cng thc trn c c lng nh sau

y xx , i f ' ' ( x i ) = O ( h 2 )
(8-1.2)
c lng trn c chng minh nh khai trin Taylor n thnh phn cha o hm cp 4 vi
gi thit f ( x) C ( 4) [a, b].
71
NCT-FIT-HNUE
xy dng cc cng thc tnh o hm vi sai s cp 2 tc l c c lng O(h 2 ) ti cc

im mt x0 v xn , cng nh tnh o hm cp cao hn ta s s dng cng c ni suy hm s.
2. Tnh gn ng tch phn

2.1. Gii thiu bi ton
Cho f (x) l hm s lin tc trn on [a, b] . Cn tnh
b
I = f ( x)dx
(1-2.1)
Trong gio trnh gii tch ton hc ta bit rng nu f (x) c nguyn hm l hm F (x) th c th
tnh tch phn trn mt cch n gin nh cng thc Newton- Leibnitz
b
f ( x)dx = F (b) F (a).
(2-2.1)
Tuy nhin trong thc t ta gp cc hm f (x) m nguyn hm ca n khng th biu din bng
cc hm s s cp hoc ta khng tm c nguyn hm ca chng. Trong nhng trng hp y
cng thc (2-2.1) khng c tc dng. V th ngi ta phi tm cch tnh gn ng tch phn xc
nh.
Tnh gn ng tch phn cn c ngha khi hm f (x) khng cho dng biu thc ton hc m
cho di dng bng s.
tng c bn ca cc phng php tnh gn ng tch phn l chia nh khong tch phn [a, b]
thnh cc on con v trn mi khong con xp x hm s bi mt a thc. Vi cc a thc ta c
th tm c cc nguyn hm ca chng, do c th p dng cng thc Newton- Leibnitz tnh
tch phn trn mi on con. Tch phn trn ton on [a, b] s l tng cc tch phn trn tng
khong con.
2.2. Cng thc hnh ch nht trung tm

a) Thit lp cng thc
Chia on [a, b] thnh n on con [ xi , xi +1 ] (i = 0, n 1) bi cc im xi = a + ih, (i = 0, n) vi

1
h = (b a) / n. K hiu xi +1 / 2 = ( xi + xi +1 ) l im gia ca mi on con.
2
Ta c
b
n 1 xi +1
i =0 xi
f ( x)dx = f ( x)dx
(1-2.2.)
Ta xp x
xi +1
f ( x)dx f ( xi +1 / 2 )h
(2-2.2)
xi
72
NCT-FIT-HNUE
V mt hnh hc, iu c ngha l hnh thang cong gii hn bi ng cong y = f (x) trn
on [ xi , xi +1 ] c xp x bi hnh ch nht trung tm vi ng cao bng gi tr ca hm f (x)
ti im gia xi +1 / 2 .
T (1-2.2) v (2-2.2) suy ra cng thc hnh ch nht trung tm tnh gn ng tch phn xc nh
trn on [a = x0, xn = b]:
n 1
I CN f ( xi +1/ 2 )h
(3-2.2)
i =0
b) nh gi sai s:
Ngi ta chng minh c c lng sai s a phng l:

M2 3
h .
24
(4-2.2)
M 2 = max f ' ' ( x) .
(5-2.2)
ei
trong :
a x b
T suy ra c lng ca sai s ton phn ca cng thc hnh ch nht trung tm l
E
M2
(b a)h 2
24
(6-2.2)
c) Th d
1
dx
bng cng thc hnh ch nht trung tm vi s on chia n
1+ x
0
Tnh gn ng tch phn I =

=5 v nh gi sai s.
Gii. Vi h = 0.2 ta lp bng gi tr

i+1/2
xi+1/2
yi+1/2
0.1000
0.9091
0.3000
0.7692
0.5000
0.6667
0.7000
0.5882
0.9000
0.5263
=3.4595

4
I hcn = h yi +1/ 2 =0.2* 3.4595 = 0.6919.

i =0
By gi ta c lng sai s ca gi tr tnh c. Ta c
73
NCT-FIT-HNUE
f ' ( x) =

1
,
(1 + x) 2
f ' ' ( x) =
2
.
(1 + x) 3
Do M 2 = max f ' ' ( x) = 2 . Theo cng thc (6-2.2) ta c c lng sai s

0 x 1
2
(0.2) 2 = 0.0033. Vy I = 0.6919 0.0033 = (0.6886, 0.6952) trong khi gi tr ng ca
24
tch phn l I = ln 2 = 0.6931.
| E |
2.3. Cng thc hnh thang

a) Thit lp cng thc
Ta thay hnh thang cong bi hnh thang thng nh trong hnh sau y:
yi
x0
x1
yi+1
xi
xi+1
xn
Khi
xi +1
f ( x)dx
xi
1
( yi + yi+1 )h,
2
(1-2.3)
trong vit cho gn ta k hiu yi = f ( xi ) . Do

b
n 1
i =0
I = f ( x)dx
h
( yi + yi+1 ).
2
Vy ta c cng thc hnh thang tnh gn ng tch phn xc nh l

y + yn
+ y1 + ... + y n1
I ht h 0
2
(2-2.3)
C th vit (2-2.3) trong dng

y + yn
n
I ht = h yi 0
2
i =0
(2-2.3)
hoc
I ht
ba
( y0 + 2 y1 + ... + 2 yn1 + yn )
2n
(3-2.3)
74
NCT-FIT-HNUE
b) nh gi sai s
Ngi ta chng minh c c lng ca sai s a phng l

ei
M2 3
h .
12
(4-2.3)
Do sai s ton phn ca cng thc hnh thang s l

E
M2
(b a )h 2 .
12
(5-2.3)
Trong M 2 = max f " ( x )

x0 x xn
c) V d
1
dx
bng cng thc hnh thang vi s on chia n =10 v nh
1+ x
0

gi sai s.
Gii. Ta c h = 0.1 v bng gi tr

i
xi
yi
0.0000
1.0000
0.1000
0.9091
0.2000
0.8333
0.3000
0.7692
0.4000
0.7143
0.5000
0.6667
0.6000
0.6250
0.7000
0.5882
0.8000
0.5556
0.9000
0.5263
10
1.0000
0.5000
=7.6877

y + y10
10
I ht h yi 0
= 0.1 * (7.6877 1.5000/2 ) = 0.6938.
2
i =0
By gi ta c lng sai s ca gi tr tnh c. Ta c
f ' ( x) =
1
,
(1 + x) 2
f ' ' ( x) =
2
.
(1 + x) 3
75
NCT-FIT-HNUE
Do M 2 = max f ''( x) = 2. . Theo cng thc (5-2.3) ta c c lng sai s

0 x 1
| E |
2
(0.1) 2 = 0.0017.
12
Vy I = 0.6938 0.0017 trong khi gi tr ng ca tch phn l I = ln 2 = 0.6931.
2.4. Cng thc Simpson (hay cng thc Parabol)

a) Thit lp cng thc
Cng nh trn ta chia [a, b] thnh n on con bng nhau bi cc im xi = a + ih vi
h = (b a ) / n v k hiu xi +1 / 2 l im gia ca on con [ xi , xi +1 ] . Trn mi on con ta s

xp x hm y = f (x ) bi a thc ni suy bc hai ti cc im xi , xi +1 / 2 , xi +1
f ( x) L2i ( x) = yi
( x xi +1 / 2 )( x xi +1 )
( x xi )( x xi +1 )
+ yi +1 / 2
( xi xi +1 / 2 )( xi xi +1 )
( xi +1 / 2 xi )( xi +1 / 2 xi +1 )
+ yi +1
=
( x xi )( x xi +1 / 2 )
( xi +1 xi )( xi +1 xi +1 / 2 )
2
4
yi ( x xi +1 / 2 )( x xi +1 ) 2 yi +1 / 2 ( x xi )( x xi +1 )
2
h
h
2
+ 2 yi +1 ( x xi )( x xi +1 / 2 ).
h
t
xi + 1
xi + 1
xi
xi
I i = f ( x)dx L2i ( x)dx.

