Phuong phap tinh - ChuongNN

14/05/2012

PHNG PHP TNH

PHNG PHP TNH

MN PHNG PHP TNH

Ging vin: Ths. NGUYN NGC CHNG T: 0919307060 Email: n2chuong@hotmail.com Blog: http://chuongnn-hui.blogspot.com/ STT Chng I Chng II Chng III Chng IV Chng V Chng VI

Ni dung chng trnh

CHNG MC Thi gian L thuyt sai s 4 tit Phng trnh i s v{ siu vit 4 tit H phng trnh i s tuyn tnh 6 tit a thc ni suy 6 tit Tch ph}n s 6 tit Phng trnh vi ph}n 4 tit Cng 30 tit

PHNG PHP TNH

PHNG PHP TNH

CHNG 1: L THUYT SAI S

1. S gn ng, sai s tng i, sai s tuyt i 2. Cch vit s gn ng 3. Quy trn s v sai s quy trn

1. S gn ng, sai s tng i, sai s tuyt i

1.1 S gn ng S ng l{ s m{ ta bit chnh x|c gi| tr ca n, chng 2 hn c|c s e, , 2, l{ c|c s ng.
3

S gn ng l{ s m{ ta khng th x|c nh gi| tr ng ca n, chng hn c|c s 2.71828, 3.14159, 2.1424, 2 0.666. l{ s gn ng ca c|c s e, , 2, 3 tng ng. S gn ng thng c biu th dng s thp ph}n v{ dng thay cho s ng trong tnh to|n.
3 4

PHNG PHP TNH 1.2 Sai s tuyt i |nh gi| sai s ca s gn ng a so vi s A ta thng dng hiu = A a , tuy nhin ta khng xc nh c do khng bit chnh x|c s A. T a n kh|i nim sai s tuyt i. Sai s tuyt i ca s gn ng a ca s A, k hiu a l s dng b nht sao cho = A a a hay a a A a + a Ta vit: A = a a
5

PHNG PHP TNH V d: Tm sai s tuyt i ca s a. Bit + a = 3.14 l{ gi| tr gn ng ca A = . + a = 1.42 l{ gi| tr gn ng ca A = 2. + a = 2.27 l{ gi| tr gn ng ca A = 11.
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PHNG PHP TNH 1.3 Sai s tng i Sai s tuyt i a khng th hin chnh x|c ca tnh to|n nn ngi ta a ra kh|i nim sai s tng i. Sai s tng i ca s gn ng a ca s A, k hiu a l s dng b nht sao cho a A suy ra A a t c th chn a = A a
7

PHNG PHP TNH Lu : V a A nn khi tnh to|n ta thng dng cng thc a = a a Sai s tng i thng c biu th di dng % hay . V d: + Gi| tr gn ng ca A = l{ a = 3.14. Tm sai s tng i ca s a. + Cho a = 1.85 c sai s tng i 0.12%. Tnh sai s tuyt i ca a?

PHNG PHP TNH 1.4 Sai s ca mt hm Cho hm y = f(x1, x2, , xn), trong c|c bin xi c sai s l xi , khi c|c sai s ca h{m f l{ Sai s tuyt i y =
i=1 n

PHNG PHP TNH Lu : Sai s ca tng y = x1 + x2 + + xn l y = x1 + x2 + + xn Sai s ca tch y = x1 x2 xn l y = x1 + x2 + + xn v{ y = |y|y V d: + Cho c|c s A = 15.00 0.002, B = 0.123 0.001 v C = 13.00 0.05. Tnh sai s tuyt i ca c|c s x = a + b, y = 20a 10b + c v z = a + bc. + Tnh sai s din tch hnh trn S vi = 3.14 0.002 v R = 5.25 0.001 (m)
9 10

y xi xi ln y xi xi

Sai s tng i y = y = y

i=1

PHNG PHP TNH 1.5 Cc loi sai s Da v{o nguyn nh}n g}y sai s, ta c c|c loi sai s sau: Sai s gi thit: xut hin do gi thit b{i to|n thiu chnh x|c, c chp nhn khi m hnh ho| b{i to|n. Sai s s liu ban u: xut hin do o c v{ cung cp gi| tr u v{o khng chnh x|c. Sai s phng ph|p: xut hin do vic gii b{i to|n bng phng ph|p gn ng, mi phng ph|p c mt sai s nht nh. Sai s tnh to|n : xut hin do l{m trn s trong qu| trnh tnh to|n, qu| trnh tnh c{ng nhiu th sai s tch ly c{ng ln.
11

PHNG PHP TNH

2. Cch vit s gn ng
2.1 Ch s c ngha Ch s c ngha ca mt s gn ng l{ c|c ch s k t ch s kh|c 0 u tin tnh t bn tr|i sang phi. V d: + S 10.3053 c 6 ch s c ngha. + S 0.002708 c 4 ch s c ngha.

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PHNG PHP TNH 2.2 Ch s ng tin S thp ph}n a c biu din di dng a = amam1 ... a1a0.a1a2 ... an = ak10k Ch s |ng tin ak ca s gn ng a ca s A vi sai s a l{ ch s sao cho 10k a 2 hay k log 2a

PHNG PHP TNH V d: + S gn ng a = 3.7284 vi a = 0.0047 c c|c ch s |ng tin l{ 3, 7, 2. + Tm c|c s ch s |ng tin ca s gn ng a = 12.3456 bit a = 0.0044, a = 0.0062? + i lng A c cho bi gi| tr gn ng a = 5.7824 vi sai s tng i 5. Hi s ch s |ng tin ca a? 2.3 Cch vit s gn ng C|ch vit s gn ng a ca A vi sai s a + Vit di dng A = a a + Vit di dng s thp ph}n vi quy c mi ch s c ngha u l{ ch s |ng tin.
13 14

PHNG PHP TNH

PHNG PHP TNH V d: + Qui trn s gn ng a = 456.12345678 vi 2 ch s thp ph}n? 4 ch s thp ph}n? + Cho a = 187.123456 l{ s gn ng ca s A vi sai s l{ 0.0001. Gi a l{ s l{m trn ca a vi 4 ch s l. Tnh sai s ca a so vi A? Lu : Quy trn l{m sai s tng ln v a a do trong tnh ton ta trnh quy trn cc php ton trung gian, ch quy trn kt qu cui cng.

3. Quy trn s v sai s quy trn

Quy trn s l{ b i mt s c|c ch s bn phi c mt s gn hn v{ gn ng vi a tin cho vic tnh to|n. Qui tc quy trn s: nu ch s b i u tin khng b hn 5 ta cng thm v{o ch s gi li cui cng bn phi mt n v, ngc li ta gi nguyn ch s . Sai s quy trn a ca s a ca gn ng a ca s A vi sai s a l a = + a vi = a a

15

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PHNG PHP TNH

PHNG PHP TNH

CHNG 2: PHNG TRNH I S V SIU VIT

1. t vn 2. Khong cch ly nghim 3. Phng php chia i 4. Phng php lp 5. Phng php dy cung 6. Phng php tip tuyn

1. t vn
Bi ton: Tm nghim gn ng ca phng trnh f(x) = 0, vi f(x) l{ h{m lin tc trn khong ng [a, b] hay khong m (a, b). Cc bc thc hin + Tm c|c khong c|ch ly nghim l{ c|c khong ng hay khong m m{ trn phng trnh c duy nht mt nghim. + T mi khong c|ch ly nghim, tnh gn ng nghim ca phng trnh vi chnh x|c cho trc bng phng ph|p gii gn ng.

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PHNG PHP TNH Cc phng php gii gn ng + Phng ph|p chia i + Phng ph|p lp + Phng ph|p d}y cung + Phng ph|p Newton

PHNG PHP TNH Lu : (a, b) l{ khong c|ch ly nghim khi f(a)f(b) < 0 v{ o h{m f khng i du trong khong (a, b). V d: + Tm c|c khong c|ch ly nghim ca phng trnh f(x) = x5 + x 12 = 0 + Tm c|c khong c|ch ly nghim ca phng trnh f(x) = x3 3x + 1 = 0 + Tm c|c khong c|ch ly nghim ca phng trnh f(x) = ex x2 + 3x 2 = 0 + Tm c|c khong c|ch ly nghim ca phng trnh f(x) = xcosx 2x2 + 3x + 1 = 0
19 20

2 Khong cch ly nghim

2.1 nh l: Nu h{m s f lin tc trn on [a, b] v f(a)f(b) < 0 th phng trnh f(x) = 0 c nghim trn [a,b]. Nu h{m f n iu th nghim l{ duy nht.