Kt qu tnh tch phn v phi cho ta
Ii
h
( yi + 4 yi+1 / 2 + yi+1 )
6
Khi ta c cng thc Simson tnh gn ng tch phn xc nh:

n 1
I sim
i =0
h
( yi + 4 yi+1/ 2 + yi+1 )
6
(1-2.4)
Cng thc (1-2.4) cn gi l cng thc parabol v n nhn c nh thay ng cong y = f(x)
bi parabol qua 3 im (xi, yi), (xi+1/2, yi+1/2), (xi+1, yi+1).
C th vit li cng thc (1-2.3) trong dng thun tin cho tnh ton nh sau
y + y n 2h n
h n
I sim yi 0
+ yi +1 / 2
3 i =0
2 3 i =0
(2-2.4)
Nhn xt 1. trnh dng ch s khng nguyn ngi ta thng chia on [a, b] thnh 2n phn
bng nhau vi rng h = (b - a)/(2n) v trn mi on kp [x2i, x2i+2] xp x hm f(x) bi bi
parabol qua 3 im (xi, yi), (xi+1, yi+1), (xi+2, yi+2). Khi cng thc Simpson c dng:
76
NCT-FIT-HNUE
I sim =
ba
( y 0 + 4 y1 + 2 y 2 + ... + 2 y 2 n 2 + 4 y 2 n 1 + y 2 n
6n
(3-2.4)
Nhn xt 2.T cc cng thc (3-2.2), (3-2.3) v (2-2.4) suy ra c:

I sim = ( I ht + 2 I cn ) / 3 .
(4-2.4)
b) nh gi sai s
Ngi ta chng t c rng (xem sch Bakhvalov [5] trang 101).

xi + 1
ei = f ( x)dx
xi
5
h
( yi + 4 yi +1 / 2 + yi +1 ) M 4 h
6
2880
(5-2.4)
trong
M 4 = max f ( 4) ( x) .
(6-2.4)
a x b
T cng thc trn ta nhn c nh gi sai s ton phn ca cng thc Simpson
E = I I sim
M 4 (b a) 4
h .
2880
(7-2.4)
T y ta thy rng cng thc Simpson ng cho mi a thc bc 3.

c) V d
1
dx
bng cng thc Simpson vi s on chia n =5 v nh gi
1
+
x
0

sai s.
Gii. Ta c h = 0.2. Lp bng gi tr ca hm ti cc im nt v im gia

i
xi
0.0000
1/2
0.1000
0.2000
1+1/2
0.3000
0.4000
2+1/2
0.5000
0.6000
3+1/2
0.7000
0.8000
4+1/2
0.9000
1.0000
yi
yi
1.0000
0.9091
0.8333
0.7692
0.7143
0.6667
0.6250
0.5882
0.5556
0.5263
0.5000
S1=3.4595
77
S2=4.2282
NCT-FIT-HNUE
Theo cng thc (2-2.4) ta c

I sim =
y + y 5 2h 4
h 5
yi 0
+
yi +1 / 2
3 i =0
2 3 i =0
= 0.2 * (4.2282 0.75) / 3 + 2 * 0.2 * 3.4595 / 3 = 0.69314667

trong khi gi tr ng ca tch phn l I = ln 2 =0.69314718. Nh vy, sai s thc s ca Isim l
0.00000051.
By gi ta c lng sai s theo cng thc (7-2.4). Ta c
f ( x) =
1
,
(1 + x)
f ( 4) ( x) =
24
.
(1 + x) 5
Do M 4 = max f ( 4 ) ( x) . = 24 v ta c nh gi
0x 1
E = I I sim
24 (1 0)
0.2 4 = 0.00001333.
2880
Kt qu tnh ton v c lng trn cho thy cng thc Simpson c chnh xc rt cao (so
snh vi kt qu tnh bng cng thc hnh thang tiu mc trc!).
2.5. Cc thut ton hcn, ht, sim tnh gn ng tch phn xc nh

Input: a, b, n, hm f (x) trn on [ a, b]
b
Output: Ihcn, Iht, Isim l cc gi tr gn ng ca tch phn I = f ( x)dx tng ng bi cc

a
cng thc hnh ch nht trung tm, hnh thang, v Simpson.

Algorithm:
1. Khi to
h=(b-a)/n;
x1=a+h/2; x2=a;
Icn=f(x1); Iht=f(x2);
2. Lp for i=1 n-1
2.1. x1=x1+h;
2.2. x2=x2=h;
2.3. Icn=Icn+f(x1);
2.4. Iht=Iht+f(x2);
3. Gn
Icn=h*Icn;
Iht=h*Iht;
Isim=(Iht+2*Icn)/3;
4. return Icn, Iht, Isim
78
NCT-FIT-HNUE
Chng 6 BI TON QUI HOCH TUYN TNH

1. Gii thiu bi ton ti u tng qut
1.1. V d m u
a) Pht biu bi ton
. Mt cng ty sn xut 2 loi sn phm A v B

. S dng ba loi nguyn liu I, II, v II.
. Chi ph nguyn liu (s lng nguyn liu) sn xut ra hai sn phm A v B cho trong bng
sau:
Sn phm
II
III
Nguyn liu
. Cng ty d tr ba loi nguyn liu I, II, III vi s lng tng ng l 8, 7, 3.

. Tin li ca mt n v sn phm A l 4 triu ng; ca mt n v sn phm B l 5 triu ng
Yu cu: Lp k hoch sn xut (sn xut bo nhiu mi loi sn phm) tin li thu v nhiu
nht vi hn ch v nguyn liu cho.
b) M hnh ton hc ca bi ton
Xt vect ct x = (x1, x2)t, trong x1 v x2 ln lt l s lng sn phm A v B tng ng cn

sn xut. Theo bi ton ta c m hnh:
f(x) = 4x1 + 5x2 max
+
x2
2 x1
x
+
2 x2
1
x2
x j 0 , j = 1,2
8
7
3
Bi ton trn c xem l thuc dng bi ton qui hoch tuyn tnh v cc hm g1(x) = 2x1 + x2,
g2(x) = x1 + 2x2, g3(x) = x2 l cc hm tuyn tnh.
1.2. M hnh bi ton ti u tng qut

Bi ton ti u tng qut P c dng: Tm phng n x = (x1, x2, ..., xn)t X Rn cc i ha
hm f(x) sau y:
n
f ( x) = c j x j max
(1-1.2)
j =1
79
NCT-FIT-HNUE
=
g
(
x
)
ai , j x j (, , =) bi , i = 1, m
i
D
j =1
x 0, j = 1, n
j
(2 1.2)
(3 1.2)
Trong : D = {x = (x1,..., xn)t X Rn : gi(x) (,,=) bi vi i = 1, m ; xj 0; j = 1, n } c gi

l tp cc phng n chp nhn c, ch rng x l vect ct. Hm f(x) c gi l hm mc
tiu. Vect dng c = (c1, c2, ..., cn) l cc h s ca hm mc tiu. Ma trn A = (ai,j)i=1,..,m; j=1, ..., n
l ma trn gm m rng buc i vi phng n x. Phng phn x* D c gi l phng n
ti u (tc l nghim ca bi ton) nu f(x*) f(x) vi x D.
Ch : Bi ton tm min ca hm mc tiu c th chuyn thnh bi ton tm max bng cch thay
cc h s ca hm mc tiu l -cj.
1.3. Dng chun tc v dng chnh tc

Bi ton QHTT tng qut c hai dng chun tc v chnh tc c nh ngha nh sau:
Dng chun tc
Dng chnh tc
j =1
j =1
=
g
(
x
)
ai , j x j = bi , i = 1, m
i
D
j =1
x 0, j = 1, n
j
g i ( x) = ai , j x j bi , i = 1, m
D
j =1
x 0, j = 1, n
j
n
Hoc vit di dng ma trn nh sau

f(x) = <c, x> max
f(x) = <c, x> max
Ax b
0
x
Ax = b
0
x
trong A = (ai,j)m n; <C, x> =
c x
j =1
; x = (x1, x2, ..., xn)t; b = (b1, b2, ..., bn)t.
Cc bi ton QHTT c th qui v dng chun tc v dng chnh tc nh cc php bin i sau
y :
(1) Mt rng buc a \c v rng buc nh vic nhn hai v vi -1
n
a
j =1
i, j
j =1
j =1
bi ai , j bi a 'i , j b'i
(2) Rng buc = tng ng vi hai rng buc v

n
a
j =1
i, j
n
ai , j bi
= bi jn=1
ai , j bi
j =1
80
NCT-FIT-HNUE
(3) a rng buc v v rng buc = nh vic thm bin ph

(i)
j =1
(ii)
bi ai , j yi = bi
i, j
j =1
n
a
j =1
i, j
bi ai , j + yi = bi
j =1
(4) Mt bin xj khng ph thuc du c th thay bng hai bin ph thuc du

xj = xj+ - xj- vi xj+ v xj- > 0
V d 1-1.3 Xt bi ton
f(x) = x1 + 4x2 -3x3 max

+ x2
+ 3 x3
2 x1
4 x
3 x2
2 x3
1
+ 2 x2
x3
x1
x j 0,
j = 1,2
7
9
= 2
Thm bin ph x4 0, x5 0 v thay bin x3 khng ph thuc du bi hai bin ph thuc du: x3
= x3+ - x3- vi x3+, x3- > 0 ta c bi ton mi tng ng l mt bi ton dng chnh tc:
f(x) = x1 + 4x2 -3(x3+ - x3-) + 0.x4 + 0.x5 max
2 x1
+ x2
+ 3( x 3+ x3 ) + x4
3 x2
2( x 3+ x3 ) x5
4 x1
+ 2 x2
( x 3+ x3 )
x1
x j 0,
j = 1,2,3
= 7
= 9
= 2
2. c im ca tp cc phng n ca bi ton QHTT

2.1. Tp li v a din li
nh ngha 1-2.1. T hp li : Cho m im x1, x2, , xm trong khng gian Rm. im x gi l t
hp li ca cc im xi, i = 1, m nu
m
x = 1 x1 + 2 x 2 + ... + m x m = i xi
i =1
vi i 0, i = 1, m v
i =1
=1
nh ngha 2-2.1. on thng: on thng i qua hai im A v B Rn, k hiu l dAB, c

nh ngha l mt t hp li ca tp hai im A v B, tc l:
dAB = { M Rn | M = A + (1-)B, 0 1}
V d 1-2.1 Trong mt phng R2:
81
NCT-FIT-HNUE
3
on thng dAB gm cc im M nm gia A v B, tc l:

dAB = { M R | M = A + (1-)B, 0 1}
nh ngha 3-2.1. Tp li: Cho S Rn. Tp S c gi l mt tp li nu vi hai im A v B
bt k trong S th on thng dAB nm trn trong S. Ni cch khc, vi 2 im bt k x1, x2 S
th x = x1 + (1-)x2 S vi [0, 1].
V d 2-2.1 Trong mt phng R2, cc a gic li l cc tp li.
nh ngha 4-2.1. im cc bin: Xt cc im x trong tp li S Rn. im x* S c gi l

im cc bin nu x* khng th biu din c di dng t hp li tht s ca hai im phn
bit trong S.
V d 3-2.1 Trong mt phng R2, cc nh ca cc a gic li l cc im cc bin.
nh ngha 5-2.1. a din li v tp li a din
a din li l tp S cha cc im l t hp li ca m im x1, , xm no cho trc.
a din li l mt tp li.
Trong a din li, nu ta loi b nhng im m n c th biu din c di dng t

hp li ca cc im x1, , xm cn li, th cc im cn li chnh l cc im cc bin
ca a din li. Chng sinh ra a din li.
Tp li a din l mt tp li khng gii ni
V d 3-2.1 Trong mt phng R2, cc a gic li l cc a din li, trong mi im bn trong

u c th biu din di dng t hp li ca cc nh a gic - cc im cc bin. Nu mt a
gic khng c cnh th phn mt phng to bi a gic l mt tp li a din.
x2
y2
x3
y3
x1
y1
x4
y4
x5
y5
a din li
Tp li a din
82
NCT-FIT-HNUE
2.2. c im ca tp cc phng n ca bi ton QHTT

nh l 1-2.2. Tp tt c cc phng n D ca bi ton QHTT l mt tp li.
Chng minh. Xt bi ton QHTT chnh tc (chun tc chng minh tng t). Ly 2 im bt k
x1, x2 D. Ta c Ax1 = b v Ax2 = b. Xt mi im x m x = x1 + (1-)x2 vi [0, 1] ta c
Ax = A(x1 + (1-)x2) = Ax1 + (1-)Ax2 = b + (1-)b = b, do x D. Vy D l tp li.
Nhn xt: Tp phng n D l tp li, c ba kh nng
D=
D l a din li (tp li b chn)
D l tp li a din (tp li khng b chn)
H qu 1-1.2:
Nu D l mt a din li khc rng th bi ton QHTT chc chn c phng n ti u.
Nu D khng gii ni nhng hm mc tiu b chn trn D th cng chc chn c phng
n ti u.
Nu D c phng n ti u th c t nht mt phng n ti u.
Vic chn phng n ti u tng ng vi vic chn cc im cc bin ca D (cc

nh ca D). Ni cch khc, tm phng n ti u th ta ch cn tm trn cc phng n
cc bin trong tp phng n D.
V d 1-2.2. Minh ha ngha hnh hc ca nh l 1-2.2 qua li gii bi ton m u bng

phng php hnh hc
f(x) = 4x1 + 5x2 max
2 x1 + x2 8
x1 + 2 x2 7
x 3
2
x j 0, j = 1,2
Cho ng mc f(x) = 4x1 +
5x2 chuyn ng trong min
a gic (mu xm) l min
tha mn cc rng buc ca
bi ton, th f(x) t gi tr
ln nht bng 22 ti im
cc bin l nh M(3, 2) ca
a gic.
By gi xt h rng buc Ax = b, vi A = (ai,j)m n.
K hiu Aj l vect ct th j ca ma trn A khi phng trnh
83
NCT-FIT-HNUE
x1

x
Ax = b ( A1 , A2 ,..., An ) 2 = b
...

x
n
( A1 x + A2 x2 + ... + An xn ) = b
Ta c 3 tnh cht quan trng sau y:
Tnh cht 1 (nh l 2-2.2) Nu h {A1, A2, , An} l c lp tuyn tnh v A1x1 + A2x2 + +
Akxk = b vi xj > 0 , j = 1, k (k n) th im x = (x1, x2, , xk, 0, ., 0) l phng n cc bin

ca D.
Tnh cht 2 (nh l 3-2.2) Nu x = (x1, x2, , xn) l phng n cc bin ca D th h vect
tng ng vi cc thnh phn xj > 0 trong biu din A1x1 + A2x2 + + Anxn = b l c lp tuyn
tnh.
Tnh cht 3 (nh l 4-2.2) Phng n x = (x1, x2, , xn) D l phng n cc bin ca bi
ton QHTT chnh tc khi v ch khi cc vec t Aj ng vi cc thnh phn xj > 0 l mt h c lp
tuyn tnh.
Tnh cht 3 l iu kin cn v mt phng n l phng n cc bin.

T cc tnh cht trn dn n thut ton n hnh gii bi ton QHTT.
3. Thut ton n hnh gii bi ton QHTT

3.1. ng li chung ca thut ton
V bi ton QHTT c phng n ti u (patu) th c t nht mt phng n cc bin (pacb) ca
D l patu. Mt khc, nu D l a din li th phi c hu hn nh, do tn ti mt thut ton
tm patu l mt trong cc nh ca D.
Thut ton chung
Bc 1: Tm mt pacb (mt nh thuc D).