PHNG PHP TNH 2.2 Cng thc sai s tng qut nh l: Gi s f(x) lin tc trn [a,b], kh vi trn (a, b). Nu x*, x l{ nghim gn ng v{ nghim ng ca phng trnh f(x) = 0 v{ |f(x)| m > 0, x (a, b) th sai s c |nh gi| theo cng thc: f x x x m

PHNG PHP TNH V d: + Xt phng trnh f(x) = x3 5x2 + 12 = 0 trn khong [2, 1]. Tnh sai s nu chn nghim x* = 1.37 + Xt phng trnh f(x) = 5x + 7 x 24 = 0 trn khong [4, 5]. Tnh sai s nu chn nghim x* = 4.9 Lu : Sai s lun l{m trn ln.
22

21

PHNG PHP TNH

PHNG PHP TNH 3.2 S hi t ca phng php Ta c cc dy {an} khng gim v{ b chn trn bi b, d~y {bn} khng tng v{ b chn di bi a nn hi t v{ do ba [an, bn] [an1,bn1] , bn an= 2n , an xn bn vi mi n nn lim xn = lim a n = lim bn =
n+ n+ n+

3 Phng php chia i

Xt phng trnh f(x) = 0 c khong c|ch ly nghim [a, b]. 3.1 Ni dung phng php a +b t a0 = a, b0 = b, gi x0 = 0 0 l{ im gia ca [a0, b0]. 2 Nu f(x0) = 0 th = x0 l{ nghim ng ca phng trnh, tr|i li nu f(x0), f(b0) cng du ta t a1 = x0, b1 = b0, nu f(a0), f(x0) cng du ta t a1 = a0, b1 = x0 a +b Ta c [a1, b1] [a0, b0], gi x1 = 1 2 1 l{ im gia ca [a1, b1] Tip tc qu| trnh chia i n ln ta c [a n, bn] [an1,bn1], xn = n 2 n l{ im gia ca [an, bn] Dy {xn} hi t v{ = lim xn l{ nghim ca phng trnh.
n+
23

a +b

Ta li c f(an)f(bn) < 0 nn khi n + th [f()]2 0 v{ do f() = 0 hay l{ nghim ca phng trnh f(x) = 0. 3.3 nh gi sai s Sai s ca nghim gn ng ba xn n+1 2
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PHNG PHP TNH V d: + Tm nghim gn ng ca phng trnh f(x) = 5x3 cos 3x = 0 trn khong c|ch ly nghim [0, 1] vi sai s 0.1 + Tm nghim gn ng ca phng trnh f(x) = 2 ex + cos(ex 2) = 0 trn khong [0.5, 1.5] vi sai s 0.04

PHNG PHP TNH

4 Phng php lp
Xt phng trnh f(x) = 0 c khong c|ch ly nghim [a, b]. 4.1 Ni dung phng php + Bin i phng trnh th{nh x = g(x) + X}y dng d~y c|c nghim gn ng {xn} cho bi x0 [a, b] xn = g(xn1) vi n = 1, 2, + Nu d~y {xn} tho m~n iu kin hi t th = lim xn l{ nghim ca phng trnh f(x) = 0
n+

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PHNG PHP TNH 4.2 S hi t ca phng php Nu hm g(x) lin tc trn on [a, b], kh vi trn khong (a, b) v{ tn ti q sao cho 0 < |g(x)| q < 1, x [a, b] th dy {xn} hi t v nghim ca phng trnh f(x) = 0. Tht vy, vi mi n ta c |xn | = |g(xn1) | = |g(cn)||xn1 | q|xn1 | 0 |xn | q|xn1 | q2|xn2 | qn|x0 | V 0 < q < 1 nn qn 0 khi n + do = lim xn .
n+

PHNG PHP TNH 4.3 nh gi sai s Ta c: |xn | q|xn1 | q|xn1 xn| + q|xn | (1 q)|xn | q|xn1 xn| q xn x xn 1 q n1 Sai s ca nghim gn ng q xn x xn (cng thc tin nghim) 1 q n1 Lu : Nu q th ta c xn xn1 xn (cng thc hu nghim)
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T xn = g(xn1) ta suy ra = g() hay l{ nghim phng trnh x = g(x) cng l{ nghim ca phng trnh f(x) = 0.

1 2

PHNG PHP TNH V d: + Tnh gn ng nghim x4 v{ sai s 4 ca phng trnh f(x) = x3 3x2 5 = 0 trn khong c|ch ly nghim [3, 4]. Gi s chn gi| tr ban u x0 = 3.5. + Tm nghim gn ng phng trnh f(x) = x3 + x 1000 = 0 8. vi sai s 10

PHNG PHP TNH S dng VINACAL Vn570MS Gii phng trnh f(x) = 0 bng phng ph|p lp Gn x = x0: <Nhp x0> STO X Gn q: <Nhp q> STO M Tnh gi| tr lp v{ sai s (cng thc tin nghim): Y = <Nhp f(X)> : E = M ( X Y ) ( 1 M ) : X = Y Lu : Nu q 2 th ta c th tnh sai s (cng thc hu nghim) E=XY
1

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PHNG PHP TNH

PHNG PHP TNH 5.2 S hi t ca phng php Dy {xn} l{ d~y tng, b chn trn (hay gim v{ b chn di) nn l{ d~y hi t v{ ta c = lim xn .
n+

5 Phng php dy cung

Xt phng trnh f(x) = 0 c khong c|ch ly nghim [a, b]. 5.1 Ni dung phng php + X}y dng d~y {xn} cho bi x0 = b v{ d = a nu f(a) v{ f(x) cng du, x0 = a v{ d = b nu f(b) v{ f(x) cng du. f xn1 xn1 xn = xn1 = g xn1 vi n = 1, 2, f xn1 f d + Nu d~y {xn} hi t v th l{ nghim ng ca phng trnh f(x) = 0

T suy ra khi n + f d = hay f() = 0 f f d Vy l{ nghim ca phng trnh f(x) = 0.

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PHNG PHP TNH 5.3 nh gi sai s Gi s trn [a, b] ta c 0 < m |f(x)|. = lim xn l{ nghim ca phng trnh.
n+

PHNG PHP TNH V d: + Tm nghim gn ng ca phng trnh f(x) = x3 0.2x2 0.2x 1.2 = 0 trn khong c|ch ly nghim [1.1, 1.4] vi chnh x|c 0.005.

p dng cng thc s gia hu hn Lagrange ta c f(xn) f() = f(c)(xn ) Ta c f() = 0, |f(x)| m, suy ra |f(xn) f()| = |f(xn)| = |f(c)(xn )| m|xn | f xn v do xn m Sai s ca nghim gn ng f xn xn m
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PHNG PHP TNH

PHNG PHP TNH 6.2 S hi t ca phng php Nu f(x) c o h{m n cp 2 lin tc trn [a, b], c|c o h{m f(x), f(x)khng i du trn [a, b] th d~y {xn} hi t v nghim ca phng trnh f(x) = 0. Dy {xn} l{ d~y tng, b chn trn (hay gim v{ b chn di) nn l{ d~y hi t v{ ta c = lim xn .
n+

6 Phng php Newton

Xt phng trnh f(x) = 0 c khong c|ch ly nghim [a, b]. Gi s f kh vi trn [a, b], f(a)f(b) < 0 v{ f(x) 0, x [a,b]. 6.1 Ni dung phng php f x + Bin i phng trnh thnh: x = x =g x f x + X}y dng d~y {xn} cho bi x0 = a nu f(a) v{ f(x) cng du, x0 = b nu f(b) v{ f(x) cng du v f xn1 xn = xn1 = g xn1 vi n = 1, 2, f xn1 + Nu d~y {xn} hi t v th l{ nghim ng ca phng trnh f(x) = 0
35

T suy ra khi n + f = hay f() = 0 f Vy l{ nghim ca phng trnh f(x) = 0.

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PHNG PHP TNH 6.3 nh gi sai s Gi s trn [a, b] ta c 0 < m < |f(x)| v{ f(x) M. = lim xn l{ nghim ca phng trnh.
n+

p dng cng thc khai trin Taylor n s hng bc 2:

f(xn) f(xn1) + f(xn1)(xn xn1) + 2 f(c)(xn xn1)2

vi c nm gia xn1 v xn. f xn1 xn = xn1 f xn1 f xn1 + f xn1 xn xn1 = 0 1 f xn = f c xn xn1 2 2
37

PHNG PHP TNH f xn M xn x xn1 2 m 2m n Sai s ca nghim gn ng M xn x xn1 2m n Lu : Ta c th s dng cng thc sai s f xn xn m

38

PHNG PHP TNH V d: + Tm nghim gn ng ca phng trnh f(x) = x cos x = 0 trn khong c|ch ly nghim [0, 1] vi sai s 10 8. + Tm nghim gn ng ca phng trnh f(x) = x3 3x + 1 = 0 trn khong c|ch ly nghim [0, 1].

PHNG PHP TNH S dng VINACAL Vn570MS Gii phng trnh f(x) = 0 bng phng ph|p Newton Gn x = x0: <Nhp x0> STO X Gn m: <Nhp m> STO M Tnh sai s v{ gi| tr lp: F = <Nhp f(X)> : E = <Nhp f(X)> : F M : X = X F E Lu : Ta c th tm nhanh nghim ca phng trnh f(x) = 0 nh sau Y = <Nhp f(X)> SOLVE 0 = SOLVE

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PHNG PHP TNH

PHNG PHP TNH

CHNG 3: H PHNG TRNH I S TUYN TNH

1. t vn 2. Phng php kh Gauss 3. Phng php kh Gauss Jordan 4. Phng php nhn t LU 5. Chun 6. Phng php lp n 7. Phng php lp Jacobi 8. Phng php lp Gauss Seidel

1. t vn
Bi ton: Tm nghim ca h n phng trnh tuyn tnh n n a11 x1 + a12 x2 + + a1n xn = b1 a 21 x1 + a 22 x2 + + a 2n xn = b2 a n1x1 + a n2x2 + + a nn xn = bn hay vit di dng Ax = b, trong a11 a12 a1n a 21 a 22 a 2n A= ,x = a n1 a n2 a nn x1 x2 ,b = xn b1 b2 bn
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PHNG PHP TNH Cc phng php gii: + Cc phng php trc tip: Dng ma trn nghch o: Nu detA 0 th x = A1b Dng cng thc Cramer: Nu = detA 0 th xj = , trong j l{ nh thc suy ra t bng c|ch thay ct th j trong bi ct h s t do Dng phng ph|p kh Gauss: Bin i ma trn h s m rng A = (A | b) v dng ma trn tam gi|c trn (quy trnh thun) sau gii h bng c|ch suy ngc t di ln trn (quy trnh ngc)
j

PHNG PHP TNH + Cc phng php lp Phng ph|p lp n Phng ph|p lp Seidel

2. Phng php kh Gauss

Xt h n phng trnh tuyn tnh n n (gi s detA 0) 0 0 0 0 a11 x1 + a12 x2 + + a1n xn = a1n+1 a 21 x1 + a 22 x2 + + a 2n xn = a 2n+1 0 0 0 0 a n1 x1 + a n2 x2 + + a nn xn = a nn+1
0 0 0 0

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PHNG PHP TNH Quy trnh thun Dng c|c php bin i s cp trn dng, bin i ma trn h s m rng 0 0 0 0 0 a11 a12 a13 a1n a1n+1 A = a 21 0 a n1 1 thnh A = 0 0
0

PHNG PHP TNH Khi , h tng ng vi 1 1 1 1 x1 + a12 x2 + a13 x3 + + a1n xn = a1n+1

2 2 2 x2 + a 23 x3 + + a 2n xn = a 2n+1 n xn = a nn+1 Quy trnh ngc: Gii h ngc t di ln trn ta c n xn = a nn+1 n1 n1 xn1 = a n1n+1 a n1n xn 1 1 1 1 x1 = a1n+1 a12 x2 a13 x3 a1n xn
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a 22 0 a n2
1 a12

a 23 0 a n3
1 a13

1 0

a 23 0

a 2n a 2n+1 0 0 a nn a nn+1 1 1 a1n a1n+1 2 a 2 a 2n 2n+1 n 1 a nn+1

PHNG PHP TNH Lu : S php tnh cn s dng cho phng ph|p kh Gauss l{
n3 3

PHNG PHP TNH

3. Phng php kh Gauss Jordan

Phng ph|p kh Gauss Jordan ho{n to{n tng t phng ph|p kh Gauss, ch c kh|c l{ bin i ma trn h s m rng ca h phng trnh v dng ng cho t suy ra nghim ca h. V d: Tr li v d trn dng phng ph|p kh Gauss Jordan gii h phng trnh 1.001 + 0.422 + 0.543 + 0.664 = 0.30 0.421 + 1.002 + 0.323 + 0.444 = 0.50 0.541 + 0.322 + 1.003 + 0.224 = 0.20 0.661 + 0.442 + 0.223 + 1.004 = 0.90
48

php tnh nn thng c dng gii h phng trnh

trn m|y tnh vi n ln. V d: Dng phng ph|p kh Gauss gii h phng trnh sau: 1.001 + 0.422 + 0.543 + 0.664 = 0.30 0.421 + 1.002 + 0.323 + 0.444 = 0.50 0.541 + 0.322 + 1.003 + 0.224 = 0.20 0.661 + 0.442 + 0.223 + 1.004 = 0.90

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PHNG PHP TNH Lu : S php tnh cn s dng cho phng ph|p kh Gauss Jordan l
n3 2

PHNG PHP TNH + Phng ph|p Doolittle: bin i A = LU sao cho L c ng cho chnh l{ 1 + Phng ph|p Crout: bin i A = LU sao cho U c ng cho chnh l{ 1 + Phng ph|p Cholesky: bin i A = LU vi U = LT trong trng hp A l{ ma trn i xng, x|c nh dng Ta c Ly = b Ax = b L Ux = b Ux = y T a n gii hai h Ly = b bng c|ch dng php th thun v{ Ux = y bng c|ch dng php th ngc 4.1 Phng php Doolittle: Bin i
50

php tnh

4. Phng php nhn t LU

Nu tt c c|c nh thc con chnh ca A u kh|c 0 th ta c th ph}n tch ma trn A th{nh tch ca hai ma trn L, U, trong L l{ ma trn tam gi|c di v{ U l{ ma trn tam gic trn. u11 u12 u1n l11 0 0 0 u22 u2n l21 l22 0 A = LU = unn 0 0 ln1 ln2 lnn tm c|c ma trn L, U, c th p dng c|c phng ph|p sau:
49

PHNG PHP TNH 1 0 0 l21 1 0 A = LU = ln1 ln2 1 u1j = a1j , 1jn a i1 li1 = , 2in u11
i1

PHNG PHP TNH u11 0 0 u12 u22 0 u1n u2n unn V d: Gii h phng trnh 2x1 + 2x2 3x3 = 9 4x1 3x2 + 4x3 = 15 2x1 + x2 + 2x3 = 3 Lu : Trng hp ma trn A c dng ba ng cho a11 a12 0 0 0 a 21 a 22 a 23 0 0 A = 0 a 32 a 33 0 0 0 0 0 a nn1 a nn
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vi

uij = a ij
k=1

lik ukj ,
j1

1<j<i

lij =

1 a ujj ij

lik ukj ,
k=1

1<i<j

PHNG PHP TNH Ta ph}n tch A = LU vi u11 1 0 0 0 0 l21 1 0 0 L = 0 l32 1 0 ,U = 0 0 0 0 0 1 u11 = a11 , u12 = a12 , l21 vi u12 0 u22 u23 0 u33 0 0 a 21 = u11 uii = a ii lii1 ui1i , 2in uii+1 = a ii+1 , 2 i n1 a i+1i li+1i = , 2 i n1 uii 0 0 0 unn

PHNG PHP TNH V d: Gii h phng trnh 2x1 x2 =2 x1 + 2x2 x3 = 1 x2 + 2x3 = 2 4.2 Phng php Cholesky: Nu A l{ ma trn i xng v{ x|c nh dng, ta c th bin i ma trn A th{nh A = LLT vi ma trn L x|c nh nh sau

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PHNG PHP TNH l11 = a11 a i1 li1 = , 2in l11

i1

PHNG PHP TNH V d: Gii h phng trnh x1 + x2 x3 = 1 x1 + 2x2 =2 x1 + 4x3 = 3

lii =

a ii
k=1

b2 , 2 i n ik
j1

5. Chun
5.1. Chun ca vect v chun ca ma trn 5.1.1 Chun ca vect Chun ca vect x n, k hiu x l{ s thc sao cho + x 0, x n, x = 0 x = 0 + .x = || x, + x + y x + y, x, y n
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1 lij = a ljj ij

lik ljk , 2 j i
k=1

PHNG PHP TNH Cc chun vect thng gp trong n + Chun : x = max xi

n i

PHNG PHP TNH 5.1.2. Chun ca ma trn Tng t, chun ca ma trn A = (aij) Mmxn(), k hiu A l{ s thc sao cho + A 0, A Mmxn(), A = 0 A = 0 + k.A = |k| x, k + A + B A + B, A, B Mmxn() C|c chun vect thng gp trong M mxn() + Chun : A + Chun 1: x
57

+ Chun 1: x

=
i=1 n

xi

+ Chun 2: x

=
i=1

xi

V d: Cho x = (2, 5, 3, 1)T. Tnh c|c chun x, x1, x2.