Bc 2: Kim tra 2 iu kin sau y i vi pacb tm c:
2.1. Pacb tha mn iu kin ti u, khi n l patu cn tm (nghim ca bi ton), kt
thc thut ton.
2.2. Pacb ang xt kt lun bi ton khng c patu (bi ton v nghim), khi
cng kt thc thut ton.
Bc 3: Tm mt pacb mi sao cho ci thin gi tr hm mc tiu ri quay v Bc 2.

Nh vy c 4 vn ny sinh:
(1) Tm pacb ban u bc 1 nh th no? iu ny s c nghin cu trong mc 4.
(2) iu kin ti u ca mt pacb l g? iu ny dn n nh 1-3.2 di y kim
tra mt pacb c phi l patu hay khng.
84
NCT-FIT-HNUE
(3) Du hiu no ca pacb ang xt chng t bi ton khng c patu? iu ny dn

n nh l 2-3.2 di y kim tra du hiu bi ton khng c li gii.
(4) Bng cch no tm pacb mi tt hn pacb c? iu ny dn n nh l 3-3.2 di
y ci thin hm mc tiu.
3.2. Cc nh l c bn ca thut ton n hnh

Xt bi ton QHTT dng chnh tc:
f(x) = <c, x> max
Trong A = (ai,j) m n
Ax = b
0
x
Aj l cc vect ct ca A, j = 1, n
Gi thit rank(A) = m
Gi s x0 = (x10, x20, ..., xn0) l mt pacb.

K hiu J0 l tp cc ch s ng vi cc thnh phn xj0 > 0, tc l
J0 = {j | xj0 > 0}
Khi , h vect {Aj}j J0 l c lp tuyn tnh (theo iu kin cn v mt phng n l
pacb).
Nu |J0| = m th ta ni rng pacb x0 l phng n khng suy bin, ngc li ta ni rng n l

phng n suy bin. Bi ton QHTT m mi pacb u khng suy bin gi l bi ton khng
suy bin.
Ta xt cc vect ct trong A. V rank(A) = m nn nu |J0| < m th ta s b sung thu c tp
J (cha J0) sao cho |J| = m. Khi h vect {Aj}j J l c lp tuyn tnh v h ny c gi l
(cc vect) c s ca cc phng n. Vi pacb ang xt, ta gi cc bin xj vi j J l cc bin
c s, cc bin cn li gi l cc bin phi c s.
V d 1-3.2.
3x1 - x2 - 2x3 max
x1 + 2 x2 + x3 = 4
D : x1 + x2 + x4 = 2
x 0, j = 1,4
j
Nhn xt : x1 =(0, 0 , 4, 2) v x2 = (0, 2, 0 , 0)t l cc phng n thuc D. Phng n x1 khng
suy bin ng vi J = {3, 4}. Phng n x2 suy bin v J0 = {2}. Ta c th b sung vo J0
c tp J sao cho |J| = 2, v d J = {1, 2}, hoc J = {2, 3}, hoc J = {2, 4}, cch no cng
c, nhng khi chn th phi c nh. Gi s chn J = {1, 2} th cc bin x12 v x22 l cc
bin c s, cn cc bin x32 v x42 l cc bin phi c s.
T cc gi nh trn ta c ngay kt qu sau y :

V x0 l pacb nn n tha mn rng buc ca bi ton, hay
x
jJ
0
j
Aj = b
(1-3.2)
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NCT-FIT-HNUE
V h vect {Aj}j J l c lp tuyn tnh nn mi vect ct Ak, k = 1,2,, n u c th biu

din c thng qua h di dng t hp tuyn tnh ca cc vect trong h :
Ak = x j ,k A j
(2-3.2)
jJ
R rng trong cng thc (2-3.2) khi k J th xk,k =1 v xj,k 0 vi j k. Do ta ch cn xt

Ak vi k J.
V d 2-3.2 Xt li bi ton v 1-3.2 trn
a
A = 11
a21
a12
a22
a13
a23
a14 1 2 1 0
=
a24 1 1 0 1 ,
A1 A2 A3 A4
J = {3, 4} v c s {A3, A4} gm cc vect n v

a
a
a
1
1
0
k = 1, A1 = x31A3 + x41A4 hay 11 = x31 13 + x41 14 = x31 + x41
1
0
1
a21
a24
a23
a = x31.a13 + x41a14
11
tng qut l ai ,k = x j ,k ai , j , i = 1, m (1)
jJ
a21 = x31a23 + x42 a24
x = a14 = 1
31
x41 = a21 = 1
tng qut l x j ,k = ai ,k
(2)
Vi k = 2 cng tng t nh th ta rt c cc cng thc (1) v (2). Qua v d trn ta rt ra

c kt lun tng qut nh sau:
Cc h s xj,k trong (2-3.2) c th tnh c nh gii h sau :
ai ,k = x j ,k ai , j , i = 1, m
(3-3.2)
jJ
Nu cc vect c s l cc vect n v th ta c ngay :
x j ,k = ai ,k
(4-3.2)
tc l xj,k bng chnh cc thnh phn tng ng ca vect Ak cn tnh.
Ta cn lp mt i lng k quan trng sau y :

k = x j , k c j ck
(5-3.2)
jJ
trong cc h s xj,k c xc nh trong cng thc (2-3.2). Trong cng thc (5-3.2) trn,
tng chnh l gi tr ca hm mc tiu ti cc thnh phn c s biu th cho Ak. Vy k biu
th lch ca hm mc tiu trong c s biu th cho Ak vi h s ca hm mc tiu ti thnh
phn th k.
B 1-3.2: Gi s x = (x1, x2, , xn)t l mt phng n bt k, tc x D, ca bi ton QHTT
chnh tc cho. Khi ta c:
86
NCT-FIT-HNUE
(i)
x j = x 0j xk x j ,k ,
jJ
(6-3.2)
kJ
f ( x ) = f ( x 0 ) xk k
(ii)
(7-3.2)
kJ
Chng minh: (i) x D x = xi Ai = b , tch tng ny thnh hai tng:

i =1
x j A j + xk Ak = b = x 0j A j (b bng tng v phi do 1-3.2)

jJ
kJ
jJ
x j A j = x 0j A j xk Ak , thay Ak bi v phi trong (2-3.2) ta c:

jJ
jJ
kJ
x j A j = x 0j A j xk x j ,k A j
jJ
jJ
kJ
jJ
x j A j = ( x 0j xk x j ,k ) A j , c lc Aj v tng theo j hai v ta c:

jJ
jJ
kJ
x j = x 0j xk x j ,k ,
j J . Vy (i) c chng minh.
kJ
(ii) f ( x) = c j x j = c j x j + ck xk
j =1
jJ
kJ
= c j x 0j xk x j ,k + ck xk , do thay xj bi v phi trong (i)

jJ
kJ
kJ
= c j x 0j c j xk x j ,k + ck xk , do khai trin v thay i th t hai tng

jJ
kJ jJ
kJ
= f ( x 0 ) x j ,k c j ck xk thay biu thc trong ngoc bi k trong (5-3.2)

kJ jJ
f ( x) = f ( x 0 ) k xk . Vy (ii) c chng minh.

kJ
nh l 1-3.2. Tiu chun ti u
Nu k 0, k n th pacb x0 l patu.
Chng minh. Theo b (ii), x D ta c

f ( x ) = f ( x 0 ) xk k
kJ
trong xk 0, k 0 do tng sau du tr mang du dng, suy ra f(x) f(x0) vi x D,

do x0 l patu.
nh l 2-3.2. Du hiu v nghim
Nu tn ti k sao cho k < 0 v xj,k 0 j J th bi ton khng c patu.

87
NCT-FIT-HNUE
(xj,k l cc h s trong biu thc biu th Ak qua c s {Aj}j J)
Chng minh. Ta c th ch ra mt pacb x1 m xj1= xj0 - xj,k vi > 0. V xj,k 0 th xj1 > 0 v
hm mc tiu f(x1) = f(x0) - k > f(x0) (ln hn f(x0) v > 0 v k < 0). Ta thy f(x1) khi
, do bi ton v nghim.
nh l 3-3.2. Ci thin hm mc tiu
Nu nh l (1-3.2) v (2-3.2) khng tha mn th khi vi s > 0 no , ta tm

c mt pacb x1 mi nhn xs1 lm bin c s (mi) v tha mn f(x1) > f(x0), do
x1 l pacb tt hn pacb x0.
Chng minh. Trong ni dung chng minh nh l (3-3.2), ta ch cn quan tm n cch tm ra

pacb x1. V th cc ni dung sau y l quan trng v n c s dng li trong thut ton n
hnh cn xy dng.
Ta chn
s = min{ k | k < 0}
(8-3.2)
Ta gi ct As hay (ngn gn ct s) l ct xoay.

Khi , theo iu kin ca nh l (3-3.2) th phi tn ti cc thnh phn xj,s > 0, trong s , ta
chn dng j = r sao cho t s
x 0j
x j ,s
b nht, tc l :
x 0j
xr0
= min
| x j , s > 0
xr , s
x j ,s
(9-3.2)
Lu rng cc phn t xjs l cc phn t ct xoay.

Dng r thu c c gi l dng xoay. Phn t xr,s l giao ca dng xoay r v ct xoay s c
gi l phn t trc (hoc phn t xoay).
By gi ta chn c s mi J nh sau :
J = J \ {r} {s}
Ni cch khc c s mi nhn c t c s c bng cch thay ct Ar bng ct As (Ct xoay s
c a vo c s mi).
Trong c s J mi ny, cc thnh phn ca pacb x1 c xc nh nh sau:
1 xr0
=
xs =
xr , s
x1 = x 0 . x , j J '
j
j ,s
j
(a)
(10-3.2)
(b)
V thao tc trong cng thc (10-3.2) :

- Cng thc (a): Ly bin c s c ti dng xoay r c chia cho phn t trc ri t kt qu l
vo dng s mi. Dng s mi c gi l dng chnh.
88
NCT-FIT-HNUE
- Cng thc (b): Ly bin c s c dng j tng ng tr i tch ca s trn dng chnh nhn
vi phn t ct xoay tng ng.
Khi , ngi ta chng minh c f(x1) > f(x0).

Trong c s mi ny, ta tnh c cc thnh phn x 'j ,k mi ca cc vect Ak biu din qua c s
mi {Aj}j J nh cc bin i Gauss-Jordan nh sau:
xr ,k
'
=
x s ,k =
xr , s
x ' = x .x
j ,k
j ,s
j ,k
(a )
(11-3.2)
(b)
V thao tc trong cng thc (11-3.2) :

- Cng thc (a): Chia cc phn t dng xoay cho phn t trc ri t vo dng chnh.
- Cng thc (b): Ly phn t c tng ng tr i tch ca trn dng chnh nhn vi phn t
tng ng dng xoay.
3.4. Thut ton n hnh

Bc 1: Tm pacb ban u x0 vi c s J = {Aj1, Aj2, , Ajm} v lp bng n hnh phn 1.
H s
C s
c1
c2
cn
cj
Aj, jJ
A1
A2
An
cj1
Aj1
x 0j1
xj1,1
xj1,2
xj1,n
cj2
Aj2
x 0j 2
xj2,1
xj2,2
xj2,n
.
.
.
.
.
.
.
.
.
.
.
.
cjm
Ajm
.
.
.
x 0jm
Phng
n
f(x0)
.
.
.
.
.
.
xjm,1
xjm,2
xjm,n
- Ct h s biu din cc h s ca hm mc tiu tng ng vi cc vect c s (hoc cc bin

c s)
- Ct c s ghi tn cc vect c s
- Ct phng n ghi gi tr tng ng ca cc bin c s ca phng n x0
- Cc ct Aj ghi h s ca hm mc tiu hng trn cng v bn di l cc h s khai trin xj,k
ca vect ct Ak trong c s {Aj}j J.
- Hng cui cng l gi tr ca f(x0) v cc gi tr k.
Bc 2: Kim tra Tiu chun ti u theo nh l 1-3.2. Nu mi k 0 th x0 l patu, dng
thut ton.
Bc 3: Kim tra Du hiu v nghim theo nh l 2-3.2. Nu tn ti k < 0 v xj,k 0 vi
mi j J th bi ton khng c patu, dng thut ton.
89
NCT-FIT-HNUE
Bc 4: Nu hai nh l 1-3.2 v 2-3.2 khng tha mn th xy dng pacb mi x1 v lp bng

n hnh phn th hai tip theo nh ni dung chng minh ca nh l 3-3.2. Sau quay v
bc 2. Vic xy dng x1 c th tm tt li nh sau:
4.1. Chn vect As a n vo c s mi, tc l tm s sao cho
s = min{ k | k < 0}
(8-3.2)
4.2. Chn vect Ar a n ra khi c s mi, tc l tm r sao cho
x 0
xr0
= min j | x j ,s > 0
xr , s
x j ,s
. Ct s: ct xoay
(9-3.2)
. Dng r: dng xoay

. xr,s : phn t trc
. xjr : phn t thuc ct xoay.
4.3. Trong ct h s Cj : thay Cr bi Cs ; Trong ct c s, thay Ar bi As, nh vy dng r by gi

l dng s, gi l dng chnh. V ta c c s mi gm cc vect ct
{Aj }, j J = J \ {r} {s}

4.4. Tnh bng n hnh phn tip theo cho c s mi theo cc bin i Gauss-Jordan sau y
a) Chia mi phn t dng xoay cho phn t trc (c s 1 v tr trc), kt qu thu c t
dng As, gi l dng chnh. Cc thao tc ny chnh l thc hin cc cng thc:
(10a-3.2)
xr0
=
x =
xr , s
1
s
(11a-3.2)
xs' ,k =
xr ,k
=
xr , s
b) Ly mi dng khc (c) tr i tch ca dng chnh nhn vi phn t ct xoay tng ng
(c s 0 v tr cn li trn ct xoay). Kt qu c t dng mi tng ng.
Dng mi = Dng c - Dng chnh * phn t trn ct xoay

Thc cht cc thao tc trn l thc hin cc cng thc :
(10b-3.2)
x1j = x 0j .x j ,s , j J '
(11b-3.2)
x 'j ,k = x j ,k .x j , s
4.5. Cui cng tnh li cc lnh k mi
k (mi) = k (c) - Dng chnh * s

V d 1-3.4. Gii bi ton ti u sau bng thut ton n hnh:
f(x) = 21 - x2 + 3x3 + x4 max

x1 + 2 x2 + x3 = 8
D : 2 x1 + x2 + x4 = 10
x j 0, j = 1,2,3,4
90
NCT-FIT-HNUE
1 2 1 0
0
t
A=
, H s c s J = {3, 4}, pacb x = (0, 0, 8, 10) .
2
1
0
1
c2
c1
C s
Phng n
H s
2
-1
A
A
cj
1
2
Aj , j J
c3
3
A3
c4
1
A4
A3
A4
10
f(x) =
34
f(x) = 3.8 + 1.10 = 34;

1 = 3.1 + 1.2 - 2 = 3; 2 = 3.2 + 1.1 - (-1) = 8; 3 =4 = 0.
V k 0 vi k = 1,2, 3, 4 nn theo nh l v Du hiu ti u th x0 = (0, 0, 8, 10) l patu
vi gi tr ti u ca hm mc tiu l f(x0) = 34.
V d 2-3.4. Gii bi ton ti u sau bng thut ton n hnh:
f(x) = -x1 + 3x2 + 4x3 - x4 max

2 x1 x2 x3 x4 = 10
D : 3 x1 + x2 x3 + x5 = 20
x 0, j = 1,5
j
H s c s J = {4, 5}, pacb x0 = (0, 0, 0, 10, 20)t.

c2
c1
C s
Phng
H s
-1
3
n
A1
A2
cj
Aj , j J
c3
4
A3
c4
1
A4
c5
0
A5
A4
10
-1
-1
A5
20
-1
f(x) =
10
-4
-4
1 = 1.2 + 0.3 - (-1) = 3; 2 = 1.(-1) + 0.1 - 3 = -4; 3 = 1(-1)+0.(-1) - 4 = -4,