= max
i j

a ij (chun dng) a ij (chun ct)

= max
j i

58

PHNG PHP TNH + Chun 2: x

2

PHNG PHP TNH nh l: Dy {x(m) = (x1 , x2 , , xn )} n c gi l{ hi t v x = (x1, x2, , xn) n (theo chun .) khi v{ ch khi (m) cc dy {xk } hi t v xk vi mi k = 1, 2, , n. 5.2 Tnh n nh ca h phng trnh i s tuyn tnh H phng trnh i s tuyn tnh c gi l{ n nh l{ h phng trnh c nghim khng thay i khi ta thc hin c|c thay i nh trn c|c h s ca n, ngc li ta c h khng n nh. xt tnh n nh ca mt h phng trnh i s tuyn tnh Ax = b ta s dng s iu kin Cond(A).
59 60

=
i,j

a ij

(m)

(m)

(m)

1 2 3 4 5 1 . 2 0 1 Tnh c|c chun A, A1, A2. 5.1.3. S hi t theo chun nh ngha: Dy {x(m)} n gi l{ hi t v x n (theo chun .) nu ta c x(m) x 0 khi m +. V d: Cho ma trn A =

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PHNG PHP TNH S iu kin ca ma trn h s A ca h phng trnh tuyn tnh l{ mt s x|c nh bi Cond(A) = A A1 vi . l{ mt chun n{o . Ta c Cond(A) 1. Nu Cond(A) c{ng gn 1 th h phng trnh Ax = b c{ng n nh trong tnh ton V d: Tnh s iu kin ca ma trn h s A ca h phng trnh sau x1 + 2x2 x3 + 3x4 = 8 2x1 + x2 + x3 x4 = 5 x1 + 3x2 x3 + x4 = 7 3x1 x2 + 2x3 + x4 = 12
61

PHNG PHP TNH

6. Phng php lp n
6.1 Ni dung ca phng php Xt h n phng trnh tuyn tnh n n Ax = b. + Bin i h ~ cho v dng x = Bx + c, trong B l{ ma trn vung cp n v{ c l{ vect ct. + X}y dng d~y lp x(m) x|c nh bi x(0) = c x(m) = Bx(m1) + c + Nu d~y vect lp x(m) c gii hn x* th x* l{ nghim gn ng ca h phng trnh.

62

PHNG PHP TNH 6.2 S hi t ca phng php nh l: Nu B < 1 th vi mi vect u x(0), d~y vect lp x(m) lun hi t v nghim duy nht x* ca h phng trnh. Ta c lim x m = x
m+

PHNG PHP TNH 6.3. nh gi sai s Cng thc |nh gi| sai s B m x m x x 1 x 0 (cng thc tin nghim) 1 B hay B x m x x m x m1 (cng thc hunghim) 1 B Lu : Nu B x
m 1 2

T x(m) = Bx(m1) + c suy ra lim x m = lim Bx

m+ m+

+ c x = Bx + c

ta c th s dng cng thc x x

m

hay x* l{ nghim ca h phng trnh.

m1

63

64

PHNG PHP TNH V d: Gii h phng trnh sau bng phng ph|p lp n 4x1 + 0.24x2 0.08x3 = 8 0.09x1 + 3x2 0.15x3 = 9 0.04x1 0.08x2 + 4x3 = 20

7. Phng php lp Jacobi

7.1 Ni dung ca phng php Xt h n phng trnh tuyn tnh n n Ax = b. Ta phn tch A = D L U, trong D l{ ma trn ng cho chnh, L v{ U l{ c|c ma trn tam gi|c di v{ tam gi|c trn tng ng.
65

PHNG PHP TNH a11 0 0 0 a 22 0 D= a nn 0 0 0 0 0 0 a12 a1n a21 0 a2n 0 0 v L = ,U = 0 an1 an2 0 0 0 0 Bin i h phng trnh Ax = b (D L U)x = b Dx = (L + U)x + b x = D1(L + U)x + D1b hay x = Bx + c vi B = D 1(L + U) v c = D1b. Bin i h th{nh x = Bx + c.
66

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PHNG PHP TNH Xy dng d~y lp {x(m)} vi x(0) = c v x(m) = Bx(m1) + c lun hi t v nghim duy nht x* ca h phng trnh. 7.2. S hi t ca phng php Nu ma trn A l{ ma trn ng cho tri nghim ngt ngha l{
n

PHNG PHP TNH 0 a12 a11 0 1 L + U = a21 a22 B=D an1 ann an2 ann Khi
n

a1n a11 a2n a22 0

a ij < a ii , i = 1, , n
j=1,ji

= max
i j=1,ji

a ij a ii

<1

th phng ph|p Jacobi hi t vi mi gi| tr u x(0). Tht vy, ta c

Do d~y vect lp x(m) lun hi t v nghim duy nht x* ca h phng trnh.

67

68

PHNG PHP TNH 7.3. nh gi sai s Cng thc |nh gi| sai s x
m

PHNG PHP TNH

8 Phng php lp Gauss Seidel

x
m

B 1 B

m1

V d: Gii h phng trnh sau bng phng ph|p lp Jacobi 10x1 + 2x2 + x3 = 10 x1 + 10x2 + 2x3 = 12 x1 + x2 + 10x3 = 8

8.1 Ni dung ca phng php Xt h n phng trnh tuyn tnh n n Ax = b. Ta phn tch A = D L U, trong D l{ ma trn ng cho chnh, L v{ U l{ c|c ma trn tam gi|c di v{ tam gi|c trn tng ng (tng t phng ph|p lp Jacobi). Bin i h phng trnh Ax = b (D L U)x = b (D L)x = Ux + b x = (D L)1Ux + (D L)1b hay x = Bx + c vi B = (D L)1U v c = (D L)1b. Bin i h th{nh x = Bx + c.
69 70

PHNG PHP TNH Xy dng d~y lp {x(m)} vi x(0) = c v x(m) = Bx(m1) + c lun hi t v nghim duy nht x* ca h phng trnh, trong xi
m

PHNG PHP TNH 8.3 nh gi sai s Cng thc |nh gi| sai s x
m

1 = aii

i1

aij xj
j=1

j=i+1

aij xj

m1

+ bi , i = 1, , n

B 1 B

m1

8.2 S hi t ca phng php Tng t phng ph|p Jacobi nu ma trn A l{ ma trn ng cho tri nghim ngt phng ph|p GaussSeidel hi t vi mi gi| tr u x(0).

V d: Gii h phng trnh sau bng phng ph|p lp Gauss Seidel 8x1 3x2 + 2x3 = 20 4x1 + 11x2 x3 = 33 6x1 + 3x2 + 12x3 = 36

71

72

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PHNG PHP TNH

PHNG PHP TNH

CHNG 4: A THC NI SUY

1. Khi nim 2. a thc ni suy Lagrange 3. a thc ni suy Newton 4. Phng php bnh phng nh nht

1. Khi nim
1.1. a thc ni suy Xt hm y = f(x) x|c nh bi bng sau x x0 x1 x2 xn y y0 y1 y2 yn vi y0, y1, , yn l{ c|c gi| tr ca h{m f(x) ti c|c im x0, x1, , xn kh|c nhau trn on [a, b] (c|c kt qu thu c trong thc t khi tnh to|n c|c s liu hay o c thc nghim). tnh c|c gi| tr f(x) vi x xi ta thng xp x h{m f bi mt a thc bc n Pn(x) sao cho Pn(xi) = yi = f(xi) vi mi xI, i = 0, 1, , n,
73 74

PHNG PHP TNH Pn(x) f(x), x [a, b] (x xi), v{ t c th tnh gi| tr gn ng ca h{m f(x) ti x xi bng c|ch tnh Pn(x). a thc Pn(x) nh trn gi l{ a thc ni suy ca h{m f(x). C|c im xi gi l{ c|c nt ni suy vi i = 0, 1, , n. nh l: a thc ni suy Pn(x) ca h{m f(x) nu c l{ duy nht. 1.2 Tnh gi tr ca a thc. S Horner Cho a thc Pn(x) = a0xn + a1xn1 + + an1x + an, ai , i = 1, 2, , n. Tnh gi| tr ca a thc Pn(c) ti x = c.

PHNG PHP TNH Ta c vit li Pn(c) = (((a0c + a1)c + a2)) + an) t b0 = a0, b1 = b0c + a1, , bn = bn1c + an th Pn(c) = bn1c + an. Lp s Horner a0 b0 a1 b 0c b1 a2 b 1c b2 an1 an bn2c bn1c bn1 bn

= Pn(c)

V d: Tnh gi| tr ca a thc P(x) = 2x4 3x2 + 3x 4 ti x = 2.

76

75

PHNG PHP TNH

PHNG PHP TNH Do lk(x) c nghim l{ xi (i k) nn suy ra lk x = C x x0 x xk1 x xk+1 x xn Ti x = xk ta c lk xk = C xk x0 xk xk1 xk xk+1 (xk xn ) = 1 1 C= xk x0 xk xk1 xk xk+1 xk xn hay x x0 x xk1 x xk+1 x xn lk x = xk x0 xk xk1 xk xk+1 xk xn n x xi lk x = xk xi
i=0,ik
78

2. a thc ni suy Lagrange

2.1 Thnh lp a thc ni suy Lagrange Xt hm y = f(x) x|c nh bi bng sau x x0 x1 x2 xn y y0 y1 y2 yn vi y0, y1, , yn l{ c|c gi| tr ca h{m f(x) ti c|c im x0, x1, , xn kh|c nhau trn on [a, b]. Trc ht ta x}y dng a thc ni suy Lagrange th k, k hiu lk(x) sao cho 1, i=k lk xi = 0, ik
77

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PHNG PHP TNH a thc ni suy Lagrange ca h{m f(x) x|c nh bi

n

PHNG PHP TNH + Tm a thc ni suy Lagrange ca h{m y = sinx vi 1 1 1 x0 = 0, x1 = 6 , x2 = 2 trn on [0, 2] Lu : + Nu t W(x) = (x x0)(x x1)(x xn) th
n n

Ln x = f x0 l0 x + + f xn ln x =
i=0

yi li x

c bc khng qu| n v{ tho m~n Ln(xi) = f(xi), i = 1, 2, , n. V d: + Cho h{m y = f(x) x|c nh bi x 0 1 2 4 y 1 0 2 1 Hy tm a thc ni suy Lagrange bc 3 L3(x) ca n trn on [0, 4]. Tnh gn ng f(3).
79

W x =
k=0 i=0,ik

x xi

t suy ra W xk = xk x0 xk xk1 xk xk+1 xk xn v do vi Di(x) = W(x)(x xi) th n n yi yi Ln x = W x =W x x xi W x Di x

i=0 i=0
80

PHNG PHP TNH tnh gi| tr Ln(x) ta lp bng sau (bng ni suy Ayken) x x0 x1 xn x0 x x0 x0 x1 x0 xn D0 x1 x1 x0 x x1 x1 xn D1 xn xn x0 xn x1 x xn Dn Tch ng cho => W(x) V d: Cho h{m y = f(x) x|c nh bi x 0 1 2 4 y 1 0 2 1 Hy tm a thc ni suy Lagrange bc 3 L3(x) ca n trn on [0, 4]. Tnh gn ng f(3).
81

PHNG PHP TNH Trng hp cc nt ni suy cch u nhau t d = xi+1 xi, i = 1, 2, , n. i bin x = x0 + td, xi = x0 + id, i = 0, , n1 ta c x xi = (t i)d, xk xi = (k i)d, suy ra W(x) = (x x0)(x x1)(x xn) = td.(t 1)d(t n)d = t(t 1)(t n)dn+1 v{ W(xk) = (xk x0)(xk x1)(xk xk1)(xk xk+1)(xk xn) = kd.(k 1)d(k (k 1))d.(k (k + 1))d(k n)d = k(k 1)1.(1)nk.1.2(n k).dn = (1)nkk!(n k)!dn
82

PHNG PHP TNH T c Ln x = t t1 tn n!

n i 1 ni Cn yi ti

<= Tch dng

PHNG PHP TNH 2.2. nh gi sai s nh l: Nu h{m s y = f(x) c o h{m n cp n+1 trn on [a, b] cha tt c c|c nt ni suy xi, i = 1, 2, , n th sai s ni suy Rn(x) = f(x) Ln(x) c dng f n+1 c Rn x = W x n+1 ! vi c ph thuc x v{ thuc [a, b] v{ W(x) = (x x0)(x x1)(x xn). t M = max f n+1 x ta c nh gi sai s sau
x[a,b]

i=0

V d: Cho h{m s y = f(x) x|c nh bi x 1,1 1,2 y 15 18 Tnh gn ng f(1,25)

1,3 19

1,4 24

Rn x
83

= f x Ln x

M W x n+1 !
84

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PHNG PHP TNH V d: Cho hm f(x)=2x trn on [0,1]. |nh gi| sai s khi tnh gn ng gi| tr h{m ti im x = 0.45 s dng a thc ni suy Lagrange vi c|c im nt ln lt l{ x0 = 0, x1 = 0.25, x2 = 0.5, x3 = 0.75, x4 = 1

PHNG PHP TNH

3. a thc ni suy Newton

3.1 Trng hp cc mc ni suy khng cch u Xt h{m y = f(x) x|c nh bi bng sau x x0 x1 x2 xn y y0 y1 y2 yn vi y0, y1, , yn l{ c|c gi| tr ca h{m f(x) ti c|c im x0, x1, , xn kh|c nhau trn on [a, b]. 3.1.1 T sai phn C|c t sai ph}n cp 1 ca h{m f(x), k hiu f[xi, xi+1] cho bi f xi+1 f xi f xi , xi+1 = , i = 0,1,2, xi+1 xi
85 86

PHNG PHP TNH C|c t sai ph}n cp 2 ca h{m f(x), k hiu f[xi, xi+1, xi+2] cho bi f xi+1 , xi+2 f xi , xi+1 f xi , xi+1 , xi+2 = xi+2 xi Tng t ta c th nh ngha c|c t sai ph}n cp k ca hm f(x) f xi+1, xi+2, ,xi+k f xi, xi+1, , xi+k1 f xi,xi+1, , xi+k = xi+k xi Quy c: f(xi) hay yi l{ c|c t sai ph}n cp 0. Ta c th lp bng t sai ph}n nh sau

PHNG PHP TNH i xi f(xi) f[xi, xi+1] f[xi, xi+1, xi+2] f[xi, xi+1,, xi+n] 0 x0 f(x0) f[x0, x1] f[x0, x1, x2] f[x0, x1,, xn] 1 x1 f(x1) f[x1, x2] f[x1, x2, x3] n1 xn1 f(xn1) f[xn1, xn] n xn f(xn) V d: Xt h{m y = f(x) x|c nh bi bng sau

x y

1.0 0.76

1.3 0.62

1.6 0.46

2.0 0.28

Tnh c|c t sai ph}n.

87 88

PHNG PHP TNH 3.1.2 Cch thnh lp a thc ni suy Newton thng qua bng t sai phn Trc ht ta x}y dng a thc ni suy Pn(x) bc khng qu n sao cho Pn(xi) = yi, i = 0, 1, 2, f x f x0 f x, x0 = x x0 f x = y0 + x x0 f x, x0 f x, x0 f x0 , x1 f x, x0 , x1 = x x1 f x, x0 = f x0 , x1 + x x1 f x, x0 , x1 f x = y0 + x x0 f x0,x1 + x x0 x x1 f x, x0, x1
89

PHNG PHP TNH Bng c|ch quy np ta suy ra a thc ni suy Newton tin f x = y0 + x x0 f x0 , x1 + + x x0 x xn f x0 , x1 , , xn hay f(x) = Pn(x) + Rn(x) vi sai s ni suy Rn(x) = (x x0)(x x1)(x xn)f[x0, x1,, xn] Ta c f(xi) = Pn(xi) + Rn(xi) = Pn(xi) v Rn(xi) = 0, i = 0, 1, , n Lu : + Tng t ta c a thc ni suy Newton li f x = yn + x xn f xn , xn1 + + x xn x xn1 x x0 f xn , xn1 , , x0
90

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PHNG PHP TNH vi sai s ni suy Rn(x) = (x xn)(x xn1)(x x0)f[xn, xn1,, x0] + tnh gn ng f(x) ta thng dng a thc ni suy Newton tin nu x gn vi x0 v{ a thc ni suy Newton li nu x gn vi xn. + Nu h{m f(x) c o h{m n cp n+1 trn [a, b] cha tt c c|c nt ni suy ta cng c th s dng cng thc |nh gi| sai s M Rn x = f x Ln x W x n+1 ! n+1 x vi M = max f
x[a,b]

PHNG PHP TNH V d: Xt h{m y = f(x) x|c nh bi bng sau x 0 0.3 0.7 1 y 2 2.2599 2.5238 2.7183

91

92

PHNG PHP TNH 3.2 Trng hp cc mc ni suy cch u 3.2.1 Sai phn hu hn Khi xi+1 xi = d, i = 1, 2, , n. i bin x = x0 + td, xi = x0 + id, i = 0, , n1 Xt cc sai phn Sai ph}n hu hn cp 1: yi = yi+1 yi, Sai ph}n hu hn cp k: kyi = (k1yi) = k1yi+1 k1yi Ta c k yk f xi , xi+1 , , xi+k = k! hk

PHNG PHP TNH a thc ni suy Newton tin 2y0 ny0 f x = y0 + ty0 + t t 1 + + t t 1 (t n + 1) 2! n! Cng thc sai s hn+1f n+1 (c) Rn x = t t 1 (t n) (n + 1)! c l{ gi| tr gia c|c nt ni suy xi v x. a thc ni suy Newton li 2yn nyn f x = yn + tyn + t t + 1 + + t t + 1 (t + n 1) 2! n!

93

94

PHNG PHP TNH Cng thc sai s hn+1f n+1 (c) (n + 1)! c l{ gi| tr gia c|c nt ni suy xi v x. V d: Xt h{m y = f(x) x|c nh bi bng sau x 30 35 40 45 y 0.5 0.5736 0.6428 0.7071 Rn x = t t + 1 (t + n) Tnh gn ng f(32) v{ f(44).