4 =5 = 0.
Tn ti k = 3 < 0 (k=3 J) v xj,k = xj,3 < 0 vi j = 3, 4 J nn theo nh l v Du hiu v
nghim th bi ton cho khng c patu.
V d 3-3.4.
Gii bi ton Lp k hoch sn xut cho mt x nghip sao cho tin li thu c ln nht
Thi gian lm cc sn phm (gi)
My I
Hn nh s
gi 1 my/1
thng
24.000
91
NCT-FIT-HNUE
My II
12.000
My III
26.500
0,4
0,2
0,5
0,8
Li/1 vsp
M hnh ton hc ca bi ton l m hnh ca bi ton QHTT dng chun tc:

f(x) = 0.4x1 + 0.2x2 + 0.5x3 + 0.8x4 max
+ 2 x2 + 4 x3
x1
3x
+ 5 x2
+ x3
1
+ 3 x3
6 x1
x j 0, j = 1,4
+ 8 x4
24000
12000
+ x4
26500
Ta chuyn v bi ton QHTT dng chnh tc:

f(x) = 0.4x1 + 0.2x2 + 0.5x3 + 0.8x4 + 0x5 + 0x6 + 0x7 max
+ 2 x2 + 4 x3
x1
3 x
+ 5 x2
+ x3
1
+ 3x3
6 x1
x j 0, j = 1,7
+ 8 x4
+ x5
= 24000
+ x6
+ x4
= 12000
+ x7
= 26500
Minh ha cch tnh theo cc cng thc (8 11 - 3.2):

ln lp th nht: J = {5, 6, 7}, x0 = (0, 0, 0, 0, 24.000, 12.000, 26.500)
Tn ti k <0 do x0 cha l patu. s = 4 = min {k | k < 0} s = 4
x 0j
x50
xr0
=
= min
| x j , 4 > 0 r = 5; phn t trc x5,4 = 8. C s mi J = {4, 6, 7}
xr ,s x5, 4
x j , 4
Tnh dng chnh: Chia cc phn t dng xoay Ar c cho phn t trc v t vo dng
chnh As mi
- Dng A5 : 24000/8 = 3000; 2/8 = 1/4; 4/8 = 1/2; ..

- Ri t vo dng A4 trong bng n hnh phn II, l dng chnh
Tnh cc dng cn li: (dng mi = dng chnh * phn t ct xoay tng ng)
- Ct phng n: tnh bin c s xj1:

. Dng A6: 12.000 - 3000*0 = 12.000
.Dng A7: 26.500 - 3000*1 = 23.500
- Cc ct Aj: tnh xj,k, v d:
. Dng A6:
3 - (1/8)*0 = 3; phn t ct xoay tng ng l 0

5 - (1/4)*0 = 5
1 - (1/2)*0 = 1
. Dng A7:
6 - (1/8)*1 = 47/8 ; phn t ct xoay tng ng l 1

92
NCT-FIT-HNUE

0 - (1/4)*1 = -1/4
3 - (1/2)*1 =5/2, ...
- K c k (mi) cng tnh = k (c) - dng chnh * s; V d 1= -0,4-(1/8)*(-0,8)=-0,3.

c2
c3
c4
c5
c6
c7
c1
C s Phng
0,4
0,2
0,5
0,8
0
0
0
n
H s
A
A
A
A
A
A
A
1
2
3
4
5
6
7
Aj,jJ
cj
II
III
A5
24.000
[8]
A6
12.000
A7
26.500
f(x) =
-0,4
-0,2
-0,5
(-0,8)
0,8
A4
3.000
1/8
1/4
1/2
1/8
A6
12.000
[3]
A7
23.500
47/8
-1/4
5/2
-1/8
f(x) =
2400
(-0,3)
-0,1
0,1
0,8
A4
2.500
1/24
11/24
1/8
-1/24
0,4
A1
4.000
5/3
1/3
1/3
A7
-241/24
13/24
-1/8
-47/24
f(x) =
3.600
0,5
0,1
0,1
Ti bng n hnh ln lp th 3, ta c k 0 vi k = 1,..,7 nn theo nh l v Du hiu ti

u th x = (4.000, 0, 0, 2.500, 0, 0, 0) l patu.
Vy gi tr ti u ca hm mc tiu l f(x*) = 3.600, v patu l x* = (4.000, 0, 0, 2.500)
V d 4-3.4. Gii bi ton Lp k hoch sn xut trong v d m u:
f(x) = 4x1 + 5x2 max

+
x2
2 x1
x
+
2 x2
1
x2
x j 0 , j = 1,2
8
7
3
Ta chuyn bi ton v dng chnh tc:

f(x) = 4x1 + 5x2 + 0x3 + 0x4 + 0x5 max
+ x2
+ x3
2 x1
x
+ 2 x2
1
x3
x j 0, j = 1,5
= 8
+ x4
= 7
+ x5
93
= 3
NCT-FIT-HNUE
II
III
IV

Phng
n
c1
4
A1
c2
5
A2
c3
0
A3
c4
0
A4
c5
0
A7
A3
A4
A5
[1]
f(x) =
-4
(-5)
A3
-1
A4
[1]
-2
A2
f(x)=
15
(-4)
A3
-2
[3]
A1
-2
A2
f(x) =
19
(-3)
A5
1/3
-2/3
A1
2/3
-1/3
A2
-1/3
f(x) =
22
H s
C s
cj
Aj,jJ
Ti bng n hnh ln lp th 4, ta c k 0 vi k = 1,..,5 nn x = (3, 2, 0, 0, 1) l patu. Vy

gi tr ti u ca hm mc tiu l f(x*) = 22, v patu l x* = (3, 2).
4. Tm phng n cc bin ban u

4.1. Nhn xt
Bi ton QHTT gii thiu trn thc hin thut ton n hnh vi cc iu kin sau:
- Phi dng chnh tc vi b > 0.
- Nu dng chun th a c v dng chnh tc bng cch thm bin ph.
- bc u tin ca thut ton phi c ngay mt pacb.
- pacb ban u tm c ngay nu c s khng suy bin, hn na cc vect c s l cc
vect n v. Khi pacb x0 tm c ngay v xj0 = bi.
Nh vy bi ton QHTT dng chnh tc c th khng gii c ngay ngay c khi c s
ca n khng suy bin nhng cc vect c s khng l cc vect n v. Khi ta c hai
cch
- Gii h Ax0 = b tm pacb ban u. C th gii trc tip bng phng php Crame.
94
NCT-FIT-HNUE
- Thm bin gi c mt c s gm cc vect n v.
4.2. nh ngha rng buc chun

Xt bi ton QHTT dng chnh tc
- Rng buc
a
j =1
i, j
x j = bi , i = 1, m c gi l rng buc chun (ca iu kin i) nu:
(i) bi 0 (nu bi < 0 ta nhn hai v vi -1)

(ii) Tm c bin xk(i) (vit k(i) ni rng dng k tm ph thuc vo i) sao cho
ai,k = 1, aj,k = 0 vi j i.
Ni cch khc vect ct Ak ca A l vect c s th i ca c s.
Khi bin xk c gi l bin chun ca iu kin i.
Ni mt cch n gin : rng buc chun l rng buc tng ng vi mt vect ct Ak l vect
n v c th a vo c s, vect Ak ny c thnh phn th i bng 1, cc thnh phn cn li
tt nhin bng 0.
- Bi ton QHTT dng chnh tc m mi rng buc u chun th gi l bi ton QHTT (chnh
tc) chun. i vi bi ton chun, ta c ngay pacb ban u x0 m x0k(i) = bi i = 1, m vaf x0j =0
vi j i.
V d 1-4.2. Xt Bi ton
f(x) = 0,2 x1 + x2 + 5x3 + x4 - x5 max