PHNG PHP TNH

4. Phng php bnh phng nh nht

Trong thc t c|c kt qu thu c qua thc nghim thng khng chnh x|c do t bng thc nghim ta c th lp cng thc thc nghim hay x|c nh h{m xp x f(x) bng phng ph|p bnh phng nh nht. B{i to|n a v b{i to|n cc tiu ca h{m g = f xi yi 2 Ta tp trung xt mt s dng h{m xp x ~ bit sau }y + y = a + bx + y = a + bx + cx2 + y = acosx + bsinx + y = aebx
95 96

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PHNG PHP TNH + y = axb + y = alnbx vi a, b, c l{ c|c tham s thc. 4.1 Hm ph thuc tham s tuyn tnh 4.1.1 y = a + bx Tm a, b h{m g a, b = a + bxi yi 2 t cc tiu: im dng ga = 2 a + bxi yi = 0 gb = 2 xi a + bxi yi = 0 hay na + b xi = yi a xi + b x2 = xi yi i
97

PHNG PHP TNH V d: Cho bng gi| tr x 1 1 y 1 2

2 2

2 3

2 4

3 4

3 5

4 5

5 6

6 7

Tm h{m xp x c dng y = a + bx.

98

PHNG PHP TNH 4.1.2 y = = a + bx + cx2 Tm a, b h{m g a,b = a + bxi + cx2 yi t cc tiu: i im dng ga = 2 a + bxi + cx2 yi = 0 i gb = 2 gc = 2 hay na + b xi + c x2 = n yi i i=1 a xi + b x2 + c x3 = xi yi i i a x2 + b x3 + c x4 = x2 yi i i i i
99

PHNG PHP TNH

2

V d: Cho bng gi| tr x 1 y 1

2 4

3 5

4 5

5 2

6 3

xi a + bxi +cx2 yi = 0 i x2 i a + bxi + cx2 i yi = 0

Tm h{m xp x c dng y = a + bx + cx2

100

PHNG PHP TNH 4.1.3 y = acosx + bsinx Tm a, b h{m g a, b = cc tiu: im dng a cos xi + b sin xi yi 2 t

PHNG PHP TNH V d: Cho bng gi| tr x (rad) 10 y 1.45

20 1.12

30 0.83

40 1.26

50 1.14

ga = 2 cos xi a cos xi + b sin xi yi = 0 gb = 2 sin xi a cos xi + b sin xi yi = 0 hay a cos 2 xi + b sin xi cos xi = a sin xi cos xi + b sin2 xi = yi cos xi yi sin xi

Tm h{m xp x c dng y = acosx + bsinx

101

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PHNG PHP TNH 4.2 Hm ph thuc tham s phi tuyn 4.2.1 y = aebx Ly logarit hai v ta c : lny = lna + bx t Y = lny, A = lna, B = b v{ X = x. a h{m s v dng tuyn tnh Y = AX + B. 4.2.2 y = axb Ly logarit hai v ta c : lny = lna + blnx t Y = lny, A = lna, B = b v{ X = lnx. a h{m s v dng tuyn tnh Y = AX + B.

PHNG PHP TNH V d: Cho bng gi| tr x 0.65 y 0.96

0.75 1.06

0.85 1.17

0.95 1.29

1.15 1.58

Tm h{m xp x c dng y = aebx

103

104

PHNG PHP TNH

PHNG PHP TNH Bi ton: Tnh gn ng tch phn xc nh

b

CHNG 5: TCH PHN S

1. Cng thc Newton-Cotes 2. Cng thc hnh thang 3. Cng thc Simpson 1/3 4. Cng thc Simpson 3/8 5. Cng thc cu phng Gauss

I=
a

f x dx

+ Khng bit c nguyn h{m ca h{m s f(x) + Hm y = f(x) c cho bng bng.

1. Cng thc Newton-Cotes

1.1 Xy dng cng thc Newton-Cotes Chia on [a, b] th{nh n on bng nhau bi c|c im ba chia xi = a + id, i = 0,,n vi d{i mi on l{ h = .
n
105 106

PHNG PHP TNH Xp x f(x) bng a thc ni suy Lagrange Ln(x) trng hp c|c nt ni suy c|ch u nhau. n i t t1 tn 1 ni Cn f x Ln x = yi n! ti vi t = I
a n xa , h b i=0

PHNG PHP TNH hay I=

a b n

f x I = (b a)
n i=0

Hi yi

suy ra
n b

vi Hi = 1 t1 tn yidx i! n i ! t i
ni t

1 ni i! n i ! n

ni t

t1 tn dt ti

Ln x =
n

i=0 0

1 tn hyi dt i! n i ! t i
107

i=0 a ni t t

Cng thc trn gi l{ cng thc cu phng Newton Cotes. C|c h s Hi trong cng thc gi l{ c|c h s Cotes, c|c h s n{y khng ph thuc v{o f(x) cng nh d{i h ca mi on v{ c cho trc.
108

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PHNG PHP TNH C|c h s Cotes c c|c tnh cht sau

n

PHNG PHP TNH 1.2. nh gi sai s Nu h{m f(x) c o h{m n cp n + 1 lin tc trn [a, b], ta c sai s I I
H4 H5 H6

+
i=0

Hi = 1

+ Hni = Hi vi mi i = 0, 1, , n Bng h s Cotes (n = 1, 2, 3, 4, 5, 6)

n 1 2 3 4 5 6 H0 0.5000 0.1667 0.1250 0.0778 0.0660 0.0488 H1 0.5000 0.6667 0.3750 0.3556 0.2604 0.2571 H2 0.1667 0.3750 0.1333 0.1736 0.0321 H3

M n+1 !
n+1

x x0 x x1 x xn dx
a

vi M = max f
x[a,b]

x Mhn+2 n+1 !
n

0.1250 0.3556 0.0778 0.1736 0.2604 0.0660 0.3238 0.0321 0.2571 0.0488
109

hay Rn x = I I

t t 1 t n dt
0

110

PHNG PHP TNH V d: Tnh I =

0.2 1.2

PHNG PHP TNH

2. Cng thc hnh thang

x3 dx x+1 p dng cng thc cu phng Newton Cotes Vi n = 1, x0 = a, x1 = b, h = b a, y0 = f(a), y1 = f(b), H0 = H1 = 2, khi
b 1

cng thc Newton Cotes vi n = 5. |nh gi| sai s.

I=
a

f x dx b a H0 y0 + H1 y1 =

ba (f a + f(b)) 2

Cng thc trn gi l{ cng thc hnh thang. |nh gi| sai s
111

Mh3 2!

t t 1 dt =
0

Mh3 12
112

PHNG PHP TNH Lu : Nu chia [a, b] th{nh n on bng nhau, c d{i h = bi n + 1 im chia xi = x0 + ih, i = 0, 1, , n. Trn mi on [xi, xi+1] ta thay f(x) bi a thc ni suy bc nht, khi ta c
b x1 x2 xn ba n

PHNG PHP TNH hay I ba y0 + 2 2n

n1

yi + yn
i=1

Cng thc trn gi l{ cng thc hnh thang suy rng. |nh gi| sai s

I=
a

f x dx =
x0

f x dx +
x1

f x dx + +
xn1

f x dx

Mh3 2!

t t 1 dt = (b a)
0

Mh2 12

h = f x0 + f x1 2

h + + f xn1 + f xn 2

113

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PHNG PHP TNH V d: + Cho tch phn I =

0 2

PHNG PHP TNH

2

dx 1 + x4

+ Cho tch phn I =

1

ex dx

Tnh I bng cng thc hnh thang v{ cng thc hnh thang suy rng vi n = 4. + Cho h{m s y = f(x) x|c nh bi bng sau x 0.65 0.75 0.85 0.95 1.05 y 1.11 1.15 1.17 1.29 1.58
1.05

Tnh gn ng I bng cng thc hnh thang suy rng vi n = 8. |nh gi| sai s. Tnh s on bng nhau cn ph}n chia sai s mc phi khng vt qu| 106 khi tnh I bng cng thc hnh thang suy rng

Tnh gn ng tch phn I =

0.65

f x dx
115 116

PHNG PHP TNH

PHNG PHP TNH Lu : + Trong thc t ta thng |nh gi| sai s bi cng thc sau do Simpson a ra Mh5 vi M = max f 4 x x[a,b] 90 + Nu chia [a, b] th{nh 2n on bng nhau, c d{i h=
ba bi 2n b

3. Cng thc Simpson 1/3

p dng cng thc cu phng Newton Cotes vi n = 2, 1 2 ba ta c H0 = H2 = , H1 = v h = suy ra
6 b 3 2

I=
a

h f x dx y0 + 4y1 + y2 3

Cng thc trn gi l{ cng thc Simpson 1/3. |nh gi| sai s Mh3 3!
2

2n + 1 im chia xi = x0 + ih, i = 0, 1, , 2n.

x2 x4 x2n

p dng cng thc Simpson 1/3 trn mi on [x2i, x2(i+1)] ta c

3

t t 1 t 2 dt =
0

Mh4 vi M = max f x[a,b] 12

I=
a

f x dx =
x0

f x dx +
x2

f x dx + +
x2(n1)

f x dx

117

118

PHNG PHP TNH h h = (y0 + 4y1 + y2 ) + + (y2(n1) + 4y2n1 + y2n ) 3 3 hay I h y +2 3 0

n1 n1

PHNG PHP TNH V d: Dng cng thc Simpson 1/3 suy rng vi n = 10, tnh gn ng tch ph}n
3.1

I=
2.1

y2i + 4
i=1 i=0

y2i+1 + y2n

x3 dx x1

4. Cng thc Simpson 3/8

p dng cng thc cu phng Newton Cotes vi n = 3, ta c H0 = H3 = 8 , H1 = H2 =
b 1 3 8

Cng thc trn gi l{ cng thc Simpson 1/3 suy rng. |nh gi| sai s
n1

v h =

i=0

Mh5

(b = = 90 90 180
4 x[a,b]

nMh5

a)Mh4

ba 3

suy ra

vi M

I=
a

f x dx

3h y + 3y1 + 3y2 + y3 8 0

= max f

x
119

Cng thc trn gi l{ cng thc Simpson 3/8.