3 x2
x3
D:
+ x2
x1
x j 0, j = 1,5
+ 2 x4
+ x5
= 15 (1)
+ x4
= 30 (2)
+ 3 x4
= 20 (3)
0
A = 0
1
A1
3 0 2 1
0 1 1 0
1 0 3 0
A2 A3 A4 A5
Ta c J = {5, 3, 1}, ni cch khc c s l {A5, A3, A1} gm cc vect n v, do cc rng

buc (1), (2), (3) u l rng buc chun, trong :
- Rng buc (1) c bin chun l xk(i) = x5(1) ca iu kin i = 1, tc l Ak = A5 l vec t c s th
nht c ai,k = a1,5 = 1, cn li ai,j = 0 vi j = 2,3 ( i = 1).
hai c ai,k = a2,3 = 1, cn li ai,j = 0 vi j = 1, 3 ( i = 2).
ba c ai,k = a1,3 = 1, cn li ai,j = 0 vi j = 1, 2 ( i = 3).
V d 2-4.2. Xt Bi ton P sau y :
f(x) = x1 + 6x2 + 3x4 - 15x5 max
95
NCT-FIT-HNUE
x3
7 x3
x2
D:
+ x2
+ 2 x3
x1
x j 0, j = 1,5
3 x4
= 0 (1)
5 x4
+ 2 x5
= 5 ( 2)
+ 4 x4
+ x5
= 2 (3)
0
A = 0
1
A1
0 1 3 0
1 -7 5 2
1 2 4
1
A2 A3
A4
A5
Ta thy ch c rng buc (3) l rng buc chun vi bin chun l xk(i) = x1(3) ca iu kin i = 3,
tc l Ak = A1 l vec t c s th ba c ai,k = a3,1 = 1, cn li ai,j = 0 vi j = 1,2 ( i = 3).
tt c cc rng buc u l chun th bi ton P cn thm 2 bin gi na c bi ton sau
y :
Bi ton P2:
f(x) = x1 + 6x2 + 3x4 - 15x5 - Mx6 - Mx7 max (M ln bao nhiu ty )
x3
x2
7 x3
D:
+ x2
+ 2 x3
x1
x j 0, j = 1,5
0
A = 0
1
A1
3 x4
5 x4
+ x6
+ 2 x5
+ x7
= 0 (1)
= 5 ( 2)
+ 4 x4
+ x5
= 2 (3)
0 1 3 0 1 0
1 -7 5 2 0 1
1 2 4
1 0 0
A2 A3
A4
A5 A6 A7
Khi ta c J = {6, 7, 1} hay {A6, A7, A1} l c s gm cc vect n v vi cc rng buc u

l chun v c ngay pacb ban u l x0 = (2, 0, 0, 0, M, M).
Bi ton P2 khi thm bin gi khng phi l kh cc du bt ng thc trong cc rng buc
m l sinh thm cc vect n v, to thnh mt c s c hng bng m. Bi ton P2
cng vi s M ln bao nhiu ty ny c gi l bi ton M. Vn t ra l bi ton P2 c
tng ng vi bi ton P khng v gii bi ton P2 ny nh th no?
4.3. Phng php pht hay phng php bi ton M

Bi ton P : Mt cch tng qut, bi ton QHTT chnh tc P c th vit di dng
f(x) = <c, x> max

n
ai , j x j
jn=1
D : ak , j x j
j =1
x j 0,
= bi , i I1
I1 l tp cc rng buc chun
= bk , k I 2
I2 l tp cc rng buc khng chun
j = 1, n
V d : Bi ton P trong V d 2-4.2 c I1 = {3}; I2 = {1, 2}.

Bi ton M: Bi ton sau y c gi l bi ton pht (hay bi ton M) ca bi ton P :
f(x) = <c, x> - <M, x> max (M l s dng ln ty )

96
NCT-FIT-HNUE
n
= bi , i I1
ai , j x j
j =1
n
D : ak , j x j + xk = bk , k I 2
j =1
x j 0, j = 1, n, xk 0, k I 2
Ch rng, nu y l bi ton tm min th hm mc tiu cng thm lng <M, x> v

aM + b cM + d
a > c
a = c and b > d
(*)
y < c, x >= c j x j , < M , x >= Mxk

j =1
kI 2
nh l 1-4.3. Mi quan h v nghim ca bi ton P v bi ton M c cho nh sau
1) Nu bi ton M khng c nghim th bi ton P cng khng c nghim.

2) Nu bi ton M c nghim ( x * , x I*2 ) v x *j = 0, j I 2 th x* l nghim ca bi ton P.
3) Nu bi ton M c nghim ( x * , xI*2 ) v x *j > 0, j I 2 th bi ton P khng c phng
n chp nhn c.
T nh l trn suy ra : gii bi ton P ta tin hnh gii bi ton M. Nu bi ton M v nghim
th P cng v nghim. Nu bi ton M c nghim nhng c t nht mt thnh phn ng vi bin
gi m khc 0 th bi ton P cng v nghim, ngc li nu tt c cc thnh phn ng vi bin
gi m bng 0 th bi ton P c nghim l nghim ca bi ton M nhng b i cc bin gi.
Ni cch khc, nu bi ton M c nghim x = (x1, , xn, 0, .., 0) vi cc thnh phn 0 pha sau
thuc I2 th bi ton P c nghim l x = (x1, , xn).
Trong bng n hnh gii bi ton M, dng k c tch thnh 2 dng :
- Dng trn ng vi cc h s M ca I2 (ng vi bin gi)
- Dng di ng vi cc h s cj m j I1 (ng vi bin tht)
Hoc nu khng tch thnh hai dng th k vit di dng k = ak + bkM.
Vic xt du k v so snh hai s k = akM + bk v k = akM + bk da vo (*). Tc l ta c:
a < 0, bk
a < a 'k , bk , b'k
v k < 'k k
k < 0 k
ak = 0, bk < 0
bk < b'k , if ak = a'k
Ch : Cc ct ng vi bin gi (tc l ck = -M) khng cn phi tnh. Ti dng f(x): khng cn

tnh gi tr f(x) khi trong c s cn c cc vect gi. Khi c s khng cn vect gi th dng k
cng khng cn tch thnh 2 dng.
V d 1-4.3 Gii bi ton P sau y : f(x) = <c, x> = -x1 + x2 + x3 -2x5 max
97
NCT-FIT-HNUE
x2
2 x1
3 x
1
D:
x3
x j 0, j = 1,6
x4
= 6
x4
+ x5
+ x6
2 x4
+ 2 x5
(1)
= 10 (2)
= 4
(3)
Ta c I1 ={2, 3}, tp cc rng buc chun tng ng vi cc iu kin i = 2 v i = 3.

c rng buc chun vi iu kin i = 1, ta cn thm mt bin gi x7 rng buc (1). Khi ta
c bi ton pht ca bi ton P sau y:
Bi ton M: f(x) = <c, x> = -x1 + x2 + x3 -2x5 -Mx7 max (M ln ty )
x2
2 x1
3x
1
D:
x j 0, j = 1,7
x3
x4
x4
+ x5
2x4
+ 2 x5
+ x7 = 6
(1)
= 10 (2)
+ x6
(3)
C s ban u l J = {A7, A6, A3} vi pacb ban u l x0 = (0, 0, 4, 0, 10, 6)

c2
c3
c4
c1
C s Phng
H
-1
1
1
0
n
s
A
A
A
A
1
2
3
4
Aj,jJ
cj
III
c5
0
A6
-M
A7
[2]
-1
-1
A6
10
-1
A3
-2
(-2M)
-1
-2
f(x) =
II
c5
2
A5
-1
A1
-1/2
-1/2
A6
3/2
[1/2]
A3
-2
f(x)=
-1/2
(-3/2)
-1
A1
A4
A3
f(x) =
c5
-M
A7
Bi ton M ti ln lp th 3 c k 0 vi k = 1,, 7 nn thu c patu l (4, 0, 8, 2, 0, 0 ,0).

Bin gi x7 = 0, do bi ton P cho c patu l x* = (4, 0, 8, 2, 0, 0) vi gi tr ti u ca hm
mc tiu l f(x*) = 4.
V d 2-4.3 Gii bi ton P sau y : f(x) = <c, x> = 2x1 + x2 - x3 -x4 max
98
NCT-FIT-HNUE
x2
+ 2 x3
x1
2 x
+ x2
3 x3
1
D:
+ x2
+ x3
x1
x j 0, j = 1,4
x4
= 2
(1)
+ x4
= 6
( 2)
+ x4
= 7
(3)
Bi ton P cho khng c rng buc no chun. Ta chuyn v Bi ton M:

f(x) = <c, x> = 2x1 + x2 - x3 -x4 -Mx5 -Mx6 -Mx7 max (M ln ty )
x2
+ 2 x3
x1
2 x
+ x2
3 x3
1
D:
+ x2
+ x3
x1
x j 0, j = 1,4
x4
+ x5
+ x4
+ x6
+ x4
+ x7
= 2
(1)
= 6
( 2)
= 7
(3)
C s ban u l {A5, A6, A7). Pacb ban u l (0, 0, 0, 0, 2, 6, 7)

c2
c3
c1
C s Phng
H
2
1
-1
n
s cj
A
A
A
1
2
3
Aj,jJ
c5
-M
A7
[1]
-1
-1
-M
A6
-3
-M
A7
(-4M)
-M
0.M
-M
-2
-1
A1
-1
-1
-M
A6
[3]
-7
-M
A7
-1
0.M
(-5.M)
8.M
-5.M
-3
+5
-1
A1
8/3
-1/3
A2
2/3
-7/3
-M
A7
11/3
[11/3]
0.M
0.M
(-11M/3)
0.M
-2/3
f(x) =
IV
c5
-M
A6
A5
f(x)=
III
c5
-M
A5
-M
f(x) =
II
c4
-1
A4
A1
A2
-1
A3
f(x) =
99
NCT-FIT-HNUE
Bi ton M ti ln lp th 4 c k 0 vi k = 1,, 7 nn thu c patu l (3, 3, 1, 0, 0, 0 ,0).

Cc bin gi x5 = x6 = x7 = 0, do bi ton P cho c patu l x* = (3, 3, 1, 0, 0) vi gi tr ti
u ca hm mc tiu l f(x*) = 8.
BI TP
Gii cc bi ton ti u sau y:
1.
2 x1 + x2 + 3 x3 4 x4 + 3 x5 x6 Min
x3 + x 4 +2 x5 3 x6 = 45
3 x1
2 x + x +2 x x x + 2 x = 8
1
2
3
4
5
6
3 x3 2 x4 + x5 = 20
x1
xj 0
j = 1,2,...,6
2.
2 x1 + x2 x3 + x4 + 3 x5 Max
3 x1 + 2 x2 + x3 + x4 + 2 x5 = 14
2 x + 6 x 3x
+ x5 18
1
2
3
x5 = 16
2 x1 + x2 2 x3
x j 0,
j = 1,2,...,5.
3.
x1 + 3x2 + x3 Min
x1 + x2 + x3 5
x 2 2 x 3 = 8
x1 + 2 x2 + x3 10
x j 0,
j = 1,2,3.
4.
x1 + x2 + 3 x3 + 2 x4 Max
x1 + 2 x2 + x 3 +2 x4 10
2 x + x +3 x + 4 x = 9
1 2
3
4
x1 + 2 x2 + 2 x3 + x4 8
x j 0
j = 1,2,3,4
100

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NGUYN CH TRUNG

PHNG PHP TNH

Computional methods and Optimization Problems

Computional methods and Optimization Problems

3.3. Thut ton tm nghim xp x bng phng php lp n............................................. 40

Computional methods and Optimization Problems

1.3. Dng chun tc v dng chnh tc.................................................................................. 80

Computional methods and Optimization Problems

Tch phn tng phn: t u=xn th du = nxn-1dx; t dv=ex-1dx th v = ex-1 ta c

Nh vy, tnh I n ta thu c cng thc truy hi tnh c In v mt l thuyt:

Computional methods and Optimization Problems

321308.3881 -7711400.3133 192785008.8325

Kt qu gim dn t 0.3679 (khi n=1) n 0.0555 (khi n=16)

Nguyn nhn: thay v I1 =

trong A l ma trn vung cp n vi nh thc khc 0.

trong = det A , cn i nhn c t do vic thay ct th i bi ct t do b. Nhng vic

Computional methods and Optimization Problems

Computional methods and Optimization Problems

Chng 1 TNH GN NG V SAI S

2 = 1, 4142135623... ; i vi s = 3,1415926535... th 3,14 l xp x thiu, cn 3,15 l xp x

T bt ng thc trn suy ra

n gin ngi ta thng vit A = a a m ch rng a l sai s tuyt i gii hn ca

V d 1-1.1. Nu coi a = 3,14 l xp x ca th sai s tuyt i l a 0, 002 .

Computional methods and Optimization Problems

Ngi ta thng tnh sai s tng i bng phn trm. V th

Tr li php o chiu di ca cc thanh st ta thy rng sai s tng i ca l1 l

so vi 2 v php o th nht chnh xc hn nhiu so vi php o th hai.

1.2. Ch s c ngha v ch s ng tin

trong s l nhng s nguyn t 0 n 9, gi l ch s hng th s ca s a.

ch s ng tin (hay ch s ng) nu sai s tuyt i ca s a khng vt qu mt na n v

T nh ngha trn suy ra rng nu s l ch s ng tin th mi ch s c ngha bn tri n u

Computional methods and Optimization Problems

V d 2-1.2. S gn ng a = 3.7284 vi a = 0.0047 c 3 ch s ng tin l 3, 7 v 2, cn cc

1.3. Cch vit s gn ng

Cch ny thng dng vit cc kt qu o c, thc nghim, trong a l sai s ca thit

Cch 2: Vit theo quy c: mi ch s c ngha u ng tin, c ngha l sai s tuyt i

khng ln hn mt na n v hng cui cng.

1.4. Sai s lm trn

Nu b i nhiu ch s khc 0 v ch s b i u tin 5 th thm vo ch s gi li

Nu ch b i mt ch s 5 th ch s c gi li cui cng nu l ch s l th tng

V d 1-1.4. i vi s a =3.14151926535 ta lm trn thnh 3.141519, 3.14152, 3.1415, 3.142,

By gi gi s a l xp x ca A vi sai s tuyt i l a . Gi s ta lm trn a thnh a' vi

Computional methods and Optimization Problems

V d 3-1.4. Cho a = 0.35 vi a =0.003. Do cc ch s 3 v 5 l ng tin. Sau khi lm trn

thnh a = 0.4 ta c a ' = a + a ' = 0.003 + 0.05 = 0.053 >

ng ng. Trong trng hp ny khng nn quy trn s a .

2. S lan truyn sai s

2.2. Sai s ca tng

Computional methods and Optimization Problems

Nh vy, sai s tuyt i ca mt tng i s bng tng cc sai s tuyt i ca cc s hng.

Gii. V x v y c lm trn n mt ch s sau du chm thp phn nn sai s tuyt i ca

Ta thy rng nu | x -y | rt b th sai s tng i rt ln.

Gii. Ta c hiu u = x - y = 15.29 -15.14 = 0.15. Do x v y c lm trn n 2 ch s sau

210 200 ta c th bin i

( 201 200 )( 201 + 200)

2.3. Sai s ca tch

Computional methods and Optimization Problems

Gii: K hiu x = 15.6, y = 8.2. Nh vy x l gi tr gn ng ca X v y l gi tr gn ng ca

u =| u | u = 127.92 * 0.0093 = 1.19 . Do , X * Y = 127.92 1.19 , tc l gi tr thc s ca

2.4. Sai s ca thng

Computional methods and Optimization Problems

V d 1-2.5. Tnh sai s tuyt i v sai s tng i ca th tch hnh cu:

(H s 1/6 khng nh hng n sai s tng i)