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PHNG PHP TNH |nh gi| sai s Mh5 4!

3

PHNG PHP TNH 49Mh5 720 Lu : + Trong thc t ta thng |nh gi| sai s bi cng thc sau do Simpson a ra 3Mh5 vi M = max f 4 x x[a,b] 80 + Nu chia [a, b] th{nh 3n on bng nhau, c d{i h=
ba bi 3n b

t t 1 t 2 t 3 dt =
0 4

vi M = max f
x[a,b]

V d: Dng cng thc Simpson 3/8 suy rng vi n = 12, tnh gn ng tch ph}n
1

3n + 1 im chia xi = x0 + ih, i = 0, 1, , 3n.

x3 x6 x3n

I=
0

ex sin x dx x2 + 1

p dng cng thc Simpson 3/8 trn mi on [x3i, x3(i+1)] ta c I=

a
121

f x dx =
x0

f x dx +
x3

f x dx + +
x3(n1)

f x dx

122

PHNG PHP TNH

3h 3h = (y0 +3y1 +3y2 +y3) ++ (y3(n1) +3y3n2 + 3y3n1 +y3n) 8 8

PHNG PHP TNH

5. Cng thc cu phng Gauss

Cng thc cu phng Gauss cho php ta tnh gn ng tch ph}n bi mt tng hu hn ngha l{ tm c|c nt x1, x2, , xn [1, 1] v{ c|c h s c1, c2, , cn sao cho vi mi a thc P(x) c bc nh hn hay bng 2n 1 ta c
b n

hay I 3h y0 + 2 8
n1 n1

y3i + 3
i=1 i=0

y3i+1 + y3n+2 + y3n

Cng thc trn gi l{ cng thc Simpson 3/8 suy rng. |nh gi| sai s
n1

f x dx =
a i=1

ciP(xi )

i=0

3Mh5 3nMh5 (b a)Mh4 = = vi M = max f x[a,b] 80 80 80

Cng thc ng vi mi a thc P(x) c bc nh hn hay bng 2n 1 khi v{ ch khi n ng vi c|c n thc 1, x, x2, , x2n1.
124

123

PHNG PHP TNH Thay P(xi) bi xi , j = 0, 1, , 2n1 ta c

1 n j

xj =
1 i=1

ci x i

t a n h phng trnh n 1 (1)j+1 j ci x i = , j = 0, 1, , 2n 1 j+1

i=1

PHNG PHP TNH 1 dn Ln x = n 2 n! dxn Mt s a thc Legendre n Ln(x) 0 1 1 x 1 2 (3x2 1) 3 4 5 6

125

x2 1

H trn l{ h phng trnh phi tuyn 2n phng trnh, 2n n ci v xi. Xt n a thc dng f(x) = xkLn(x), k = 0, 1, , n1 trong Ln(x) l{ c|c a thc Legendre x|c nh bi

2 1 (5x3 3x) 2 1 (35x4 30x2 + 3) 8 1 (63x5 70x3 + 15x) 8 1 (231x6 315x4 + 105x2 5) 16

126

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PHNG PHP TNH Tnh cht + Vi mi n a thc Ln(x) l{ a thc bc n

1

PHNG PHP TNH Tr li h phng trnh n 1 (1)j+1 j ci x i = , j = 0, 1, , 2n 1 j+1

i=1

+ Nu P(x) l a thc vi bc nh hn n th
1

P x Ln(x)dx = 0

+ Ln(x) c n nghim thc trong (1, 1) V bc ca c|c a thc f(x) khng vt qu| 2n1 nn vi mi k = 0, 1, , n1
1 1 n

f(x)dx =
1 1

xk Ln (x)dx =
i=1

cixk Ln (xi ) = 0 i

Suy ra c|c nghim ci x|c nh duy nht (nh thc ca h l Vandermond lun khc 0) 2 n1 1 x1 x1 x1 2 1 x2 x2 xn1 2 D= = xi xi 0 i>j 1 xn x2 xn1 n n

Ta chn xi, i = 1, 2, , n l{ c|c nghim ca a thc Legendre th ng thc trn lun nghim ng.
127 128

PHNG PHP TNH Bng c|c yu t ca cng thc cu phng Gauss

n 1 2 3 4 c1 2 1 0.556 0.348 c2 1 0.889 0.652 c3 0.556 0.652 x1 x2 x3 0 0.577 0.577 0.775 0 0.775 0.348 0.861 0.340 0.340 c4 x4

0.861

Lu : + Vi n = 2 ta c cng thc cu phng Gauss 2 im. Khi ta c 3 3 c1 = 1, c2 = 1, x1 = = 0.577, x2 = = 0.577 3 3

PHNG PHP TNH + Vi n = 3 ta c cng thc cu phng Gauss 3 im. Khi ta c 5 8 5 c1 = = 0.556, c2 = = 0.889, c3 = = 0.556 9 9 9 15 15 x1 = = 0.775, x2 = 0, x3 = = 0.775 5 5 + T on tnh tch ph}n [a, b], ta c th a v on [1, 1] bng c|ch i bin 2x b a 1 t= hay x = ba t+ b+a ba 2 |nh gi| sai s 2 b a 2n+1 n! 4 M vi M = max f 2n x x[a,b] 2n ! 3 2n + 1
130

129

PHNG PHP TNH V d: + Dng cng thc cu phng Gauss 2 im, tnh gn ng tch ph}n
1

PHNG PHP TNH + Dng cng thc cu phng Gauss 4 im, tnh gn ng tch ph}n
1.5

I=
1

dx 1 + x2

I=
1

x ln x dx

|nh gi| sai s ca kt qu tnh c.

+ Dng cng thc cu phng Gauss 3 im, tnh gn ng tch ph}n

1.5

I=
0.2

ex dx

131

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PHNG PHP TNH

PHNG PHP TNH

CHNG 6: PHNG TRNH VI PHN

1. i cng phng trnh vi phn 2. Phng php Euler 3. Phng php Euler ci tin 4. Phng php Runge Kutta

1. i cng phng trnh vi phn

Ta thng phi gii c|c phng trnh vi ph}n tha m~n mt s iu kin n{o nht l{ trong c|c b{i to|n khoa hc k thut, ni chung c|c phng trnh n{y kh| phc tp kh hy vng tm li gii ng cho chng v{ v vy vic nghin cu c|c phng ph|p gii gn ng c|c phng trnh vi ph}n c vai tr ht sc quan trng trng thc t.

133

134

PHNG PHP TNH B{i to|n Cauchy i vi phng trnh vi ph}n cp 1: Tm h{m y = y(x) tha m~n dy y = = f(x, y) vi x a, b , x0 = a dx y x0 = 0 y(x0) = y0 gi l{ iu kin Cauchy hay iu kin u, y = y(x) o h{m cp 1 ca h{m y = y(x), x [a, b]. M rng ta c b{i to|n Cauchy i vi phng trnh vi ph}n cp n:

PHNG PHP TNH Tm h{m y = y(x) tha m~n y (n) = f x, y, y , , y (n1) y x0 = 0, y x0 = 1 , , y(n1) x0 = n1 y(x0) = 0, y(x0) = 1, , y(n1)(x0) = n1 gi l{ c|c iu kin Cauchy hay c|c iu kin u, y = y(x), , y(n1) = y(n1)(x) l c|c o h{m cp 1, 2, , n1 ca h{m y = y(x). C|c phng ph|p gii gn ng + C|c phng ph|p gii tch: cho php tm nghim gn ng di dng biu thc gii tch. + C|c phng ph|p s: cho php tm nghim di dng bng. Ta gi thit thm rng tt c c|c b{i to|n c xt n u gii c.
136

135

PHNG PHP TNH

PHNG PHP TNH Khai trin Taylor h{m y = y(x) ti xi ta c x xi 2 y x = y xi + x xi y xi + y ci vi ci xi, x 2 Vi x = xi+1 = xi + h th h = xi+1 xi v{ y(xi) = f(xi, y(xi)) suy ra h2 y xi+1 = y xi + hf xi , y xi + y ci vi ci xi, x 2 v yi y(xi), yi+1 y(xi+1), bng c|ch xo| b i phn d ta c cng thc yi+1 = yi + hf xi , yi , i = 0, , n 1 vi y0 = y(x0) = 0 ~ bit. Cng thc trn gi l{ cng thc Euler.
138

2. Phng php Euler

Xt bi ton dy = f(x, y) vi x a, b , x0 = a dx y x0 = 0 y = tm nghim gn ng ca b{i to|n Cauchy ta chia ba on [a, b] th{nh n on nh bng nhau vi d{i h = n x0 = a, x1 = x0 + h, ... , xi = x0 + ih, ... , xn = b Gi s b{i to|n c nghim duy nht y = y(x) c o h{m n cp 2 lin tc trn [a,b] v{ yi c|c gi| tr gn ng ca h{m ti xi. Ta c yi y(xi) , i =0, , n
137

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PHNG PHP TNH |nh gi| sai s Nu h{m f tho iu kin Lipschitz theo y ngha l{ tn ti L sao cho f xi , y xi f xi , yi L y xi yi v{ y(x) M, x [a, b] th ta c sai s ti im xi l Mh x a L i i 1 2L

PHNG PHP TNH V d : + Dng cng thc Euler tm nghim gn ng ca b{i to|n Cauchy sau vi n = 5 y = y x2 + 1 x 0,1 y 0 = 0.5 Tnh sai s bit nghim ng l{: y(x) = (x + 1) 2 0.5ex + Dng cng thc Euler tm nghim gn ng ca b{i to|n Cauchy sau vi h = 0.1 1 y = xy x 0,1 2 y 0 = 0.5
140

139

PHNG PHP TNH S dng VINACAL Vn570MS Gii b{i to|n Cauchy bng phng ph|p Euler G|n y = 0: <Nhp 0> SHIFT STO Y Gn x0 = a: <Nhp a> SHIFT STO X Gn 0 = E: 0 SHIFT STO E Gn h = F: <Nhp h> SHIFT STO F Nhp biu thc lp yi+1 = yi + hf xi , yi v{ sai s: X = X + F : Y = Y + F (<Nhp f(X,Y)>) : E = <Nhp y(X)> Y =

PHNG PHP TNH Nhn xt: Sai s theo |nh gi| ln hn sai s thc s t ngi ta tm c|ch khc phc bng c|ch a ra phng ph|p Euler ci tin sau }y

3. Phng php Euler ci tin

Ta c y xi+1 y xi =
xi xi+1

y x dx

tng chnh x|c ca phng ph|p Euler, ta |p dng cng thc hnh thang tnh gn ng tch ph}n v phi.
141 142

PHNG PHP TNH h h3 y xi+1 y xi = y xi + y xi+1 y ci 2 12 vi ci xi , xi+1 hay h yi+1 = yi + f xi , yi + f xi+1 , yi+1 , i = 0, , n 1 2 Ngo{i ra, theo cng thc Euler trn ta c y*i+1 = yi + hf(xi, yi). Thay vo yi+1 ta c cng thc h yi+1 = yi + f xi , yi + f xi+1 , y i+1 , i = 0, , n 1 2 vi y0 = y(x0) = 0 ~ bit v{ y*i+1 = yi + hf(xi, yi). Cng thc trn gi l{ cng thc Euler ci tin (hay cng thc Euler Cauchy).
143

PHNG PHP TNH t k1 = hf(xi, yi), k2 = hf(xi + h, yi + k1), cng thc c th vit gn th{nh k1 + k 2 yi+1 = yi + , i = 0, , n 1 2 V d: Dng cng thc Euler ci tin tm nghim gn ng ca bi ton Cauchy y = y x2 + 1 x 0,1 y 0 = 0.5 vi n = 5. Tnh sai s bit nghim ng l{: y(x) = (x + 1)2 0.5ex
144

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PHNG PHP TNH S dng VINACAL Vn570MS Gii b{i to|n Cauchy bng phng ph|p Euler ci tin G|n y = 0: <Nhp 0> STO Y Gn x0 = a: <Nhp a> STO X Gn 0 = E: 0 STO E Gn h = F: <Nhp h> STO F Tnh K1 = A: A = F (<Nhp f(X, Y)>) : Tnh K2 = B: B = F (<Nhp f(X+F, Y+A)>) : Nhp biu thc lp yi+1 = yi + hf xi , yi v{ sai s: X = X + F : Y = Y + (A + B) 2 : E = <Nhp y(X)> Y

PHNG PHP TNH

4. Phng php Runge Kutta

Xut ph|t t cng thc tnh gn ng y1 = y(x0 + h) = y0 + y0 Runge-Kutta tm c|ch vit li y(x0 + h) di dng y x0 + h = y0 + c1 K1 + c2 K2 + + cr Kr Bng c|ch xt h{m r h = y x0 + h y0 cr1K1 + cr2 K2 + + crr Kr }y Ki = hf ui, vi , ui = x0 + i h, vi = y0 + dr1K1 + dr2 K2 + + drr1 Kr1 tho m~n r 0 = 0 = = rk 0 = 0,rk+1 0 0 r

145

146

PHNG PHP TNH vi mong mun ly gi| tr k c{ng ln c{ng tt nn c th ly ti a k = r (v nu ly k > r c th h s v nghim) t tnh c c|c gi| tr ci, Ki. |nh gi| sai s mi bc (k+1) r k+1 Rr h = h ,0 < < h k+1 !

PHNG PHP TNH + Trng hp r = 1 Ta c 1 h = y x0 + h y0 c11 K1 suy ra 1 h = y0 c11 K1 = y0 c11 f x0 , y0 v{ do 0 = 0 y0 = c11 f x0 , y0 c11 = 1 r a n cng thc yi+1 yi + K1 = yi + hf xi, yi }y chnh l{ cng thc Euler.

147

148

PHNG PHP TNH + Trng hp r = 2 Ta c 2 h = y x0 + h y0 c21 K1 + c22 K2 , suy ra h = y0 c21 K1 c22 K = y0 c21 + c22 f x0 , y0 r 2 v{ do 0 = 0 y0 = c21 + c22 f x0 , y0 c21 + c22 = 1 r Ta li c h = y0 c21 K1 c22 K r 2 2c22 2 = 1 v{ do 0 = 0 r 2c22 d21 = 1 c21 + c22 = 1 1 Ta c h 2c22 2 = 1 . Cho 2 = d21 = 1 th c21 = c22 = 2 2c22 d21 = 1
149

PHNG PHP TNH a n cng thc 1 (i) h (i) (i) yi+1 yi + K1 + K2 = yi + f xi,yi + f xi + h,yi + K1 2 2 }y chnh l{ cng thc Euler ci tin. + Trng hp r = 3 Tng t trn ta a n cng thc Runge Kutta bc 3 1 (i) (i) (i) yi+1 yi + K1 + 4K2 + K3 6 (i) Trong : K1 = hf(xi, yi) K2 = hf(xi + , yi +
(i) K3 (i) h 2 K1
(i)

= hf(xi + h, yi

2 (i) K1

) + 2K2 )
150

(i)

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PHNG PHP TNH + Trng hp r = 4 Cng thc Runge Kutta bc 4 1 (i) (i) (i) (i) yi+1 yi + K1 + 2K2 + 2K3 + K4 6 Trong K1 = hf(xi, yi) K2 = hf(xi + 2 , yi + K3 = hf(xi + 2 , yi +
(i) (i) h (i) h K1 2 K2
(i) (i)

PHNG PHP TNH Ta c th lp bng cho mi bc nh sau i i xi xi xi + ) )

151

yi yi
h 2 h

(i)

yi + yi +

K1 2

(i)

Kr (i) K1

(i)

y (i) K1

K2
K3 K4

(i)

2K2
2K3 K4

(i)
(i)

xi + 2

K2

(i)

(i) (i)

xi + h

2 (i) yi + K3

(i) 1

K4 =hf(xi + h, yi + K3 )

2 (i)

y = 6
152

PHNG PHP TNH V d: + Cho bi ton Cauchy y = x + y x 0,0.3 y 0 = 1 Dng cng thc Runge Kutta bc 4 tm nghim gn ng y(0.5) vi h = 0.25 + Cho bi ton Cauchy y = x2 + 0.25y2 x 0,0.5 y 0 =1 Dng cng thc Runge Kutta bc 4 tm nghim gn ng y(0.3) vi h = 0.1
153

PHNG PHP TNH S dng VINACAL Vn570MS Gii b{i to|n Cauchy bng phng ph|p Runge Kutta Gn x0 = a: <Nhp a> STO X Gn y = 0: <Nhp 0> STO Y Gn 0 = E: 0 STO E Gn h = F: <Nhp h> STO F Tnh K1 = A: A = F (<Nhp f(X, Y)>) : Tnh K2 = B: B = F (<Nhp f(X+F2, Y+A2) >) : Tnh K3 = C: C = F (<Nhp f(X+F2, Y+B2) >) : Tnh K4 = D: D = F (<Nhp f(X+F, Y+C) >) : Tnh sai s v{ gi| tr lp: E = (A + 2B + 2C + D) 6 : Y = Y + E : X = X + F
154

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